N-MFP2/A 0001358587 XXXXXXXX 2019-04-30 0001358587 S000012567 3 Y N Y 0000205007 002-58287 S000064629 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 21 42 1841385336.15 2216918316.55 2548982159.79 2712149128.20 2841948797.32 3052005072.56 3247593979.56 3659870654.06 0.3983 0.4512 0.5037 0.4957 0.6148 0.6211 0.6417 0.6689 110181.05 5775261169.25 5775261169.25 3857340.75 70306627.82 5708922063.24 5709248939.51 0.0252 0.9999 0.9999 0.9999 0.9999 C000034179 1000000.00 5502898445.87 5503207089.97 0.9999 0.9999 0.9999 0.9999 1106941303.03 1151463739.38 1107471931.73 876998966.95 900293707.05 869443331.38 1597899874.79 878756971.60 5178798972.92 4102665380.10 0.0242 N C000034180 1000000.00 198038970.65 198056759.50 0.9999 0.9999 0.9999 0.9999 97944214.15 63056980.46 17451183.88 39844203.61 13178413.67 12444726.49 14629397.84 13928394.65 148670021.17 134824827.93 0.0237 N C000034181 1000000.00 7984646.72 7985090.04 0.9999 0.9999 0.9999 0.9999 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 15301.20 0.00 0.0235 Y Oppenheimer Funds, Inc., 12b-1 Fee Waiver, 1473.80; Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.75% 11PIER9S7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2019-05-15 2051-09-25 0.56 - 9.5 97837122.00 93404733.05 Agency Mortgage-Backed Securities USTR 2019-11-15 2047-05-15 1.13 - 3.38 27126200.00 26669116.43 U.S. Treasuries (including strips) FNMA 2019-05-25 2049-05-25 1.79 - 7 15655684.00 7524477.10 Agency Mortgage-Backed Securities GNMA 2038-01-16 2069-02-20 0 - 6 46325865.00 2830109.51 Agency Mortgage-Backed Securities REFC 2019-10-15 2030-04-15 0 - 0 19903000.00 15195688.38 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 142000000.00 142000000.00 0.0249 N Y Y N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.48% 11PIER9Q1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-03-01 2049-04-01 3.5 - 4 102202095.00 103978950.75 Agency Mortgage-Backed Securities FNMA 2034-12-01 4.3 1090.00 64.06 Agency Mortgage-Backed Securities USTR 2021-06-15 2026-11-15 2 - 2.63 45453700.00 46033289.77 U.S. Treasuries (including strips) Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0251 147000000.00 147000000.00 0.0257 N N Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.75% 184ASL9S0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-07-05 2048-02-15 0 - 3.75 468613900.00 474336241.65 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 465000000.00 465000000.00 0.0815 N Y Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.47% 183ASL9B8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-09-15 2022-08-31 1.88 - 2.75 33232500.00 33728309.89 U.S. Treasuries (including strips) GNMA 2048-10-15 4.55 1000.00 1035.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0250 33000000.00 33000000.00 0.0058 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.77% 184CAH9K1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2026-07-15 2058-10-15 0 - 6.5 773352088.00 78051587.49 Agency Mortgage-Backed Securities FNMA 2022-04-25 2058-10-25 0 - 5.5 1735704262.00 159254025.97 Agency Mortgage-Backed Securities GNMA 2034-08-16 2069-02-20 0.3 - 4.72 1476291407.00 167536979.26 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0281 378000000.00 378000000.00 0.0662 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.55% 184CAH9W5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2024-09-30 2048-02-15 0.13 - 3 25250800.00 25074474.97 U.S. Treasuries (including strips) FMAC 2026-01-15 2049-03-01 0 - 4.5 88853322.00 9839684.40 Agency Mortgage-Backed Securities GNMA 2040-01-16 2049-03-20 3.21 - 4.5 81669447.00 25852018.19 Agency Mortgage-Backed Securities FNMA 2027-03-25 2048-06-25 1.63 - 7 31126217.00 1280693.11 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-13 2019-05-13 2019-05-13 N N N 0.0259 60000000.00 60000000.00 0.0105 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.57% 184CAH9J4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2040-02-25 2048-11-01 1.63 - 5 28824579.00 13747942.29 Agency Mortgage-Backed Securities FMAC 2026-01-15 2039-06-15 0 - 3.97 18221971.00 14049118.57 Agency Mortgage-Backed Securities GNMA 2043-02-20 2049-02-20 0 - 4.5 221244824.00 35269926.52 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0261 60000000.00 60000000.00 0.0105 N N N Y Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.45% 186CAS9H2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-06-30 2025-05-15 1.63 - 2.13 76837300.00 76536483.30 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0248 75000000.00 75000000.00 0.0131 N Y Y N Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.7% 186CAS9N9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-10-01 4.5 241030977.00 247062528.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0274 242200000.00 242200000.00 0.0424 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 2.72% 190DEU9R3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2046-11-15 3.75 1083671.00 1100084.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 1000000.00 1000000.00 0.0002 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.66738% 3133EGAU9 US3133EGAU95 3133EGAU9 U.S. Government Agency Debt Y N/A N/A 2019-05-16 2019-05-16 2019-05-16 N N N 0.0241 365038.44 365038.44 0.0001 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 10827391.67 10827391.67 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.66263% 3133EGLV5 US3133EGLV59 3133EGLV5 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-07-15 2019-07-15 N N N 0.0241 2501286.28 2501286.28 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.67738% 3133EGRQ0 US3133EGRQ01 3133EGRQ0 U.S. Government Agency Debt Y N/A N/A 2019-05-19 2019-08-19 2019-08-19 N N N 0.0241 8401600.07 8401600.07 0.0015 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 39540666.66 39540666.66 0.0069 N N N 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 24975986.11 24975986.11 0.0044 N N Y 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 33901513.33 33901513.33 0.0059 N N Y 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 24794166.67 24794166.67 0.0043 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 13903065.56 13903065.56 0.0024 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 2019-05-01 2019-10-29 2019-10-29 N N N 0.0252 15004544.01 15004544.01 0.0026 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.38663% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-07-09 2019-07-09 N N N 0.0240 74998757.89 74998757.89 0.0131 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.65663% 3133EGED3 US3133EGED35 3133EGED3 U.S. Government Agency Debt Y N/A N/A 2019-05-09 2019-08-09 2019-08-09 N N N 0.0241 150099.53 150099.53 0.0000 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.3545% 3133EJTK5 US3133EJTK51 3133EJTK5 U.S. Government Agency Debt Y N/A N/A 2019-05-02 2019-07-02 2019-07-02 N N N 0.0246 874877.49 874877.49 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.5915% 3133EGVA0 US3133EGVA03 3133EGVA0 U.S. Government Agency Debt Y N/A N/A 2019-06-23 2019-09-23 2019-09-23 N N N 0.0245 2001086.74 2001086.74 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.40213% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-05-05 2019-11-05 2019-11-05 N N N 0.0241 74997951.75 74997951.75 0.0131 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.444465% 3133EJ6Q7 US3133EJ6Q74 3133EJ6Q7 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-01-30 2020-01-30 N N N 0.0250 18000000.00 18000000.00 0.0032 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 25947415.00 25947415.00 0.0045 N N Y 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 12186331.15 12186331.15 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.836118% 313384HB8 US313384HB86 313384HB8 U.S. Government Agency Debt Y N/A N/A 2019-06-19 2019-06-19 2019-06-19 N N N 0.0484 9967210.86 9967210.86 0.0017 N N Y 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 16914114.58 16914114.58 0.0030 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 16959986.25 16959986.25 0.0030 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.428823% 313384JN0 US313384JN07 313384JN0 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0243 16904244.66 16904244.66 0.0030 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 16846000.78 16846000.78 0.0030 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 17859609.00 17859609.00 0.0031 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.42559% 313384KA6 US313384KA66 313384KA6 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0243 34775066.55 34775066.55 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.424109% 313384HJ1 US313384HJ13 313384HJ1 U.S. Government Agency Debt Y N/A N/A 2019-06-26 2019-06-26 2019-06-26 N N N 0.0242 26898570.00 26898570.00 0.0047 N N Y 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 6347230.38 6347230.38 0.0011 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 29770120.00 29770120.00 0.0052 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 34782800.70 34782800.70 0.0061 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 11929566.00 11929566.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.416918% 313384JW0 US313384JW06 313384JW0 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0242 44724000.00 44724000.00 0.0078 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 29781541.66 29781541.66 0.0052 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.425262% 313384JX8 US313384JX88 313384JX8 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0243 34782095.84 34782095.84 0.0061 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 17972135.50 17972135.50 0.0031 N N Y 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 19899994.42 19899994.42 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.364% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-05-04 2019-06-04 2019-06-04 N N N 0.0245 57997487.34 57997487.34 0.0102 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.321% 3130ADY63 2549001DPIFGXC1TOL40 US3130ADY639 3130ADY63 U.S. Government Agency Debt Y N/A N/A 2019-07-11 2019-10-11 2019-10-11 N N N 0.0245 15400953.92 15400953.92 0.0027 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 17996230.83 17996230.83 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.376% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-07-24 2019-07-24 N N N 0.0240 17000000.00 17000000.00 0.0030 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 6185104.33 6185104.33 0.0011 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 23492511.82 23492511.82 0.0041 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 10498239.45 10498239.45 0.0018 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 2019-05-27 2019-08-27 2019-08-27 N N N 0.0237 30000000.00 30000000.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.437% 3130ABK54 2549001DPIFGXC1TOL40 US3130ABK541 3130ABK54 U.S. Government Agency Debt Y N/A N/A 2019-06-12 2019-06-12 2019-06-12 N N N 0.0243 9475120.58 9475120.58 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.435% 3130ABQH2 2549001DPIFGXC1TOL40 US3130ABQH21 3130ABQH2 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0235 32310135.86 32310135.86 0.0057 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 35476834.33 35476834.33 0.0062 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 11789800.60 11789800.60 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.397% 3130AD6J6 2549001DPIFGXC1TOL40 US3130AD6J62 3130AD6J6 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-06-21 2019-06-21 N N N 0.0244 12809162.63 12809162.63 0.0022 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.374% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 52999871.50 52999871.50 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.392% 3130ADNQ1 2549001DPIFGXC1TOL40 US3130ADNQ13 3130ADNQ1 U.S. Government Agency Debt Y N/A N/A 2019-05-12 2019-08-12 2019-08-12 N N N 0.0243 3249683.16 3249683.16 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.378% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0238 37000000.00 37000000.00 0.0065 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.387% 3130ADJA1 2549001DPIFGXC1TOL40 US3130ADJA17 3130ADJA1 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-07-25 2019-07-25 N N N 0.0242 599953.79 599953.79 0.0001 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.403% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-05-26 2019-09-26 2019-09-26 N N N 0.0245 35000000.00 35000000.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.44% 3130AGD85 2549001DPIFGXC1TOL40 US3130AGD859 3130AGD85 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-08-30 2019-08-30 N N N 0.0244 35000000.00 35000000.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.515% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 3130AFWY9 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-02-21 2020-02-21 N N N 0.0256 22000000.00 22000000.00 0.0039 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 24996663.89 24996663.89 0.0044 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.49% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 3130AFVU8 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-11-13 2019-11-13 N N N 0.0254 50000000.00 50000000.00 0.0088 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 35978418.00 35978418.00 0.0063 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.55% 3130AG7E9 2549001DPIFGXC1TOL40 US3130AG7E93 3130AG7E9 U.S. Government Agency Debt Y N/A N/A 2019-07-03 2020-04-03 2020-04-03 N N N 0.0255 33000000.00 33000000.00 0.0058 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 30000000.00 30000000.00 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.51% 3130AGAF2 2549001DPIFGXC1TOL40 US3130AGAF26 3130AGAF2 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-10-09 2019-10-09 N N N 0.0255 35000000.00 35000000.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.45% 3130AGC52 2549001DPIFGXC1TOL40 US3130AGC521 3130AGC52 U.S. Government Agency Debt Y N/A N/A 2019-09-23 2019-09-23 2019-09-23 N N N 0.0246 29996684.11 29996684.11 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.51% 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 3130AG2E4 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-12-06 2019-12-06 N N N 0.0255 65000000.00 65000000.00 0.0114 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 29958666.67 29958666.67 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.53% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2020-01-17 2020-01-17 N N N 0.0258 3000000.00 3000000.00 0.0005 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.32% 3130AFSU2 2549001DPIFGXC1TOL40 US3130AFSU28 3130AFSU2 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0235 35000000.00 35000000.00 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.409% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-05-17 2019-10-17 2019-10-17 N N N 0.0245 40000000.00 40000000.00 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.442% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-05-20 2019-06-20 2019-06-20 N N N 0.0248 25000000.00 25000000.00 0.0044 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 34997211.67 34997211.67 0.0061 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.5% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-07-17 2019-07-17 N N N 0.0253 10000000.00 10000000.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.426801% 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 46933770.67 46933770.67 0.0082 N N Y 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 14959989.40 14959989.40 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.43275% 3134GBYH9 S6XOOCT0IEG5ABCC6L87 US3134GBYH96 3134GBYH9 U.S. Government Agency Debt Y N/A N/A 2019-07-05 2019-07-05 2019-07-05 N N N 0.0229 6331554.03 6331554.03 0.0011 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.75% 3134GB3P5 S6XOOCT0IEG5ABCC6L87 US3134GB3P52 3134GB3P5 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0257 69675501.68 69675501.68 0.0122 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 20719258.96 20719258.96 0.0036 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375% 3137EAEH8 S6XOOCT0IEG5ABCC6L87 US3137EAEH82 3137EAEH8 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0229 4983663.72 4983663.72 0.0009 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 4983902.31 4983902.31 0.0009 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 27206026.99 27206026.99 0.0048 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 4982778.90 4982778.90 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 61183505.43 61183505.43 0.0107 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.6% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-05-01 2019-07-30 2019-07-30 N N N 0.0261 60000000.00 60000000.00 0.0105 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 40133694.69 40133694.69 0.0070 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 2019-05-01 2019-05-01 2019-05-01 N N N 0.0233 17472722.46 17472722.46 0.0031 N Y Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.73% 012GUG9N4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-05-24 2019-05-24 0 - 0 16576000.00 16550174.59 Agency Mortgage-Backed Securities USTR 2019-06-30 2028-05-15 0 - 2.88 17316000.00 17055200.82 U.S. Treasuries (including strips) FMAC 2027-01-01 2049-04-01 2.32 - 5 266810341.00 185040619.47 Agency Mortgage-Backed Securities FNMA 2027-06-01 2049-02-01 2.35 - 4.64 635113882.00 423597531.65 Agency Mortgage-Backed Securities GNMA 2043-10-20 2067-12-20 3 - 5.46 21921712.00 4791612.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0277 634300000.00 634300000.00 0.1111 N Y Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.49% 012GUG9L8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-05-24 0 133000.00 132792.79 Agency Mortgage-Backed Securities GNMA 2043-10-20 2065-10-20 3 - 4.51 3612885.00 1933481.38 Agency Mortgage-Backed Securities FNMA 2029-02-01 2048-07-01 3 - 4 185150005.00 126380330.34 Agency Mortgage-Backed Securities USTR 2028-05-15 2.88 33300.00 34770.28 U.S. Treasuries (including strips) FMAC 2027-01-01 2048-09-01 2.71 - 5 101398856.00 19490715.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0252 145000000.00 145000000.00 0.0254 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.47% 1639989L3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2021-12-25 2056-08-01 2.5 - 7.5 87129585.00 44978457.04 Agency Mortgage-Backed Securities GNMA 2021-03-15 2069-01-20 2.5 - 8 34955388.00 12795367.73 Agency Mortgage-Backed Securities USTR 2019-12-31 2046-02-15 1.13 - 2.5 1079700.00 1066567.29 U.S. Treasuries (including strips) FMAC 2020-08-01 2049-02-01 2.1 - 6 61068370.00 20763668.84 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0250 78000000.00 78000000.00 0.0137 N Y Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.53% 1639989M1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-05-01 2023-09-28 0 - 5 3280000.00 3280223.47 Agency Mortgage-Backed Securities FMAC 2019-07-01 2049-05-15 1.42 - 10 286665547.00 58888018.07 Agency Mortgage-Backed Securities GNMA 2019-06-15 2068-12-20 2.04 - 10.25 107264827.00 21379236.54 Agency Mortgage-Backed Securities FNMA 2019-05-25 2057-02-01 1.47 - 9 361972691.00 44476440.45 Agency Mortgage-Backed Securities FCSB 2019-12-26 2029-03-22 1.2 - 3.27 18755000.00 18747338.22 Agency Mortgage-Backed Securities USTR 2019-07-31 2048-11-15 0 - 3.5 27964973.56 28174704.45 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0257 170000000.00 170000000.00 0.0298 N N Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.72% 51RBCD9B6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2047-05-20 3.5 1000.00 817.99 Agency Mortgage-Backed Securities USTR 2023-05-31 2048-02-15 1 - 2.75 990900.00 1018211.54 U.S. Treasuries (including strips) FNMA 2049-04-01 4.5 1009.00 1047.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0276 1000000.00 1000000.00 0.0002 N Y Y N South Street Securities LLC South Street Securities LLC 2.48% 48SSTS9M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2026-04-01 2048-04-01 2.5 - 5 39995102.00 16629763.94 Agency Mortgage-Backed Securities FNMA 2028-09-01 2046-03-01 2.29 - 4.3 6603077.00 2207630.06 Agency Mortgage-Backed Securities GNMA 2020-02-15 2059-07-15 3.36 - 4.5 14712316.00 14750569.82 Agency Mortgage-Backed Securities FHLB 2019-08-15 2036-06-16 2.75 - 5.13 90000.00 89440.71 Agency Mortgage-Backed Securities USTR 2022-03-15 2025-06-30 2.38 - 2.75 30400.00 31291.02 U.S. Treasuries (including strips) Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0251 33000000.00 33000000.00 0.0058 N N N Y South Street Securities LLC South Street Securities LLC 2.49% 48SSTS9A5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2041-12-01 2047-07-01 2.9 - 4.57 436217.00 281903.80 Agency Mortgage-Backed Securities FNMA 2027-05-01 2048-12-01 2.29 - 4.81 309995953.00 68080135.36 Agency Mortgage-Backed Securities USTR 2025-06-30 2.75 15400.00 15852.54 U.S. Treasuries (including strips) Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0252 67000000.00 67000000.00 0.0117 N Y Y N South Street Securities LLC South Street Securities LLC 2.48% 48SSTS9D9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-08-15 5.13 185000.00 188326.87 Agency Mortgage-Backed Securities FNMA 2027-07-01 2049-02-01 2.43 - 4.88 298216113.00 69841342.58 Agency Mortgage-Backed Securities USTR 2025-06-30 2.75 38100.00 39219.61 U.S. Treasuries (including strips) FMAC 2026-10-01 2049-02-01 2.31 - 4.98 346236858.00 37075448.25 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-02 2019-05-02 2019-05-02 N N N 0.0251 105000000.00 105000000.00 0.0184 N Y Y N South Street Securities LLC South Street Securities LLC 2.75% 49SSTS9H0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2019-08-15 2041-08-23 1.45 - 5.63 50125000.00 48639771.24 Agency Mortgage-Backed Securities FMAC 2025-04-01 2049-02-01 2.44 - 6 368764205.00 272573597.66 Agency Mortgage-Backed Securities FCSB 2020-01-27 2038-10-18 3.05 - 4.88 3382000.00 3424130.72 Agency Mortgage-Backed Securities FNMA 2020-05-01 2050-05-01 2.18 - 5.56 1953261512.00 265756178.51 Agency Mortgage-Backed Securities USTR 2020-01-02 2020-01-15 0 - 1.38 900.00 1044.01 U.S. Treasuries (including strips) GNMA 2029-06-15 2060-06-15 3.19 - 6 135866587.00 91017326.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 668000000.00 668000000.00 0.1170 N Y Y N South Street Securities LLC South Street Securities LLC 2.53% 48SSTS9G2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2034-04-17 3.63 5000000.00 4962995.14 Agency Mortgage-Backed Securities FMAC 2025-10-01 2049-02-01 2.23 - 5.03 1050903408.00 69788005.20 Agency Mortgage-Backed Securities FNMA 2027-06-01 2049-02-01 2.38 - 4.88 492042573.00 52757879.36 Agency Mortgage-Backed Securities USTR 2020-01-02 0 100.00 98.38 U.S. Treasuries (including strips) Y N/A N/A 2019-05-07 2019-05-07 2019-05-07 N N N 0.0257 125000000.00 125000000.00 0.0219 N N Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.75% 185TDS9X8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-10-01 4 48150633.00 48453701.45 Agency Mortgage-Backed Securities Y N/A N/A 2019-05-01 2019-05-01 2019-05-01 N N N 0.0279 47500000.00 47500000.00 0.0083 N Y Y N Oppenheimer Institutional Government Money Market Fund 2019-06-19 Jan Miller Jan Miller Assistant Fund Treasurer