0000728889-19-000022.txt : 20190108 0000728889-19-000022.hdr.sgml : 20190108 20190108112502 ACCESSION NUMBER: 0000728889-19-000022 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190108 DATE AS OF CHANGE: 20190108 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: 19515008 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 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497872.50 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.420514% 313312GW4 US313312GW48 313312GW4 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0242 2967610.00 2967610.00 0.0010 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 1989062.22 1989062.22 0.0007 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 985009.44 985009.44 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 5.125% 31331VHJ8 US31331VHJ89 31331VHJ8 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0239 1439185.51 1439185.51 0.0005 N N N 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 1959366.66 1959366.66 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.276249% 313312DF4 US313312DF42 313312DF4 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0228 497615.14 497615.14 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.3105% 3133EJFQ7 US3133EJFQ77 3133EJFQ7 U.S. Government Agency Debt Y N/A N/A 2019-01-12 2019-03-12 2019-03-12 N N N 0.0231 998710.64 998710.64 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.30194% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-07-09 2019-07-09 N N N 0.0231 998483.79 998483.79 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.44063% 3133EJHE2 US3133EJHE20 3133EJHE2 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-03-28 2019-03-28 N N N 0.0244 1999457.64 1999457.64 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.325245% 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Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.43% 3133EJDT3 US3133EJDT35 3133EJDT3 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-02-20 2019-02-20 N N N 0.0249 997373.43 997373.43 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.30388% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-01-05 2019-11-05 2019-11-05 N N N 0.0231 4991135.84 4991135.84 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.37625% 3133EJDX4 US3133EJDX47 3133EJDX4 U.S. Government Agency Debt Y N/A N/A 2019-01-27 2019-03-27 2019-03-27 N N N 0.0240 999612.27 999612.27 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.414208% 313384BD0 US313384BD07 313384BD0 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-01-28 2019-01-28 N N N 0.0241 6987816.11 6987816.11 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.28399% 313384AR0 US313384AR02 313384AR0 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0228 22069097.83 22069097.83 0.0072 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.350665% 313384AS8 US313384AS84 313384AS8 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-01-17 2019-01-17 N N N 0.0235 18780406.22 18780406.22 0.0061 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.311629% 313384AP4 US313384AP46 313384AP4 U.S. Government Agency Debt Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0231 49958381.95 49958381.95 0.0163 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.266435% 313384AQ2 US313384AQ29 313384AQ2 U.S. Government Agency Debt Y N/A N/A 2019-01-15 2019-01-15 2019-01-15 N N N 0.0227 36268103.34 36268103.34 0.0119 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.309401% 313384AY5 US313384AY52 313384AY5 U.S. Government Agency Debt Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0231 6905292.81 6905292.81 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.329794% 313384BA6 US313384BA67 313384BA6 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0233 13978366.66 13978366.66 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.304759% 313384AT6 US313384AT67 313384AT6 U.S. Government Agency Debt Y N/A N/A 2019-01-18 2019-01-18 2019-01-18 N N N 0.0230 2943808.24 2943808.24 0.0010 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.299155% 313384AX7 US313384AX79 313384AX7 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0230 3994668.33 3994668.33 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.38123% 313384DE6 US313384DE61 313384DE6 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0238 6965124.44 6965124.44 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.337295% 313384DG1 US313384DG10 313384DG1 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0234 1989990.00 1989990.00 0.0007 N N N N Federal Home Loan Bank Federal Home 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0.0006 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 3965972.22 3965972.22 0.0013 N N N 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 3966788.89 3966788.89 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.407696% 313384ED7 US313384ED79 313384ED7 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0241 3973820.00 3973820.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.428658% 313384EF2 US313384EF28 313384EF2 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0243 3973066.67 3973066.67 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.351762% 313384BN8 US313384BN88 313384BN8 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0235 19105226.00 19105226.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.377102% 313384BQ1 US313384BQ10 313384BQ1 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0238 5860343.62 5860343.62 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.336115% 313384BH1 US313384BH11 313384BH1 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0234 4987004.20 4987004.20 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.290342% 313384BE8 US313384BE89 313384BE8 U.S. Government Agency Debt Y N/A N/A 2019-01-29 2019-01-29 2019-01-29 N N N 0.0229 3992922.22 3992922.22 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.329859% 313384BF5 US313384BF54 313384BF5 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0233 12975738.27 12975738.27 0.0042 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.297461% 313384BU2 US313384BU22 313384BU2 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0230 3989360.00 3989360.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.379976% 313384CC1 US313384CC15 313384CC1 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0238 22675257.65 22675257.65 0.0074 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.382261% 313384CE7 US313384CE70 313384CE7 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0238 17938452.22 17938452.22 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.388562% 313384BX6 US313384BX60 313384BX6 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0239 20016381.29 20016381.29 0.0066 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.37385% 313384BV0 US313384BV05 313384BV0 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N N N 0.0237 24929527.78 24929527.78 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.31777% 313384BW8 US313384BW87 313384BW8 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0232 3988755.55 3988755.55 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130ADQA3 2549001DPIFGXC1TOL40 US3130ADQA34 3130ADQA3 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-02-22 2019-02-22 N N N 0.0248 999327.61 999327.61 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.446% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 3130ADW40 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-04-26 2019-04-26 N N N 0.0245 999592.33 999592.33 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 3130ADQ39 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-02-22 2019-02-22 N N N 0.0247 999335.00 999335.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130ADL91 2549001DPIFGXC1TOL40 US3130ADL917 3130ADL91 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-03-01 2019-03-01 N N N 0.0222 998089.19 998089.19 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.209% 3130ADLG5 2549001DPIFGXC1TOL40 US3130ADLG58 3130ADLG5 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0228 998159.17 998159.17 0.0003 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.07% 3130ADYR7 2549001DPIFGXC1TOL40 US3130ADYR76 3130ADYR7 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-04-09 2019-04-09 N N N 0.0209 995170.00 995170.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.115% 3130ADZJ4 2549001DPIFGXC1TOL40 US3130ADZJ42 3130ADZJ4 U.S. Government Agency Debt Y N/A N/A 2019-01-30 2019-01-30 2019-01-30 N N N 0.0216 996298.75 996298.75 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.16% 3130ADY63 2549001DPIFGXC1TOL40 US3130ADY639 3130ADY63 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-10-11 2019-10-11 N N N 0.0225 4972014.90 4972014.90 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.452% 3130ADWW8 2549001DPIFGXC1TOL40 US3130ADWW89 3130ADWW8 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-04-01 2019-04-01 N N N 0.0222 994329.97 994329.97 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.29% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 3130ADXW7 U.S. Government Agency Debt Y N/A N/A 2019-01-06 2019-04-05 2019-04-05 N N N 0.0231 1996692.22 1996692.22 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.632% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 3130ABL53 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0261 4996041.20 4996041.20 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.33% 3130AC5L4 2549001DPIFGXC1TOL40 US3130AC5L46 3130AC5L4 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-02-11 2019-02-11 N N N 0.0232 1043586.71 1043586.71 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.375% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 3130AAXX1 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0206 1988801.06 1988801.06 0.0007 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 5958315.21 5958315.21 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.25% 3130AAE46 2549001DPIFGXC1TOL40 US3130AAE462 3130AAE46 U.S. Government Agency Debt Y N/A N/A 2019-01-16 2019-01-16 2019-01-16 N N N 0.0210 993926.00 993926.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.401% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-05-24 2019-05-24 N N N 0.0240 999599.83 999599.83 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.401% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-05-28 2019-05-28 N N N 0.0240 2999160.45 2999160.45 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.376% 3130ADFD9 2549001DPIFGXC1TOL40 US3130ADFD91 3130ADFD9 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-01-25 2019-01-25 N N N 0.0238 1999076.00 1999076.00 0.0007 N N N Y Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-04-22 2019-04-22 N N N 0.0241 1998560.72 1998560.72 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.376% 3130ADD25 2549001DPIFGXC1TOL40 US3130ADD252 3130ADD25 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-02-25 2019-02-25 N N N 0.0237 3998177.43 3998177.43 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.41% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 3130AE7M6 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-02-01 2019-02-01 N N N 0.0231 2994215.92 2994215.92 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.262939% 313384AB5 US313384AB59 313384AB5 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0226 14999060.42 14999060.42 0.0049 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.255356% 313384AC3 US313384AC33 313384AC3 U.S. Government Agency Debt Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0226 24996875.00 24996875.00 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.459% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-01-20 2019-06-20 2019-06-20 N N N 0.0249 12992896.22 12992896.22 0.0043 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.618% 3130AEZT0 2549001DPIFGXC1TOL40 US3130AEZT07 3130AEZT0 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-06-28 2019-06-28 N N N 0.0265 4998545.56 4998545.56 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-01-17 2019-10-17 2019-10-17 N N N 0.0242 1998008.33 1998008.33 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.310141% 313384AJ8 US313384AJ85 313384AJ8 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0231 37980545.32 37980545.32 0.0124 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.262301% 313384AK5 US313384AK58 313384AK5 U.S. Government Agency Debt Y N/A N/A 2019-01-10 2019-01-10 2019-01-10 N N N 0.0226 3997750.00 3997750.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.307075% 313384AH2 US313384AH20 313384AH2 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0231 29986583.33 29986583.33 0.0098 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.290487% 313384AD1 US313384AD16 313384AD1 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-01-04 2019-01-04 N N N 0.0229 49990478.33 49990478.33 0.0164 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.249517% 313384AG4 US313384AG47 313384AG4 U.S. Government Agency Debt Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0225 3998506.67 3998506.67 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.09% 3130AELM0 2549001DPIFGXC1TOL40 US3130AELM00 3130AELM0 U.S. Government Agency Debt Y N/A N/A 2019-01-09 2019-04-09 2019-04-09 N N N 0.0226 5968404.54 5968404.54 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.399% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-01-24 2019-07-24 2019-07-24 N N N 0.0242 999466.89 999466.89 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.371% 3130AEJ76 2549001DPIFGXC1TOL40 US3130AEJ760 3130AEJ76 U.S. Government Agency Debt Y N/A N/A 2019-01-28 2019-02-28 2019-02-28 N N N 0.0245 2999209.67 2999209.67 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.386% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 3130AED72 U.S. Government Agency Debt Y N/A N/A 2019-01-25 2019-03-25 2019-03-25 N N N 0.0243 2998328.93 2998328.93 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.232% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-01-04 2019-06-04 2019-06-04 N N N 0.0230 6153087.86 6153087.86 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.426% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-09-26 2019-09-26 N N N 0.0246 2998787.00 2998787.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.306731% 313384AL3 US313384AL32 313384AL3 U.S. Government Agency Debt Y N/A N/A 2019-01-11 2019-01-11 2019-01-11 N N N 0.0231 23385055.89 23385055.89 0.0077 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.391% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-04-26 2019-04-26 N N N 0.0241 2998804.50 2998804.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.401% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-01-27 2019-08-27 2019-08-27 N N N 0.0240 3998666.11 3998666.11 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.401% 3130AEPJ3 2549001DPIFGXC1TOL40 US3130AEPJ35 3130AEPJ3 U.S. Government Agency Debt Y N/A N/A 2019-01-26 2019-07-26 2019-07-26 N N N 0.0242 9995998.33 9995998.33 0.0033 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 0.0240 3504884.12 3504884.12 0.0011 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.875% 3135G0ZA4 B1V7KEBTPIMZEU4LTD58 US3135G0ZA44 3135G0ZA4 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0139 3126269.29 3126269.29 0.0010 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.54% 3136G4TF0 B1V7KEBTPIMZEU4LTD58 US3136G4TF09 3136G4TF0 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-30 2019-01-30 N N N 0.0259 4979458.33 4979458.33 0.0016 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.58% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-07-30 2019-07-30 N N N 0.0260 5974930.00 5974930.00 0.0020 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.237484% 313588AG0 US313588AG09 313588AG0 U.S. Government Agency Debt Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0224 20092529.50 20092529.50 0.0066 N N Y N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.260364% 313588AB1 US313588AB12 313588AB1 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0226 49996861.11 49996861.11 0.0164 N Y Y N Federal National Mortgage Assn. Federal National Mortgage Assn. 1% 3135G0J53 B1V7KEBTPIMZEU4LTD58 US3135G0J535 3135G0J53 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0212 4763931.18 4763931.18 0.0016 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.301419% 313588AY1 US313588AY15 313588AY1 U.S. Government Agency Debt Y N/A N/A 2019-01-23 2019-01-23 2019-01-23 N N N 0.0230 5492303.05 5492303.05 0.0018 N N Y N Freddie Mac Freddie Mac 2.445622% 313396EL3 US313396EL34 313396EL3 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0245 3971509.56 3971509.56 0.0013 N N N N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 2.35% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0217 15554790.21 15554790.21 0.0051 N Y Y N Repurchase Agreement-United States Government Agency with Cantor Fitzgerald Secured, LLC, 3.05%, 1/2/19 Repurchase Agreement-United States Government Agency with Cantor Fitzgerald Secured, LLC, 3.05%, 1/2/19 3.05% 180CAH9V1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2031-10-01 2048-11-01 3.5 - 8 209509956.00 148570841.52 Agency Mortgage-Backed Securities FNMA 2026-05-01 2056-02-01 3 - 6 589877418.00 333970948.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0309 472959926.39 472959926.39 0.1548 N Y Y N Repurchase Agreement-United States Government Agency with Credit Agricole Corp. & Investment Bank, 3.00%, 1/2/19 Repurchase Agreement-United States Government Agency with Credit Agricole Corp. & Investment Bank, 3.00%, 1/2/19 3% 182CAS9P8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2048-08-01 4 9948982.00 10201700.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0304 9999166.67 9999166.67 0.0033 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 2.45%, 1/14/19 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 2.45%, 1/14/19 2.45% 186DEU9K4 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 2056-01-15 3 - 3.25 45243759.00 44056894.57 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-14 2019-01-14 2019-01-14 N N N 0.0248 39951000.00 39951000.00 0.0131 N N N Y Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 2.45%, 1/2/19 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 2.45%, 1/2/19 2.45% 186DEU9X6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2056-01-15 3 61038570.00 59428298.33 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0248 53977950.00 53977950.00 0.0177 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 2.95%, 1/2/19 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 2.95%, 1/2/19 2.95% 186DEU9A6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2056-01-15 3 112999081.00 110018027.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0299 99991805.56 99991805.56 0.0327 N Y Y N Repurchase Agreement-United States Government Agency with INTL FCStone Financial, Inc., 2.80%, 1/7/19 Repurchase Agreement-United States Government Agency with INTL FCStone Financial, Inc., 2.80%, 1/7/19 2.8% 1639979Y7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2028-02-01 2044-12-01 2.5 - 5.5 4987593.00 5075720.07 Agency Mortgage-Backed Securities FNMA 2040-09-01 2048-12-01 4 - 4.5 5034659.00 5140686.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0284 9999222.22 9999222.22 0.0033 N N Y N Repurchase Agreement-United States Government Agency with Royal Bank of Canada, 2.95%, 1/2/19 Repurchase Agreement-United States Government Agency with Royal Bank of Canada, 2.95%, 1/2/19 2.95% 47RBCN9X4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2047-06-01 2051-06-01 3.06 - 5 13558801.00 13193856.50 Agency Mortgage-Backed Securities GNMA 2048-11-20 5 1140646.00 1190500.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0299 14098844.58 14098844.58 0.0046 N Y Y N Repurchase Agreement-United States Government Agency with South Street Securities LLC, 2.53%, 1/3/19 Repurchase Agreement-United States Government Agency with South Street Securities LLC, 2.53%, 1/3/19 2.53% 43SSTS9W8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2020-01-01 2048-08-01 2.5 - 4.57 42159063.00 19959982.76 Agency Mortgage-Backed Securities FNMA 2019-11-01 2048-09-01 2.8 - 5.91 56690887.00 448619.29 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-03 2019-01-03 2019-01-03 N N N 0.0257 19992972.22 19992972.22 0.0065 N Y Y N Repurchase Agreement-United States Government Agency with South Street Securities LLC, 2.62%, 1/7/19 Repurchase Agreement-United States Government Agency with South Street Securities LLC, 2.62%, 1/7/19 2.62% 44SSTS9Z1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-06-14 4.38 730000.00 737295.94 Agency Mortgage-Backed Securities FMAC 2019-06-01 2048-06-01 1.97 - 5.5 29855614.00 14005490.69 Agency Mortgage-Backed Securities FCSB 2036-05-19 2036-06-09 3 - 3.03 607000.00 543911.21 Agency Mortgage-Backed Securities FNMA 2026-03-01 2048-09-01 2.77 - 5 75555609.00 5116271.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-07 2019-01-07 2019-01-07 N N N 0.0266 19998544.44 19998544.44 0.0065 N N Y N Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 3.00%, 1/2/19 Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 3.00%, 1/2/19 3% 181TDS9G9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-07-01 3.5 14665376.00 14282380.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0304 13998833.33 13998833.33 0.0046 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with Amherst Pierpont Securities LLC, 2.63%, 1/9/19 Repurchase Agreement-United States Treasury and United States Government Agency with Amherst Pierpont Securities LLC, 2.63%, 1/9/19 2.63% 10PIER9D2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2046-11-15 4 69024148.00 70357648.52 Agency Mortgage-Backed Securities USTR 2023-07-31 2.75 80500.00 82237.95 U.S. Treasuries (including strips) Y N/A N/A 2019-01-09 2019-01-09 2019-01-09 N N N 0.0267 63995324.44 63995324.44 0.0209 N N Y Y Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 2.50%, 1/2/19 Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 2.50%, 1/2/19 2.5% 1639979X9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2021-12-10 2.88 410000.00 413147.66 Agency Mortgage-Backed Securities FMAC 2019-03-01 2048-12-01 2.5 - 8.5 166989343.00 40145413.76 Agency Mortgage-Backed Securities USTR 2019-02-14 2028-11-15 0 - 3.13 3781600.00 3822661.49 U.S. Treasuries (including strips) FNMA 2022-12-01 2048-12-01 3 - 7 43566038.00 31002099.08 Agency Mortgage-Backed Securities GNMA 2041-05-20 2048-05-20 3 - 5.5 4003593.00 2399880.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0253 75968333.33 75968333.33 0.0249 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with RBC Dominion Securities, Inc., 2.97%, 1/2/19 Repurchase Agreement-United States Treasury and United States Government Agency with RBC Dominion Securities, Inc., 2.97%, 1/2/19 2.97% 47RBCD9K4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FNMA 2041-09-01 2048-09-01 3.5 - 4.5 146515707.00 143538235.07 Agency Mortgage-Backed Securities GNMA 2039-07-15 2048-08-20 3 - 5 203472694.00 145481751.76 Agency Mortgage-Backed Securities USTR 2019-01-15 2047-11-15 0 - 4.5 15593000.00 17030503.27 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0301 299975250.00 299975250.00 0.0982 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with South Street Securities LLC, 2.95%, 1/2/19 Repurchase Agreement-United States Treasury and United States Government Agency with South Street Securities LLC, 2.95%, 1/2/19 2.95% 44SSTS9A6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2025-04-01 2047-08-01 2.5 - 5.2 80492754.00 36116371.62 Agency Mortgage-Backed Securities FNMA 2020-05-01 2047-10-01 2.27 - 5.56 493591519.00 47102532.81 Agency Mortgage-Backed Securities USTR 2023-04-15 0.63 202103200.00 202323051.98 U.S. Treasuries (including strips) FCSB 2031-05-16 2.9 5231000.00 4805010.61 Agency Mortgage-Backed Securities FHLB 2020-06-12 2031-06-16 1.75 - 2.89 13600000.00 13053454.87 Agency Mortgage-Backed Securities GNMA 2036-03-15 2060-02-15 3 - 6 116150600.00 69980813.63 Agency Mortgage-Backed Securities Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0299 365970008.33 365970008.33 0.1198 N Y Y N Repurchase Agreement-United States Treasury with ASL Capital Markets Inc., 3.00%, 1/2/19 Repurchase Agreement-United States Treasury with ASL Capital Markets Inc., 3.00%, 1/2/19 3% 180ASL9R6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-04-30 2048-08-15 1.63 - 3.63 441983100.00 482540479.40 U.S. Treasuries (including strips) Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0304 472960583.33 472960583.33 0.1548 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 2.370294% 880592AX8 549300HE1ISW43LNKM54 US880592AX83 880592AX8 U.S. Government Agency Debt Y N/A N/A 2019-01-22 2019-01-22 2019-01-22 N N N 0.0237 19972408.33 19972408.33 0.0065 N N Y N Tennessee Valley Authority Tennessee Valley Authority 2.330267% 880592AH3 549300HE1ISW43LNKM54 US880592AH34 880592AH3 U.S. Government Agency Debt Y N/A N/A 2019-01-08 2019-01-08 2019-01-08 N N N 0.0233 11994575.00 11994575.00 0.0039 N N Y N Tennessee Valley Authority Tennessee Valley Authority 2.322994% 880592AB6 549300HE1ISW43LNKM54 US880592AB63 880592AB6 U.S. Government Agency Debt Y N/A N/A 2019-01-02 2019-01-02 2019-01-02 N N N 0.0232 8999420.00 8999420.00 0.0029 N Y Y N Oppenheimer Government Money Fund/VA 2019-01-04 Jan Miller Jan Miller Assistant Fund Treasurer