N-MFP2 0000836423 XXXXXXXX 2019-01-31 0000836423 S000006965 3 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 32 61 246262578.39 221130265.88 247946265.21 217223713.33 308730408.15 314781679.34 297924894.52 306034770.71 0.4005 0.3646 0.4102 0.3603 0.5021 0.5189 0.4929 0.5076 62599.14 593883295.14 594472465.08 1656180.06 3578580.69 592612694.76 592652147.00 0.0246 0.9999 0.9999 0.9999 0.9999 C000019003 1000.00 174846756.20 174853416.99 0.9999 0.9999 0.9999 0.9999 4050334.92 3228241.23 4649943.73 8732629.98 2720720.58 4615792.83 1929854.72 3525025.35 12419533.49 24510550.66 0.0186 N C000019001 1000.00 298743503.96 298772470.45 0.9998 0.9998 0.9998 0.9998 3723184.85 5232429.63 2052610.91 5580365.28 2143207.61 3464013.57 1868632.38 4091566.75 10322951.11 21024946.68 0.0186 N C000019004 1000.00 119022434.60 119026259.56 0.9999 0.9999 0.9999 0.9999 1986428.59 812776.78 774849.85 1125598.05 1695129.80 1032284.07 1294467.60 1503859.28 5735716.46 5276713.36 0.0186 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 2049-01-01 4 1431040.00 1462881.12 Agency Mortgage-Backed Securities REFC 2030-04-15 0 527000.00 368481.56 Agency Mortgage-Backed Securities FNMA 2035-09-01 2049-02-01 3.12 - 4.56 6619393.00 6332556.43 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0250 7991560.83 7991560.83 0.0135 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 FNMA 2045-05-01 2049-02-01 2.84 - 4.5 7751829.00 8160598.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0268 7996993.33 7996993.33 0.0135 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 2019-03-21 2044-02-15 0 - 3.63 12713200.00 13266327.09 U.S. Treasuries (including strips) Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0248 12990744.44 12990744.44 0.0219 N N 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 2025-06-30 2048-08-15 2.75 - 3 39378700.00 39782946.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0262 38972981.67 38972981.67 0.0658 N Y 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 USTR 2019-03-31 2021-06-15 1.63 - 2.63 2328200.00 2343877.86 U.S. Treasuries (including strips) FMAC 2044-05-01 3.02 2381220.00 473532.17 Agency Mortgage-Backed Securities FNMA 2026-07-15 2048-06-25 0 - 3.99 41028719.00 2452806.10 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-19 2019-02-19 2019-02-19 N N N 0.0264 4987722.22 4987722.22 0.0084 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 2021-01-31 2.5 13260400.00 13266353.92 U.S. Treasuries (including strips) Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0246 12986230.00 12986230.00 0.0219 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 FMAC 2044-03-15 2047-08-15 1.48 - 3.49 7664224.00 261179.55 Agency Mortgage-Backed Securities GNMA 2046-06-20 2049-01-20 3.63 - 4.5 1549135.00 1527805.37 Agency Mortgage-Backed Securities USTR 2021-07-15 2047-11-15 0 - 2.75 6934000.00 4319848.42 U.S. Treasuries (including strips) FNMA 2026-07-15 2046-07-25 0 - 3.64 1676540.00 47553.41 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-07 2019-02-07 2019-02-07 N N N 0.0264 5940416.67 5940416.67 0.0101 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 FMAC 2048-06-01 2048-11-01 4 - 5 3531152.00 3760515.45 Agency Mortgage-Backed Securities GNMA 2046-06-20 2048-08-20 3.63 - 3.73 47644784.00 6155867.05 Agency Mortgage-Backed Securities USTR 2021-06-15 2047-11-15 2.5 - 2.75 10300800.00 10324373.00 U.S. Treasuries (including strips) FNMA 2034-02-25 2048-11-01 3 - 5 72101173.00 13542167.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0263 31974315.83 31974315.83 0.0540 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 2024-11-15 2.25 8256300.00 8160658.29 U.S. Treasuries (including strips) Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0261 7993860.56 7993860.56 0.0135 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 5940000.00 6132621.82 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-13 2019-02-13 2019-02-13 N N N 0.0247 5986580.00 5986580.00 0.0101 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 FHLB 2020-03-13 4.13 4945000.00 5105356.05 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0262 4988820.00 4988820.00 0.0084 N Y 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 0.0017 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 0.0008 N N Y 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 0.0008 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.44269% 3133EHER0 US3133EHER04 3133EHER0 U.S. Government Agency Debt Y N/A N/A 2019-02-03 2019-04-03 2019-04-03 N N N 0.0237 200026.09 200026.09 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.25% 3133EHAP8 US3133EHAP83 3133EHAP8 U.S. Government Agency Debt Y N/A N/A 2019-02-27 2019-02-27 2019-02-27 N N N 0.0242 749387.37 749387.37 0.0013 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 0.0084 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.63264% 313312KB5 US313312KB54 313312KB5 U.S. Government Agency Debt Y N/A N/A 2019-08-06 2019-08-06 2019-08-06 N N N 0.0263 1973340.00 1973340.00 0.0033 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 0.0017 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 2945895.83 2945895.83 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.186133% 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 2989121.67 2989121.67 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.316598% 313312EZ9 US313312EZ96 313312EZ9 U.S. Government Agency Debt Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0232 3977804.44 3977804.44 0.0067 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 2973732.50 2973732.50 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.4% 3133EHSC8 US3133EHSC88 3133EHSC8 U.S. Government Agency Debt Y N/A N/A 2019-07-24 2019-07-24 2019-07-24 N N N 0.0262 1491371.01 1491371.01 0.0025 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 5998220.14 5998220.14 0.0101 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 4998648.32 4998648.32 0.0084 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 4999458.47 4999458.47 0.0084 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 2999558.36 2999558.36 0.0051 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 0.0084 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 10487185.64 10487185.64 0.0177 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 5995272.16 5995272.16 0.0101 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.434344% 3133EJ6Q7 US3133EJ6Q74 3133EJ6Q7 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2020-01-30 2020-01-30 N N N 0.0086 2000000.00 2000000.00 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.4% 3133EHUD3 US3133EHUD34 3133EHUD3 U.S. Government Agency Debt Y N/A N/A 2019-02-01 2019-08-08 2019-08-08 N N N 0.0247 1999265.29 1999265.29 0.0034 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 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.875% 313378QK0 2549001DPIFGXC1TOL40 US313378QK09 313378QK0 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0225 3398766.49 3398766.49 0.0057 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.85% 313378VG3 2549001DPIFGXC1TOL40 US313378VG32 313378VG3 U.S. Government Agency Debt Y N/A N/A 2019-05-22 2019-05-22 2019-05-22 N N N 0.0238 998405.14 998405.14 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.5% 3133782M2 2549001DPIFGXC1TOL40 US3133782M28 3133782M2 U.S. Government Agency Debt Y N/A N/A 2019-03-08 2019-03-08 2019-03-08 N N N 0.0224 1748768.67 1748768.67 0.0030 N N N N Federal Home Loan Bank Federal Home Loan Bank 4.25% 3133XTFG6 2549001DPIFGXC1TOL40 US3133XTFG66 3133XTFG6 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0235 792409.32 792409.32 0.0013 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 0.0248 2181086.08 2181086.08 0.0037 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 993259.78 993259.78 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.166443% 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 0.0217 996761.10 996761.10 0.0017 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 0.0034 N N Y 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 2963175.00 2963175.00 0.0050 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 2964168.75 2964168.75 0.0050 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 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.353923% 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 0.0235 5998050.00 5998050.00 0.0101 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.404531% 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 0.0240 1000000.00 1000000.00 0.0017 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 1.375% 313380FB8 2549001DPIFGXC1TOL40 US313380FB82 313380FB8 U.S. Government Agency Debt Y N/A N/A 2019-09-13 2019-09-13 2019-09-13 N N N 0.0276 728898.42 728898.42 0.0012 N N N 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 1994100.00 1994100.00 0.0034 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.407988% 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 0.0241 999067.06 999067.06 0.0017 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.371126% 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 0.0237 1999083.39 1999083.39 0.0034 N N Y 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 3999323.35 3999323.35 0.0067 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 3999593.00 3999593.00 0.0067 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 3999335.28 3999335.28 0.0067 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.875% 3130A8Y72 2549001DPIFGXC1TOL40 US3130A8Y728 3130A8Y72 U.S. Government Agency Debt Y N/A N/A 2019-08-05 2019-08-05 2019-08-05 N N N 0.0259 3072231.28 3072231.28 0.0052 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 1997941.94 1997941.94 0.0034 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 4989579.08 4989579.08 0.0084 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 2998430.25 2998430.25 0.0051 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 2996500.11 2996500.11 0.0051 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 1197551.40 1197551.40 0.0020 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.424% 3130ADXV9 2549001DPIFGXC1TOL40 US3130ADXV97 3130ADXV9 U.S. Government Agency Debt Y N/A N/A 2019-02-12 2019-04-12 2019-04-12 N N N 0.0245 799958.41 799958.41 0.0013 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.36% 3130ABQ25 2549001DPIFGXC1TOL40 US3130ABQ258 3130ABQ25 U.S. Government Agency Debt Y N/A N/A 2019-03-29 2019-03-29 2019-03-29 N N N 0.0230 698993.31 698993.31 0.0012 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 998508.77 998508.77 0.0017 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 5984700.15 5984700.15 0.0101 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 0.0206 4972253.58 4972253.58 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 1.375% 3130ABF92 2549001DPIFGXC1TOL40 US3130ABF921 3130ABF92 U.S. Government Agency Debt Y N/A N/A 2019-05-28 2019-05-28 2019-05-28 N N N 0.0227 6933168.66 6933168.66 0.0117 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 2999600.50 2999600.50 0.0051 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 4999149.01 4999149.01 0.0084 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.39% 3130ADGD8 2549001DPIFGXC1TOL40 US3130ADGD82 3130ADGD8 U.S. Government Agency Debt Y N/A N/A 2019-02-25 2019-03-25 2019-03-25 N N N 0.0239 5000000.00 5000000.00 0.0084 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 5998431.62 5998431.62 0.0101 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 4998162.77 4998162.77 0.0084 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 0.0051 N Y Y 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 0.0034 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 0.0169 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 2989348.67 2989348.67 0.0051 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 0.0017 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 0.0017 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.5% 3130AESN1 2549001DPIFGXC1TOL40 US3130AESN10 3130AESN1 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0249 750023.27 750023.27 0.0013 N N N 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 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.625% 3130AEYZ7 2549001DPIFGXC1TOL40 US3130AEYZ75 3130AEYZ7 U.S. Government Agency Debt Y N/A N/A 2019-09-24 2019-09-24 2019-09-24 N N N 0.0271 1229323.77 1229323.77 0.0021 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 0.0084 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 1998789.00 1998789.00 0.0034 N N N 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 6999211.00 6999211.00 0.0118 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 6988616.91 6988616.91 0.0118 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 5987590.03 5987590.03 0.0101 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 3998372.57 3998372.57 0.0067 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 1980896.37 1980896.37 0.0034 N N N 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 0.0067 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 2998047.00 2998047.00 0.0051 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AEP53 2549001DPIFGXC1TOL40 US3130AEP536 3130AEP53 U.S. Government Agency Debt Y N/A N/A 2019-07-25 2019-07-25 2019-07-25 N N N 0.0245 1499485.15 1499485.15 0.0025 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.375% 3130AELZ1 2549001DPIFGXC1TOL40 US3130AELZ13 3130AELZ1 U.S. Government Agency Debt Y N/A N/A 2019-07-12 2019-07-12 2019-07-12 N N N 0.0245 454848.51 454848.51 0.0008 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 0.0017 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 0.0160 3777080.20 3777080.20 0.0065 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3137EADM8 S6XOOCT0IEG5ABCC6L87 US3137EADM86 3137EADM8 U.S. Government Agency Debt Y N/A N/A 2019-10-02 2019-10-02 2019-10-02 N N N 0.0271 2079471.80 2079471.80 0.0035 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375% 3137EAEH8 S6XOOCT0IEG5ABCC6L87 US3137EAEH82 3137EAEH8 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0254 6405510.80 6405510.80 0.0108 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875% 3137EAEB1 S6XOOCT0IEG5ABCC6L87 US3137EAEB13 3137EAEB1 U.S. Government Agency Debt Y N/A N/A 2019-07-19 2019-07-19 2019-07-19 N N N 0.0252 3993173.81 3993173.81 0.0067 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3137EADK2 S6XOOCT0IEG5ABCC6L87 US3137EADK21 3137EADK2 U.S. Government Agency Debt Y N/A N/A 2019-08-01 2019-08-01 2019-08-01 N N N 0.0255 1530638.94 1530638.94 0.0026 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.2% 3134G9NE3 S6XOOCT0IEG5ABCC6L87 US3134G9NE30 3134G9NE3 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0261 497461.20 497461.20 0.0008 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375% 3134GA6H2 S6XOOCT0IEG5ABCC6L87 US3134GA6H28 3134GA6H2 U.S. Government Agency Debt Y N/A N/A 2019-02-28 2019-02-28 2019-02-28 N N N 0.0217 849509.59 849509.59 0.0014 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 3995004.17 3995004.17 0.0067 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.25% 3134G93L9 S6XOOCT0IEG5ABCC6L87 US3134G93L91 3134G93L9 U.S. Government Agency Debt Y N/A N/A 2019-08-15 2019-08-15 2019-08-15 N N N 0.0269 992344.77 992344.77 0.0017 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.75% 3137EADG1 S6XOOCT0IEG5ABCC6L87 US3137EADG19 3137EADG1 U.S. Government Agency Debt Y N/A N/A 2019-05-30 2019-05-30 2019-05-30 N N N 0.0197 2294695.92 2294695.92 0.0039 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 3.75% 3137EACA5 S6XOOCT0IEG5ABCC6L87 US3137EACA57 3137EACA5 U.S. Government Agency Debt Y N/A N/A 2019-03-27 2019-03-27 2019-03-27 N N N 0.0238 2918911.83 2918911.83 0.0049 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 2% 3134G3JM3 S6XOOCT0IEG5ABCC6L87 US3134G3JM32 3134G3JM3 U.S. Government Agency Debt Y N/A N/A 2019-07-30 2019-07-30 2019-07-30 N N N 0.0247 498859.70 498859.70 0.0008 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 0.0213 1597146.88 1597146.88 0.0027 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 0.0205 5949659.80 5949659.80 0.0101 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 0.875% 3135G0N33 B1V7KEBTPIMZEU4LTD58 US3135G0N339 3135G0N33 U.S. Government Agency Debt Y N/A N/A 2019-08-02 2019-08-02 2019-08-02 N N N 0.0257 2698386.28 2698386.28 0.0046 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 0.0101 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.15% 3136G32P9 B1V7KEBTPIMZEU4LTD58 US3136G32P99 3136G32P9 U.S. Government Agency Debt Y N/A N/A 2019-08-23 2019-08-23 2019-08-23 N N N 0.0267 495801.98 495801.98 0.0008 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.75% 3135G0ZG1 B1V7KEBTPIMZEU4LTD58 US3135G0ZG14 3135G0ZG1 U.S. Government Agency Debt Y N/A N/A 2019-09-12 2019-09-12 2019-09-12 N N N 0.0260 2087885.91 2087885.91 0.0035 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.375% 3136G1HL6 B1V7KEBTPIMZEU4LTD58 US3136G1HL65 3136G1HL6 U.S. Government Agency Debt Y N/A N/A 2019-03-28 2019-03-28 2019-03-28 N N N 0.0231 499299.05 499299.05 0.0008 N N N N Federal National Mortgage Assn. Federal National Mortgage Assn. 1.75% 3135G0ZE6 B1V7KEBTPIMZEU4LTD58 US3135G0ZE65 3135G0ZE6 U.S. Government Agency Debt Y N/A N/A 2019-06-20 2019-06-20 2019-06-20 N N N 0.0238 1293852.96 1293852.96 0.0022 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 GNMA 2041-05-20 4.5 652469.00 131655.06 Agency Mortgage-Backed Securities FMAC 2019-07-01 2047-11-01 2.5 - 6.5 58585751.00 23128198.45 Agency Mortgage-Backed Securities FNMA 2019-11-01 2048-11-01 2.5 - 5.5 50394733.00 15521803.46 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-06 2019-02-06 2019-02-06 N N N 0.0247 37990646.67 37990646.67 0.0641 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 FMAC 2021-06-01 2049-01-01 2 - 6 22355810.00 7827994.30 Agency Mortgage-Backed Securities GNMA 2039-03-20 2068-10-20 3.11 - 5 2391240.00 2384287.84 Agency Mortgage-Backed Securities FNMA 2026-09-01 2048-09-25 3 - 9 8274191.00 4137058.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0246 13991292.50 13991292.50 0.0236 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 17472408.10 17472408.10 0.0295 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 2047-05-20 2048-11-20 3.5 - 4 2437718.00 2040145.88 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 1995662.22 1995662.22 0.0034 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 FNMA 2028-11-01 2049-01-01 3.5 - 5 8792114.00 8466602.21 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 8298030.22 8298030.22 0.0140 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 FMAC 2031-01-01 2047-06-01 2.83 - 4.47 6428438.00 3522549.06 Agency Mortgage-Backed Securities FNMA 2026-12-01 2045-09-01 2.72 - 3.49 22078567.00 6679524.98 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-05 2019-02-05 2019-02-05 N N N 0.0247 9987800.00 9987800.00 0.0169 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 FMAC 2025-10-01 2048-07-01 2.5 - 5.2 60672760.00 11518283.87 Agency Mortgage-Backed Securities FNMA 2026-02-01 2048-09-01 2.6 - 5 153537749.00 8891394.95 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 0.0337 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 FNMA 2032-01-01 2045-08-01 2.55 - 3.5 4883.00 1952.53 Agency Mortgage-Backed Securities FHLB 2019-06-14 1.63 2335000.00 2332469.77 Agency Mortgage-Backed Securities FMAC 2033-02-01 2044-09-01 2.83 - 4.47 1517076.00 1174357.61 Agency Mortgage-Backed Securities USTR 2020-12-15 2023-08-31 1.88 - 2.75 583000.00 577418.07 U.S. Treasuries (including strips) Y N/A N/A 2019-02-11 2019-02-11 2019-02-11 N N N 0.0250 3981886.67 3981886.67 0.0067 N N N Y 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 2024-05-01 2047-10-01 2.72 - 4.56 133730284.00 26891333.03 Agency Mortgage-Backed Securities FMAC 2032-11-01 2048-02-01 2.83 - 4.67 9152231.00 4730916.31 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0260 30974897.78 30974897.78 0.0523 N Y Y N 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 2049-01-01 4.5 5863628.00 6120437.32 Agency Mortgage-Backed Securities Y N/A N/A 2019-02-01 2019-02-01 2019-02-01 N N N 0.0261 5997786.94 5997786.94 0.0101 N Y Y N Oppenheimer Government Cash Reserves 2019-02-07 Jan Miller Jan Miller Assistant Fund Treasurer