N-MFP2 0000836423 XXXXXXXX 2016-12-31 0000836423 S000006965 4 N N 033-23223 OFI Global Asset Management, Inc. 801-76771 OppenheimerFunds, Inc. 801-08253 KPMG Denver CO None OFI Global Asset Management, Inc. 0001558234 084-06477 N N N Exempt Government N 45 92 241849627.99 225420958.28 212266371.25 214269877.66 182711804.40 567120437.71 562286189.09 578761690.59 547279351.80 551455713.88 0.2767 0.2600 0.2484 0.2496 0.2153 0.6489 0.6484 0.6772 0.6374 0.6497 470590.70 860100253.56 860126305.75 3795346.36 15878669.09 848513573.72 848522138.96 0.0054 1.0000 0.9999 1.0000 1.0000 1.0000 C000019002 1000.00 7768672.99 7766280.13 1.0003 1.0002 1.0003 1.0003 1.0003 104169.56 791159.28 48232.09 201727.98 119646.74 285713.40 67931.10 96085.36 59378.00 48463.17 325384.77 1318807.99 0.0001 Y Oppenheimer Funds, Inc., Management Fee Waiver, 1473.01; C000019003 1000.00 237075589.72 237071270.85 1.0000 1.0000 1.0000 1.0000 1.0001 4453101.71 5849510.35 4050842.48 4036486.94 3933433.97 4955677.28 3851800.52 5860473.37 6142911.59 3212630.24 20475580.73 20268340.29 0.0001 Y Oppenheimer Funds, Inc., Management Fee Waiver, 40847.00; C000019001 1000.00 443852290.74 443868467.51 0.9999 0.9999 1.0000 1.0000 1.0000 12527564.21 13058890.51 5942513.70 12192943.26 5571259.50 7907494.88 7222225.47 10499541.71 5061044.37 12042633.37 30152336.91 48158455.52 0.0001 Y Oppenheimer Funds, Inc., Management Fee Waiver, 79454.34; C000019004 1000.00 159817020.27 159816120.47 1.0000 1.0000 1.0000 1.0000 1.0000 1774352.66 2400677.70 2836560.00 2900118.19 2050846.07 2870670.19 2449884.44 2377559.63 4155153.84 1223140.82 11968220.99 10343571.41 0.0001 Y Oppenheimer Funds, Inc., Management Fee Waiver, 27097.65; Fannie Mae Fannie Mae 0.41009% 313589AS2 US313589AS20 313589AS2 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0041 8498451.11 8498451.11 0.0100 N N Y N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.845743% 31315LNA2 US31315LNA25 31315LNA2 U.S. Government Agency Debt Y N/A N/A 2017-10-16 2017-10-16 2017-10-16 N N N 0.0085 3973120.00 3973120.00 0.0047 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.69111% 3132X0KL4 549300MS654K78GYF580 US3132X0KL40 3132X0KL4 U.S. Government Agency Debt Y N/A N/A 2017-01-25 2017-07-25 2017-07-25 N N N 0.0069 5000000.00 5000000.00 0.0059 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.73% 3132X0LP4 549300MS654K78GYF580 US3132X0LP45 3132X0LP4 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-12-01 2017-12-01 N N N 0.0073 5000000.00 5000000.00 0.0059 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.825521% 31315LMD7 US31315LMD72 31315LMD7 U.S. Government Agency Debt Y N/A N/A 2017-09-25 2017-09-25 2017-09-25 N N N 0.0083 4969591.66 4969591.66 0.0059 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.74% 3132X0MS7 549300MS654K78GYF580 US3132X0MS74 3132X0MS7 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-12-27 2017-12-27 N N N 0.0074 3000000.00 3000000.00 0.0035 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.76% 3132X0LQ2 549300MS654K78GYF580 US3132X0LQ28 3132X0LQ2 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-12-01 2017-12-01 N N N 0.0076 3000000.00 3000000.00 0.0035 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.6045% 3132X0LB5 549300MS654K78GYF580 US3132X0LB58 3132X0LB5 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-11-03 2017-11-03 N N N 0.0060 5000000.00 5000000.00 0.0059 N N N N Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. 0.751391% 3132X0MW8 549300MS654K78GYF580 US3132X0MW86 3132X0MW8 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2018-01-03 2018-01-03 N N N 0.0075 6000000.00 6000000.00 0.0071 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.430746% 313313BF4 US313313BF43 313313BF4 U.S. Government Agency Debt Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0043 3998614.44 3998614.44 0.0047 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.85% 3133EGH73 US3133EGH732 3133EGH73 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2018-05-14 2018-05-14 N N N 0.0085 5000000.00 5000000.00 0.0059 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.71% 3133EFGE1 US3133EFGE17 3133EFGE1 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-02-01 2017-02-01 N N N 0.0071 4000093.72 4000093.72 0.0047 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.759% 3133EFDS3 US3133EFDS30 3133EFDS3 U.S. Government Agency Debt Y N/A N/A 2017-01-22 2017-09-22 2017-09-22 N N N 0.0076 3000570.74 3000570.74 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.78622% 3133EDJX1 US3133EDJX13 3133EDJX1 U.S. Government Agency Debt Y N/A N/A 2017-01-17 2017-04-17 2017-04-17 N N N 0.0079 10004825.95 10004825.95 0.0118 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.775779% 3133EEUV0 US3133EEUV01 3133EEUV0 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-11-20 2017-11-20 N N N 0.0078 3000912.46 3000912.46 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.76611% 3133EEQ94 US3133EEQ944 3133EEQ94 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-11-27 2017-11-27 N N N 0.0077 3336194.15 3336194.15 0.0039 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.125% 3133EDVU3 US3133EDVU36 3133EDVU3 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0113 1002036.62 1002036.62 0.0012 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.436743% 313385BA3 US313385BA33 313385BA3 U.S. Government Agency Debt Y N/A N/A 2017-01-25 2017-01-25 2017-01-25 N N N 0.0044 27991857.33 27991857.33 0.0330 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.364336% 313385BC9 US313385BC98 313385BC9 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-01-27 2017-01-27 N N N 0.0036 4998685.55 4998685.55 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.470099% 313385AN6 US313385AN62 313385AN6 U.S. Government Agency Debt Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0047 7398840.67 7398840.67 0.0087 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.362344% 313385AM8 US313385AM89 313385AM8 U.S. Government Agency Debt Y N/A N/A 2017-01-12 2017-01-12 2017-01-12 N N N 0.0036 19197875.17 19197875.17 0.0226 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.430072% 313385AL0 US313385AL07 313385AL0 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0043 18997730.56 18997730.56 0.0224 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.473142% 313385AZ9 US313385AZ92 313385AZ9 U.S. Government Agency Debt Y N/A N/A 2017-01-24 2017-01-24 2017-01-24 N N N 0.0047 15535304.18 15535304.18 0.0183 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.340283% 313385AV8 US313385AV88 313385AV8 U.S. Government Agency Debt Y N/A N/A 2017-01-20 2017-01-20 2017-01-20 N N N 0.0034 9998205.56 9998205.56 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.448284% 313385AT3 US313385AT33 313385AT3 U.S. Government Agency Debt Y N/A N/A 2017-01-18 2017-01-18 2017-01-18 N N N 0.0045 7998307.56 7998307.56 0.0094 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.390547% 313385BF2 US313385BF20 313385BF2 U.S. Government Agency Debt Y N/A N/A 2017-01-30 2017-01-30 2017-01-30 N N N 0.0039 9996858.34 9996858.34 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.456049% 313385DT0 US313385DT06 313385DT0 U.S. Government Agency Debt Y N/A N/A 2017-03-31 2017-03-31 2017-03-31 N N N 0.0046 9988751.39 9988751.39 0.0118 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.496242% 313385DY9 US313385DY90 313385DY9 U.S. Government Agency Debt Y N/A N/A 2017-04-05 2017-04-05 2017-04-05 N N N 0.0050 3195864.00 3195864.00 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.540779% 313385DQ6 US313385DQ66 313385DQ6 U.S. Government Agency Debt Y N/A N/A 2017-03-28 2017-03-28 2017-03-28 N N N 0.0054 4194582.00 4194582.00 0.0049 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.451026% 313385DR4 US313385DR40 313385DR4 U.S. Government Agency Debt Y N/A N/A 2017-03-29 2017-03-29 2017-03-29 N N N 0.0045 2996737.50 2996737.50 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.621917% 313385GJ9 US313385GJ96 313385GJ9 U.S. Government Agency Debt Y N/A N/A 2017-06-02 2017-06-02 2017-06-02 N N N 0.0062 4986911.11 4986911.11 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.662209% 313385HD1 US313385HD18 313385HD1 U.S. Government Agency Debt Y N/A N/A 2017-06-21 2017-06-21 2017-06-21 N N N 0.0066 6973070.68 6973070.68 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.492686% 313385EQ5 US313385EQ57 313385EQ5 U.S. Government Agency Debt Y N/A N/A 2017-04-21 2017-04-21 2017-04-21 N N N 0.0049 6989488.89 6989488.89 0.0082 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.601223% 313385EX0 US313385EX09 313385EX0 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0060 1996100.00 1996100.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.45915% 313385DL7 US313385DL79 313385DL7 U.S. Government Agency Debt Y N/A N/A 2017-03-24 2017-03-24 2017-03-24 N N N 0.0046 10988519.99 10988519.99 0.0130 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.395908% 313385BK1 US313385BK15 313385BK1 U.S. Government Agency Debt Y N/A N/A 2017-02-03 2017-02-03 2017-02-03 N N N 0.0040 14994564.16 14994564.16 0.0177 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.467554% 313385BQ8 US313385BQ84 313385BQ8 U.S. Government Agency Debt Y N/A N/A 2017-02-08 2017-02-08 2017-02-08 N N N 0.0047 30185110.34 30185110.34 0.0356 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.440819% 313385BG0 US313385BG03 313385BG0 U.S. Government Agency Debt Y N/A N/A 2017-01-31 2017-01-31 2017-01-31 N N N 0.0044 9996333.33 9996333.33 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.450828% 313385BH8 US313385BH85 313385BH8 U.S. Government Agency Debt Y N/A N/A 2017-02-01 2017-02-01 2017-02-01 N N N 0.0045 4998062.50 4998062.50 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.43736% 313385CG9 US313385CG93 313385CG9 U.S. Government Agency Debt Y N/A N/A 2017-02-24 2017-02-24 2017-02-24 N N N 0.0044 9993452.50 9993452.50 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.525698% 313385CM6 US313385CM61 313385CM6 U.S. Government Agency Debt Y N/A N/A 2017-03-01 2017-03-01 2017-03-01 N N N 0.0053 4995697.91 4995697.91 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.510354% 313385BS4 US313385BS41 313385BS4 U.S. Government Agency Debt Y N/A N/A 2017-02-10 2017-02-10 2017-02-10 N N N 0.0051 15027479.60 15027479.60 0.0177 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.476143% 313385BZ8 US313385BZ83 313385BZ8 U.S. Government Agency Debt Y N/A N/A 2017-02-17 2017-02-17 2017-02-17 N N N 0.0048 4996899.31 4996899.31 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.776% 3130A8X99 US3130A8X993 3130A8X99 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-04-28 2017-04-28 N N N 0.0078 10000000.00 10000000.00 0.0118 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.67% 3130A8XZ1 US3130A8XZ19 3130A8XZ1 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-08-04 2017-08-04 N N N 0.0067 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.806% 3130A8MB6 US3130A8MB69 3130A8MB6 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-06-28 2017-06-28 N N N 0.0081 5002772.79 5002772.79 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.644% 3130A8PW7 US3130A8PW79 3130A8PW7 U.S. Government Agency Debt Y N/A N/A 2017-01-11 2017-01-11 2017-01-11 N N N 0.0064 10000012.90 10000012.90 0.0118 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.726% 3130A96F3 US3130A96F39 3130A96F3 U.S. Government Agency Debt Y N/A N/A 2017-02-22 2017-11-22 2017-11-22 N N N 0.0073 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.74% 3130A9CU3 US3130A9CU34 3130A9CU3 U.S. Government Agency Debt Y N/A N/A 2017-09-22 2017-09-22 2017-09-22 N N N 0.0074 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.75% 3130A92W0 US3130A92W08 3130A92W0 U.S. Government Agency Debt Y N/A N/A 2017-08-23 2017-08-23 2017-08-23 N N N 0.0075 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.666% 3130A94A6 US3130A94A69 3130A94A6 U.S. Government Agency Debt Y N/A N/A 2017-02-16 2017-05-16 2017-05-16 N N N 0.0067 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.705% 3130A8F32 US3130A8F321 3130A8F32 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-12-05 2017-12-05 N N N 0.0071 2002253.67 2002253.67 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.65% 3130A7TT2 US3130A7TT22 3130A7TT2 U.S. Government Agency Debt Y N/A N/A 2017-04-28 2017-04-28 2017-04-28 N N N 0.0065 2000000.00 2000000.00 0.0024 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.806% 3130A7WH4 US3130A7WH47 3130A7WH4 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-10-27 2017-10-27 N N N 0.0081 3006193.82 3006193.82 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.847% 3130A77C3 US3130A77C35 3130A77C3 U.S. Government Agency Debt Y N/A N/A 2017-02-09 2017-08-09 2017-08-09 N N N 0.0085 10008910.45 10008910.45 0.0118 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.905% 3130A7EC5 US3130A7EC51 3130A7EC5 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2017-08-25 2017-08-25 N N N 0.0091 3049485.12 3049485.12 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.7% 3130A7Z99 US3130A7Z990 3130A7Z99 U.S. Government Agency Debt Y N/A N/A 2017-06-05 2017-06-05 2017-06-05 N N N 0.0070 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.722% 3130A8EH2 US3130A8EH22 3130A8EH2 U.S. Government Agency Debt Y N/A N/A 2017-01-07 2017-12-07 2017-12-07 N N N 0.0072 8008077.88 8008077.88 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.63% 3130A7XL4 US3130A7XL40 3130A7XL4 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-02-03 2017-02-03 N N N 0.0063 5000460.12 5000460.12 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.675% 3130A7YH2 US3130A7YH29 3130A7YH2 U.S. Government Agency Debt Y N/A N/A 2017-01-05 2017-09-05 2017-09-05 N N N 0.0068 5001540.06 5001540.06 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.380494% 313385AJ5 US313385AJ50 313385AJ5 U.S. Government Agency Debt Y N/A N/A 2017-01-09 2017-01-09 2017-01-09 N N N 0.0038 2949750.89 2949750.89 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.717% 3130AAB72 US3130AAB724 3130AAB72 U.S. Government Agency Debt Y N/A N/A 2017-02-25 2018-02-23 2018-02-23 N N N 0.0072 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.366474% 313385AF3 US313385AF39 313385AF3 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0037 15999186.11 15999186.11 0.0189 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.340205% 313385AK2 US313385AK24 313385AK2 U.S. Government Agency Debt Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0034 9999150.00 9999150.00 0.0118 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.29515% 313385AC0 US313385AC08 313385AC0 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0030 3999934.44 3999934.44 0.0047 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.412141% 313385AD8 US313385AD80 313385AD8 U.S. Government Agency Debt Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0041 24999141.67 24999141.67 0.0295 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.751% 3130AACQ9 US3130AACQ92 3130AACQ9 U.S. Government Agency Debt Y N/A N/A 2017-03-08 2018-03-08 2018-03-08 N N N 0.0075 4000000.00 4000000.00 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.25% 313370SZ2 US313370SZ24 313370SZ2 U.S. Government Agency Debt Y N/A N/A 2017-09-08 2017-09-08 2017-09-08 N N N 0.0225 6060278.31 6060278.31 0.0071 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.461% 3130A9VJ7 US3130A9VJ77 3130A9VJ7 U.S. Government Agency Debt Y N/A N/A 2017-01-27 2017-07-27 2017-07-27 N N N 0.0046 3997619.74 3997619.74 0.0047 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.624% 3130A9LB5 US3130A9LB51 3130A9LB5 U.S. Government Agency Debt Y N/A N/A 2017-01-21 2017-04-21 2017-04-21 N N N 0.0062 3000000.00 3000000.00 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.644% 3130A9P21 US3130A9P211 3130A9P21 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2018-04-06 2018-04-06 N N N 0.0064 5000000.00 5000000.00 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.636% 3130A9L90 US3130A9L905 3130A9L90 U.S. Government Agency Debt Y N/A N/A 2017-01-24 2017-04-24 2017-04-24 N N N 0.0064 7999576.00 7999576.00 0.0094 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.766% 3130A9DS7 US3130A9DS78 3130A9DS7 U.S. Government Agency Debt Y N/A N/A 2017-01-28 2017-11-28 2017-11-28 N N N 0.0077 3000180.98 3000180.98 0.0035 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.664% 3130A9EL1 US3130A9EL17 3130A9EL1 U.S. Government Agency Debt Y N/A N/A 2017-01-08 2017-12-08 2017-12-08 N N N 0.0066 4999764.94 4999764.94 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.679% 3130A9S69 US3130A9S694 3130A9S69 U.S. Government Agency Debt Y N/A N/A 2017-01-22 2017-11-22 2017-11-22 N N N 0.0068 4999427.32 4999427.32 0.0059 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.566% 3130A9S77 US3130A9S777 3130A9S77 U.S. Government Agency Debt Y N/A N/A 2017-01-19 2017-04-19 2017-04-19 N N N 0.0057 9999997.63 9999997.63 0.0118 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.484% 3130A9PW5 US3130A9PW52 3130A9PW5 U.S. Government Agency Debt Y N/A N/A 2017-01-06 2017-07-06 2017-07-06 N N N 0.0048 10000000.00 10000000.00 0.0118 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.75% 3137EADV8 S6XOOCT0IEG5ABCC6L87 US3137EADV85 3137EADV8 U.S. Government Agency Debt Y N/A N/A 2017-07-14 2017-07-14 2017-07-14 N N N 0.0075 2996821.38 2996821.38 0.0035 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1% 3134G3ZH6 S6XOOCT0IEG5ABCC6L87 US3134G3ZH62 3134G3ZH6 U.S. Government Agency Debt Y N/A N/A 2017-07-25 2017-07-25 2017-07-25 N N N 0.0100 2003174.24 2003174.24 0.0024 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.75% 3137EADN6 S6XOOCT0IEG5ABCC6L87 US3137EADN69 3137EADN6 U.S. Government Agency Debt Y N/A N/A 2018-01-12 2018-01-12 2018-01-12 N N N 0.0075 1995557.24 1995557.24 0.0024 N N N N Freddie Mac Freddie Mac 0.479165% 313397CL3 US313397CL35 313397CL3 U.S. Government Agency Debt Y N/A N/A 2017-02-28 2017-02-28 2017-02-28 N N N 0.0048 1998459.78 1998459.78 0.0024 N N Y N Freddie Mac Freddie Mac 0.459069% 313397BP5 US313397BP57 313397BP5 U.S. Government Agency Debt Y N/A N/A 2017-02-07 2017-02-07 2017-02-07 N N N 0.0046 4997646.39 4997646.39 0.0059 N N Y N Freddie Mac Freddie Mac 0.476118% 313397CP4 US313397CP49 313397CP4 U.S. Government Agency Debt Y N/A N/A 2017-03-03 2017-03-03 2017-03-03 N N N 0.0048 2997585.42 2997585.42 0.0035 N N N N Freddie Mac Freddie Mac 0.501442% 313397FR7 US313397FR77 313397FR7 U.S. Government Agency Debt Y N/A N/A 2017-05-16 2017-05-16 2017-05-16 N N N 0.0050 4990625.00 4990625.00 0.0059 N N N N Freddie Mac Freddie Mac 0.471138% 313397DZ1 US313397DZ12 313397DZ1 U.S. Government Agency Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0047 5093674.58 5093674.58 0.0060 N N N N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.41%, dated 12/2/16 due 1/3/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.41%, dated 12/2/16 due 1/3/17 0.41% 155DEU9L9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2017-03-08 1 3049000.00 3061260.37 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0041 3000000.00 3000000.00 0.0035 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.46%, dated 12/30/16 due 1/3/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.46%, dated 12/30/16 due 1/3/17 0.46% 157DEU9Q6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2018-03-07 0.88 24978000.00 24992150.73 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0046 24499693.33 24499693.33 0.0289 N Y Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.48%, dated 12/6/16 due 1/6/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.48%, dated 12/6/16 due 1/6/17 0.48% 15XDEU9Q8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2017-03-08 1 3049000.00 3061260.37 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-06 2017-01-06 2017-01-06 N N N 0.0048 3000000.00 3000000.00 0.0035 N N Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.54%, dated 12/20/16 due 1/10/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.54%, dated 12/20/16 due 1/10/17 0.54% 156DEU9H7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2017-03-08 1 7113000.00 7141602.16 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0054 6999100.00 6999100.00 0.0082 N N N Y Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.54%, dated 12/23/16 due 1/13/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.54%, dated 12/23/16 due 1/13/17 0.54% 156DEU9L8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2017-03-08 1 4065000.00 4081345.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-13 2017-01-13 2017-01-13 N N N 0.0054 3999730.00 3999730.00 0.0047 N N N Y Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.55%, dated 12/19/16 due 1/5/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.55%, dated 12/19/16 due 1/5/17 0.55% 156DEU9G9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2017-03-08 1 4065000.00 4081345.82 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-05 2017-01-05 2017-01-05 N N N 0.0055 3999602.78 3999602.78 0.0047 N N Y N Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.57%, dated 12/27/16 due 1/17/17 Repurchase Agreement-United States Government Agency with Deutsche Bank Securities, Inc. at 0.57%, dated 12/27/16 due 1/17/17 0.57% 156DEU9M6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2017-03-08 1 2033000.00 2041174.92 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-17 2017-01-17 2017-01-17 N N N 0.0057 1999920.83 1999920.83 0.0024 N N N Y Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.50%, dated 12/30/16 due 1/3/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.50%, dated 12/30/16 due 1/3/17 0.5% 18RBCD9A7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2044-01-20 2046-07-20 3 - 4 22193561.00 20401133.59 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 19999666.67 19999666.67 0.0236 N Y Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.52%, dated 12/23/16 due 1/3/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.52%, dated 12/23/16 due 1/3/17 0.52% 17RBCD9U5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2044-06-20 4 4336287.00 2040324.37 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0052 1999740.00 1999740.00 0.0024 N Y Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.53%, dated 12/19/16 due 1/4/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.53%, dated 12/19/16 due 1/4/17 0.53% 17RBCD9L5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2046-07-20 3 4126364.00 4080901.43 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0053 3999617.22 3999617.22 0.0047 N N Y N Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.54%, dated 12/28/16 due 1/4/17 Repurchase Agreement-United States Government Agency with RBC Dominion Securities, Inc. at 0.54%, dated 12/28/16 due 1/4/17 0.54% 1XRBCD9X9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-02-20 2046-07-01 3.5 - 4.5 15319732.00 15301377.22 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-04 2017-01-04 2017-01-04 N N N 0.0054 14999400.00 14999400.00 0.0177 N N Y N Repurchase Agreement-United States Government Agency with South Street Securities, Inc. at 0.50%, dated 12/30/16 due 1/3/17 Repurchase Agreement-United States Government Agency with South Street Securities, Inc. at 0.50%, dated 12/30/16 due 1/3/17 0.5% 18SSTS9F7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2032-07-19 3.05 6000.00 5935.08 Agency Mortgage-Backed Securities FHLB 2017-09-08 2022-11-29 0.75 - 2.25 6770000.00 6760168.11 Agency Mortgage-Backed Securities FMAC 2018-06-01 2046-10-01 1.94 - 6.5 92298231.00 30706046.25 Agency Mortgage-Backed Securities FNMA 2018-08-01 2046-10-01 0.85 - 5.89 344535270.00 42216298.00 Agency Mortgage-Backed Securities Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 77998611.11 77998611.11 0.0919 N Y Y N Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank at 0.52%, dated 12/30/16 due 1/3/17 Repurchase Agreement-United States Treasury with Credit Agricole Corp. & Investment Bank at 0.52%, dated 12/30/16 due 1/3/17 0.52% 155CAS9K2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2044-02-15 1.38 6336400.00 7140491.34 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0052 6999855.56 6999855.56 0.0082 N Y Y N Repurchase Agreement-United States Treasury with TD Securities (USA) LLC at 0.59%, dated12/27/16 due 1/3/17 Repurchase Agreement-United States Treasury with TD Securities (USA) LLC at 0.59%, dated12/27/16 due 1/3/17 0.59% 154TDS9K3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2020-06-30 2021-07-31 1.63 - 2.25 32246100.00 32643761.24 U.S. Treasuries (including strips) Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0059 31998361.11 31998361.11 0.0377 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 0.496393% 880590AC8 US880590AC80 880590AC8 U.S. Government Agency Debt Y N/A N/A 2017-01-03 2017-01-03 2017-01-03 N N N 0.0050 7999779.44 7999779.44 0.0094 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 0.498145% 880590AK0 US880590AK07 880590AK0 U.S. Government Agency Debt Y N/A N/A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0050 9998755.00 9998755.00 0.0118 N N Y N United States Treasury Bills United States Treasury Bills 0.486689% 912796KM0 US912796KM06 912796KM0 U.S. Treasury Debt Y N/A N/A 2017-03-09 2017-03-09 2017-03-09 N N N 0.0049 9990964.31 9990964.31 0.0118 N Y Y N United States Treasury Bills United States Treasury Bills 0.488704% 912796KQ1 US912796KQ10 912796KQ1 U.S. Treasury Debt Y N/A N/A 2017-04-06 2017-04-06 2017-04-06 N N N 0.0049 4993567.71 4993567.71 0.0059 N Y Y N United States Treasury Bills United States Treasury Bills 0.45602% 912796KJ7 US912796KJ76 912796KJ7 U.S. Treasury Debt Y N/A N/A 2017-02-23 2017-02-23 2017-02-23 N N N 0.0046 4996650.69 4996650.69 0.0059 N Y Y N United States Treasury Nts. United States Treasury Nts. 0.875% 912828G20 US912828G203 912828G20 U.S. Treasury Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0088 6001439.43 6001439.43 0.0071 N Y Y N United States Treasury Nts. United States Treasury Nts. 0.75% 912828UE8 US912828UE89 912828UE8 U.S. Treasury Debt Y N/A N/A 2017-12-31 2017-12-31 2017-12-31 N N N 0.0075 4990902.22 4990902.22 0.0059 N Y Y N United States Treasury Nts. United States Treasury Nts. 0.625% 912828TM2 US912828TM25 912828TM2 U.S. Treasury Debt Y N/A N/A 2017-08-31 2017-08-31 2017-08-31 N N N 0.0063 5992535.65 5992535.65 0.0071 N Y Y N United States Treasury Nts. United States Treasury Nts. 4.25% 912828HH6 US912828HH67 912828HH6 U.S. Treasury Debt Y N/A N/A 2017-11-15 2017-11-15 2017-11-15 N N N 0.0425 3087511.58 3087511.58 0.0036 N Y Y N United States Treasury Nts. United States Treasury Nts. 1% 912828G79 US912828G799 912828G79 U.S. Treasury Debt Y N/A N/A 2017-12-15 2017-12-15 2017-12-15 N N N 0.0100 3001889.07 3001889.07 0.0035 N Y Y N Oppenheimer Government Cash Reserves 2017-01-06 Jan Miller Jan Miller Assistant Fund Treasurer