N-MFP2 0000752737 XXXXXXXX 2018-01-31 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 20 27 123417306.75 145531265.96 136196381.01 179520518.27 364521390.55 368687796.55 329113755.68 349130683.88 0.2894 0.3427 0.3212 0.4262 0.8548 0.8683 0.7762 0.8288 129725.55 420896446.16 421040685.78 3491173.98 5507081.36 419154503.95 419129190.32 0.0134 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 419154503.95 419129190.32 1.0000 1.0000 1.0000 1.0000 889877.54 1215078.51 299690.37 4233955.40 1119486.29 1155689.69 305972.22 2223501.68 5938695.43 12388326.81 0.0084 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 2018-02-01 2018-07-03 2018-07-03 N N N 0.0142 2996592.50 2996592.50 0.0072 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 997540.69 997540.69 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.850117% 313313S66 US313313S669 313313S66 U.S. Government Agency Debt Y N/A N/A 2018-12-10 2018-12-10 2018-12-10 N N N 0.0185 492113.34 492113.34 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.87147% 313313T57 US313313T576 313313T57 U.S. Government Agency Debt Y N/A N/A 2018-12-17 2018-12-17 2018-12-17 N N N 0.0187 491847.78 491847.78 0.0012 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 2992985.36 2992985.36 0.0072 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 2018-02-01 2019-01-02 2019-01-02 N N N 0.0140 1498275.00 1498275.00 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.306798% 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 0.0131 14186113.75 14186113.75 0.0338 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.295293% 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 0.0130 8989016.11 8989016.11 0.0214 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.33123% 313385TA4 US313385TA41 313385TA4 U.S. Government Agency Debt Y N/A N/A 2018-02-13 2018-02-13 2018-02-13 N N N 0.0133 7996453.33 7996453.33 0.0191 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.341798% 313385TL0 US313385TL06 313385TL0 U.S. Government Agency Debt Y N/A N/A 2018-02-23 2018-02-23 2018-02-23 N N N 0.0134 5095823.67 5095823.67 0.0122 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 11194403.11 11194403.11 0.0267 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 1999091.44 1999091.44 0.0048 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 10994900.00 10994900.00 0.0262 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.321405% 313385TJ5 US313385TJ59 313385TJ5 U.S. Government Agency Debt Y N/A N/A 2018-02-21 2018-02-21 2018-02-21 N N N 0.0132 9992666.67 9992666.67 0.0238 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.296598% 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 0.0130 10392898.23 10392898.23 0.0248 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.445261% 313385WB8 US313385WB86 313385WB8 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0145 996600.00 996600.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.455006% 313385VS2 US313385VS21 313385VS2 U.S. Government Agency Debt Y N/A N/A 2018-04-18 2018-04-18 2018-04-18 N N N 0.0146 10966334.12 10966334.12 0.0262 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.458356% 313385WG7 US313385WG73 313385WG7 U.S. Government Agency Debt Y N/A N/A 2018-05-02 2018-05-02 2018-05-02 N N N 0.0146 996367.50 996367.50 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.45% 3130ADL91 US3130ADL917 3130ADL91 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2019-03-01 2019-03-01 N N N 0.0145 1000000.00 1000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.452418% 3130ADLG5 US3130ADLG58 3130ADLG5 U.S. Government Agency Debt Y N/A N/A 2018-03-02 2019-01-02 2019-01-02 N N N 0.0145 1000000.00 1000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.419073% 313385VK9 US313385VK94 313385VK9 U.S. Government Agency Debt Y N/A N/A 2018-04-11 2018-04-11 2018-04-11 N N N 0.0142 997289.83 997289.83 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.35279% 313385UF1 US313385UF19 313385UF1 U.S. Government Agency Debt Y N/A N/A 2018-03-14 2018-03-14 2018-03-14 N N N 0.0135 9984625.00 9984625.00 0.0238 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.352638% 313385UA2 US313385UA22 313385UA2 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-03-09 2018-03-09 N N N 0.0135 9986500.00 9986500.00 0.0238 N N Y 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 998418.55 998418.55 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.327589% 313385UQ7 US313385UQ73 313385UQ7 U.S. Government Agency Debt Y N/A N/A 2018-03-23 2018-03-23 2018-03-23 N N N 0.0133 9981597.23 9981597.23 0.0238 N N Y 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 1996984.44 1996984.44 0.0048 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.414% 3130ABT55 US3130ABT559 3130ABT55 U.S. Government Agency Debt Y N/A N/A 2018-02-17 2018-04-17 2018-04-17 N N N 0.0141 999410.83 999410.83 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.25% 3130ABP34 US3130ABP342 3130ABP34 U.S. Government Agency Debt Y N/A N/A 2018-06-28 2018-06-28 2018-06-28 N N N 0.0158 713224.01 713224.01 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.25% 3130ABVG8 US3130ABVG82 3130ABVG8 U.S. Government Agency Debt Y N/A N/A 2018-07-27 2018-07-27 2018-07-27 N N N 0.0163 998038.26 998038.26 0.0024 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 998116.22 998116.22 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.418% 3130AC2A1 US3130AC2A18 3130AC2A1 U.S. Government Agency Debt Y N/A N/A 2018-02-09 2018-05-09 2018-05-09 N N N 0.0142 999094.06 999094.06 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.419% 3130ABH33 US3130ABH331 3130ABH33 U.S. Government Agency Debt Y N/A N/A 2018-02-22 2018-05-22 2018-05-22 N N N 0.0142 1499394.64 1499394.64 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.484% 3130AAKN7 US3130AAKN79 3130AAKN7 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-07-09 2018-07-09 N N N 0.0150 998990.15 998990.15 0.0024 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 997770.25 997770.25 0.0024 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 1995344.75 1995344.75 0.0048 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 996442.03 996442.03 0.0024 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 2992813.18 2992813.18 0.0072 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.431% 3130ACV92 US3130ACV926 3130ACV92 U.S. Government Agency Debt Y N/A N/A 2018-02-20 2018-08-20 2018-08-20 N N N 0.0144 999523.00 999523.00 0.0024 N N N 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 11999577.94 11999577.94 0.0286 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.643545% 313385A30 US313385A301 313385A30 U.S. Government Agency Debt Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0164 991804.72 991804.72 0.0024 N N N 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 9998583.33 9998583.33 0.0239 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.286883% 313385SZ0 US313385SZ01 313385SZ0 U.S. Government Agency Debt Y N/A N/A 2018-02-12 2018-02-12 2018-02-12 N N N 0.0129 11195602.44 11195602.44 0.0267 N N Y 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 3499092.45 3499092.45 0.0083 N N 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 0.0124 2486779.05 2486779.05 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.456% 3130ADHN5 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2018-02-26 2019-05-24 2019-05-24 N N N 0.0146 999757.33 999757.33 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.428% 3130ADFD9 US3130ADFD91 3130ADFD9 U.S. Government Agency Debt Y N/A N/A 2018-02-25 2019-01-25 2019-01-25 N N N 0.0143 1998968.67 1998968.67 0.0048 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 1586889.65 1586889.65 0.0038 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 997355.11 997355.11 0.0024 N N N 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 1491095.00 1491095.00 0.0036 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.2% 3134G8UR8 S6XOOCT0IEG5ABCC6L87 US3134G8UR86 3134G8UR8 U.S. Government Agency Debt Y N/A N/A 2018-12-28 2018-12-28 2018-12-28 N N N 0.0186 296990.34 296990.34 0.0007 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 2522105.53 2522105.53 0.0060 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 497639.88 497639.88 0.0012 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 1995659.16 1995659.16 0.0048 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 1393417.54 1393417.54 0.0033 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.125% 3135G0G72 B1V7KEBTPIMZEU4LTD58 US3135G0G721 3135G0G72 U.S. Government Agency Debt Y N/A N/A 2018-12-14 2018-12-14 2018-12-14 N N N 0.0178 992529.82 992529.82 0.0024 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 1941672.71 1941672.71 0.0047 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 1992864.12 1992864.12 0.0048 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 1996833.46 1996833.46 0.0048 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 1999471.11 1999471.11 0.0048 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 999074.44 999074.44 0.0024 N N Y N New York City Housing Development Corp. New York City Housing Development Corp. 1.45% 64970HAT1 549300SQWVHKBRF8D702 US64970HAT14 64970HAT1 Variable Rate Demand Note Y N/A N/A 2018-02-07 2018-02-07 2031-11-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0145 3547597.22 3547597.22 0.0085 N N Y N New York City Housing Development Corp. New York City Housing Development Corp. 1.55% 64970HCL6 549300SQWVHKBRF8D702 US64970HCL69 64970HCL6 Variable Rate Demand Note Y N/A N/A 2018-02-07 2018-02-07 2036-04-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0155 5775629.37 5775629.37 0.0138 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 1.26% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0126 15310474.41 15310474.41 0.0365 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.32%, 2/1/18 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.32%, 2/1/18 1.32% 174DEU9D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2056-01-15 3 3652992.00 3740137.65 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 3399875.33 3399875.33 0.0081 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.36%, 2/20/18 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.36%, 2/20/18 1.36% 174DEU9U6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2056-01-15 3 7524283.00 7703782.03 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-20 2018-02-20 2018-02-20 N N N 0.0138 6996562.22 6996562.22 0.0167 N N N Y Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.37%, 2/16/18 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.37%, 2/16/18 1.37% 174DEU9P7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2056-01-15 3 5375121.00 5503349.70 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-16 2018-02-16 2018-02-16 N N N 0.0139 4996955.56 4996955.56 0.0119 N N N Y Repurchase Agreement-United States Government Agency with Royak Bank of Canada, 1.32%, 2/1/18 Repurchase Agreement-United States Government Agency with Royak Bank of Canada, 1.32%, 2/1/18 1.32% 36RBCN9M1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2047-08-01 2.87 47416.00 42672.78 Agency Mortgage-Backed Securities FNMA 2027-01-01 2048-01-01 2.76 - 4.5 29147913.00 30150323.79 Agency Mortgage-Backed Securities GNMA 2047-05-20 3 1113837.00 1020147.95 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 30598878.00 30598878.00 0.0730 N Y Y N Repurchase Agreement-United States Government Agency with South Street Securities LLC, 1.40%, 2/1/18 Repurchase Agreement-United States Government Agency with South Street Securities LLC, 1.40%, 2/1/18 1.4% 30SSTS9J4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2022-09-30 2.37 777000.00 775958.82 Agency Mortgage-Backed Securities FHLB 2019-06-14 2020-06-12 1.75 - 4.38 885000.00 917153.12 Agency Mortgage-Backed Securities FMAC 2018-04-01 2046-10-01 1.98 - 7 159652295.00 16506039.71 Agency Mortgage-Backed Securities FNMA 2018-04-01 2045-05-01 1.98 - 5.32 308374571.00 32804758.32 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0142 49998055.56 49998055.56 0.1193 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 2/6/18 Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 2/6/18 1.35% 1589979R9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2027-08-09 2.95 104000.00 102794.90 Agency Mortgage-Backed Securities FMAC 2018-08-01 2047-08-01 1.13 - 6.5 5036532.00 363583.60 Agency Mortgage-Backed Securities FNMA 2021-01-01 2047-12-01 2.5 - 9.5 4291609.00 351604.21 Agency Mortgage-Backed Securities GNMA 2023-08-15 2057-03-16 0.41 - 7 13638702.00 2918853.58 Agency Mortgage-Backed Securities USTR 2019-02-15 2025-02-15 0 - 2 1551000.00 1522059.74 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0137 4999625.00 4999625.00 0.0119 N N Y N Repurchase Agreement-United States Treasury and United States Government Agency with TD Securities (USA) LLC, 1.35%, 2/1/18 Repurchase Agreement-United States Treasury and United States Government Agency with TD Securities (USA) LLC, 1.35%, 2/1/18 1.35% 169TDS9F7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2030-05-15 7.25 4265000.00 6120719.27 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 5999775.00 5999775.00 0.0143 N Y Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.32%, 2/2/18 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.32%, 2/2/18 1.32% 170CAS9B3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2023-09-30 1.38 2167100.00 2040533.32 U.S. Treasuries (including strips) Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0134 1999560.00 1999560.00 0.0048 N N Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.34%, 2/1/18 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.34%, 2/1/18 1.34% 171CAS9G1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2020-05-31 1.5 28734800.00 28357079.48 U.S. Treasuries (including strips) Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 27798965.22 27798965.22 0.0663 N Y Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.34%, 2/6/18 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.34%, 2/6/18 1.34% 171CAS9F4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-09-30 1.38 2167100.00 2040533.32 U.S. Treasuries (including strips) Y N/A N/A 2018-02-06 2018-02-06 2018-02-06 N N N 0.0136 1999851.11 1999851.11 0.0048 N N Y N Repurchase Agreement-United States Treasury with RBC Dominion Securities, Inc., 1.32%, 2/1/18 Repurchase Agreement-United States Treasury with RBC Dominion Securities, Inc., 1.32%, 2/1/18 1.32% 37RBCD9E9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-04-20 3.5 44002145.00 32845204.76 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 32198819.33 32198819.33 0.0768 N Y Y N Repurchase Agreement-United States Treasury with TD Securities (USA) LLC, 1.32%, 2/2/18 Repurchase Agreement-United States Treasury with TD Securities (USA) LLC, 1.32%, 2/2/18 1.32% 169TDS9C4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2022-12-29 2.51 1000000.00 993631.39 Agency Mortgage-Backed Securities FNMA 2030-05-15 7.25 4284000.00 6147986.25 Agency Mortgage-Backed Securities Y N/A N/A 2018-02-02 2018-02-02 2018-02-02 N N N 0.0134 6998460.00 6998460.00 0.0167 N N Y N Oppenheimer Government Money Fund/VA 2018-02-07 Jan Miller Jan Miller Assistant Fund Treasurer