N-MFP2 0000752737 XXXXXXXX 2018-02-28 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 33 184416529.27 171772535.26 197636260.46 215834226.95 344198994.90 347518432.05 369559705.00 377773494.19 0.4398 0.4006 0.4212 0.4583 0.8209 0.8105 0.7876 0.8022 111946.08 473916446.94 474117444.21 5218723.17 3725155.20 475722958.26 475697712.91 0.0140 1.0000 1.0000 0.9999 0.9999 C000028604 1.00 475722958.26 475697712.91 0.9997 0.9997 0.9999 0.9997 4641782.50 3607572.83 41379813.56 594428.36 8508350.95 1239621.87 3777292.81 57217.13 59999724.29 3431201.70 0.0090 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 2018-03-01 2018-07-03 2018-07-03 N N N 0.0142 2993309.17 2993309.17 0.0063 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.629459% 313313YK8 US313313YK80 313313YK8 U.S. Government Agency Debt Y N/A N/A 2018-06-22 2018-06-22 2018-06-22 N N N 0.0163 8954235.00 8954235.00 0.0188 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.81454% 313313M70 US313313M704 313313M70 U.S. Government Agency Debt Y N/A N/A 2018-11-01 2018-11-01 2018-11-01 N N N 0.0181 987818.06 987818.06 0.0021 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 492563.33 492563.33 0.0010 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 492821.12 492821.12 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.43% 3133EJDT3 US3133EJDT35 3133EJDT3 U.S. Government Agency Debt Y N/A N/A 2018-03-01 2019-02-20 2019-02-20 N N N 0.0145 999592.64 999592.64 0.0021 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 996770.08 996770.08 0.0021 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 2018-03-01 2019-01-02 2019-01-02 N N N 0.0140 1496665.00 1496665.00 0.0032 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 2990387.71 2990387.71 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.452867% 313385VA1 US313385VA13 313385VA1 U.S. Government Agency Debt Y N/A N/A 2018-04-02 2018-04-02 2018-04-02 N N N 0.0145 9987111.11 9987111.11 0.0210 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.36278% 313385UV6 US313385UV68 313385UV6 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2018-03-28 2018-03-28 N N N 0.0136 3995920.00 3995920.00 0.0084 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 9991902.78 9991902.78 0.0210 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.321599% 313385UD6 US313385UD60 313385UD6 U.S. Government Agency Debt Y N/A N/A 2018-03-12 2018-03-12 2018-03-12 N N N 0.0132 5997580.00 5997580.00 0.0126 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 9997000.00 9997000.00 0.0210 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 8998061.66 8998061.66 0.0189 N N Y 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 9995125.00 9995125.00 0.0210 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.341698% 313385UN4 US313385UN43 313385UN4 U.S. Government Agency Debt Y N/A N/A 2018-03-21 2018-03-21 2018-03-21 N N N 0.0134 9992555.55 9992555.55 0.0210 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.29953% 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 0.0130 11992220.00 11992220.00 0.0252 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 999448.33 999448.33 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.616578% 313385WW2 US313385WW24 313385WW2 U.S. Government Agency Debt Y N/A N/A 2018-05-16 2018-05-16 2018-05-16 N N N 0.0162 1993202.23 1993202.23 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.561135% 313385WR3 US313385WR39 313385WR3 U.S. Government Agency Debt Y N/A N/A 2018-05-11 2018-05-11 2018-05-11 N N N 0.0156 1993866.40 1993866.40 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.510749% 313385WP7 US313385WP72 313385WP7 U.S. Government Agency Debt Y N/A N/A 2018-05-09 2018-05-09 2018-05-09 N N N 0.0151 997115.41 997115.41 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.636745% 313385WY8 US313385WY89 313385WY8 U.S. Government Agency Debt Y N/A N/A 2018-05-18 2018-05-18 2018-05-18 N N N 0.0164 996468.33 996468.33 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.567904% 3130ADRZ7 US3130ADRZ75 3130ADRZ7 U.S. Government Agency Debt Y N/A N/A 2018-04-01 2018-08-30 2018-08-30 N N N 0.0157 1000000.00 1000000.00 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.512157% 313385VB9 US313385VB95 313385VB9 U.S. Government Agency Debt Y N/A N/A 2018-04-03 2018-04-03 2018-04-03 N N N 0.0151 5092940.75 5092940.75 0.0107 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.67708% 313385XF8 US313385XF81 313385XF8 U.S. Government Agency Debt Y N/A N/A 2018-05-25 2018-05-25 2018-05-25 N N N 0.0168 996056.94 996056.94 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.535744% 313385WM4 US313385WM42 313385WM4 U.S. Government Agency Debt Y N/A N/A 2018-05-07 2018-05-07 2018-05-07 N N N 0.0154 2991457.50 2991457.50 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.573018% 313385VM5 US313385VM50 313385VM5 U.S. Government Agency Debt Y N/A N/A 2018-04-13 2018-04-13 2018-04-13 N N N 0.0157 4092311.37 4092311.37 0.0086 N N Y 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 998389.61 998389.61 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.562505% 313385VC7 US313385VC78 313385VC7 U.S. Government Agency Debt Y N/A N/A 2018-04-04 2018-04-04 2018-04-04 N N N 0.0156 2096906.00 2096906.00 0.0044 N N Y 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 10978737.34 10978737.34 0.0231 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.480519% 313385WJ1 US313385WJ13 313385WJ1 U.S. Government Agency Debt Y N/A N/A 2018-05-04 2018-05-04 2018-05-04 N N N 0.0148 997377.78 997377.78 0.0021 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 997497.61 997497.61 0.0021 N N N 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 997720.00 997720.00 0.0021 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.471% 3130ABWQ5 US3130ABWQ55 3130ABWQ5 U.S. Government Agency Debt Y N/A N/A 2018-03-24 2018-04-24 2018-04-24 N N N 0.0145 1999609.39 1999609.39 0.0042 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 997286.59 997286.59 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.445% 3130ABT55 US3130ABT559 3130ABT55 U.S. Government Agency Debt Y N/A N/A 2018-03-17 2018-04-17 2018-04-17 N N N 0.0142 999518.33 999518.33 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.444% 3130AC2A1 US3130AC2A18 3130AC2A1 U.S. Government Agency Debt Y N/A N/A 2018-03-09 2018-05-09 2018-05-09 N N N 0.0143 999197.78 999197.78 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.491% 3130ADFD9 US3130ADFD91 3130ADFD9 U.S. Government Agency Debt Y N/A N/A 2018-03-25 2019-01-25 2019-01-25 N N N 0.0149 1999668.67 1999668.67 0.0042 N N N Y Federal Home Loan Bank Federal Home Loan Bank 1.46% 3130ACV92 US3130ACV926 3130ACV92 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-08-20 2018-08-20 N N N 0.0147 999635.00 999635.00 0.0021 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 997039.78 997039.78 0.0021 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 996705.00 996705.00 0.0021 N Y 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 995925.68 995925.68 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.125% 3130A4GJ5 US3130A4GJ55 3130A4GJ5 U.S. Government Agency Debt Y N/A N/A 2018-04-25 2018-04-25 2018-04-25 N N N 0.0000 2279304.05 2279304.05 0.0048 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 997846.92 997846.92 0.0021 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 712661.45 712661.45 0.0015 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.453% 3130ABH33 US3130ABH331 3130ABH33 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2018-05-22 2018-05-22 N N N 0.0144 1499565.70 1499565.70 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.125% 3130ABB96 US3130ABB961 3130ABB96 U.S. Government Agency Debt Y N/A N/A 2018-04-27 2018-04-27 2018-04-27 N N N 0.0149 4992634.07 4992634.07 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.516% 3130ADHN5 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2019-05-24 2019-05-24 N N N 0.0152 999873.67 999873.67 0.0021 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 0.0124 2483651.53 2483651.53 0.0053 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 995928.63 995928.63 0.0021 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 1488279.16 1488279.16 0.0032 N N N 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 993072.50 993072.50 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.744247% 313385B47 US313385B473 313385B47 U.S. Government Agency Debt Y N/A N/A 2018-08-10 2018-08-10 2018-08-10 N N N 0.0174 992219.50 992219.50 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.316057% 313385TX4 US313385TX44 313385TX4 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0132 9998173.61 9998173.61 0.0210 N N Y N Federal Home Loan Bank Federal Home Loan Bank 1.653711% 313385A55 US313385A558 313385A55 U.S. Government Agency Debt Y N/A N/A 2018-08-03 2018-08-03 2018-08-03 N N N 0.0165 1985877.78 1985877.78 0.0042 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.594% 3130ADPF3 US3130ADPF30 3130ADPF3 U.S. Government Agency Debt Y N/A N/A 2018-03-26 2018-09-26 2018-09-26 N N N 0.0162 4996900.56 4996900.56 0.0105 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.435% 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 998883.89 998883.89 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.534% 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 998876.11 998876.11 0.0021 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.486% 3130ADQ39 US3130ADQ395 3130ADQ39 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2019-02-22 2019-02-22 N N N 0.0151 999711.06 999711.06 0.0021 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 1582261.89 1582261.89 0.0034 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.543% 3130ADJY9 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2018-03-28 2019-05-28 2019-05-28 N N N 0.0155 2999751.93 2999751.93 0.0063 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.486% 3130ADQA3 US3130ADQA34 3130ADQA3 U.S. Government Agency Debt Y N/A N/A 2018-03-22 2019-02-22 2019-02-22 N N N 0.0151 999660.20 999660.20 0.0021 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 2521109.54 2521109.54 0.0053 N N Y N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.75% 3137EAEA3 S6XOOCT0IEG5ABCC6L87 US3137EAEA30 3137EAEA3 U.S. Government Agency Debt Y N/A N/A 2018-04-09 2018-04-09 2018-04-09 N N N 0.0000 966354.90 966354.90 0.0020 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 1992961.31 1992961.31 0.0042 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 296841.87 296841.87 0.0006 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 1991994.66 1991994.66 0.0042 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 992123.64 992123.64 0.0021 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 1994037.19 1994037.19 0.0042 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1% 3135G0WN9 B1V7KEBTPIMZEU4LTD58 US3135G0WN91 3135G0WN9 U.S. Government Agency Debt Y N/A N/A 2018-04-30 2018-04-30 2018-04-30 N N N 0.0155 4978674.96 4978674.96 0.0105 N N N 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 1000000.00 1000000.00 0.0021 N Y 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 2018-03-07 2018-03-07 2031-11-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0145 3548023.30 3548023.30 0.0075 N N Y N New York City Housing Development Corp. New York City Housing Development Corp. 1.45% 64970HCL6 549300SQWVHKBRF8D702 US64970HCL69 64970HCL6 Variable Rate Demand Note Y N/A N/A 2018-03-07 2018-03-07 2036-04-15 Y Fannie Mae 1.0000 7 N N/A N/A N N 0.0145 5776785.37 5776785.37 0.0121 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 1.31% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0131 15326562.66 15326562.66 0.0322 N Y Y N Repurchase Agreement-United States Government Agency with Credit Agricole Corp. & Investment Bank, 1.37%, 3/1/18 Repurchase Agreement-United States Government Agency with Credit Agricole Corp. & Investment Bank, 1.37%, 3/1/18 1.37% 172CAS9P0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2023-06-30 1.38 44456300.00 41617643.97 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0139 40798447.33 40798447.33 0.0858 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.40%, 3/1/18 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.40%, 3/1/18 1.4% 175DEU9B7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2021-01-29 2.25 5130000.00 5101849.12 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0142 4999805.56 4999805.56 0.0105 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.40%, 3/19/18 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc., 1.40%, 3/19/18 1.4% 175DEU9S0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2021-01-29 2.25 5135000.00 5106821.69 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-19 2018-03-19 2018-03-19 N N N 0.0142 4997472.22 4997472.22 0.0105 N N N Y Repurchase Agreement-United States Government Agency with Royak Bank of Canada, 1.35%, 3/1/18 Repurchase Agreement-United States Government Agency with Royak Bank of Canada, 1.35%, 3/1/18 1.35% 37RBCN9K3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2027-01-01 2048-01-01 2.75 - 4.5 33112084.00 32727949.52 Agency Mortgage-Backed Securities GNMA 2044-04-20 2046-07-20 3.5 - 4.5 653365.00 423294.38 Agency Mortgage-Backed Securities Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0137 32498781.25 32498781.25 0.0683 N Y Y N Repurchase Agreement-United States Government Agency with South Street Securities LLC, 1.43%, 3/1/18 Repurchase Agreement-United States Government Agency with South Street Securities LLC, 1.43%, 3/1/18 1.43% 31SSTS9E3 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 772480.45 Agency Mortgage-Backed Securities FHLB 2019-06-14 2030-02-22 1.75 - 4.38 1000000.00 1027565.25 Agency Mortgage-Backed Securities FMAC 2018-04-15 2046-10-01 1.99 - 7 169091676.00 17098333.61 Agency Mortgage-Backed Securities FNMA 2018-04-01 2045-09-01 1.75 - 5.32 330705553.00 32240035.09 Agency Mortgage-Backed Securities GNMA 2045-09-20 2.5 83752.00 29546.36 Agency Mortgage-Backed Securities USTR 2027-11-15 2.25 400.00 379.70 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0145 49998013.89 49998013.89 0.1051 N Y Y N Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.35%, 3/2/18 Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.35%, 3/2/18 1.35% 170TDS9B3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-08-31 2 7273500.00 7141667.81 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0137 6998425.00 6998425.00 0.0147 N N Y N Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.37%, 3/1/18 Repurchase Agreement-United States Government Agency with TD Securities (USA) LLC, 1.37%, 3/1/18 1.37% 170TDS9G2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2021-08-31 2 10388700.00 10200404.81 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0139 9999619.44 9999619.44 0.0210 N Y Y N Repurchase Agreement-United States Treasury and United States Government Agency with Credit Agricole Corp. & Investment Bank, 1.37%, 3/2/18 Repurchase Agreement-United States Treasury and United States Government Agency with Credit Agricole Corp. & Investment Bank, 1.37%, 3/2/18 1.37% 172CAS9K1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-07-15 0.75 7276300.00 7141954.78 U.S. Treasuries (including strips) Y N/A N/A 2018-03-02 2018-03-02 2018-03-02 N N N 0.0139 6998401.67 6998401.67 0.0147 N N Y N Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 3/6/18 Repurchase Agreement-United States Treasury and United States Government Agency with INTL FCStone Financial, Inc., 1.35%, 3/6/18 1.35% 1589979V0 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 2047-06-01 0 - 6.5 12891285.00 1678145.24 Agency Mortgage-Backed Securities FNMA 2021-01-01 2048-01-01 1.73 - 7.5 46092885.00 2094011.55 Agency Mortgage-Backed Securities GNMA 2023-08-15 2057-01-16 0.38 - 7 15803341.00 1417422.45 Agency Mortgage-Backed Securities USTR 2020-05-31 1.38 13400.00 13161.34 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0137 4999625.00 4999625.00 0.0105 N N Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.36%, 3/6/18 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank, 1.36%, 3/6/18 1.36% 172CAS9N5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-07-15 0.75 12473600.00 12243294.96 U.S. Treasuries (including strips) Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0138 11999093.33 11999093.33 0.0252 N N Y N Repurchase Agreement-United States Treasury with RBC Dominion Securities, Inc., 1.35%, 3/1/18 Repurchase Agreement-United States Treasury with RBC Dominion Securities, Inc., 1.35%, 3/1/18 1.35% 37RBCD9B5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2022-04-30 2045-05-15 1.75 - 3 52151700.00 50695951.57 U.S. Treasuries (including strips) Y N/A N/A 2018-03-01 2018-03-01 2018-03-01 N N N 0.0137 49698136.25 49698136.25 0.1045 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 1.386119% 880590TX2 US880590TX27 880590TX2 U.S. Government Agency Debt Y N/A N/A 2018-03-06 2018-03-06 2018-03-06 N N N 0.0139 4999038.20 4999038.20 0.0105 N N Y N Tennessee Valley Authority Tennessee Valley Authority 1.426186% 880590UM4 US880590UM43 880590UM4 U.S. Government Agency Debt Y N/A N/A 2018-03-20 2018-03-20 2018-03-20 N N N 0.0143 1998495.83 1998495.83 0.0042 N N Y N Tennessee Valley Authority Tennessee Valley Authority 1.386121% 880590UE2 US880590UE27 880590UE2 U.S. Government Agency Debt Y N/A N/A 2018-03-13 2018-03-13 2018-03-13 N N N 0.0139 6996768.33 6996768.33 0.0147 N N Y N Oppenheimer Government Money Fund/VA 2018-03-06 Jan Miller Jan Miller Assistant Fund Treasurer