N-MFP2 0000752737 XXXXXXXX 2017-09-30 0000752737 S000010340 1 N N 002-93177 OFI Global Asset Management, Inc. 801-76771 OppeheimerFunds, Inc. 801-08253 KPMG Denver CO None OFI Global Asset Management, Inc. 0001558234 084-06477 N N N Exempt Government N 26 31 283887431.84 298534494.36 287481472.87 263943522.63 161963330.04 508811973.87 510037316.35 523670177.17 510958008.16 458237624.05 0.4684 0.4849 0.4663 0.4406 0.2943 0.8395 0.8285 0.8494 0.8530 0.8325 117084.05 543718350.74 543824592.83 229048.27 5890360.34 538280364.81 538254815.36 0.0106 1.0000 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 538280364.81 538254815.36 1.0000 1.0000 1.0000 1.0000 1.0000 10148206.46 304272.45 10653341.54 120813.60 595640.19 4096343.66 207079.80 28770536.02 402504.00 48045289.03 13168310.66 81102052.20 0.0055 N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.15% 3132X0UF6 549300MS654K78GYF580 US3132X0UF61 3132X0UF6 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2018-07-03 2018-07-03 N N N 0.0115 2991429.17 2991429.17 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.29111% 3133EEP95 US3133EEP953 3133EEP95 U.S. Government Agency Debt Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0129 995069.10 995069.10 0.0019 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.27118% 3133EHLP6 US3133EHLP64 3133EHLP6 U.S. Government Agency Debt Y N/A N/A 2018-05-30 2018-05-30 2018-05-30 N N N 0.0127 2986017.03 2986017.03 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.24667% 3133EEQ94 US3133EEQ944 3133EEQ94 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-11-27 2017-11-27 N N N 0.0125 1999868.80 1999868.80 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.036371% 313385NY8 US313385NY80 313385NY8 U.S. Government Agency Debt Y N/A N/A 2017-11-07 2017-11-07 2017-11-07 N N N 0.0104 9989362.50 9989362.50 0.0186 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.032126% 313385NU6 US313385NU68 313385NU6 U.S. Government Agency Debt Y N/A N/A 2017-11-03 2017-11-03 2017-11-03 N N N 0.0103 4495751.25 4495751.25 0.0084 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.03652% 313385PB6 US313385PB69 313385PB6 U.S. Government Agency Debt Y N/A N/A 2017-11-10 2017-11-10 2017-11-10 N N N 0.0104 6991950.00 6991950.00 0.0130 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.031416% 313385NZ5 US313385NZ55 313385NZ5 U.S. Government Agency Debt Y N/A N/A 2017-11-08 2017-11-08 2017-11-08 N N N 0.0103 9989127.78 9989127.78 0.0186 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.026491% 313385NS1 US313385NS13 313385NS1 U.S. Government Agency Debt Y N/A N/A 2017-11-01 2017-11-01 2017-11-01 N N N 0.0103 4995586.80 4995586.80 0.0093 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.000611% 313385ND4 US313385ND44 313385ND4 U.S. Government Agency Debt Y N/A N/A 2017-10-19 2017-10-19 2017-10-19 N N N 0.0100 11994000.00 11994000.00 0.0223 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.016605% 313385NC6 US313385NC60 313385NC6 U.S. Government Agency Debt Y N/A N/A 2017-10-18 2017-10-18 2017-10-18 N N N 0.0102 14992810.42 14992810.42 0.0279 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.99808% 313385NE2 US313385NE27 313385NE2 U.S. Government Agency Debt Y N/A N/A 2017-10-20 2017-10-20 2017-10-20 N N N 0.0100 16991064.73 16991064.73 0.0316 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.031446% 313385NM4 US313385NM43 313385NM4 U.S. Government Agency Debt Y N/A N/A 2017-10-27 2017-10-27 2017-10-27 N N N 0.0103 4096950.06 4096950.06 0.0076 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.025825% 313385NK8 US313385NK86 313385NK8 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0103 9593441.33 9593441.33 0.0178 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.032422% 313385PE0 US313385PE09 313385PE0 U.S. Government Agency Debt Y N/A N/A 2017-11-13 2017-11-13 2017-11-13 N N N 0.0103 9987697.22 9987697.22 0.0186 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.100658% 313385TD8 US313385TD89 313385TD8 U.S. Government Agency Debt Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0110 9958025.00 9958025.00 0.0185 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.146463% 313385SW7 US313385SW79 313385SW7 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0115 2489629.16 2489629.16 0.0046 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.137938% 313385TR7 US313385TR75 313385TR7 U.S. Government Agency Debt Y N/A N/A 2018-02-28 2018-02-28 2018-02-28 N N N 0.0114 2985854.17 2985854.17 0.0055 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.187003% 313385UL8 US313385UL86 313385UL8 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0119 1988921.11 1988921.11 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.166238% 313385TY2 US313385TY27 313385TY2 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0117 1989882.22 1989882.22 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.132447% 313385RA6 US313385RA68 313385RA6 U.S. Government Agency Debt Y N/A N/A 2017-12-27 2017-12-27 2017-12-27 N N N 0.0113 6980951.83 6980951.83 0.0130 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.063413% 313385PR1 US313385PR12 313385PR1 U.S. Government Agency Debt Y N/A N/A 2017-11-24 2017-11-24 2017-11-24 N N N 0.0106 9859298.75 9859298.75 0.0183 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.040682% 313385PG5 US313385PG56 313385PG5 U.S. Government Agency Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0104 9987012.50 9987012.50 0.0186 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.093909% 313385PU4 US313385PU41 313385PU4 U.S. Government Agency Debt Y N/A N/A 2017-11-27 2017-11-27 2017-11-27 N N N 0.0109 998274.17 998274.17 0.0019 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.094375% 313385QS8 US313385QS85 313385QS8 U.S. Government Agency Debt Y N/A N/A 2017-12-19 2017-12-19 2017-12-19 N N N 0.0109 1995216.11 1995216.11 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.0787% 313385PX8 US313385PX89 313385PX8 U.S. Government Agency Debt Y N/A N/A 2017-11-30 2017-11-30 2017-11-30 N N N 0.0108 1996416.57 1996416.57 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.00559% 313385NB8 US313385NB87 313385NB8 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2017-10-17 2017-10-17 N N N 0.0101 19991066.67 19991066.67 0.0371 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.062% 3130ABA97 US3130ABA971 3130ABA97 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0106 999823.00 999823.00 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.154% 3130A9CD1 US3130A9CD19 3130A9CD1 U.S. Government Agency Debt Y N/A N/A 2017-12-01 2018-03-01 2018-03-01 N N N 0.0115 999253.59 999253.59 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.157% 3130A97L9 US3130A97L97 3130A97L9 U.S. Government Agency Debt Y N/A N/A 2017-11-26 2018-02-26 2018-02-26 N N N 0.0116 2997017.93 2997017.93 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.111% 3130ABLH7 US3130ABLH75 3130ABLH7 U.S. Government Agency Debt Y N/A N/A 2017-12-18 2017-12-18 2017-12-18 N N N 0.0111 1999321.20 1999321.20 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.093% 3130ABH33 US3130ABH331 3130ABH33 U.S. Government Agency Debt Y N/A N/A 2017-10-22 2018-05-22 2018-05-22 N N N 0.0109 1499560.24 1499560.24 0.0028 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.072% 3130ABGU4 US3130ABGU42 3130ABGU4 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2018-01-25 2018-01-25 N N N 0.0107 1999576.57 1999576.57 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.244% 3130A7VF9 US3130A7VF99 3130A7VF9 U.S. Government Agency Debt Y N/A N/A 2017-10-25 2017-10-25 2017-10-25 N N N 0.0124 997755.86 997755.86 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.13725% 3130A7CX1 US3130A7CX17 3130A7CX1 U.S. Government Agency Debt Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0114 998423.75 998423.75 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.660833% 3130A6LZ8 US3130A6LZ80 3130A6LZ8 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-10-26 2017-10-26 N N N 0.0066 1994422.40 1994422.40 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.249% 3130A8VC4 US3130A8VC42 3130A8VC4 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2018-01-26 2018-01-26 N N N 0.0125 1997023.24 1997023.24 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.264% 3130A8PQ0 US3130A8PQ02 3130A8PQ0 U.S. Government Agency Debt Y N/A N/A 2017-10-08 2018-01-08 2018-01-08 N N N 0.0126 1994944.01 1994944.01 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.301% 3130A8EH2 US3130A8EH22 3130A8EH2 U.S. Government Agency Debt Y N/A N/A 2017-10-07 2017-12-07 2017-12-07 N N N 0.0130 2998045.96 2998045.96 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.083% 3130ABQF6 US3130ABQF64 3130ABQF6 U.S. Government Agency Debt Y N/A N/A 2017-10-26 2017-12-26 2017-12-26 N N N 0.0108 1999699.17 1999699.17 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.021505% 313385MQ6 US313385MQ65 313385MQ6 U.S. Government Agency Debt Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0102 14997875.00 14997875.00 0.0279 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.021418% 313385MN3 US313385MN35 313385MN3 U.S. Government Agency Debt Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0102 14098801.50 14098801.50 0.0262 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.015116% 313385MM5 US313385MM51 313385MM5 U.S. Government Agency Debt Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0102 11899329.22 11899329.22 0.0221 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.960487% 313385NA0 US313385NA05 313385NA0 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2017-10-16 2017-10-16 N N N 0.0096 14994000.00 14994000.00 0.0279 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.01502% 313385MX1 US313385MX17 313385MX1 U.S. Government Agency Debt Y N/A N/A 2017-10-13 2017-10-13 2017-10-13 N N N 0.0102 17993916.66 17993916.66 0.0334 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.008495% 313385MV5 US313385MV50 313385MV5 U.S. Government Agency Debt Y N/A N/A 2017-10-11 2017-10-11 2017-10-11 N N N 0.0101 19994402.78 19994402.78 0.0371 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.129% 3130ACFP4 US3130ACFP49 3130ACFP4 U.S. Government Agency Debt Y N/A N/A 2017-12-14 2018-09-14 2018-09-14 N N N 0.0113 999466.86 999466.86 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.1% 3130AC2A1 US3130AC2A18 3130AC2A1 U.S. Government Agency Debt Y N/A N/A 2017-10-09 2018-05-09 2018-05-09 N N N 0.0110 999327.78 999327.78 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.089% 3130ABT55 US3130ABT559 3130ABT55 U.S. Government Agency Debt Y N/A N/A 2017-10-17 2018-04-17 2018-04-17 N N N 0.0109 999576.50 999576.50 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.021012% 313385ML7 US313385ML78 313385ML7 U.S. Government Agency Debt Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0102 6499815.83 6499815.83 0.0121 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.375% 313378A43 US313378A439 313378A43 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0138 1000068.29 1000068.29 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 313374YS3 US313374YS39 313374YS3 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0238 1605974.69 1605974.69 0.0030 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.75% 3137EADN6 S6XOOCT0IEG5ABCC6L87 US3137EADN69 3137EADN6 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0075 997316.18 997316.18 0.0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.898569% 3137EADX4 S6XOOCT0IEG5ABCC6L87 US3137EADX42 3137EADX4 U.S. Government Agency Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0090 1994524.96 1994524.96 0.0037 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1% 3135G0UE1 B1V7KEBTPIMZEU4LTD58 US3135G0UE11 3135G0UE1 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0100 1397251.33 1397251.33 0.0026 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.16064% 3135G0J61 B1V7KEBTPIMZEU4LTD58 US3135G0J618 3135G0J61 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0116 1996110.65 1996110.65 0.0037 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 0.875% 3135G0TG8 B1V7KEBTPIMZEU4LTD58 US3135G0TG87 3135G0TG8 U.S. Government Agency Debt Y N/A N/A 2018-02-08 2018-02-08 2018-02-08 N N N 0.0088 1197243.26 1197243.26 0.0022 N N N N New York City Housing Development Corp. New York City Housing Development Corp. 1.18% 64970HAT1 549300SQWVHKBRF8D702 US64970HAT14 64970HAT1 Variable Rate Demand Note Y N/A N/A 2017-10-06 2017-10-06 2031-11-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0118 3848026.91 3848026.91 0.0072 N N Y N New York City Multi-Family Housing New York City Multi-Family Housing 1.05% 64970HCL6 549300SQWVHKBRF8D702 US64970HCL69 64970HCL6 Variable Rate Demand Note Y N/A N/A 2017-10-06 2017-10-06 2036-04-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0105 5997238.36 5997238.36 0.0111 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 0.98% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2017-10-01 2017-10-01 2017-10-01 N N N 0.0098 15257777.72 15257777.72 0.0283 N Y Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.02%, 10/3/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.02%, 10/3/17 1.02% 31RBCD9L6 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 9923620.00 10201734.18 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0102 9998583.33 9998583.33 0.0186 N N Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.02%, 10/4/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.02%, 10/4/17 1.02% 31RBCD9N2 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 11908007.00 12241734.57 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0102 11998640.00 11998640.00 0.0223 N N Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.02%, 10/5/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.02%, 10/5/17 1.02% 31RBCD9P7 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 9923058.00 10201156.43 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0102 9999150.00 9999150.00 0.0186 N N Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.04%, 10/2/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc., 1.04%, 10/2/17 1.04% 31RBCD9R3 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 65192751.00 67019808.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0104 65696204.00 65696204.00 0.1221 N Y Y N Repurchase Agreement-United States Government Agency with South Street Securities LLC, 1.15%, 10/2/17 Repurchase Agreement-United States Government Agency with South Street Securities LLC, 1.15%, 10/2/17 1.15% 27SSTS9Q6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2018-08-01 2024-11-13 2.26 - 5.05 801000.00 832533.07 Agency Mortgage-Backed Securities FHLB 2036-06-16 3 130000.00 125801.43 Agency Mortgage-Backed Securities FMAC 2018-04-01 2046-10-01 1.9 - 5.55 236101635.00 41045205.06 Agency Mortgage-Backed Securities FNMA 2017-11-01 2042-07-01 1.88 - 6 114540267.00 9001347.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0115 49996805.56 49996805.56 0.0929 N Y Y N Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.05%, 10/2/17 Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.05%, 10/2/17 1.05% 165TDS9N4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2017-11-24 0 2044000.00 2040790.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 1999883.33 1999883.33 0.0037 N Y Y N Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.06%, 10/6/17 Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.06%, 10/6/17 1.06% 165TDS9P9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2020-07-30 1.5 6129000.00 6121440.90 Agency Mortgage-Backed Securities Y N/A N/A 2017-10-06 2017-10-06 2017-10-06 N N N 0.0106 5999646.67 5999646.67 0.0111 N N Y N Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.10%, 10/3/17 Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.10%, 10/3/17 1.1% 1579979Q2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FCSB 2021-09-17 3.17 50000.00 52244.33 Agency Mortgage-Backed Securities FMAC 2018-08-01 2046-02-01 2 - 5 8269276.00 3646370.94 Agency Mortgage-Backed Securities FNMA 2018-11-27 2047-05-01 1.63 - 7 13438433.00 687218.78 Agency Mortgage-Backed Securities GNMA 2024-01-15 2045-10-20 3 - 6.5 2531151.00 618923.93 Agency Mortgage-Backed Securities USTR 2017-10-05 2022-06-30 0 - 1.75 108597.00 106516.90 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0110 4999236.11 4999236.11 0.0093 N N Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.04%, 10/5/17 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.04%, 10/5/17 1.04% 166CAS9U7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-04-15 0.13 1943300.00 2040456.09 U.S. Treasuries (including strips) Y N/A N/A 2017-10-05 2017-10-05 2017-10-05 N N N 0.0104 1999826.67 1999826.67 0.0037 N N Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.05%, 10/2/17 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.05%, 10/2/17 1.05% 166CAS9V5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-04-15 0.13 8743700.00 9180844.90 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0105 8999475.00 8999475.00 0.0167 N Y Y N Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.05%, 10/3/17 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.05%, 10/3/17 1.05% 168DEU9L4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-02-15 3.63 968100.00 1020263.89 U.S. Treasuries (including strips) Y N/A N/A 2017-10-03 2017-10-03 2017-10-03 N N N 0.0105 999854.17 999854.17 0.0019 N N Y N Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.05%, 10/4/17 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.05%, 10/4/17 1.05% 168DEU9P5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-02-15 3.63 968000.00 1020158.50 U.S. Treasuries (including strips) Y N/A N/A 2017-10-04 2017-10-04 2017-10-04 N N N 0.0105 999883.33 999883.33 0.0019 N N Y N Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.06%, 10/2/17 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.06%, 10/2/17 1.06% 168DEU9R1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-02-15 3.63 4839700.00 5100476.32 U.S. Treasuries (including strips) Y N/A N/A 2017-10-02 2017-10-02 2017-10-02 N N N 0.0106 4999705.56 4999705.56 0.0093 N Y Y N Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.10%, 10/11/17 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.10%, 10/11/17 1.1% 167DEU9G6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-02-15 3.63 7748800.00 8166326.61 U.S. Treasuries (including strips) Y N/A N/A 2017-10-11 2017-10-11 2017-10-11 N N N 0.0110 7994133.33 7994133.33 0.0149 N N N Y Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.10%, 10/19/17 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.10%, 10/19/17 1.1% 168DEU9V3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-02-15 3.63 4841800.00 5102689.47 U.S. Treasuries (including strips) Y N/A N/A 2017-10-19 2017-10-19 2017-10-19 N N N 0.0110 4997555.56 4997555.56 0.0093 N N N Y Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.10%, 10/24/17 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.10%, 10/24/17 1.1% 168DEU9H3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-02-15 3.63 2904500.00 3061002.43 U.S. Treasuries (including strips) Y N/A N/A 2017-10-24 2017-10-24 2017-10-24 N N N 0.0110 2999175.00 2999175.00 0.0056 N N N Y United States Treasury Nts. United States Treasury Nts. 0.95123% 912828PA2 US912828PA23 912828PA2 U.S. Treasury Debt Y N/A N/A 2017-09-30 2017-10-02 2017-10-02 N N N 0.0095 990625.00 990625.00 0.0019 N Y Y N United States Treasury Nts. United States Treasury Nts. 1.14518% 912828UJ7 US912828UJ76 912828UJ7 U.S. Treasury Debt Y N/A N/A 2018-01-31 2018-01-31 2018-01-31 N N N 0.0115 1496382.27 1496382.27 0.0028 N Y Y N Oppenheimer Government Money Fund/VA 2017-10-06 Jan Miller Jan Miller Assistant Fund Treasurer