N-MFP2 0000752737 XXXXXXXX 2019-03-31 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 11 23 904075554.94 852354328.38 689918275.54 697803551.29 762322938.58 1559000407.79 1208898750.88 971478954.31 880961841.76 971987844.17 0.4805 0.5876 0.5610 0.6195 0.6112 0.8285 0.8334 0.7900 0.7821 0.7793 116139.55 1250998907.28 1250998907.28 11510440.38 5907573.26 1256717913.95 1256690033.59 0.0252 1.0000 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 1256717913.95 1256690033.59 1.0000 1.0000 1.0000 1.0000 1.0000 274602.90 670678606.70 172816.63 229315730.88 2555594.80 186798426.93 18587190.33 92725770.75 130748852.63 51588.89 152310647.57 559261504.49 0.0198 N Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.675% 11PIER9E8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-11-15 2027-08-15 1 - 2.88 2002000.00 2042135.36 U.S. Treasuries (including strips) Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0271 10000000.00 10000000.00 0.0080 N N Y Y Amherst Pierpont Securities LLC Amherst Pierpont Securities LLC 2.75% 11PIER9F5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2019-11-15 2045-05-15 0.13 - 3 145498300.00 147933955.66 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 26000000.00 26000000.00 0.0207 N Y Y N ASL Capital Markets, Inc. ASL Capital Markets, Inc. 2.65% 183ASL9M4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2023-02-25 2049-03-01 3.32 - 4.5 11093020.00 10208337.64 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0269 2000000.00 2000000.00 0.0016 N N Y Y ASL Capital Markets, Inc. ASL Capital Markets, Inc. 2.75% 183ASL9R3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2024-03-27 2047-11-01 0 - 4 26325834.00 26526078.39 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 145000000.00 145000000.00 0.1154 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.7% 183CAH9C0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2048-09-20 2048-12-20 3.62 - 3.72 44041002.00 6734947.25 Agency Mortgage-Backed Securities FNMA 2028-02-01 2048-09-25 2.77 - 4 16557031.00 780730.26 Agency Mortgage-Backed Securities FMAC 2037-10-15 2041-04-15 1.58 - 3.96 163825800.00 3488477.22 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0274 10000000.00 10000000.00 0.0080 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.58% 182CAH9M0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2042-12-25 2048-06-25 0.48 - 4 1607232.00 277395.41 Agency Mortgage-Backed Securities FMAC 2044-05-01 3.31 2103.00 358.27 Agency Mortgage-Backed Securities USTR 2019-04-18 2023-07-31 0 - 2.75 2948400.00 3018598.98 U.S. Treasuries (including strips) GNMA 2034-02-20 2049-03-20 3.72 - 5.5 42252961.00 4110140.09 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 7000000.00 7000000.00 0.0056 N Y Y Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.57% 182CAH9P2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2037-05-15 2045-02-15 3.62 - 3.92 31746748.00 1552338.98 Agency Mortgage-Backed Securities USTR 2019-04-18 2048-02-15 0 - 3 6718400.00 6779446.21 U.S. Treasuries (including strips) GNMA 2041-08-20 2048-09-20 3 - 3.72 31996684.00 1122230.91 Agency Mortgage-Backed Securities FNMA 2037-04-01 2048-10-01 0.48 - 7 12150798.00 10164514.73 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0261 19000000.00 19000000.00 0.0151 N N N Y Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.75% 183CAH9G1 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 2048-12-20 3.62 - 3.67 76661119.00 11957278.15 Agency Mortgage-Backed Securities FMAC 2032-05-15 2058-10-15 1.58 - 6.5 308018402.00 28093341.24 Agency Mortgage-Backed Securities FNMA 2022-04-25 2058-05-25 0.48 - 5.5 644527378.00 24854515.04 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 59000000.00 59000000.00 0.0469 N Y Y N Cantor Fitzgerald Secured, LLC Cantor Fitzgerald Secured, LLC 2.66% 183CAH9F3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2034-02-20 2049-03-20 4 - 4.5 6300509.00 4317229.72 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.5 1000.00 1047.14 Agency Mortgage-Backed Securities FMAC 2048-10-01 2048-11-01 5 - 5 2631250.00 2839133.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0270 7000000.00 7000000.00 0.0056 N N N Y Credit Agricole Corp. & Investment Bank Credit Agricole Corp. & Investment Bank 2.6% 185CAS9H3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2047-02-01 3 3447808.00 3365151.04 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.5 3778.00 1578.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0264 3300000.00 3300000.00 0.0026 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 2.6% 189DEU9T2 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 3340833.00 3300715.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0264 3000000.00 3000000.00 0.0024 N Y 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 1972616.67 1972616.67 0.0016 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 991059.44 991059.44 0.0008 N N N 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 1999762.22 1999762.22 0.0016 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.40688% 3133EJE88 US3133EJE881 3133EJE88 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-11-05 2019-11-05 N N N 0.0241 4999841.44 4999841.44 0.0040 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.42863% 3133EJT41 US3133EJT418 3133EJT41 U.S. Government Agency Debt Y N/A N/A 2019-04-14 2019-08-14 2019-08-14 N N N 0.0248 2999977.75 2999977.75 0.0024 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 9499207.36 9499207.36 0.0076 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.40775% 3133EJFG9 US3133EJFG95 3133EJFG9 U.S. Government Agency Debt Y N/A N/A 2019-04-09 2019-07-09 2019-07-09 N N N 0.0242 999976.22 999976.22 0.0008 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 3990472.22 3990472.22 0.0032 N N Y 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 3986222.22 3986222.22 0.0032 N N Y 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 2989298.41 2989298.41 0.0024 N N Y 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 3098357.00 3098357.00 0.0025 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 5595658.33 5595658.33 0.0045 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 3991288.89 3991288.89 0.0032 N N Y 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 3961139.34 3961139.34 0.0032 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 2972029.17 2972029.17 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.482777% 313384LP2 US313384LP27 313384LP2 U.S. Government Agency Debt Y N/A N/A 2019-09-11 2019-09-11 2019-09-11 N N N 0.0248 1483346.84 1483346.84 0.0012 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 2970444.00 2970444.00 0.0024 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 3966993.89 3966993.89 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.435907% 313384GM5 US313384GM50 313384GM5 U.S. Government Agency Debt Y N/A N/A 2019-06-05 2019-06-05 2019-06-05 N N N 0.0244 1493443.13 1493443.13 0.0012 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 1991910.00 1991910.00 0.0016 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 2976249.00 2976249.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.445427% 313384JD2 US313384JD25 313384JD2 U.S. Government Agency Debt Y N/A N/A 2019-07-15 2019-07-15 2019-07-15 N N N 0.0245 1489390.62 1489390.62 0.0012 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 5981142.72 5981142.72 0.0048 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 9990763.89 9990763.89 0.0079 N N N 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 3999039.01 3999039.01 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AEE48 2549001DPIFGXC1TOL40 US3130AEE480 3130AEE48 U.S. Government Agency Debt Y N/A N/A 2019-04-04 2019-06-04 2019-06-04 N N N 0.0247 6164497.27 6164497.27 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.385% 3130AEP61 2549001DPIFGXC1TOL40 US3130AEP619 3130AEP61 U.S. Government Agency Debt Y N/A N/A 2019-04-27 2019-08-27 2019-08-27 N N N 0.0239 4000000.00 4000000.00 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.381% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 3130AENG1 U.S. Government Agency Debt Y N/A N/A 2019-04-24 2019-07-24 2019-07-24 N N N 0.0242 1000000.00 1000000.00 0.0008 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 5999809.35 5999809.35 0.0048 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.473% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 3130ABL53 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0245 5000199.92 5000199.92 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.393% 3130ADXW7 2549001DPIFGXC1TOL40 US3130ADXW70 3130ADXW7 U.S. Government Agency Debt Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0247 2000000.00 2000000.00 0.0016 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.439% 3130ADW40 2549001DPIFGXC1TOL40 US3130ADW401 3130ADW40 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0244 1000000.00 1000000.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.391% 3130ADJY9 2549001DPIFGXC1TOL40 US3130ADJY92 3130ADJY9 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-05-28 2019-05-28 N N N 0.0239 2999984.89 2999984.89 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130ADHN5 2549001DPIFGXC1TOL40 US3130ADHN55 3130ADHN5 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-05-24 2019-05-24 N N N 0.0239 1000000.00 1000000.00 0.0008 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 0.0008 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 4997693.95 4997693.95 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.381% 3130ACPQ1 2549001DPIFGXC1TOL40 US3130ACPQ12 3130ACPQ1 U.S. Government Agency Debt Y N/A N/A 2019-04-22 2019-04-22 2019-04-22 N N N 0.0240 1999979.81 1999979.81 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.48% 3130AFQY6 2549001DPIFGXC1TOL40 US3130AFQY67 3130AFQY6 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-01-17 2020-01-17 N N N 0.0252 1000000.00 1000000.00 0.0008 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 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.354% 3130AFPD3 2549001DPIFGXC1TOL40 US3130AFPD30 3130AFPD3 U.S. Government Agency Debt Y N/A N/A 2019-06-27 2019-06-27 2019-06-27 N N N 0.0246 1999756.81 1999756.81 0.0016 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.45% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 3130AFQX8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-17 2019-07-17 N N N 0.0247 1000000.00 1000000.00 0.0008 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.44% 3130AFVU8 2549001DPIFGXC1TOL40 US3130AFVU80 3130AFVU8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-11-13 2019-11-13 N N N 0.0248 10000000.00 10000000.00 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.51% 3130AG6P5 2549001DPIFGXC1TOL40 US3130AG6P59 3130AG6P5 U.S. Government Agency Debt Y N/A N/A 2019-07-02 2020-04-02 2020-04-02 N N N 0.0251 5000000.00 5000000.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.44452% 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 24993250.00 24993250.00 0.0199 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.465% 3130AFWY9 2549001DPIFGXC1TOL40 US3130AFWY93 3130AFWY9 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-02-21 2020-02-21 N N N 0.0251 2500000.00 2500000.00 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.46% 3130AG2E4 2549001DPIFGXC1TOL40 US3130AG2E49 3130AG2E4 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-12-06 2019-12-06 N N N 0.0250 3000000.00 3000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.443% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 3130AFMH7 U.S. Government Agency Debt Y N/A N/A 2019-04-20 2019-06-20 2019-06-20 N N N 0.0250 13000000.00 13000000.00 0.0103 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.402% 3130AEZT0 2549001DPIFGXC1TOL40 US3130AEZT07 3130AEZT0 U.S. Government Agency Debt Y N/A N/A 2019-06-28 2019-06-28 2019-06-28 N N N 0.0246 5000000.00 5000000.00 0.0040 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.384% 3130AEPL8 2549001DPIFGXC1TOL40 US3130AEPL80 3130AEPL8 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-04-26 2019-04-26 N N N 0.0246 3000000.00 3000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.419% 3130AEZA1 2549001DPIFGXC1TOL40 US3130AEZA16 3130AEZA1 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-09-26 2019-09-26 N N N 0.0247 3000000.00 3000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.394% 3130AEPJ3 2549001DPIFGXC1TOL40 US3130AEPJ35 3130AEPJ3 U.S. Government Agency Debt Y N/A N/A 2019-04-26 2019-07-26 2019-07-26 N N N 0.0243 10000000.00 10000000.00 0.0080 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.417% 3130AF6V4 2549001DPIFGXC1TOL40 US3130AF6V46 3130AF6V4 U.S. Government Agency Debt Y N/A N/A 2019-04-17 2019-10-17 2019-10-17 N N N 0.0246 2000000.00 2000000.00 0.0016 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2.42% 3134GSU60 S6XOOCT0IEG5ABCC6L87 US3134GSU600 3134GSU60 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-17 2019-04-17 N N N 0.0245 5000000.00 5000000.00 0.0040 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 17517156.70 17517156.70 0.0139 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 7492990.59 7492990.59 0.0060 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 2.55% 3136G4TG8 B1V7KEBTPIMZEU4LTD58 US3136G4TG81 3136G4TG8 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-07-30 2019-07-30 N N N 0.0257 6000000.00 6000000.00 0.0048 N N N N Guggenheim Securities LLC Guggenheim Securities LLC 2.75% 011GUG9M7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2036-07-01 2048-07-01 2.39 - 4.5 80397359.00 67053620.25 Agency Mortgage-Backed Securities GNMA 2043-10-20 2065-08-20 3 - 4.53 7603062.00 2140212.18 Agency Mortgage-Backed Securities FMAC 2027-01-01 2049-03-01 3 - 5 32367301.00 27728373.90 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 95000000.00 95000000.00 0.0756 N Y Y N Guggenheim Securities LLC Guggenheim Securities LLC 2.72% 011GUG9H8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2031-12-01 2048-06-01 3 - 5 442639.00 246840.42 Agency Mortgage-Backed Securities FNMA 2033-10-01 2049-01-01 2.35 - 4.5 34625636.00 27307725.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0276 27000000.00 27000000.00 0.0215 N Y Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.72% 1639989B5 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 2048-08-01 2.5 - 5 13045374.00 10938815.15 Agency Mortgage-Backed Securities USTR 2019-08-31 2049-02-15 1 - 3 250000.00 258046.68 U.S. Treasuries (including strips) GNMA 2021-03-15 2065-05-20 2 - 6.5 10887362.00 1858158.32 Agency Mortgage-Backed Securities FHLB 2021-01-29 2.25 115000.00 115033.47 Agency Mortgage-Backed Securities FNMA 2022-03-01 2049-04-01 2 - 8.01 38066235.00 30742923.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0276 43000000.00 43000000.00 0.0342 N Y Y N INTL FCStone Financial, Inc. INTL FCStone Financial, Inc. 2.72% 1639989C3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2022-12-01 2049-04-01 2 - 7 135744251.00 49570990.44 Agency Mortgage-Backed Securities GNMA 2022-07-20 2064-04-20 0 - 6.5 44813174.00 5875210.86 Agency Mortgage-Backed Securities FMAC 2019-06-01 2049-02-01 2.5 - 8.5 92565862.00 14941223.98 Agency Mortgage-Backed Securities FCSB 2020-12-04 1.2 55000.00 54203.78 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0276 69000000.00 69000000.00 0.0549 N N Y N Oppenheimer Institutional Government Money Market Fund Oppenheimer Institutional Government Money Market Fund 2.42% 68383G108 549300VIX63QANOLHZ88 US68383G1085 68383G108 Investment Company Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0237 15643958.21 15643958.21 0.0124 N Y Y N RBC Dominion Securities, Inc. RBC Dominion Securities, Inc. 2.65% 50RBCD9B8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2048-02-15 0 6997300.00 3060688.99 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0269 3000000.00 3000000.00 0.0024 N Y Y N South Street Securities LLC South Street Securities LLC 2.59% 47SSTS9W9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2019-11-01 2050-05-01 2.26 - 5.91 939334125.00 151495045.84 Agency Mortgage-Backed Securities FMAC 2030-11-01 2048-07-01 2.31 - 5.55 144311530.00 78054488.16 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0263 225000000.00 225000000.00 0.1790 N N Y N South Street Securities LLC South Street Securities LLC 2.46% 46SSTS9Z4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2020-12-29 2041-06-06 1.52 - 3.45 1075000.00 1061496.28 Agency Mortgage-Backed Securities FMAC 2027-12-01 2048-12-01 2.5 - 5.55 7392893.00 2733111.43 Agency Mortgage-Backed Securities FCSB 2035-06-25 3.84 278000.00 280798.53 Agency Mortgage-Backed Securities FNMA 2020-01-01 2048-11-01 2.38 - 6 22854474.00 8171807.13 Agency Mortgage-Backed Securities GNMA 2059-08-15 3.49 10288.00 10351.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0249 12000000.00 12000000.00 0.0095 N N N Y South Street Securities LLC South Street Securities LLC 2.75% 47SSTS9X7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-11-01 2048-05-01 2.92 - 5.55 10226206.00 7588926.27 Agency Mortgage-Backed Securities GNMA 2049-02-20 2059-06-15 3.6 - 4.5 4089055.00 4254387.60 Agency Mortgage-Backed Securities FHLB 2020-01-09 2037-02-09 1.45 - 3.7 1640000.00 1633013.51 Agency Mortgage-Backed Securities USTR 2020-05-15 2023-05-31 1.5 - 2.75 13683700.00 14029249.87 U.S. Treasuries (including strips) FCSB 2021-01-12 2031-05-16 2.9 - 3.88 3000.00 2956.21 Agency Mortgage-Backed Securities FNMA 2026-03-01 2049-02-01 2.25 - 5.29 845891835.00 120425436.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 145000000.00 145000000.00 0.1154 N Y Y N South Street Securities LLC South Street Securities LLC 2.73% 47SSTS9T6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2030-11-01 2048-12-01 2.91 - 5.55 69482.00 51042.67 Agency Mortgage-Backed Securities FNMA 2027-06-01 2045-06-01 2.5 - 6.63 154296919.00 9801931.54 Agency Mortgage-Backed Securities GNMA 2059-06-15 2059-12-15 3.6 - 4.15 346267.00 351666.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0277 10000000.00 10000000.00 0.0080 N Y Y N South Street Securities LLC South Street Securities LLC 2.75% 47SSTS9R0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2042-09-01 2045-02-01 3.5 - 4 2861960.00 1730718.84 Agency Mortgage-Backed Securities FHLB 2020-01-09 2041-08-08 1.45 - 2.79 510000.00 495991.14 Agency Mortgage-Backed Securities FCSB 2028-11-28 2036-06-09 2.83 - 3.03 2000.00 1945.49 Agency Mortgage-Backed Securities FNMA 2036-10-01 2046-10-01 4.21 - 4.58 69973276.00 1848253.19 Agency Mortgage-Backed Securities GNMA 2046-09-15 2047-08-15 4.5 - 4.5 6506.00 5273.68 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 4000000.00 4000000.00 0.0032 N Y Y N TD Securities (USA) LLC TD Securities (USA) LLC 2.65% 184TDS9Y7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA 2047-03-01 2048-07-01 4 - 4 69518703.00 59173064.91 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0269 58000000.00 58000000.00 0.0462 N Y Y N Oppenheimer Government Money Fund/VA 2019-04-04 Jan Miller Jan Miller Assistant Fund Treasurer