N-MFP2 0000752737 XXXXXXXX 2017-12-31 0000752737 S000010340 1 N N 002-93177 OFI Global Asset Management, Inc. 801-76771 OppeheimerFunds, Inc. 801-08253 KPMG Denver CO None OFI Global Asset Management, Inc. 0001558234 084-06477 N N N Exempt Government N 23 28 197854207.81 188855696.88 259149066.94 246591839.22 146233182.39 379414181.53 395411218.19 391521294.82 370130293.55 365932608.59 0.4129 0.3937 0.5474 0.5583 0.3348 0.7917 0.8242 0.8270 0.8380 0.8377 153128.10 434188312.04 434384074.55 407930.88 9312572.53 425604284.00 425578820.00 0.0132 1.0000 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 425604284.00 425578820.00 1.0000 1.0000 1.0000 1.0000 1.0000 14673621.03 960673.11 579686.45 1139027.85 436177.83 24518178.31 767449.22 15537156.46 224422.41 15037158.55 2764140.30 56266122.06 0.0082 N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 1.41% 3132X0UF6 549300MS654K78GYF580 US3132X0UF61 3132X0UF6 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-07-03 2018-07-03 N N N 0.0142 2991038.33 2991038.33 0.0070 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 2995553.30 2995553.30 0.0070 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 998295.63 998295.63 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.38% 3133EH5J8 US3133EH5J86 3133EH5J8 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2019-01-02 2019-01-02 N N N 0.0000 1500000.00 1500000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.148067% 313385SD9 US313385SD98 313385SD9 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-01-23 2018-01-23 N N N 0.0115 1998600.56 1998600.56 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.272977% 313385SE7 US313385SE71 313385SE7 U.S. Government Agency Debt Y N/A N/A 2018-01-24 2018-01-24 2018-01-24 N N N 0.0127 21782291.29 21782291.29 0.0512 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.291851% 313385SK3 US313385SK32 313385SK3 U.S. Government Agency Debt Y N/A N/A 2018-01-29 2018-01-29 2018-01-29 N N N 0.0129 9989966.67 9989966.67 0.0235 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.143296% 313385SG2 US313385SG20 313385SG2 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0114 999208.33 999208.33 0.0023 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.259191% 313385RX6 US313385RX61 313385RX6 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-01-17 2018-01-17 N N N 0.0126 10993849.33 10993849.33 0.0258 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.128219% 313385RS7 US313385RS76 313385RS7 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0113 15994487.79 15994487.79 0.0376 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.240854% 313385RY4 US313385RY45 313385RY4 U.S. Government Agency Debt Y N/A N/A 2018-01-18 2018-01-18 2018-01-18 N N N 0.0124 14991216.67 14991216.67 0.0352 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.256095% 313385SC1 US313385SC16 313385SC1 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-01-22 2018-01-22 N N N 0.0126 19985358.33 19985358.33 0.0470 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.251913% 313385RZ1 US313385RZ10 313385RZ1 U.S. Government Agency Debt Y N/A N/A 2018-01-19 2018-01-19 2018-01-19 N N N 0.0125 9993750.00 9993750.00 0.0235 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.268202% 313385SP2 US313385SP29 313385SP2 U.S. Government Agency Debt Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0127 11986494.22 11986494.22 0.0282 N N Y 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 2994530.28 2994530.28 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.224356% 313385TH9 US313385TH93 313385TH9 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0122 3993222.22 3993222.22 0.0094 N N Y 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 1995811.11 1995811.11 0.0047 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 1994952.22 1994952.22 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.328447% 313385UH7 US313385UH74 313385UH7 U.S. Government Agency Debt Y N/A N/A 2018-03-16 2018-03-16 2018-03-16 N N N 0.0133 997278.44 997278.44 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.172579% 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 0.0117 3495575.66 3495575.66 0.0082 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.276764% 313385SS6 US313385SS67 313385SS6 U.S. Government Agency Debt Y N/A N/A 2018-02-05 2018-02-05 2018-02-05 N N N 0.0128 9987604.17 9987604.17 0.0235 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.262011% 313385TB2 US313385TB24 313385TB2 U.S. Government Agency Debt Y N/A N/A 2018-02-14 2018-02-14 2018-02-14 N N N 0.0126 1996924.89 1996924.89 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.118254% 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 0.0112 10984360.00 10984360.00 0.0258 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.287251% 313385TC0 US313385TC07 313385TC0 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0129 11182010.00 11182010.00 0.0263 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.22768% 313385RQ1 US313385RQ11 313385RQ1 U.S. Government Agency Debt Y N/A N/A 2018-01-10 2018-01-10 2018-01-10 N N N 0.0123 11996322.50 11996322.50 0.0282 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.875% 3130AARB6 US3130AARB68 3130AARB6 U.S. Government Agency Debt Y N/A N/A 2018-01-30 2018-01-30 2018-01-30 N N N 0.0115 1793003.35 1793003.35 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.75% 3130AAQ43 US3130AAQ433 3130AAQ43 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0113 3487751.73 3487751.73 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.036% 3130AATP3 US3130AATP37 3130AATP3 U.S. Government Agency Debt Y N/A N/A 2018-02-15 2018-02-15 2018-02-15 N N N 0.0128 1996761.59 1996761.59 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.387% 3130ABGU4 US3130ABGU42 3130ABGU4 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0144 1999446.94 1999446.94 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.377% 3130ABA97 US3130ABA971 3130ABA97 U.S. Government Agency Debt Y N/A N/A 2018-01-25 2018-01-25 2018-01-25 N N N 0.0142 999732.25 999732.25 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.129% 3130AAKN7 US3130AAKN79 3130AAKN7 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-07-09 2018-07-09 N N N 0.0114 997291.84 997291.84 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.309% 3130A8PQ0 US3130A8PQ02 3130A8PQ0 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0114 1993883.17 1993883.17 0.0047 N N Y 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 996935.55 996935.55 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.306% 3130A8VC4 US3130A8VC42 3130A8VC4 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0104 1995496.30 1995496.30 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.318% 3130A9CD1 US3130A9CD19 3130A9CD1 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0127 998949.64 998949.64 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.302% 3130A97L9 US3130A97L97 3130A97L9 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0126 2996279.20 2996279.20 0.0070 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.392% 3130ABH33 US3130ABH331 3130ABH33 U.S. Government Agency Debt Y N/A N/A 2018-01-22 2018-05-22 2018-05-22 N N N 0.0140 1499401.92 1499401.92 0.0035 N N N 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 0.0122 1992017.90 1992017.90 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.75% 313376BR5 US313376BR50 313376BR5 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0179 998778.16 998778.16 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.210134% 313385RH1 US313385RH12 313385RH1 U.S. Government Agency Debt Y N/A N/A 2018-01-03 2018-01-03 2018-01-03 N N N 0.0121 1999865.67 1999865.67 0.0047 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.212118% 313385RN8 US313385RN89 313385RN8 U.S. Government Agency Debt Y N/A N/A 2018-01-08 2018-01-08 2018-01-08 N N N 0.0121 3999058.89 3999058.89 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.208135% 313385RK4 US313385RK41 313385RK4 U.S. Government Agency Debt Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0121 2999597.77 2999597.77 0.0070 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2% 313375K48 US313375K483 313375K48 U.S. Government Agency Debt Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0172 1493944.69 1493944.69 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.346% 3130ABT55 US3130ABT559 3130ABT55 U.S. Government Agency Debt Y N/A N/A 2018-01-17 2018-04-17 2018-04-17 N N N 0.0136 999439.17 999439.17 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.384% 3130ACFP4 US3130ACFP49 3130ACFP4 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-09-14 2018-09-14 N N N 0.0140 999308.00 999308.00 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.297% 3130AC2A1 US3130AC2A18 3130AC2A1 U.S. Government Agency Debt Y N/A N/A 2018-01-09 2018-05-09 2018-05-09 N N N 0.0131 999171.36 999171.36 0.0023 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 0.0119 1591673.96 1591673.96 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.371% 3130ACV92 US3130ACV926 3130ACV92 U.S. Government Agency Debt Y N/A N/A 2018-01-20 2018-08-20 2018-08-20 N N N 0.0139 999543.00 999543.00 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.54263% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 3134G8PF0 U.S. Government Agency Debt Y N/A N/A 2018-03-08 2018-03-08 2018-03-08 N N N 0.0135 1998646.06 1998646.06 0.0047 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.75% 3134G9P43 S6XOOCT0IEG5ABCC6L87 US3134G9P435 3134G9P43 U.S. Government Agency Debt Y N/A N/A 2018-01-26 2018-01-26 2018-01-26 N N N 0.0121 996458.27 996458.27 0.0023 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.05% 3134G8L98 S6XOOCT0IEG5ABCC6L87 US3134G8L980 3134G8L98 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2018-02-26 2018-02-26 N N N 0.0134 497953.75 497953.75 0.0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875% 3137EADP1 S6XOOCT0IEG5ABCC6L87 US3137EADP18 3137EADP1 U.S. Government Agency Debt Y N/A N/A 2018-03-07 2018-03-07 2018-03-07 N N N 0.0069 2523010.45 2523010.45 0.0059 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 0.0000 2989037.99 2989037.99 0.0070 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 0.0056 1942528.61 1942528.61 0.0046 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 0.0118 1394374.29 1394374.29 0.0033 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 1993670.50 1993670.50 0.0047 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.59203% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 3135G0L35 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0139 1999929.33 1999929.33 0.0047 N N N N Freddie Mac Freddie Mac 1.19375% 313397SW2 US313397SW26 313397SW2 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-02-09 2018-02-09 N N N 0.0119 1997421.66 1997421.66 0.0047 N N Y N Freddie Mac Freddie Mac 1.19474% 313397TS0 US313397TS05 313397TS0 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0119 998049.72 998049.72 0.0023 N N N N New York City Housing Development Corp. New York City Housing Development Corp. 1.65% 64970HCL6 549300SQWVHKBRF8D702 US64970HCL69 64970HCL6 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2036-04-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0165 5776064.85 5776064.85 0.0136 N N Y N New York City Housing Development Corp. New York City Housing Development Corp. 1.56% 64970HDR2 549300SQWVHKBRF8D702 US64970HDR21 64970HDR2 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2049-09-01 Y Federal Home Loan Mortgage Corp. 1.0000 7 N N/A N/A N N 0.0156 1997984.66 1997984.66 0.0047 N N Y N New York City Housing Development Corp. New York City Housing Development Corp. 1.7% 64970HAT1 549300SQWVHKBRF8D702 US64970HAT14 64970HAT1 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2031-11-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0170 3547626.79 3547626.79 0.0083 N N Y N New York City Housing Development Corp. New York City Housing Development Corp. 1.7% 64970HBF0 549300SQWVHKBRF8D702 US64970HBF01 64970HBF0 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2035-12-01 Y Federal Home Loan Mortgage Corp. 1.0000 7 N N/A N/A N N 0.0170 1499860.28 1499860.28 0.0035 N N Y N New York State Housing Finance Agency New York State Housing Finance Agency 1.7% 64986MQ65 5493000LS7KCDB02O506 US64986MQ657 64986MQ65 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2040-05-01 Y Federal Home Loan Mortgage Corp. 1.0000 7 N N/A N/A N N 0.0170 4529789.02 4529789.02 0.0106 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 1.22% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0103 15295885.19 15295885.19 0.0359 N Y Y N Osceola County, FL Housing Finance Authority Osceola County, FL Housing Finance Authority 1.79% 687904CK6 US687904CK62 687904CK6 Variable Rate Demand Note Y N/A N/A 2018-01-05 2018-01-05 2035-09-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0179 999223.02 999223.02 0.0023 N N Y N Repurchase Agreement-United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 1/2/18 Repurchase Agreement-United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 1/2/18 1.35% 1589979K4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2019-09-20 1.15 10197000.00 10196400.93 Agency Mortgage-Backed Securities FMAC 2019-05-24 1.23 7000.00 6942.08 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0137 9997750.00 9997750.00 0.0235 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 1/2/18 Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 1/2/18 1.35% 1589979J7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2018-08-01 2047-08-01 2 - 6.5 4879714.00 723575.34 Agency Mortgage-Backed Securities FNMA 2021-01-01 2048-07-25 1.5 - 9.5 13889482.00 444955.66 Agency Mortgage-Backed Securities GNMA 2022-09-16 2046-10-20 1.744 - 7.5 51684612.00 3498306.51 Agency Mortgage-Backed Securities USTR 2019-02-15 2036-05-15 0 - 3.38 589905.87 589711.70 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0137 4998875.00 4998875.00 0.0117 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with RBC Dominion Securities, Inc., 1.38%, 1/2/18 Repurchase Agreement-United States Treasury and United States Government Agency with RBC Dominion Securities, Inc., 1.38%, 1/2/18 1.38% 35RBCD9A1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2032-11-01 2047-01-01 3 - 5 151828392.00 35909505.97 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0140 35195952.00 35195952.00 0.0827 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with South Street Securities LLC, 1.55%, 1/2/18 Repurchase Agreement-United States Treasury and United States Government Agency with South Street Securities LLC, 1.55%, 1/2/18 1.55% 29SSTS9L1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2021-01-19 2023-06-21 1.44 - 4.15 1418000.00 1423943.18 Agency Mortgage-Backed Securities FHLB 2019-06-14 4.38 875000.00 907893.80 Agency Mortgage-Backed Securities FMAC 2018-04-01 2046-10-01 1.98 - 7 160868460.00 16295445.23 Agency Mortgage-Backed Securities FNMA 2018-04-01 2047-06-01 1.96 - 5.32 306662428.00 32381501.61 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0157 49993541.67 49993541.67 0.1175 N Y Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.40%, 1/2/18 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.40%, 1/2/18 1.4% 165CAS9W5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2018-02-15 2029-02-15 0 - 5.25 4688800.00 6018937.92 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0142 5899311.67 5899311.67 0.0139 N Y Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.41%, 1/4/18 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.41%, 1/4/18 1.41% 164CAS9V8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-01-31 2020-01-31 1.38 - 1.38 4101200.00 4079143.68 U.S. Treasuries (including strips) FMAC 2019-03-27 2019-03-27 3.75 - 3.75 2000.00 2064.79 Agency Mortgage-Backed Securities Y N/A N/A 2018-01-04 2018-01-04 2018-01-04 N N N 0.0143 3999373.33 3999373.33 0.0094 N N Y N Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.35%, 1/16/18 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.35%, 1/16/18 1.35% 173DEU9N3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-11-15 2.63 5000200.00 5103657.18 U.S. Treasuries (including strips) Y N/A N/A 2018-01-16 2018-01-16 2018-01-16 N N N 0.0137 4996625.00 4996625.00 0.0117 N N N Y Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.40%, 1/2/18 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.40%, 1/2/18 1.4% 173DEU9B9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-11-15 2.63 999500.00 1020180.26 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0142 999883.33 999883.33 0.0023 N Y Y N Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.41%, 1/2/18 Repurchase Agreement-United States Treasury with Deutsche Bank Securities, Inc., 1.41%, 1/2/18 1.41% 173DEU9A1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-11-15 2.63 2998500.00 3060540.79 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0143 2999647.50 2999647.50 0.0070 N Y Y N Repurchase Agreement-United States Treasury with RBC Dominion Securities, Inc., 1.34%, 1/2/18 Repurchase Agreement-United States Treasury with RBC Dominion Securities, Inc., 1.34%, 1/2/18 1.34% 35RBCD9W3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-01-31 2044-08-15 0.13 - 8.88 1977100.00 2040538.55 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0136 1999553.33 1999553.33 0.0047 N Y Y N Repurchase Agreement-United States Treasury with TD Securities (USA) LLC, 1.40%, 1/2/18 Repurchase Agreement-United States Treasury with TD Securities (USA) LLC, 1.40%, 1/2/18 1.4% 168TDS9W1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-01-15 2024-02-29 0.63 - 2.13 9479500.00 10201601.73 U.S. Treasuries (including strips) Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0142 9998833.33 9998833.33 0.0235 N Y Y N Repurchase Agreement-United States Treasury with TD Securities (USA) LLC, 1.41%, 1/5/18 Repurchase Agreement-United States Treasury with TD Securities (USA) LLC, 1.41%, 1/5/18 1.41% 168TDS9X9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2022-06-30 2024-01-15 0.63 - 2.13 6728300.00 7141205.16 U.S. Treasuries (including strips) Y N/A N/A 2018-01-05 2018-01-05 2018-01-05 N N N 0.0143 6999177.50 6999177.50 0.0164 N N Y N Tennessee Valley Authority Tennessee Valley Authority 1.241496% 880590RG1 US880590RG12 880590RG1 U.S. Government Agency Debt Y N/A N/A 2018-01-02 2018-01-02 2018-01-02 N N N 0.0124 1999931.11 1999931.11 0.0047 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 1.286608% 880590SD7 US880590SD71 880590SD7 U.S. Government Agency Debt Y N/A N/A 2018-01-23 2018-01-23 2018-01-23 N N N 0.0129 9992147.22 9992147.22 0.0235 N N 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 1494161.62 1494161.62 0.0035 N Y Y N Oppenheimer Government Money Fund/VA 2018-01-05 Jan Miller Jan Miller Assistant Fund Treasurer