0000728889-19-000489.txt : 20190405
0000728889-19-000489.hdr.sgml : 20190405
20190405163441
ACCESSION NUMBER: 0000728889-19-000489
CONFORMED SUBMISSION TYPE: N-MFP2
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20190331
FILED AS OF DATE: 20190405
DATE AS OF CHANGE: 20190405
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: OPPENHEIMER VARIABLE ACCOUNT FUNDS
CENTRAL INDEX KEY: 0000752737
IRS NUMBER: 840974272
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: N-MFP2
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04108
FILM NUMBER: 19735545
BUSINESS ADDRESS:
STREET 1: 6803 SOUTH TUCSON WAY
CITY: CENTENNIAL
STATE: CO
ZIP: 80112-3924
BUSINESS PHONE: 3036713200
MAIL ADDRESS:
STREET 1: 6803 SOUTH TUCSON WAY
CITY: CENTENNIAL
STATE: CO
ZIP: 80112-3924
FORMER COMPANY:
FORMER CONFORMED NAME: OPPENHEIMER VARIABLE LIFE FUNDS
DATE OF NAME CHANGE: 19860609
0000752737
S000010340
Oppenheimer Government Money Fund/VA
C000028604
Non-Service
N-MFP2
1
primary_doc.xml
N-MFP2
0000752737
XXXXXXXX
2019-03-31
0000752737
S000010340
1
N
N
002-93177
OFI Global Asset Management, Inc.
801-76771
OppeheimerFunds, Inc.
801-08253
KPMG
Denver
CO
None
OFI Global Asset Management, Inc.
0001558234
084-06477
N
N
N
Exempt Government
N
11
23
904075554.94
852354328.38
689918275.54
697803551.29
762322938.58
1559000407.79
1208898750.88
971478954.31
880961841.76
971987844.17
0.4805
0.5876
0.5610
0.6195
0.6112
0.8285
0.8334
0.7900
0.7821
0.7793
116139.55
1250998907.28
1250998907.28
11510440.38
5907573.26
1256717913.95
1256690033.59
0.0252
1.0000
1.0000
1.0000
1.0000
1.0000
C000028604
1.00
1256717913.95
1256690033.59
1.0000
1.0000
1.0000
1.0000
1.0000
274602.90
670678606.70
172816.63
229315730.88
2555594.80
186798426.93
18587190.33
92725770.75
130748852.63
51588.89
152310647.57
559261504.49
0.0198
N
Amherst Pierpont Securities LLC
Amherst Pierpont Securities LLC 2.675%
11PIER9E8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
USTR
2019-11-15
2027-08-15
1 - 2.88
2002000.00
2042135.36
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-04-08
2019-04-08
2019-04-08
N
N
N
0.0271
10000000.00
10000000.00
0.0080
N
N
Y
Y
Amherst Pierpont Securities LLC
Amherst Pierpont Securities LLC 2.75%
11PIER9F5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
USTR
2019-11-15
2045-05-15
0.13 - 3
145498300.00
147933955.66
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0279
26000000.00
26000000.00
0.0207
N
Y
Y
N
ASL Capital Markets, Inc.
ASL Capital Markets, Inc. 2.65%
183ASL9M4
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FMAC
2023-02-25
2049-03-01
3.32 - 4.5
11093020.00
10208337.64
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-08
2019-04-08
2019-04-08
N
N
N
0.0269
2000000.00
2000000.00
0.0016
N
N
Y
Y
ASL Capital Markets, Inc.
ASL Capital Markets, Inc. 2.75%
183ASL9R3
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
FMAC
2024-03-27
2047-11-01
0 - 4
26325834.00
26526078.39
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0279
145000000.00
145000000.00
0.1154
N
Y
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.7%
183CAH9C0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2048-09-20
2048-12-20
3.62 - 3.72
44041002.00
6734947.25
Agency Mortgage-Backed Securities
FNMA
2028-02-01
2048-09-25
2.77 - 4
16557031.00
780730.26
Agency Mortgage-Backed Securities
FMAC
2037-10-15
2041-04-15
1.58 - 3.96
163825800.00
3488477.22
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0274
10000000.00
10000000.00
0.0080
N
Y
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.58%
182CAH9M0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2042-12-25
2048-06-25
0.48 - 4
1607232.00
277395.41
Agency Mortgage-Backed Securities
FMAC
2044-05-01
3.31
2103.00
358.27
Agency Mortgage-Backed Securities
USTR
2019-04-18
2023-07-31
0 - 2.75
2948400.00
3018598.98
U.S. Treasuries (including strips)
GNMA
2034-02-20
2049-03-20
3.72 - 5.5
42252961.00
4110140.09
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0262
7000000.00
7000000.00
0.0056
N
Y
Y
Y
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.57%
182CAH9P2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2037-05-15
2045-02-15
3.62 - 3.92
31746748.00
1552338.98
Agency Mortgage-Backed Securities
USTR
2019-04-18
2048-02-15
0 - 3
6718400.00
6779446.21
U.S. Treasuries (including strips)
GNMA
2041-08-20
2048-09-20
3 - 3.72
31996684.00
1122230.91
Agency Mortgage-Backed Securities
FNMA
2037-04-01
2048-10-01
0.48 - 7
12150798.00
10164514.73
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-12
2019-04-12
2019-04-12
N
N
N
0.0261
19000000.00
19000000.00
0.0151
N
N
N
Y
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.75%
183CAH9G1
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2048-10-20
2048-12-20
3.62 - 3.67
76661119.00
11957278.15
Agency Mortgage-Backed Securities
FMAC
2032-05-15
2058-10-15
1.58 - 6.5
308018402.00
28093341.24
Agency Mortgage-Backed Securities
FNMA
2022-04-25
2058-05-25
0.48 - 5.5
644527378.00
24854515.04
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0279
59000000.00
59000000.00
0.0469
N
Y
Y
N
Cantor Fitzgerald Secured, LLC
Cantor Fitzgerald Secured, LLC 2.66%
183CAH9F3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA
2034-02-20
2049-03-20
4 - 4.5
6300509.00
4317229.72
Agency Mortgage-Backed Securities
FNMA
2048-10-01
4.5
1000.00
1047.14
Agency Mortgage-Backed Securities
FMAC
2048-10-01
2048-11-01
5 - 5
2631250.00
2839133.31
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-30
2019-04-30
2019-04-30
N
N
N
0.0270
7000000.00
7000000.00
0.0056
N
N
N
Y
Credit Agricole Corp. & Investment Bank
Credit Agricole Corp. & Investment Bank 2.6%
185CAS9H3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2047-02-01
3
3447808.00
3365151.04
Agency Mortgage-Backed Securities
FMAC
2042-09-01
3.5
3778.00
1578.46
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0264
3300000.00
3300000.00
0.0026
N
Y
Y
N
Deutsche Bank Securities, Inc.
Deutsche Bank Securities, Inc. 2.6%
189DEU9T2
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2050-03-15
3.25
3340833.00
3300715.53
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0264
3000000.00
3000000.00
0.0024
N
Y
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.721931%
313312MN7
US313312MN74
313312MN7
U.S. Government Agency Debt
Y
N/A
N/A
2019-10-04
2019-10-04
2019-10-04
N
N
N
0.0272
1972616.67
1972616.67
0.0016
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.480529%
313312KH2
US313312KH25
313312KH2
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-12
2019-08-12
2019-08-12
N
N
N
0.0248
991059.44
991059.44
0.0008
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.186134%
313312DW7
US313312DW74
313312DW7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0219
1999762.22
1999762.22
0.0016
N
N
Y
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.40688%
3133EJE88
US3133EJE881
3133EJE88
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-05
2019-11-05
2019-11-05
N
N
N
0.0241
4999841.44
4999841.44
0.0040
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.42863%
3133EJT41
US3133EJT418
3133EJT41
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-14
2019-08-14
2019-08-14
N
N
N
0.0248
2999977.75
2999977.75
0.0024
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.60731%
3133EJF87
US3133EJF870
3133EJF87
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-15
2019-10-15
2019-10-15
N
N
N
0.0265
9499207.36
9499207.36
0.0076
N
N
N
N
Federal Farm Credit Bank
Federal Farm Credit Bank 2.40775%
3133EJFG9
US3133EJFG95
3133EJFG9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-07-09
2019-07-09
N
N
N
0.0242
999976.22
999976.22
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.483979%
313384FF1
US313384FF19
313384FF1
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-06
2019-05-06
2019-05-06
N
N
N
0.0248
3990472.22
3990472.22
0.0032
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.503804%
313384FW4
US313384FW42
313384FW4
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-21
2019-05-21
2019-05-21
N
N
N
0.0250
3986222.22
3986222.22
0.0032
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.437934%
313384FZ7
US313384FZ72
313384FZ7
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-24
2019-05-24
2019-05-24
N
N
N
0.0244
2989298.41
2989298.41
0.0024
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.395793%
313384EC9
US313384EC96
313384EC9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0240
3098357.00
3098357.00
0.0025
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.413516%
313384EV7
US313384EV77
313384EV7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-04-26
2019-04-26
N
N
N
0.0241
5595658.33
5595658.33
0.0045
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.480043%
313384FC8
US313384FC87
313384FC8
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-03
2019-05-03
2019-05-03
N
N
N
0.0248
3991288.89
3991288.89
0.0032
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.494055%
313384KS7
US313384KS74
313384KS7
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-21
2019-08-21
2019-08-21
N
N
N
0.0249
3961139.34
3961139.34
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.480726%
313384KM0
US313384KM05
313384KM0
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-16
2019-08-16
2019-08-16
N
N
N
0.0248
2972029.17
2972029.17
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.482777%
313384LP2
US313384LP27
313384LP2
U.S. Government Agency Debt
Y
N/A
N/A
2019-09-11
2019-09-11
2019-09-11
N
N
N
0.0248
1483346.84
1483346.84
0.0012
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.494055%
313384KU2
US313384KU21
313384KU2
U.S. Government Agency Debt
Y
N/A
N/A
2019-08-23
2019-08-23
2019-08-23
N
N
N
0.0249
2970444.00
2970444.00
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.485853%
313384JV2
US313384JV23
313384JV2
U.S. Government Agency Debt
Y
N/A
N/A
2019-07-31
2019-07-31
2019-07-31
N
N
N
0.0249
3966993.89
3966993.89
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.435907%
313384GM5
US313384GM50
313384GM5
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-05
2019-06-05
2019-06-05
N
N
N
0.0244
1493443.13
1493443.13
0.0012
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.441983%
313384GG8
US313384GG82
313384GG8
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-31
2019-05-31
2019-05-31
N
N
N
0.0244
1991910.00
1991910.00
0.0016
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.487903%
313384JQ3
US313384JQ38
313384JQ3
U.S. Government Agency Debt
Y
N/A
N/A
2019-07-26
2019-07-26
2019-07-26
N
N
N
0.0249
2976249.00
2976249.00
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.445427%
313384JD2
US313384JD25
313384JD2
U.S. Government Agency Debt
Y
N/A
N/A
2019-07-15
2019-07-15
2019-07-15
N
N
N
0.0245
1489390.62
1489390.62
0.0012
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 1.125%
3130A8DB6
2549001DPIFGXC1TOL40
US3130A8DB60
3130A8DB6
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-21
2019-06-21
2019-06-21
N
N
N
0.0254
5981142.72
5981142.72
0.0048
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 1.1%
3130A8WE9
2549001DPIFGXC1TOL40
US3130A8WE98
3130A8WE9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-04-26
2019-04-26
N
N
N
0.0245
9990763.89
9990763.89
0.0079
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.411%
3130AEDS6
2549001DPIFGXC1TOL40
US3130AEDS61
3130AEDS6
U.S. Government Agency Debt
Y
N/A
N/A
2019-05-25
2019-11-25
2019-11-25
N
N
N
0.0245
3999039.01
3999039.01
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.375%
3130AEE48
2549001DPIFGXC1TOL40
US3130AEE480
3130AEE48
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-04
2019-06-04
2019-06-04
N
N
N
0.0247
6164497.27
6164497.27
0.0049
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.385%
3130AEP61
2549001DPIFGXC1TOL40
US3130AEP619
3130AEP61
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-27
2019-08-27
2019-08-27
N
N
N
0.0239
4000000.00
4000000.00
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.381%
3130AENG1
2549001DPIFGXC1TOL40
US3130AENG14
3130AENG1
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-24
2019-07-24
2019-07-24
N
N
N
0.0242
1000000.00
1000000.00
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.477%
3130AELM0
2549001DPIFGXC1TOL40
US3130AELM00
3130AELM0
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0262
5999809.35
5999809.35
0.0048
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.473%
3130ABL53
2549001DPIFGXC1TOL40
US3130ABL531
3130ABL53
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-20
2019-06-20
2019-06-20
N
N
N
0.0245
5000199.92
5000199.92
0.0040
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.393%
3130ADXW7
2549001DPIFGXC1TOL40
US3130ADXW70
3130ADXW7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0247
2000000.00
2000000.00
0.0016
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.439%
3130ADW40
2549001DPIFGXC1TOL40
US3130ADW401
3130ADW40
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-04-26
2019-04-26
N
N
N
0.0244
1000000.00
1000000.00
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.391%
3130ADJY9
2549001DPIFGXC1TOL40
US3130ADJY92
3130ADJY9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-28
2019-05-28
2019-05-28
N
N
N
0.0239
2999984.89
2999984.89
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.394%
3130ADHN5
2549001DPIFGXC1TOL40
US3130ADHN55
3130ADHN5
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-05-24
2019-05-24
N
N
N
0.0239
1000000.00
1000000.00
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.457%
3130ADYR7
2549001DPIFGXC1TOL40
US3130ADYR76
3130ADYR7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-09
2019-04-09
2019-04-09
N
N
N
0.0246
1000000.00
1000000.00
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.539%
3130ADY63
2549001DPIFGXC1TOL40
US3130ADY639
3130ADY63
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-11
2019-10-11
2019-10-11
N
N
N
0.0263
4997693.95
4997693.95
0.0040
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.381%
3130ACPQ1
2549001DPIFGXC1TOL40
US3130ACPQ12
3130ACPQ1
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-22
2019-04-22
2019-04-22
N
N
N
0.0240
1999979.81
1999979.81
0.0016
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.48%
3130AFQY6
2549001DPIFGXC1TOL40
US3130AFQY67
3130AFQY6
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2020-01-17
2020-01-17
N
N
N
0.0252
1000000.00
1000000.00
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.511%
3130AFSU2
2549001DPIFGXC1TOL40
US3130AFSU28
3130AFSU2
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-25
2019-07-25
2019-07-25
N
N
N
0.0252
4000000.00
4000000.00
0.0032
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.354%
3130AFPD3
2549001DPIFGXC1TOL40
US3130AFPD30
3130AFPD3
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-27
2019-06-27
2019-06-27
N
N
N
0.0246
1999756.81
1999756.81
0.0016
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.45%
3130AFQX8
2549001DPIFGXC1TOL40
US3130AFQX84
3130AFQX8
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2019-07-17
2019-07-17
N
N
N
0.0247
1000000.00
1000000.00
0.0008
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.44%
3130AFVU8
2549001DPIFGXC1TOL40
US3130AFVU80
3130AFVU8
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2019-11-13
2019-11-13
N
N
N
0.0248
10000000.00
10000000.00
0.0080
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.51%
3130AG6P5
2549001DPIFGXC1TOL40
US3130AG6P59
3130AG6P5
U.S. Government Agency Debt
Y
N/A
N/A
2019-07-02
2020-04-02
2020-04-02
N
N
N
0.0251
5000000.00
5000000.00
0.0040
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.44452%
313384DY2
US313384DY26
313384DY2
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0244
24993250.00
24993250.00
0.0199
N
N
Y
N
Federal Home Loan Bank
Federal Home Loan Bank 2.465%
3130AFWY9
2549001DPIFGXC1TOL40
US3130AFWY93
3130AFWY9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2020-02-21
2020-02-21
N
N
N
0.0251
2500000.00
2500000.00
0.0020
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.46%
3130AG2E4
2549001DPIFGXC1TOL40
US3130AG2E49
3130AG2E4
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2019-12-06
2019-12-06
N
N
N
0.0250
3000000.00
3000000.00
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.443%
3130AFMH7
2549001DPIFGXC1TOL40
US3130AFMH70
3130AFMH7
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-20
2019-06-20
2019-06-20
N
N
N
0.0250
13000000.00
13000000.00
0.0103
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.402%
3130AEZT0
2549001DPIFGXC1TOL40
US3130AEZT07
3130AEZT0
U.S. Government Agency Debt
Y
N/A
N/A
2019-06-28
2019-06-28
2019-06-28
N
N
N
0.0246
5000000.00
5000000.00
0.0040
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.384%
3130AEPL8
2549001DPIFGXC1TOL40
US3130AEPL80
3130AEPL8
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-04-26
2019-04-26
N
N
N
0.0246
3000000.00
3000000.00
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.419%
3130AEZA1
2549001DPIFGXC1TOL40
US3130AEZA16
3130AEZA1
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-09-26
2019-09-26
N
N
N
0.0247
3000000.00
3000000.00
0.0024
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.394%
3130AEPJ3
2549001DPIFGXC1TOL40
US3130AEPJ35
3130AEPJ3
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-26
2019-07-26
2019-07-26
N
N
N
0.0243
10000000.00
10000000.00
0.0080
N
N
N
N
Federal Home Loan Bank
Federal Home Loan Bank 2.417%
3130AF6V4
2549001DPIFGXC1TOL40
US3130AF6V46
3130AF6V4
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-17
2019-10-17
2019-10-17
N
N
N
0.0246
2000000.00
2000000.00
0.0016
N
N
N
N
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 2.42%
3134GSU60
S6XOOCT0IEG5ABCC6L87
US3134GSU600
3134GSU60
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2019-04-17
2019-04-17
N
N
N
0.0245
5000000.00
5000000.00
0.0040
N
N
N
N
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. 1.125%
3137EADZ9
S6XOOCT0IEG5ABCC6L87
US3137EADZ99
3137EADZ9
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-15
2019-04-15
2019-04-15
N
N
N
0.0145
17517156.70
17517156.70
0.0139
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 1%
3136G3YG4
B1V7KEBTPIMZEU4LTD58
US3136G3YG44
3136G3YG4
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-25
2019-04-25
2019-04-25
N
N
N
0.0242
7492990.59
7492990.59
0.0060
N
N
N
N
Federal National Mortgage Assn.
Federal National Mortgage Assn. 2.55%
3136G4TG8
B1V7KEBTPIMZEU4LTD58
US3136G4TG81
3136G4TG8
U.S. Government Agency Debt
Y
N/A
N/A
2019-04-01
2019-07-30
2019-07-30
N
N
N
0.0257
6000000.00
6000000.00
0.0048
N
N
N
N
Guggenheim Securities LLC
Guggenheim Securities LLC 2.75%
011GUG9M7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2036-07-01
2048-07-01
2.39 - 4.5
80397359.00
67053620.25
Agency Mortgage-Backed Securities
GNMA
2043-10-20
2065-08-20
3 - 4.53
7603062.00
2140212.18
Agency Mortgage-Backed Securities
FMAC
2027-01-01
2049-03-01
3 - 5
32367301.00
27728373.90
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0279
95000000.00
95000000.00
0.0756
N
Y
Y
N
Guggenheim Securities LLC
Guggenheim Securities LLC 2.72%
011GUG9H8
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2031-12-01
2048-06-01
3 - 5
442639.00
246840.42
Agency Mortgage-Backed Securities
FNMA
2033-10-01
2049-01-01
2.35 - 4.5
34625636.00
27307725.74
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0276
27000000.00
27000000.00
0.0215
N
Y
Y
N
INTL FCStone Financial, Inc.
INTL FCStone Financial, Inc. 2.72%
1639989B5
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2019-09-01
2048-08-01
2.5 - 5
13045374.00
10938815.15
Agency Mortgage-Backed Securities
USTR
2019-08-31
2049-02-15
1 - 3
250000.00
258046.68
U.S. Treasuries (including strips)
GNMA
2021-03-15
2065-05-20
2 - 6.5
10887362.00
1858158.32
Agency Mortgage-Backed Securities
FHLB
2021-01-29
2.25
115000.00
115033.47
Agency Mortgage-Backed Securities
FNMA
2022-03-01
2049-04-01
2 - 8.01
38066235.00
30742923.50
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0276
43000000.00
43000000.00
0.0342
N
Y
Y
N
INTL FCStone Financial, Inc.
INTL FCStone Financial, Inc. 2.72%
1639989C3
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2022-12-01
2049-04-01
2 - 7
135744251.00
49570990.44
Agency Mortgage-Backed Securities
GNMA
2022-07-20
2064-04-20
0 - 6.5
44813174.00
5875210.86
Agency Mortgage-Backed Securities
FMAC
2019-06-01
2049-02-01
2.5 - 8.5
92565862.00
14941223.98
Agency Mortgage-Backed Securities
FCSB
2020-12-04
1.2
55000.00
54203.78
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-03
2019-04-03
2019-04-03
N
N
N
0.0276
69000000.00
69000000.00
0.0549
N
N
Y
N
Oppenheimer Institutional Government Money Market Fund
Oppenheimer Institutional Government Money Market Fund 2.42%
68383G108
549300VIX63QANOLHZ88
US68383G1085
68383G108
Investment Company
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0237
15643958.21
15643958.21
0.0124
N
Y
Y
N
RBC Dominion Securities, Inc.
RBC Dominion Securities, Inc. 2.65%
50RBCD9B8
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR
2048-02-15
0
6997300.00
3060688.99
U.S. Treasuries (including strips)
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0269
3000000.00
3000000.00
0.0024
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.59%
47SSTS9W9
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2019-11-01
2050-05-01
2.26 - 5.91
939334125.00
151495045.84
Agency Mortgage-Backed Securities
FMAC
2030-11-01
2048-07-01
2.31 - 5.55
144311530.00
78054488.16
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-05
2019-04-05
2019-04-05
N
N
N
0.0263
225000000.00
225000000.00
0.1790
N
N
Y
N
South Street Securities LLC
South Street Securities LLC 2.46%
46SSTS9Z4
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB
2020-12-29
2041-06-06
1.52 - 3.45
1075000.00
1061496.28
Agency Mortgage-Backed Securities
FMAC
2027-12-01
2048-12-01
2.5 - 5.55
7392893.00
2733111.43
Agency Mortgage-Backed Securities
FCSB
2035-06-25
3.84
278000.00
280798.53
Agency Mortgage-Backed Securities
FNMA
2020-01-01
2048-11-01
2.38 - 6
22854474.00
8171807.13
Agency Mortgage-Backed Securities
GNMA
2059-08-15
3.49
10288.00
10351.32
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-11
2019-04-11
2019-04-11
N
N
N
0.0249
12000000.00
12000000.00
0.0095
N
N
N
Y
South Street Securities LLC
South Street Securities LLC 2.75%
47SSTS9X7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2030-11-01
2048-05-01
2.92 - 5.55
10226206.00
7588926.27
Agency Mortgage-Backed Securities
GNMA
2049-02-20
2059-06-15
3.6 - 4.5
4089055.00
4254387.60
Agency Mortgage-Backed Securities
FHLB
2020-01-09
2037-02-09
1.45 - 3.7
1640000.00
1633013.51
Agency Mortgage-Backed Securities
USTR
2020-05-15
2023-05-31
1.5 - 2.75
13683700.00
14029249.87
U.S. Treasuries (including strips)
FCSB
2021-01-12
2031-05-16
2.9 - 3.88
3000.00
2956.21
Agency Mortgage-Backed Securities
FNMA
2026-03-01
2049-02-01
2.25 - 5.29
845891835.00
120425436.21
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0279
145000000.00
145000000.00
0.1154
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.73%
47SSTS9T6
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2030-11-01
2048-12-01
2.91 - 5.55
69482.00
51042.67
Agency Mortgage-Backed Securities
FNMA
2027-06-01
2045-06-01
2.5 - 6.63
154296919.00
9801931.54
Agency Mortgage-Backed Securities
GNMA
2059-06-15
2059-12-15
3.6 - 4.15
346267.00
351666.82
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-02
2019-04-02
2019-04-02
N
N
N
0.0277
10000000.00
10000000.00
0.0080
N
Y
Y
N
South Street Securities LLC
South Street Securities LLC 2.75%
47SSTS9R0
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC
2042-09-01
2045-02-01
3.5 - 4
2861960.00
1730718.84
Agency Mortgage-Backed Securities
FHLB
2020-01-09
2041-08-08
1.45 - 2.79
510000.00
495991.14
Agency Mortgage-Backed Securities
FCSB
2028-11-28
2036-06-09
2.83 - 3.03
2000.00
1945.49
Agency Mortgage-Backed Securities
FNMA
2036-10-01
2046-10-01
4.21 - 4.58
69973276.00
1848253.19
Agency Mortgage-Backed Securities
GNMA
2046-09-15
2047-08-15
4.5 - 4.5
6506.00
5273.68
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0279
4000000.00
4000000.00
0.0032
N
Y
Y
N
TD Securities (USA) LLC
TD Securities (USA) LLC 2.65%
184TDS9Y7
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA
2047-03-01
2048-07-01
4 - 4
69518703.00
59173064.91
Agency Mortgage-Backed Securities
Y
N/A
N/A
2019-04-01
2019-04-01
2019-04-01
N
N
N
0.0269
58000000.00
58000000.00
0.0462
N
Y
Y
N
Oppenheimer Government Money Fund/VA
2019-04-04
Jan Miller
Jan Miller
Assistant Fund Treasurer