N-MFP2 0001358587 XXXXXXXX 2019-02-28 0001358587 S000012567 3 N N 333-133173 OFI Global Asset Management, Inc. 801-76771 OppenheimerFunds, Inc. 801-08253 KPMG Denver CO None OFI Global Asset Management, Inc. 0001558234 084-06477 N N N Exempt Government N 28 51 2274895966.26 2154628597.52 2731533026.03 1937709728.02 3263815109.03 3009447575.20 3356556928.40 2819181469.92 0.3838 0.3814 0.4818 0.3677 0.5506 0.5327 0.5921 0.5349 227829.28 5389637824.90 5389637824.90 5046500.72 34363536.35 5360548618.56 5360876076.99 0.0247 0.9999 0.9999 0.9999 0.9999 C000034179 1000000.00 5168697079.60 5169006381.97 0.9999 0.9999 0.9999 0.9999 961776971.32 881444565.07 918682578.21 1261411389.66 1584877287.51 2180211518.38 1430799142.21 898101033.63 5684722308.09 6244403786.72 0.0237 N C000034180 1000000.00 183897845.89 183915556.74 0.9999 0.9999 0.9999 0.9999 11995975.54 61335393.74 11340138.27 11078243.64 11373565.72 10815365.70 13598873.66 13911764.40 115469650.12 113748550.41 0.0231 N C000034181 1000000.00 7953693.07 7954138.28 0.9999 0.9999 0.9999 0.9999 15394.72 0.00 0.00 0.00 0.00 0.00 0.00 0.00 13944.57 0.00 0.0230 Y Oppenheimer Funds, Inc., 12b-1 Fee Waiver, 1370.05; Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.58% 10PIER9V2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2020-11-15 2049-12-25 3.6 - 9.5 172652722.00 176923815.08 Agency Mortgage-Backed Securities FNMA 2019-03-25 2049-03-01 0 - 7 7102091.00 7231063.87 Agency Mortgage-Backed Securities GNMA 2041-11-20 2068-12-20 0.2 - 4.5 162600160.00 66549055.49 Agency Mortgage-Backed Securities REFC 2019-04-15 0 1000.00 996.74 Agency Mortgage-Backed Securities USTR 2019-03-15 2020-02-29 0 - 1.63 115191170.56 114084175.57 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0262 352000000.00 352000000.00 0.0657 N Y Y N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.46% 10PIER9T7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FNMA 2019-03-25 2044-02-01 3.36 - 7 19909134.00 17417220.30 Agency Mortgage-Backed Securities GNMA 2038-05-15 5.5 12978.00 79.57 Agency Mortgage-Backed Securities USTR 2019-04-11 2019-11-15 0 - 0 131376.76 130063.75 U.S. Treasuries (including strips) FMAC 2019-05-01 2049-02-01 3.5 - 7.5 36691334.00 37558982.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0249 54000000.00 54000000.00 0.0101 N N Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.48% 182ASL9R4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-04-15 2048-08-15 0.13 - 3.13 153839500.00 155114851.92 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0251 152000000.00 152000000.00 0.0284 N N Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.6% 182ASL9S2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2033-02-01 2033-03-01 3 - 4 1289468.00 1149114.08 Agency Mortgage-Backed Securities USTR 2019-04-30 2048-08-15 0.13 - 3.63 349694000.00 351796468.89 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0264 346000000.00 346000000.00 0.0645 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.56% 181CAH9A6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2037-06-15 2048-06-01 2.76 - 4 89074136.00 9782542.49 Agency Mortgage-Backed Securities FNMA 2046-06-25 2048-05-25 1.26 - 4 4247712.00 541236.69 Agency Mortgage-Backed Securities GNMA 2043-04-20 2048-09-20 0.68 - 5.5 302739522.00 30182004.60 Agency Mortgage-Backed Securities USTR 2020-12-31 2047-05-15 0.88 - 3 3803600.00 3759557.87 U.S. Treasuries (including strips) Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0260 42000000.00 42000000.00 0.0078 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.44% 182CAH9Y3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2039-06-15 2048-05-15 3 - 4.14 152994058.00 6280918.21 Agency Mortgage-Backed Securities FNMA 2041-08-25 2058-10-25 3.44 - 5 132954326.00 34807841.77 Agency Mortgage-Backed Securities GNMA 2037-07-20 2068-06-20 3 - 4.25 354121336.00 11949092.23 Agency Mortgage-Backed Securities USTR 2020-12-31 2046-02-15 0 - 2.88 99488300.00 81449661.43 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 130000000.00 130000000.00 0.0243 N N Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.56% 182CAH9Q1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2036-10-15 2048-12-15 1.46 - 3.94 253127101.00 10749624.17 Agency Mortgage-Backed Securities FNMA 2020-12-28 2057-11-25 1.26 - 4.19 596261079.00 17180511.57 Agency Mortgage-Backed Securities GNMA 2046-06-20 2068-06-20 2.58 - 4.5 52110616.00 8348899.77 Agency Mortgage-Backed Securities USTR 2020-12-31 2047-05-15 1.75 - 3 17197700.00 17190280.08 U.S. Treasuries (including strips) Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0260 50000000.00 50000000.00 0.0093 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.59% 182CAH9A5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-08-15 2048-11-01 1.46 - 5 139548299.00 25841869.96 Agency Mortgage-Backed Securities FNMA 2034-02-25 2058-10-25 0 - 5 435262244.00 78423081.13 Agency Mortgage-Backed Securities GNMA 2044-07-20 2068-06-20 1.01 - 5 792420752.00 121130906.79 Agency Mortgage-Backed Securities USTR 2020-12-31 2047-11-15 0.88 - 3 33386700.00 33097261.06 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0263 244000000.00 244000000.00 0.0455 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.58% 182CAH9M0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FNMA 2027-01-15 2047-05-25 0 - 4 63290079.00 17018247.34 Agency Mortgage-Backed Securities USTR 2020-12-31 2048-11-15 1.25 - 3.38 16280900.00 16202230.70 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 32000000.00 32000000.00 0.0060 N N N Y Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.57% 184CAS9J0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2048-01-01 3.5 4162062.00 3876277.34 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 3800000.00 3800000.00 0.0007 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 2.57% 188DEU9W6 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 1114882.00 1100079.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 1000000.00 1000000.00 0.0002 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.67138% 3133EGAU9 US3133EGAU95 3133EGAU9 U.S. Government Agency Debt Y N/A N/A 2019-03-16 2019-05-16 2019-05-16 N N N 0.0242 365194.65 365194.65 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.276248% 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 7491637.50 7491637.50 0.0014 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.187063% 313312EC0 US313312EC02 313312EC0 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0219 49884083.33 49884083.33 0.0093 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.70188% 3133EGED3 US3133EGED35 3133EGED3 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-08-09 2019-08-09 N N N 0.0246 150160.71 150160.71 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.81375% 3133EGVA0 US3133EGVA03 3133EGVA0 U.S. Government Agency Debt Y N/A N/A 2019-03-23 2019-09-23 2019-09-23 N N N 0.0267 2001544.63 2001544.63 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.67038% 3133EGRQ0 US3133EGRQ01 3133EGRQ0 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-08-19 2019-08-19 N N N 0.0241 8405324.49 8405324.49 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.67875% 3133EGLV5 US3133EGLV59 3133EGLV5 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-07-15 2019-07-15 N N N 0.0243 2502341.90 2502341.90 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.6566% 313312KU3 US313312KU36 313312KU3 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0266 24684027.78 24684027.78 0.0046 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.764998% 313312PU8 US313312PU80 313312PU8 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0276 10777253.06 10777253.06 0.0020 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 39361055.55 39361055.55 0.0073 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 13845657.78 13845657.78 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.197643% 313312EJ5 US313312EJ54 313312EJ5 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0220 19946250.00 19946250.00 0.0037 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.506458% 313312FQ8 US313312FQ88 313312FQ8 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0251 24871354.17 24871354.17 0.0046 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 33764975.00 33764975.00 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43188% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-07-09 2019-07-09 N N N 0.0244 74997656.13 74997656.13 0.0140 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.439% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-11-05 2019-11-05 N N N 0.0244 74997286.11 74997286.11 0.0140 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.34913% 3133EJDX4 US3133EJDX47 3133EJDX4 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0237 54998960.18 54998960.18 0.0103 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.37375% 3133EJTK5 US3133EJTK51 3133EJTK5 U.S. Government Agency Debt Y N/A N/A 2019-03-02 2019-07-02 2019-07-02 N N N 0.0246 874756.94 874756.94 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.57% 3133EJQR3 US3133EJQR32 3133EJQR3 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-10-29 2019-10-29 N N N 0.0251 15006120.28 15006120.28 0.0028 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.39413% 3133EJFQ7 US3133EJFQ77 3133EJFQ7 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0224 73999933.10 73999933.10 0.0138 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.46471% 3133EJ6Q7 US3133EJ6Q74 3133EJ6Q7 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-30 2020-01-30 N N N 0.0247 18000000.00 18000000.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.45375% 3133EHER0 US3133EHER04 3133EHER0 U.S. Government Agency Debt Y N/A N/A 2019-03-03 2019-04-03 2019-04-03 N N N 0.0244 920007.66 920007.66 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.56971% 3133EHFF5 US3133EHFF56 3133EHFF5 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-12 2019-04-12 N N N 0.0239 10001948.75 10001948.75 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.57763% 3133EHEP4 US3133EHEP48 3133EHEP4 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0257 11600127.88 11600127.88 0.0022 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.37763% 3133EH5Z2 US3133EH5Z29 3133EH5Z2 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0239 51999844.71 51999844.71 0.0097 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 0.0238 19858125.04 19858125.04 0.0037 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 25840492.16 25840492.16 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.416672% 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 0.0242 24894912.50 24894912.50 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.459198% 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 0.0246 9962215.56 9962215.56 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.400997% 313384EL9 US313384EL95 313384EL9 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0240 24921993.06 24921993.06 0.0046 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.434894% 313384FX2 US313384FX25 313384FX2 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0243 29834633.33 29834633.33 0.0056 N N N 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 29832600.00 29832600.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.412624% 313384FK0 US313384FK04 313384FK0 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0241 35832140.00 35832140.00 0.0067 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 11879607.00 11879607.00 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.49029% 313384JL4 US313384JL41 313384JL4 U.S. Government Agency Debt Y N/A N/A 2019-07-22 2019-07-22 2019-07-22 N N N 0.0249 12135248.23 12135248.23 0.0023 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 29656999.99 29656999.99 0.0055 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 34637205.56 34637205.56 0.0065 N N N 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 29644917.50 29644917.50 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 5.375% 3133X72S2 2549001DPIFGXC1TOL40 US3133X72S24 3133X72S2 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0239 6378734.15 6378734.15 0.0012 N N N 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 17898234.00 17898234.00 0.0033 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 17784487.50 17784487.50 0.0033 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.414% 3130ADXV9 2549001DPIFGXC1TOL40 US3130ADXV97 3130ADXV9 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-04-12 2019-04-12 N N N 0.0240 3499890.82 3499890.82 0.0007 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.423% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 3130ADXW7 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-04-05 2019-04-05 N N N 0.0238 36000000.00 36000000.00 0.0067 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 2019-04-01 2019-04-01 2019-04-01 N N N 0.0263 54991749.56 54991749.56 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.875% 3130A8Y72 2549001DPIFGXC1TOL40 US3130A8Y728 3130A8Y72 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0256 35373156.15 35373156.15 0.0066 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.414% 3130ADNQ1 2549001DPIFGXC1TOL40 US3130ADNQ13 3130ADNQ1 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-08-12 2019-08-12 N N N 0.0245 3249493.50 3249493.50 0.0006 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 17995101.77 17995101.77 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.399% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-06-04 2019-06-04 N N N 0.0244 57992979.34 57992979.34 0.0108 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.37% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 3130AED72 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0225 39998923.42 39998923.42 0.0075 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 37000000.00 37000000.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.125% 3130AE3S7 2549001DPIFGXC1TOL40 US3130AE3S70 3130AE3S7 U.S. Government Agency Debt Y N/A N/A 2019-04-18 2019-04-18 2019-04-18 N N N 0.0221 7249218.19 7249218.19 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.388% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-05-28 2019-05-28 N N N 0.0239 52999577.60 52999577.60 0.0099 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.633% 3130ABQH2 2549001DPIFGXC1TOL40 US3130ABQH21 3130ABQH2 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-07-05 2019-07-05 N N N 0.0248 7924186.72 7924186.72 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.413% 3130ACF74 2549001DPIFGXC1TOL40 US3130ACF747 3130ACF74 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0239 31300285.10 31300285.10 0.0058 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.616% 3130ABK54 2549001DPIFGXC1TOL40 US3130ABK541 3130ABK54 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-06-12 2019-06-12 N N N 0.0260 9475296.21 9475296.21 0.0018 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 27204913.63 27204913.63 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.375% 3130ABF92 2549001DPIFGXC1TOL40 US3130ABF921 3130ABF92 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0245 11766757.50 11766757.50 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-05-24 2019-05-24 N N N 0.0238 37000000.00 37000000.00 0.0069 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.4% 3130ADJA1 2549001DPIFGXC1TOL40 US3130ADJA17 3130ADJA1 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-07-25 2019-07-25 N N N 0.0243 599920.01 599920.01 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.37% 3130ADGD8 2549001DPIFGXC1TOL40 US3130ADGD82 3130ADGD8 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0237 55000000.00 55000000.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.371% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-04-22 2019-04-22 N N N 0.0239 74998046.12 74998046.12 0.0140 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.392% 3130AD6J6 2549001DPIFGXC1TOL40 US3130AD6J62 3130AD6J6 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-06-21 2019-06-21 N N N 0.0244 12808137.58 12808137.58 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.166443% 313384DQ9 US313384DQ91 313384DQ9 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0217 23961839.92 23961839.92 0.0045 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 15982168.89 15982168.89 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.875% 313378QK0 2549001DPIFGXC1TOL40 US313378QK09 313378QK0 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0220 20498726.78 20498726.78 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.435% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0243 25000000.00 25000000.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394996% 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 0.0239 24933750.00 24933750.00 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.393881% 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 0.0239 15962900.00 15962900.00 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.42% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-17 2020-01-17 N N N 0.0246 3000000.00 3000000.00 0.0006 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 35000000.00 35000000.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.38% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 3130AFVU8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-11-13 2019-11-13 N N N 0.0241 50000000.00 50000000.00 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.5% 3133782M2 2549001DPIFGXC1TOL40 US3133782M28 3133782M2 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0217 45994068.64 45994068.64 0.0086 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-17 2019-07-17 N N N 0.0241 10000000.00 10000000.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.405% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 3130AFWY9 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-21 2020-02-21 N N N 0.0244 22000000.00 22000000.00 0.0041 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.369% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0233 34000000.00 34000000.00 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.374% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-27 2019-08-27 N N N 0.0237 30000000.00 30000000.00 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.5% 3130AESN1 2549001DPIFGXC1TOL40 US3130AESN10 3130AESN1 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0249 6185164.36 6185164.36 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.404% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-09-26 2019-09-26 N N N 0.0243 35000000.00 35000000.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.625% 3130AEYZ7 2549001DPIFGXC1TOL40 US3130AEYZ75 3130AEYZ7 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0270 23489383.20 23489383.20 0.0044 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.385% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-07-24 2019-07-24 N N N 0.0238 17000000.00 17000000.00 0.0032 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 0.0263 104983077.59 104983077.59 0.0196 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AEP53 2549001DPIFGXC1TOL40 US3130AEP536 3130AEP53 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0245 10496976.00 10496976.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.416% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-10-17 2019-10-17 N N N 0.0244 40000000.00 40000000.00 0.0075 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.36% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 3134GSU60 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-17 2019-04-17 N N N 0.0239 31000000.00 31000000.00 0.0058 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.75% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 3137EACA5 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0218 16155014.24 16155014.24 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.3% 3134GAFY5 S6XOOCT0IEG5ABCC6L87 US3134GAFY57 3134GAFY5 U.S. Government Agency Debt Y N/A N/A 2019-08-28 2019-08-28 2019-08-28 N N N 0.0257 20675307.67 20675307.67 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.63% 3134GBYH9 S6XOOCT0IEG5ABCC6L87 US3134GBYH96 3134GBYH9 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-07-05 2019-07-05 N N N 0.0249 6333017.64 6333017.64 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3137EADK2 S6XOOCT0IEG5ABCC6L87 US3137EADK21 3137EADK2 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0257 14925504.12 14925504.12 0.0028 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875% 3137EAEB1 S6XOOCT0IEG5ABCC6L87 US3137EAEB13 3137EAEB1 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0253 27127288.34 27127288.34 0.0051 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 0.0166 33447297.50 33447297.50 0.0062 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3137EADM8 S6XOOCT0IEG5ABCC6L87 US3137EADM86 3137EADM8 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0271 4971609.14 4971609.14 0.0009 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.49% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-30 2019-07-30 N N N 0.0251 60000000.00 60000000.00 0.0112 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.15% 3136G3Q73 B1V7KEBTPIMZEU4LTD58 US3136G3Q731 3136G3Q73 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0262 4970563.94 4970563.94 0.0009 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.75% 3135G0ZG1 B1V7KEBTPIMZEU4LTD58 US3135G0ZG14 3135G0ZG1 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0262 61084814.76 61084814.76 0.0114 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 0.875% 3135G0N33 B1V7KEBTPIMZEU4LTD58 US3135G0N339 3135G0N33 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0255 40017397.65 40017397.65 0.0075 N N N N Goldman Sachs Financial Square Government Fund Goldman Sachs Financial Square Government Fund 2.32% 38141W273 US38141W2733 38141W273 Investment Company Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0232 26776928.99 26776928.99 0.0050 N Y Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.57% 010GUG9H9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2028-06-01 2049-02-01 3 - 4.5 215058198.00 190192110.04 Agency Mortgage-Backed Securities FMAC 2029-10-01 2047-12-01 3 - 4.35 73877470.00 38304201.14 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 224000000.00 224000000.00 0.0418 N Y Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.44% 010GUG9J5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2047-07-01 2049-02-01 4 - 4.5 108337779.00 102048393.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0247 100000000.00 100000000.00 0.0187 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639989U3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2021-03-15 2.38 78926700.00 79570811.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0247 78000000.00 78000000.00 0.0146 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639989T6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2019-04-01 2049-01-01 1.3 - 10 215260230.00 44556704.70 Agency Mortgage-Backed Securities FCSB 2019-04-05 2026-02-25 0 - 3.22 17178000.00 17160710.92 Agency Mortgage-Backed Securities FHLB 2026-02-25 2036-07-15 3.2 - 5.5 885000.00 887986.23 Agency Mortgage-Backed Securities USTR 2019-04-16 2048-11-15 0 - 3.38 29365500.00 29851077.27 U.S. Treasuries (including strips) GNMA 2019-03-15 2069-01-20 2.38 - 8 110705393.00 50757930.11 Agency Mortgage-Backed Securities FNMA 2019-03-25 2057-02-01 1.5 - 9 212205217.00 30283604.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 170000000.00 170000000.00 0.0317 N N Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.56% 49RBCD9E4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2048-10-01 4 5104034.00 5100362.86 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 5000000.00 5000000.00 0.0009 N Y Y N South Street Securities LLC South Street Securities LLC 2.45% 46SSTS9H4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2024-03-08 3.25 15000.00 15637.76 Agency Mortgage-Backed Securities FNMA 2028-12-01 2048-10-01 2.43 - 5 264219661.00 60152158.23 Agency Mortgage-Backed Securities GNMA 2045-11-15 2060-01-15 3.62 - 4.5 4295148.00 4238513.18 Agency Mortgage-Backed Securities USTR 2022-02-15 2.5 321200.00 321690.73 U.S. Treasuries (including strips) FMAC 2026-10-01 2048-11-01 2.33 - 5.55 431788091.00 185291049.71 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0248 245000000.00 245000000.00 0.0457 N Y Y N South Street Securities LLC South Street Securities LLC 2.44% 46SSTS9L5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2033-04-01 2048-09-01 4 - 4.57 48103612.00 47123788.88 Agency Mortgage-Backed Securities GNMA 2047-09-15 2059-07-15 3.36 - 4.5 17477921.00 17079968.75 Agency Mortgage-Backed Securities USTR 2022-02-15 2.5 108600.00 108765.92 U.S. Treasuries (including strips) FNMA 2019-09-01 2044-02-01 2.3 - 4.75 424791050.00 88718586.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 150000000.00 150000000.00 0.0280 N N Y N South Street Securities LLC South Street Securities LLC 2.45% 45SSTS9V5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2026-03-01 2048-07-01 2.18 - 4.83 139343616.00 25145372.38 Agency Mortgage-Backed Securities FMAC 2026-10-01 2048-09-01 2.33 - 5.55 30001762.00 27919527.98 Agency Mortgage-Backed Securities USTR 2022-02-15 2023-06-30 2.5 - 2.63 40000.00 40073.64 U.S. Treasuries (including strips) Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0248 52000000.00 52000000.00 0.0097 N N N Y South Street Securities LLC South Street Securities LLC 2.58% 46SSTS9N1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-10-15 2049-02-20 4.5 - 4.5 11952356.00 9826349.14 Agency Mortgage-Backed Securities USTR 2024-02-29 2.13 100.00 98.19 U.S. Treasuries (including strips) FMAC 2027-02-01 2048-04-01 2.47 - 4.81 1085765471.00 69850910.28 Agency Mortgage-Backed Securities FNMA 2027-12-01 2049-02-01 2 - 4.88 1916332447.00 325291663.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0262 397000000.00 397000000.00 0.0741 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.56% 183TDS9B8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2045-10-01 4 15185106.00 10200725.58 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 10000000.00 10000000.00 0.0019 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 2.393337% 880592CR9 549300HE1ISW43LNKM54 US880592CR97 880592CR9 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0239 9997344.44 9997344.44 0.0019 N N Y N Oppenheimer Institutional Government Money Market Fund 2019-03-06 Jan Miller Jan Miller Assistant Fund Treasurer