N-MFP2 0000752737 XXXXXXXX 2019-02-28 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 14 23 1630422559.02 1629763365.35 1718145973.36 1201951189.89 2683821663.62 2590233559.23 2521635535.60 2096508554.41 0.5227 0.5444 0.5997 0.4967 0.8604 0.8653 0.8801 0.8664 92402.30 1882895865.09 1882895865.09 647397.24 219968818.63 1663666846.00 1663640890.51 0.0246 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 1663666846.00 1663640890.51 1.0000 1.0000 1.0000 1.0000 44912.50 22499040.97 27455.11 130805951.76 4919220.03 220565501.88 160255.09 477106494.91 5135908.98 1454763646.70 0.0194 N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.58% 10PIER9V2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FNMA 2019-10-09 2041-04-01 0 - 5 7926556.00 3848871.80 Agency Mortgage-Backed Securities GNMA 2049-02-20 2.96 5246672.00 5188731.84 Agency Mortgage-Backed Securities FMAC 2044-11-01 2049-02-01 3.5 - 4.5 8072852.00 7221223.06 Agency Mortgage-Backed Securities USTR 2019-05-09 2020-03-31 0 - 1.5 6692406.73 6560143.83 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0262 22000000.00 22000000.00 0.0132 N Y Y N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.46% 10PIER9T7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2046-06-01 2049-02-01 3.5 - 4 18181329.00 18614006.54 Agency Mortgage-Backed Securities FNMA 2019-03-25 2030-07-01 3.73 - 4.5 3133437.00 3239809.25 Agency Mortgage-Backed Securities GNMA 2068-12-20 4.44 53296.00 57505.70 Agency Mortgage-Backed Securities REFC 2019-10-15 2030-04-15 0 - 0 606000.00 447257.54 Agency Mortgage-Backed Securities TVDB 2019-05-01 0 2000.00 1991.13 Agency Mortgage-Backed Securities USTR 2019-11-15 2026-05-15 0 - 1.63 94681.89 90163.63 U.S. Treasuries (including strips) Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0249 22000000.00 22000000.00 0.0132 N N Y N ASL Capital Markets Inc. ASL Capital Markets Inc. 2.48% 182ASL9R4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2033-02-01 4 113561.00 105338.55 Agency Mortgage-Backed Securities USTR 2019-04-15 2048-08-15 0 - 3.63 69271800.00 69288204.49 U.S. Treasuries (including strips) Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0251 68000000.00 68000000.00 0.0409 N N Y N ASL Capital Markets Inc. 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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 1452603.04 1452603.04 0.0009 N N N 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 24991840.28 24991840.28 0.0150 N N Y 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 1968052.78 1968052.78 0.0012 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 988975.55 988975.55 0.0006 N N N 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 2979262.50 2979262.50 0.0018 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 29936800.00 29936800.00 0.0180 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 1996076.67 1996076.67 0.0012 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.43188% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-03-09 2019-07-09 2019-07-09 N N N 0.0244 999968.76 999968.76 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.39413% 3133EJFQ7 US3133EJFQ77 3133EJFQ7 U.S. Government Agency Debt Y N/A N/A 2019-03-12 2019-03-12 2019-03-12 N N N 0.0224 999999.10 999999.10 0.0006 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 9499082.63 9499082.63 0.0057 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.34913% 3133EJDX4 US3133EJDX47 3133EJDX4 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0237 999981.08 999981.08 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.439% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-03-05 2019-11-05 2019-11-05 N N N 0.0244 4999819.07 4999819.07 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.37763% 3133EH5Z2 US3133EH5Z29 3133EH5Z2 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0239 4999985.07 4999985.07 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43375% 3133EJT41 US3133EJT418 3133EJT41 U.S. Government Agency Debt Y N/A N/A 2019-03-14 2019-08-14 2019-08-14 N N N 0.0245 2999972.64 2999972.64 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.428% 3133EJHE2 US3133EJHE20 3133EJHE2 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0227 2000000.00 2000000.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.435704% 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 29929358.34 29929358.34 0.0180 N N Y 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 29932566.67 29932566.67 0.0180 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.400997% 313384EL9 US313384EL95 313384EL9 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-04-17 2019-04-17 N N N 0.0240 9968797.22 9968797.22 0.0060 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.413516% 313384EV7 US313384EV77 313384EV7 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0241 5584074.67 5584074.67 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.400358% 313384EE5 US313384EE52 313384EE5 U.S. Government Agency Debt Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0240 24931951.39 24931951.39 0.0150 N N Y 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 3988800.00 3988800.00 0.0024 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.450529% 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 0.0245 4976382.78 4976382.78 0.0030 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 3091990.38 3091990.38 0.0019 N N Y 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 3982850.00 3982850.00 0.0024 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 3982033.33 3982033.33 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.494055% 313384KS7 US313384KS74 313384KS7 U.S. Government Agency Debt Y N/A N/A 2019-08-21 2019-08-21 2019-08-21 N N N 0.0249 3952655.67 3952655.67 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.480726% 313384KM0 US313384KM05 313384KM0 U.S. Government Agency Debt Y N/A N/A 2019-08-16 2019-08-16 2019-08-16 N N N 0.0248 2965700.00 2965700.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.494055% 313384KU2 US313384KU21 313384KU2 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0249 2964081.25 2964081.25 0.0018 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 5973925.74 5973925.74 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.441983% 313384GG8 US313384GG82 313384GG8 U.S. Government Agency Debt Y N/A N/A 2019-05-31 2019-05-31 2019-05-31 N N N 0.0244 1987730.17 1987730.17 0.0012 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 3958537.77 3958537.77 0.0024 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 3977680.00 3977680.00 0.0024 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 28444667.49 28444667.49 0.0171 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.434894% 313384FX2 US313384FX25 313384FX2 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0243 3977951.11 3977951.11 0.0024 N N N 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 2969901.75 2969901.75 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.437934% 313384FZ7 US313384FZ72 313384FZ7 U.S. Government Agency Debt Y N/A N/A 2019-05-24 2019-05-24 2019-05-24 N N N 0.0244 2983039.00 2983039.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.40609% 313384DP1 US313384DP19 313384DP1 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0241 10831213.41 10831213.41 0.0065 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.411% 3130AEDS6 2549001DPIFGXC1TOL40 US3130AEDS61 3130AEDS6 U.S. Government Agency Debt Y N/A N/A 2019-05-25 2019-11-25 2019-11-25 N N N 0.0245 3998911.50 3998911.50 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.399% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-03-04 2019-06-04 2019-06-04 N N N 0.0244 6164253.75 6164253.75 0.0037 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.37% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 3130AED72 U.S. Government Agency Debt Y N/A N/A 2019-03-25 2019-03-25 2019-03-25 N N N 0.0225 2999919.26 2999919.26 0.0018 N N N 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 4997321.19 4997321.19 0.0030 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 1000000.00 1000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130AEPJ3 2549001DPIFGXC1TOL40 US3130AEPJ35 3130AEPJ3 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-07-26 2019-07-26 N N N 0.0238 10000000.00 10000000.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.369% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0233 3000000.00 3000000.00 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.374% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-08-27 2019-08-27 N N N 0.0237 4000000.00 4000000.00 0.0024 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 5999070.58 5999070.58 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.385% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-03-24 2019-07-24 2019-07-24 N N N 0.0238 1000000.00 1000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.371% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-03-22 2019-04-22 2019-04-22 N N N 0.0239 1999947.89 1999947.89 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.379% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-05-24 2019-05-24 N N N 0.0238 1000000.00 1000000.00 0.0006 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 5000278.13 5000278.13 0.0030 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 9979311.11 9979311.11 0.0060 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 4498024.35 4498024.35 0.0027 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 999852.37 999852.37 0.0006 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 2019-03-06 2019-04-05 2019-04-05 N N N 0.0238 2000000.00 2000000.00 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.424% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 3130ADW40 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-04-26 2019-04-26 N N N 0.0242 1000000.00 1000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.388% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-05-28 2019-05-28 N N N 0.0239 2999976.09 2999976.09 0.0018 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 2019-03-01 2019-03-01 2019-03-01 N N N 0.0238 1000000.00 1000000.00 0.0006 N Y 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 29994100.00 29994100.00 0.0180 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 29992000.00 29992000.00 0.0180 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.380969% 313384DH9 US313384DH92 313384DH9 U.S. Government Agency Debt Y N/A N/A 2019-03-21 2019-03-21 2019-03-21 N N N 0.0238 9886937.50 9886937.50 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.38% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 3130AFVU8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-11-13 2019-11-13 N N N 0.0241 10000000.00 10000000.00 0.0060 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.405% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 3130AFWY9 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-02-21 2020-02-21 N N N 0.0244 2500000.00 2500000.00 0.0015 N N N 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 3998440.00 3998440.00 0.0024 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 6992198.89 6992198.89 0.0042 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 1997561.67 1997561.67 0.0012 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 29972159.45 29972159.45 0.0180 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.363874% 313384CU1 US313384CU13 313384CU1 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0236 16992198.89 16992198.89 0.0102 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 29976043.33 29976043.33 0.0180 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.435% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-03-20 2019-06-20 2019-06-20 N N N 0.0243 13000000.00 13000000.00 0.0078 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.416% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-03-17 2019-10-17 2019-10-17 N N N 0.0244 2000000.00 2000000.00 0.0012 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 4000000.00 4000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-17 2019-07-17 N N N 0.0241 1000000.00 1000000.00 0.0006 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394053% 313384CM9 US313384CM96 313384CM9 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 29000000.00 29000000.00 0.0174 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 2.42% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2020-01-17 2020-01-17 N N N 0.0246 1000000.00 1000000.00 0.0006 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 5000000.00 5000000.00 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.404% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-03-26 2019-09-26 2019-09-26 N N N 0.0243 3000000.00 3000000.00 0.0018 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 17497575.08 17497575.08 0.0105 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.36% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 3134GSU60 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-04-17 2019-04-17 N N N 0.0239 5000000.00 5000000.00 0.0030 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 7483936.76 7483936.76 0.0045 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.49% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-03-01 2019-07-30 2019-07-30 N N N 0.0251 6000000.00 6000000.00 0.0036 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 28908707.71 28908707.71 0.0174 N N Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.57% 010GUG9H9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2039-12-01 2047-04-01 3.5 - 4.5 24130184.00 13545558.43 Agency Mortgage-Backed Securities FMAC 2029-10-01 2046-10-01 3 - 5 1976441.00 735461.03 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0261 14000000.00 14000000.00 0.0084 N Y Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639989T6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2019-09-01 2048-06-01 2.5 - 7 18001850.00 11012536.67 Agency Mortgage-Backed Securities FNMA 2019-12-01 2049-07-25 2 - 8.01 44492005.00 11716480.63 Agency Mortgage-Backed Securities GNMA 2021-03-15 2049-01-20 2 - 6 114168826.00 21229105.69 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 43000000.00 43000000.00 0.0258 N N Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.44% 1639989U3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2021-02-22 2026-02-25 2.65 - 3.2 115000.00 114901.11 Agency Mortgage-Backed Securities FMAC 2019-03-15 2048-11-01 2.5 - 8.5 86432183.00 27775249.90 Agency Mortgage-Backed Securities USTR 2021-01-31 2045-08-15 2.51 - 2.88 21131400.00 21182398.95 U.S. Treasuries (including strips) GNMA 2022-07-20 2064-04-20 0 - 5.5 6629953.00 3154984.54 Agency Mortgage-Backed Securities FNMA 2022-06-01 2049-01-01 2.5 - 6.5 33258427.00 18201199.92 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-06 2019-03-06 2019-03-06 N N N 0.0247 69000000.00 69000000.00 0.0415 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 2.37% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0237 15615631.45 15615631.45 0.0094 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.56% 49RBCD9E4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2041-09-01 4.5 4602.00 728.79 Agency Mortgage-Backed Securities GNMA 2048-10-20 2048-11-20 4 - 4 4998335.00 5099634.40 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 5000000.00 5000000.00 0.0030 N Y Y N South Street Securities LLC South Street Securities LLC 2.45% 45SSTS9V5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2027-12-01 2047-05-01 2.5 - 5.55 6344045.00 2412760.64 Agency Mortgage-Backed Securities GNMA 2020-02-15 3.5 2420.00 2416.14 Agency Mortgage-Backed Securities FNMA 2027-06-01 2048-07-01 2.5 - 4.74 22489148.00 8153159.76 Agency Mortgage-Backed Securities USTR 2022-02-15 2026-02-15 1.63 - 2.63 790500.00 775906.91 U.S. Treasuries (including strips) FHLB 2032-02-02 3.45 930000.00 910750.55 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-11 2019-03-11 2019-03-11 N N N 0.0248 12000000.00 12000000.00 0.0072 N N N Y South Street Securities LLC South Street Securities LLC 2.58% 46SSTS9N1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2025-03-01 2048-09-01 2.33 - 5.55 600378819.00 283648558.28 Agency Mortgage-Backed Securities GNMA 2045-11-15 4.5 1000.00 717.28 Agency Mortgage-Backed Securities FNMA 2019-11-01 2050-05-01 2.25 - 5.91 809016737.00 111119014.15 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0262 387000000.00 387000000.00 0.2326 N Y Y N South Street Securities LLC South Street Securities LLC 2.45% 46SSTS9H4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2026-03-01 2048-09-01 2.5 - 5 75633869.00 4968112.92 Agency Mortgage-Backed Securities FMAC 2030-11-01 2048-06-01 2.87 - 5.55 6322480.00 5229837.31 Agency Mortgage-Backed Securities USTR 2022-02-15 2026-02-15 1.63 - 2.63 6900.00 6908.95 U.S. Treasuries (including strips) Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0248 10000000.00 10000000.00 0.0060 N Y Y N South Street Securities LLC South Street Securities LLC 2.44% 46SSTS9L5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2027-06-01 2045-06-01 2.5 - 4.74 154220320.00 10146644.04 Agency Mortgage-Backed Securities USTR 2022-02-15 2.5 2400.00 2403.67 U.S. Treasuries (including strips) FMAC 2030-11-01 2048-09-01 3.08 - 5.55 56410.00 53026.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-05 2019-03-05 2019-03-05 N N N 0.0247 10000000.00 10000000.00 0.0060 N N Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.56% 183TDS9B8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2049-02-20 4 12178330.00 12556893.39 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.5 55783303.00 46607313.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 58000000.00 58000000.00 0.0349 N Y Y N Oppenheimer Government Money Fund/VA 2019-03-06 Jan Miller Jan Miller Assistant Fund Treasurer