N-MFP2 0000836423 XXXXXXXX 2019-03-31 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 28 54 177603079.23 205927255.90 194976026.29 200906797.48 204716977.71 292572277.84 316909856.63 301443322.95 317373404.72 320674814.74 0.3074 0.3536 0.3372 0.3479 0.3573 0.5064 0.5441 0.5213 0.5495 0.5597 173651.79 573801155.53 573801155.53 1606951.91 6597540.18 568984219.05 569022583.41 0.0255 0.9999 0.9999 0.9999 0.9999 0.9999 C000019003 1000.00 165393297.74 165399576.21 0.9999 0.9999 0.9999 0.9999 1.0000 2718585.33 2542798.95 2138759.05 3097002.73 1963639.60 3204443.73 2777665.38 2009219.66 1310598.07 3475909.22 8816509.80 12199668.05 0.0192 N C000019001 1000.00 283949531.88 283978268.83 0.9999 0.9999 0.9999 0.9999 0.9999 1793503.44 3587149.01 2185152.03 2220453.01 3037101.35 2278464.20 3592053.83 2463455.70 2143310.34 9469819.19 11976627.48 16569688.60 0.0191 N C000019004 1000.00 119641389.43 119644738.38 0.9999 0.9999 0.9999 0.9999 1.0000 840591.08 1644178.26 1058499.88 1152736.35 1989037.95 1933274.47 2065432.66 1088326.81 852529.44 1455212.09 6103305.71 5705620.98 0.0192 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 FMAC 2023-02-25 2049-03-01 3.32 - 3.6 4437811.00 4083340.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0271 4000000.00 4000000.00 0.0070 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 FMAC 2032-09-01 2049-03-01 3 - 4.5 25344056.00 12228942.31 Agency Mortgage-Backed Securities REFC 2019-10-15 8.13 13000.00 13862.74 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 12000000.00 12000000.00 0.0211 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 USTR 2019-11-15 2027-05-15 1 - 2.88 6053500.00 6126366.79 U.S. Treasuries (including strips) Y N/A N/A 2019-04-08 2019-04-08 2019-04-08 N N N 0.0269 6000000.00 6000000.00 0.0105 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 USTR 2019-11-15 2025-01-15 0.25 - 2.75 69060400.00 69375984.80 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 68000000.00 68000000.00 0.1195 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 2034-02-20 2047-05-15 4 - 4.5 3744546.00 2554502.48 Agency Mortgage-Backed Securities FNMA 2046-11-01 2048-10-01 1.52 - 5 29277214.00 5781319.65 Agency Mortgage-Backed Securities USTR 2021-09-30 2025-10-31 1.13 - 3 1982200.00 2073030.42 U.S. Treasuries (including strips) Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0274 10000000.00 10000000.00 0.0176 N Y Y N 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 FNMA 2027-03-25 2048-10-01 3.51 - 4.5 147783152.00 7827901.91 Agency Mortgage-Backed Securities GNMA 2044-07-20 2048-10-20 3 - 3.72 9762168.00 800586.50 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0261 8000000.00 8000000.00 0.0141 N N N Y 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 FMAC 2049-02-01 4 2405745.00 2521206.32 Agency Mortgage-Backed Securities FNMA 2020-12-28 2046-11-01 1.88 - 4 1502840.00 1497610.01 Agency Mortgage-Backed Securities GNMA 2046-01-15 4.5 77972.00 71132.96 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-30 2019-04-30 2019-04-30 N N N 0.0270 4000000.00 4000000.00 0.0070 N N N Y 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 2037-03-01 2048-10-01 0.48 - 7 5773356.00 4422700.23 Agency Mortgage-Backed Securities GNMA 2048-01-20 2049-03-20 3.72 - 4.5 4874939.00 694798.83 Agency Mortgage-Backed Securities USTR 2022-03-15 2022-10-31 2 - 2.38 1067000.00 1072752.13 U.S. Treasuries (including strips) Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0262 6000000.00 6000000.00 0.0105 N Y Y 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 FNMA 2037-04-01 2049-03-01 3.61 - 7 60644132.00 21203936.05 Agency Mortgage-Backed Securities GNMA 2046-01-20 2049-03-20 0.68 - 4.5 102439035.00 5934324.59 Agency Mortgage-Backed Securities FMAC 2048-06-01 2048-10-15 3.66 - 5 6213983.00 2112566.89 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 28000000.00 28000000.00 0.0492 N Y Y N 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 2048-01-01 4.5 1753087.00 1734376.67 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0264 1700000.00 1700000.00 0.0030 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 0.0053 N Y Y 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 0.0017 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 2958925.00 2958925.00 0.0052 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.43038% 3133EHER0 US3133EHER04 3133EHER0 U.S. Government Agency Debt Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0235 200000.82 200000.82 0.0004 N N Y 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 1981796.67 1981796.67 0.0035 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 2999643.33 2999643.33 0.0053 N N Y 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 3992685.56 3992685.56 0.0070 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 2.420514% 313312GW4 US313312GW48 313312GW4 U.S. Government Agency Debt Y N/A N/A 2019-06-14 2019-06-14 2019-06-14 N N N 0.0242 2985385.00 2985385.00 0.0052 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 1494313.84 1494313.84 0.0026 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 10499139.91 10499139.91 0.0185 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 5999857.30 5999857.30 0.0105 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 0.0053 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.41% 3133EHUD3 US3133EHUD34 3133EHUD3 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2019-08-08 2019-08-08 N N N 0.0247 1999469.49 1999469.49 0.0035 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.46977% 3133EJ6Q7 US3133EJ6Q74 3133EJ6Q7 U.S. Government Agency Debt Y N/A N/A 2019-04-01 2020-01-30 2020-01-30 N N N 0.0247 2000000.00 2000000.00 0.0035 N N N 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 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 2.436315% 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 0.0244 3989524.17 3989524.17 0.0070 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 0.0070 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 4994688.89 4994688.89 0.0088 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.393881% 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 0.0239 1999470.00 1999470.00 0.0035 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.394996% 313384ED7 US313384ED79 313384ED7 U.S. Government Agency Debt Y N/A N/A 2019-04-10 2019-04-10 2019-04-10 N N N 0.0239 4997018.75 4997018.75 0.0088 N N Y 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 3986286.67 3986286.67 0.0070 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 0.0070 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 0.0052 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 1980296.00 1980296.00 0.0035 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 790000.00 790000.00 0.0014 N Y Y 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 0.0026 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 2975245.41 2975245.41 0.0052 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 0.0035 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 1992865.61 1992865.61 0.0035 N N Y 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 0.0026 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 0.0052 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 0.0026 N N N 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 730511.57 730511.57 0.0013 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 1999519.51 1999519.51 0.0035 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 5999510.72 5999510.72 0.0105 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 3081077.99 3081077.99 0.0054 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 3000000.00 3000000.00 0.0053 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 6999774.57 6999774.57 0.0123 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 1499659.73 1499659.73 0.0026 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 0.0070 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 454904.02 454904.02 0.0008 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 0.0018 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 4997693.95 4997693.95 0.0088 N N N 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 4000000.00 4000000.00 0.0070 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 3000000.00 3000000.00 0.0053 N N Y N Federal Home Loan Bank Federal Home Loan Bank 2.402% 3130ADXV9 2549001DPIFGXC1TOL40 US3130ADXV97 3130ADXV9 U.S. Government Agency Debt Y N/A N/A 2019-04-12 2019-04-12 2019-04-12 N N N 0.0251 799993.46 799993.46 0.0014 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 4999974.82 4999974.82 0.0088 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 6000239.91 6000239.91 0.0105 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 0.0199 7942528.52 7942528.52 0.0140 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 3000000.00 3000000.00 0.0053 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 5999939.44 5999939.44 0.0105 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 0.0018 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 3000000.00 3000000.00 0.0053 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 0.0018 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 3000000.00 3000000.00 0.0053 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 2999635.21 2999635.21 0.0053 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 4000000.00 4000000.00 0.0070 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 999260.56 999260.56 0.0018 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 5000000.00 5000000.00 0.0088 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 2000000.00 2000000.00 0.0035 N N N 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 0.0044 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 0.0035 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 1229493.55 1229493.55 0.0022 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 2000000.00 2000000.00 0.0035 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 0.0088 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 750016.23 750016.23 0.0013 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 0.0176 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 0.0219 3758733.34 3758733.34 0.0066 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 0.0053 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 4004350.86 4004350.86 0.0070 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 3843108.12 3843108.12 0.0068 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 498587.43 498587.43 0.0009 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 6418323.03 6418323.03 0.0113 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 4000000.00 4000000.00 0.0070 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 994652.95 994652.95 0.0017 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.5% 3134GAUM4 S6XOOCT0IEG5ABCC6L87 US3134GAUM45 3134GAUM4 U.S. Government Agency Debt Y N/A N/A 2019-04-28 2019-10-28 2019-10-28 N N N 0.0173 3994727.42 3994727.42 0.0070 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.75% 3134GB3P5 S6XOOCT0IEG5ABCC6L87 US3134GB3P52 3134GB3P5 U.S. Government Agency Debt Y N/A N/A 2019-11-27 2019-11-27 2019-11-27 N N N 0.0257 2984087.01 2984087.01 0.0052 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 1534016.30 1534016.30 0.0027 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 2084441.63 2084441.63 0.0037 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 499235.55 499235.55 0.0009 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 2297347.96 2297347.96 0.0040 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 1295188.76 1295188.76 0.0023 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 2091102.85 2091102.85 0.0037 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 497014.00 497014.00 0.0009 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 0.0105 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 2706039.42 2706039.42 0.0048 N N N N Freddie Mac Freddie Mac 2.465772% 313396GK3 US313396GK33 313396GK3 U.S. Government Agency Debt Y N/A N/A 2019-06-03 2019-06-03 2019-06-03 N N N 0.0247 916055.50 916055.50 0.0016 N N N N Guggenheim Securities LLC Guggenheim Securities LLC 2.5% 010GUG9X4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2048-09-01 4.5 890024.00 895282.43 Agency Mortgage-Backed Securities FNMA 2037-09-01 2047-05-01 3.5 - 4 15301675.00 3190667.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-04 2019-04-04 2019-04-04 N N N 0.0253 4000000.00 4000000.00 0.0070 N N Y 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 2046-11-01 2048-07-01 3 - 4.5 34060687.00 29586778.85 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 29000000.00 29000000.00 0.0510 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 2042-08-01 2048-06-01 3.5 - 4.5 3997603.00 2502392.08 Agency Mortgage-Backed Securities FNMA 2030-07-01 2049-01-01 2.66 - 4.5 4352059.00 3620844.76 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0276 6000000.00 6000000.00 0.0105 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 FMAC 2019-07-01 2049-02-01 1.13 - 6 22000459.00 11275493.04 Agency Mortgage-Backed Securities FNMA 2024-09-01 2049-04-01 2 - 7 31618841.00 23569344.19 Agency Mortgage-Backed Securities GNMA 2025-12-15 2068-11-20 2.82 - 6.5 6246511.00 3939614.19 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-03 2019-04-03 2019-04-03 N N N 0.0276 38000000.00 38000000.00 0.0668 N N 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 FNMA 2029-01-01 2048-12-01 3 - 4.5 7322169.00 5548816.85 Agency Mortgage-Backed Securities FMAC 2035-12-15 2049-02-01 2.99 - 4.5 9973842.00 7564751.43 Agency Mortgage-Backed Securities GNMA 2040-03-15 2068-11-20 3 - 5.5 2340289.00 1190177.23 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-02 2019-04-02 2019-04-02 N N N 0.0276 14000000.00 14000000.00 0.0246 N Y 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 17539188.27 17539188.27 0.0308 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 0.0053 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 FMAC 2030-11-01 2048-09-01 2.92 - 5.55 43483152.00 4977532.89 Agency Mortgage-Backed Securities FNMA 2026-02-01 2048-09-01 2.42 - 5 306300470.00 14600544.99 Agency Mortgage-Backed Securities GNMA 2046-09-15 2059-08-15 3.19 - 4.5 2102790.00 1646519.35 Agency Mortgage-Backed Securities FHLB 2022-09-09 2.25 200000.00 200026.00 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-05 2019-04-05 2019-04-05 N N N 0.0263 21000000.00 21000000.00 0.0369 N N 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 USTR 2024-11-30 2.13 6124.00 6124.42 U.S. Treasuries (including strips) FNMA 2038-02-01 4.81 5086900.00 5089133.74 Agency Mortgage-Backed Securities GNMA 2059-07-15 3.36 245088.00 7469.35 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 5000000.00 5000000.00 0.0088 N Y 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 2024-03-08 2037-02-09 2.89 - 3.7 530000.00 550543.96 Agency Mortgage-Backed Securities FMAC 2026-10-01 2047-06-01 2.31 - 5.55 43105415.00 3498268.47 Agency Mortgage-Backed Securities FNMA 2030-07-01 2048-10-01 2.55 - 4.74 59338.00 37947.53 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-11 2019-04-11 2019-04-11 N N N 0.0249 4000000.00 4000000.00 0.0070 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 FNMA 2030-07-01 2048-11-01 2.42 - 4.56 2566298.00 1020233.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0279 1000000.00 1000000.00 0.0018 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 FNMA 2026-12-01 2048-07-01 2.5 - 4.74 23769092.00 6407919.66 Agency Mortgage-Backed Securities GNMA 2059-06-15 3.6 177029.00 179552.02 Agency Mortgage-Backed Securities FHLB 2031-06-16 2039-01-03 2.89 - 4.5 135000.00 136483.14 Agency Mortgage-Backed Securities FMAC 2030-11-01 2048-12-01 2.92 - 5.55 6432283.00 3480686.48 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 0.0176 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 2046-12-01 3.5 7203642.00 7141576.83 Agency Mortgage-Backed Securities Y N/A N/A 2019-04-01 2019-04-01 2019-04-01 N N N 0.0269 7000000.00 7000000.00 0.0123 N Y Y N Oppenheimer Government Cash Reserves 2019-04-04 Jan Miller Jan Miller Assistant Fund Treasurer