N-MFP2 0000752737 XXXXXXXX 2019-01-31 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 15 20 2085951372.73 1986739468.06 2086505887.95 2020101893.13 2821112096.69 2729082683.83 2762758426.31 2747852464.81 0.6684 0.6302 0.6634 0.6441 0.9039 0.8657 0.8784 0.8762 50187.65 3117919765.81 3118565222.91 738615.76 6060259.12 3113293767.20 3113268628.23 0.0245 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 3113293767.20 3113268628.23 1.0000 1.0000 1.0000 1.0000 142047678.51 169819.36 143137.20 7180365.40 5957294.54 8820186.01 23206.28 10948311.43 101204362.06 43635977.32 0.0195 N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.47% 10PIER9H3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2021-07-01 2049-01-01 3 - 6 30254438.00 22859971.90 Agency Mortgage-Backed Securities GNMA 2048-06-20 2068-12-20 3.29 - 5.5 2147490.00 2086076.89 Agency Mortgage-Backed Securities USTR 2019-03-26 0 310000.00 308918.41 U.S. Treasuries (including strips) FNMA 2037-11-01 2049-02-01 2.95 - 4.75 15852652.00 16585118.01 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0250 40991560.83 40991560.83 0.0132 N N Y N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.64% 10PIER9K6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2027-03-01 2049-01-01 2.5 - 4.5 44900788.00 32233190.55 Agency Mortgage-Backed Securities FNMA 2019-06-25 2032-01-25 1.79 - 5.61 3779.00 56.44 Agency Mortgage-Backed Securities GNMA 2038-05-15 2048-07-20 5.5 - 6 4591656.00 4860967.18 Agency Mortgage-Backed Securities REFC 2019-10-15 2030-04-15 0 - 8.13 6760000.00 4729165.48 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0268 40996993.33 40996993.33 0.0132 N Y Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.58% 181ASL9S3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2019-03-21 2048-08-15 0 - 3.63 359037600.00 383801208.91 U.S. Treasuries (including strips) GNMA 2060-10-15 3.98 767198.00 766410.60 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0262 376972981.67 376972981.67 0.1211 N Y Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.45% 181ASL9R5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-10-31 2047-08-15 1.38 - 4.63 69415200.00 69393120.05 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0248 67990744.44 67990744.44 0.0218 N N Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.6% 181CAH9H1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2026-04-08 2048-03-01 0 - 4 6292000.00 5144876.71 Agency Mortgage-Backed Securities USTR 2021-04-30 2048-02-15 2.25 - 3 5000200.00 5080970.42 U.S. Treasuries (including strips) Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0264 9987722.22 9987722.22 0.0032 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.43% 1629969B0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2020-08-15 2027-07-15 0.38 - 2.88 69012000.00 69392810.46 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0246 67986230.00 67986230.00 0.0218 N N Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.6% 180CAH9A7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2040-08-20 2068-10-20 3.63 - 4.42 45161377.00 10698662.51 Agency Mortgage-Backed Securities USTR 2021-01-31 2023-11-30 2.13 - 2.88 2019700.00 2019015.53 U.S. Treasuries (including strips) FMAC 2037-10-15 2048-10-15 1.66 - 3.69 54443297.00 8373876.30 Agency Mortgage-Backed Securities FNMA 2026-07-15 2048-11-25 0 - 4 73400750.00 14359205.97 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0264 32940416.67 32940416.67 0.0106 N N Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.59% 181CAH9U2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2027-02-07 2048-12-01 0 - 5.5 352247552.00 78192226.89 Agency Mortgage-Backed Securities GNMA 2044-07-20 2049-01-20 0.82 - 4.5 515330431.00 116999535.46 Agency Mortgage-Backed Securities USTR 2021-01-31 2045-11-15 0 - 2.88 192494200.00 165017477.46 U.S. Treasuries (including strips) FMAC 2028-07-15 2049-01-15 0 - 5 19042181.00 9244060.61 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0263 356974315.83 356974315.83 0.1147 N Y Y N Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.57% 183CAS9L6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2024-01-31 2.5 87750000.00 87726307.50 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0261 85993860.56 85993860.56 0.0276 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 2.44% 187DEU9P2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2020-03-13 4.13 10885000.00 11237977.87 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N N N 0.0247 10986580.00 10986580.00 0.0035 N N N Y Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 2.58% 187DEU9B3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2050-03-15 3.25 174393467.00 171612298.12 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0262 155988820.00 155988820.00 0.0501 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.355382% 313312CS7 US313312CS71 313312CS7 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0236 24946145.83 24946145.83 0.0080 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.251746% 313312CD0 US313312CD03 313312CD0 U.S. Government Agency Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0225 998772.22 998772.22 0.0003 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 5.125% 31331VHJ8 US31331VHJ89 31331VHJ8 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0239 1429630.54 1429630.54 0.0005 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.260143% 313312BH2 US313312BH26 313312BH2 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0226 50000000.00 50000000.00 0.0161 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.380028% 313312BW9 US313312BW92 313312BW9 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0238 19982883.33 19982883.33 0.0064 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.264691% 313312CX6 US313312CX66 313312CX6 U.S. Government Agency Debt Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0226 498828.33 498828.33 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.420514% 313312GW4 US313312GW48 313312GW4 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0242 2973732.50 2973732.50 0.0010 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.480529% 313312KH2 US313312KH25 313312KH2 U.S. Government Agency Debt Y N/A N/A 2019-08-12 2019-08-12 2019-08-12 N N N 0.0248 987093.33 987093.33 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.721931% 313312MN7 US313312MN74 313312MN7 U.S. Government Agency Debt Y N/A N/A 2019-10-04 2019-10-04 2019-10-04 N N N 0.0272 1963930.55 1963930.55 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.276249% 313312DF4 US313312DF42 313312DF4 U.S. Government Agency Debt Y N/A N/A 2019-03-19 2019-03-19 2019-03-19 N N N 0.0228 498575.28 498575.28 0.0002 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.186134% 313312DW7 US313312DW74 313312DW7 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0219 1992747.78 1992747.78 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.38556% 3133EH5Z2 US3133EH5Z29 3133EH5Z2 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-03-08 2019-03-08 N N N 0.0240 4991974.94 4991974.94 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.42613% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-02-09 2019-07-09 2019-07-09 N N N 0.0243 998411.68 998411.68 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.40419% 3133EJFQ7 US3133EJFQ77 3133EJFQ7 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-03-12 2019-03-12 N N N 0.0237 998661.14 998661.14 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.60731% 3133EJF87 US3133EJF870 3133EJF87 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-10-15 2019-10-15 N N N 0.0265 9487273.29 9487273.29 0.0031 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.37188% 3133EJDX4 US3133EJDX47 3133EJDX4 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-03-27 2019-03-27 N N N 0.0240 999633.16 999633.16 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43775% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-11-05 2019-11-05 N N N 0.0244 4990655.80 4990655.80 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43688% 3133EJHE2 US3133EJHE20 3133EJHE2 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-03-28 2019-03-28 N N N 0.0240 1999458.47 1999458.47 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.379556% 313312DV9 US313312DV91 313312DV9 U.S. Government Agency Debt Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0238 29881500.00 29881500.00 0.0096 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43% 3133EJDT3 US3133EJDT35 3133EJDT3 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-20 2019-02-20 N N N 0.0248 995285.18 995285.18 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.45419% 3133EJT41 US3133EJT418 3133EJT41 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-08-14 2019-08-14 N N N 0.0248 2996286.74 2996286.74 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375317% 313384CL1 US313384CL14 313384CL1 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0238 19964450.00 19964450.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.387134% 313384CK3 US313384CK31 313384CK3 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0239 30048238.33 30048238.33 0.0097 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.406227% 313384CZ0 US313384CZ00 313384CZ0 U.S. Government Agency Debt Y N/A N/A 2019-03-13 2019-03-13 2019-03-13 N N N 0.0241 29920144.44 29920144.44 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.398373% 313384DB2 US313384DB23 313384DB2 U.S. Government Agency Debt Y N/A N/A 2019-03-15 2019-03-15 2019-03-15 N N N 0.0240 29916478.33 29916478.33 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.36149% 313384CT4 US313384CT40 313384CT4 U.S. Government Agency Debt Y N/A N/A 2019-03-07 2019-03-07 2019-03-07 N N N 0.0236 3991160.00 3991160.00 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.407866% 313384CR8 US313384CR83 313384CR8 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0241 29936000.00 29936000.00 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.407316% 313384CS6 US313384CS66 313384CS6 U.S. Government Agency Debt Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 29934045.80 29934045.80 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.371187% 313384DQ9 US313384DQ91 313384DQ9 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0237 27898998.60 27898998.60 0.0090 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.365427% 313384CQ0 US313384CQ01 313384CQ0 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-03-04 2019-03-04 N N N 0.0237 29939033.34 29939033.34 0.0096 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.383179% 313384DJ5 US313384DJ58 313384DJ5 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-03-22 2019-03-22 N N N 0.0238 26912718.74 26912718.74 0.0086 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.38123% 313384DE6 US313384DE61 313384DE6 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0238 6979350.00 6979350.00 0.0022 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.337295% 313384DG1 US313384DG10 313384DG1 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-03-20 2019-03-20 N N N 0.0234 1993968.33 1993968.33 0.0006 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.487903% 313384JQ3 US313384JQ38 313384JQ3 U.S. Government Agency Debt Y N/A N/A 2019-07-26 2019-07-26 2019-07-26 N N N 0.0249 2964168.75 2964168.75 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.503804% 313384FW4 US313384FW42 313384FW4 U.S. Government Agency Debt Y N/A N/A 2019-05-21 2019-05-21 2019-05-21 N N N 0.0250 3969964.44 3969964.44 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.460891% 313384FQ7 US313384FQ73 313384FQ7 U.S. Government Agency Debt Y N/A N/A 2019-05-15 2019-05-15 2019-05-15 N N N 0.0246 28390410.03 28390410.03 0.0091 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.125% 3130A8DB6 2549001DPIFGXC1TOL40 US3130A8DB60 3130A8DB6 U.S. Government Agency Debt Y N/A N/A 2019-06-21 2019-06-21 2019-06-21 N N N 0.0254 5959907.18 5959907.18 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.395793% 313384EC9 US313384EC96 313384EC9 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0240 3086239.88 3086239.88 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.485853% 313384JV2 US313384JV23 313384JV2 U.S. Government Agency Debt Y N/A N/A 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 3950900.00 3950900.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.507387% 313384FK0 US313384FK04 313384FK0 U.S. Government Agency Debt Y N/A N/A 2019-05-10 2019-05-10 2019-05-10 N N N 0.0251 1986519.56 1986519.56 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.432896% 313384ED7 US313384ED79 313384ED7 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0243 28867645.14 28867645.14 0.0093 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.438691% 313384DY2 US313384DY26 313384DY2 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0244 27881192.50 27881192.50 0.0090 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.389954% 313384DX4 US313384DX43 313384DX4 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0239 29877033.33 29877033.33 0.0096 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.483979% 313384FF1 US313384FF19 313384FF1 U.S. Government Agency Debt Y N/A N/A 2019-05-06 2019-05-06 2019-05-06 N N N 0.0248 3974411.11 3974411.11 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.480043% 313384FC8 US313384FC87 313384FC8 U.S. Government Agency Debt Y N/A N/A 2019-05-03 2019-05-03 2019-05-03 N N N 0.0248 3975227.78 3975227.78 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.428658% 313384EF2 US313384EF28 313384EF2 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0243 3981333.33 3981333.33 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.407868% 313384CJ6 US313384CJ67 313384CJ6 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0241 24958333.33 24958333.33 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.539% 3130ADY63 2549001DPIFGXC1TOL40 US3130ADY639 3130ADY63 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-10-11 2019-10-11 N N N 0.0263 4989579.08 4989579.08 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.457% 3130ADYR7 2549001DPIFGXC1TOL40 US3130ADYR76 3130ADYR7 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0246 998430.25 998430.25 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.423% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 3130ADXW7 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-04-05 2019-04-05 N N N 0.0242 1996500.11 1996500.11 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.452% 3130ADWW8 2549001DPIFGXC1TOL40 US3130ADWW89 3130ADWW8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 997607.60 997607.60 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.1% 3130A8WE9 2549001DPIFGXC1TOL40 US3130A8WE98 3130A8WE9 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0245 9939938.89 9939938.89 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.41% 3130AE7M6 2549001DPIFGXC1TOL40 US3130AE7M64 3130AE7M6 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0249 2993774.17 2993774.17 0.0010 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.367% 3130AEJ76 2549001DPIFGXC1TOL40 US3130AEJ760 3130AEJ76 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0245 2999211.00 2999211.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.477% 3130AELM0 2549001DPIFGXC1TOL40 US3130AELM00 3130AELM0 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-04-09 2019-04-09 N N N 0.0262 5988908.14 5988908.14 0.0019 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.392% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-02-04 2019-06-04 2019-06-04 N N N 0.0245 6152564.17 6152564.17 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 3130AED72 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-03-25 2019-03-25 N N N 0.0239 2998430.88 2998430.88 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.449% 3130AEDS6 2549001DPIFGXC1TOL40 US3130AEDS61 3130AEDS6 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-11-25 2019-11-25 N N N 0.0249 3980296.30 3980296.30 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.393% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-04-22 2019-04-22 N N N 0.0241 1998590.92 1998590.92 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.38% 3130ADD25 2549001DPIFGXC1TOL40 US3130ADD252 3130ADD25 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0238 3998159.99 3998159.99 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.449% 3130AC5L4 2549001DPIFGXC1TOL40 US3130AC5L46 3130AC5L4 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0244 1043508.85 1043508.85 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.375% 3130AAXX1 2549001DPIFGXC1TOL40 US3130AAXX15 3130AAXX1 U.S. Government Agency Debt Y N/A N/A 2019-03-18 2019-03-18 2019-03-18 N N N 0.0090 4471910.95 4471910.95 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.632% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 3130ABL53 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0261 4984630.31 4984630.31 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.397% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-05-24 2019-05-24 N N N 0.0240 999600.50 999600.50 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.393% 3130ADQA3 2549001DPIFGXC1TOL40 US3130ADQA34 3130ADQA3 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0248 999332.30 999332.30 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.442% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 3130ADW40 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0244 999593.00 999593.00 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.393% 3130ADQ39 2549001DPIFGXC1TOL40 US3130ADQ395 3130ADQ39 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0247 999335.28 999335.28 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.397% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-05-28 2019-05-28 N N N 0.0240 2999169.81 2999169.81 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130ADL91 2549001DPIFGXC1TOL40 US3130ADL917 3130ADL91 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-03-01 2019-03-01 N N N 0.0239 997941.94 997941.94 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.414% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-02-24 2019-07-24 2019-07-24 N N N 0.0243 999463.56 999463.56 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.383846% 313384BH1 US313384BH11 313384BH1 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0238 26997000.00 26997000.00 0.0087 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.37385% 313384BV0 US313384BV05 313384BV0 U.S. Government Agency Debt Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N N N 0.0237 24980333.33 24980333.33 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.297461% 313384BU2 US313384BU22 313384BU2 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0230 3997213.33 3997213.33 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.35993% 313384BQ1 US313384BQ10 313384BQ1 U.S. Government Agency Debt Y N/A N/A 2019-02-08 2019-02-08 2019-02-08 N N N 0.0236 43455087.53 43455087.53 0.0140 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.362963% 313384BN8 US313384BN88 313384BN8 U.S. Government Agency Debt Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0236 29140475.83 29140475.83 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.364806% 313384CH0 US313384CH02 313384CH0 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-02-25 2019-02-25 N N N 0.0236 12251693.63 12251693.63 0.0039 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.388562% 313384BX6 US313384BX60 313384BX6 U.S. Government Agency Debt Y N/A N/A 2019-02-15 2019-02-15 2019-02-15 N N N 0.0239 20057451.96 20057451.96 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.31777% 313384BW8 US313384BW87 313384BW8 U.S. Government Agency Debt Y N/A N/A 2019-02-14 2019-02-14 2019-02-14 N N N 0.0232 3996677.78 3996677.78 0.0013 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.363409% 313384CB3 US313384CB32 313384CB3 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0236 19976400.00 19976400.00 0.0064 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.382261% 313384CE7 US313384CE70 313384CE7 U.S. Government Agency Debt Y N/A N/A 2019-02-22 2019-02-22 2019-02-22 N N N 0.0238 17975144.17 17975144.17 0.0058 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.379976% 313384CC1 US313384CC15 313384CC1 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-02-20 2019-02-20 N N N 0.0238 22721597.91 22721597.91 0.0073 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.387% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-04-26 2019-04-26 N N N 0.0239 2998806.50 2998806.50 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.422% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-09-26 2019-09-26 N N N 0.0245 2998789.00 2998789.00 0.0010 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.397% 3130AEPJ3 2549001DPIFGXC1TOL40 US3130AEPJ35 3130AEPJ3 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-07-26 2019-07-26 N N N 0.0241 9996005.00 9996005.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.337729% 313384BT5 US313384BT58 313384BT5 U.S. Government Agency Debt Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0234 24983784.72 24983784.72 0.0080 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.397% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-08-27 2019-08-27 N N N 0.0240 3998668.33 3998668.33 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.618% 3130AEZT0 2549001DPIFGXC1TOL40 US3130AEZT07 3130AEZT0 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-06-28 2019-06-28 N N N 0.0265 4987273.61 4987273.61 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.44% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-01-17 2020-01-17 N N N 0.0247 998975.83 998975.83 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.511% 3130AFSU2 2549001DPIFGXC1TOL40 US3130AFSU28 3130AFSU2 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-07-25 2019-07-25 N N N 0.0252 3998047.00 3998047.00 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.41% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-17 2019-07-17 N N N 0.0242 998988.33 998988.33 0.0003 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.443% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-02-17 2019-10-17 2019-10-17 N N N 0.0247 1997964.17 1997964.17 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.458% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-02-20 2019-06-20 2019-06-20 N N N 0.0247 12989348.67 12989348.67 0.0042 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.38% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 3134GSU60 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-04-17 2019-04-17 N N N 0.0241 4995004.17 4995004.17 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.125% 3137EADZ9 S6XOOCT0IEG5ABCC6L87 US3137EADZ99 3137EADZ9 U.S. Government Agency Debt Y N/A N/A 2019-04-15 2019-04-15 2019-04-15 N N N 0.0145 17421833.57 17421833.57 0.0056 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1% 3135G0J53 B1V7KEBTPIMZEU4LTD58 US3135G0J535 3135G0J53 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0212 4765163.49 4765163.49 0.0015 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1% 3136G3YG4 B1V7KEBTPIMZEU4LTD58 US3136G3YG44 3136G3YG4 U.S. Government Agency Debt Y N/A N/A 2019-04-25 2019-04-25 2019-04-25 N N N 0.0242 7474509.12 7474509.12 0.0024 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.51% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-07-30 2019-07-30 N N N 0.0252 5999161.67 5999161.67 0.0019 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.875% 3135G0ZA4 B1V7KEBTPIMZEU4LTD58 US3135G0ZA44 3135G0ZA4 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0139 3122659.82 3122659.82 0.0010 N N N N Freddie Mac Freddie Mac 2.428634% 313396EL3 US313396EL34 313396EL3 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0243 28854320.83 28854320.83 0.0093 N N N N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639979L5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2019-03-01 2048-07-01 2.5 - 8.5 153830318.00 33017366.60 Agency Mortgage-Backed Securities FNMA 2022-06-01 2048-08-01 2.5 - 7 76197815.00 33806463.03 Agency Mortgage-Backed Securities GNMA 2032-11-15 2064-04-20 0 - 7 10387948.00 3368467.06 Agency Mortgage-Backed Securities USTR 2019-02-12 2027-05-15 0 - 2.38 338700.00 334994.79 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0247 68990646.67 68990646.67 0.0222 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.43% 1639979K7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2019-07-01 2049-07-25 2.5 - 8.01 6211939.00 2953815.24 Agency Mortgage-Backed Securities USTR 2019-08-15 2046-08-15 0 - 2.25 33176993.79 33031396.91 U.S. Treasuries (including strips) FMAC 2019-02-15 2047-08-01 0 - 6 6122289.00 4011702.71 Agency Mortgage-Backed Securities GNMA 2019-02-15 2068-11-20 1.77 - 6.5 4728136.00 3872662.24 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0246 42991292.50 42991292.50 0.0138 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 2.35% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0235 15584394.09 15584394.09 0.0050 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.56% 48RBCD9J5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2048-10-20 2048-11-20 4 - 4 60786718.00 62224424.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 60995662.22 60995662.22 0.0196 N Y Y N Royal Bank of Canada Royal Bank of Canada 2.56% 48RBCN9T1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2042-06-01 2047-08-01 3.5 - 4 7888491.00 3349686.69 Agency Mortgage-Backed Securities FNMA 2027-06-01 2049-01-01 3 - 5 25079822.00 24906322.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 27698030.22 27698030.22 0.0089 N Y Y N South Street Securities LLC South Street Securities LLC 2.44% 45SSTS9F0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2023-12-01 2045-06-01 2.12 - 4.5 484900638.00 55259377.30 Agency Mortgage-Backed Securities FMAC 2025-10-01 2048-09-01 2.92 - 4.5 21003613.00 5953066.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0247 59987800.00 59987800.00 0.0193 N N Y N South Street Securities LLC South Street Securities LLC 2.44% 45SSTS9C0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2036-06-09 3.03 522000.00 468621.59 Agency Mortgage-Backed Securities FMAC 2025-09-01 2048-06-01 2.5 - 5.5 25161360.00 14945680.35 Agency Mortgage-Backed Securities FNMA 2026-03-01 2048-09-01 2.77 - 5 75580669.00 4965595.21 Agency Mortgage-Backed Securities FHLB 2032-02-02 3.45 30000.00 29781.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0247 19990511.11 19990511.11 0.0064 N Y Y N South Street Securities LLC South Street Securities LLC 2.56% 45SSTS9H6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2019-03-01 2050-05-01 2.25 - 6 674750304.00 75307826.50 Agency Mortgage-Backed Securities FHLB 2019-06-14 2041-09-09 1.63 - 5.63 81965000.00 78082520.28 Agency Mortgage-Backed Securities FMAC 2024-05-01 2048-09-01 2.5 - 5.55 397235393.00 202314083.91 Agency Mortgage-Backed Securities FCSB 2031-05-16 2035-06-25 2.9 - 3.84 4735000.00 4381173.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 352974897.78 352974897.78 0.1134 N Y Y N South Street Securities LLC South Street Securities LLC 2.47% 44SSTS9L0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2032-02-02 3.45 930000.00 923228.05 Agency Mortgage-Backed Securities FNMA 2030-01-01 2046-04-01 2.85 - 3.58 22309808.00 8104920.60 Agency Mortgage-Backed Securities FMAC 2033-05-01 2047-06-01 2.83 - 4.33 6714211.00 2675643.76 Agency Mortgage-Backed Securities USTR 2020-12-15 2023-08-31 1.88 - 2.75 559500.00 554683.49 U.S. Treasuries (including strips) Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0250 11981886.67 11981886.67 0.0039 N N N Y TD Securities (USA) LLC TD Securities (USA) LLC 2.57% 182TDS9F0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2045-10-01 2048-02-01 3.5 - 4 43113200.00 31622257.79 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0261 30997786.94 30997786.94 0.0100 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 2.409508% 880592BU3 549300HE1ISW43LNKM54 US880592BU36 880592BU3 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-02-12 2019-02-12 N N N 0.0241 29977954.16 29977954.16 0.0096 N N Y N Tennessee Valley Authority Tennessee Valley Authority 2.404288% 880592BM1 549300HE1ISW43LNKM54 US880592BM10 880592BM1 U.S. Government Agency Debt Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0240 49986667.77 49986667.77 0.0161 N N Y N Tennessee Valley Authority Tennessee Valley Authority 2.354304% 880592CJ7 549300HE1ISW43LNKM54 US880592CJ71 880592CJ7 U.S. Government Agency Debt Y N/A N/A 2019-02-26 2019-02-26 2019-02-26 N N N 0.0235 15474704.86 15474704.86 0.0050 N N Y N Tennessee Valley Authority Tennessee Valley Authority 2.39144% 880592CB4 549300HE1ISW43LNKM54 US880592CB46 880592CB4 U.S. Government Agency Debt Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0239 12984484.50 12984484.50 0.0042 N N Y N United States Treasury Bills United States Treasury Bills 2.263979% 912796QY8 254900HROIFWPRGM1V77 US912796QY89 912796QY8 U.S. Government Agency Debt Y N/A N/A 2019-02-21 2019-02-21 2019-02-21 N N N 0.0226 24968611.11 24968611.11 0.0080 N Y Y N Oppenheimer Government Money Fund/VA 2019-02-07 Jan Miller Jan Miller Assistant Fund Treasurer