0000728889-16-004149.txt : 20161107 0000728889-16-004149.hdr.sgml : 20161107 20161107165730 ACCESSION NUMBER: 0000728889-16-004149 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20161031 FILED AS OF DATE: 20161107 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OPPENHEIMER VARIABLE ACCOUNT FUNDS CENTRAL INDEX KEY: 0000752737 IRS NUMBER: 840974272 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-04108 FILM NUMBER: 161978809 BUSINESS ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 BUSINESS PHONE: 3036713200 MAIL ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 FORMER COMPANY: FORMER CONFORMED NAME: OPPENHEIMER VARIABLE LIFE FUNDS DATE OF NAME CHANGE: 19860609 0000752737 S000010340 Oppenheimer Government Money Fund/VA C000028604 Non-Service N-MFP2 1 primary_doc.xml N-MFP2 0000752737 XXXXXXXX 2016-10-31 0000752737 S000010340 1 N N 002-93177 OFI Global Asset Management, Inc. 801-76771 OppeheimerFunds, Inc. 801-08253 KPMG Denver CO None OFI Global Asset Management, Inc. 0001558234 084-06477 N N N Exempt Government N 16 17 167640119.32 163859637.90 164695525.72 179602115.96 472049406.75 472947049.40 469106601.46 490766253.11 0.3521 0.3432 0.3386 0.3418 0.9914 0.9906 0.9644 0.9339 224394.63 534048239.54 534051880.25 30196339.12 60842.69 564411771.31 564385318.12 0.0030 1.0000 1.0000 1.0000 1.0000 C000028604 1.00 564411771.31 564385318.12 1.0000 1.0000 1.0000 1.0000 1041514.20 429674.12 3761116.98 112780.54 17233644.00 206349.80 46299269.74 269678.12 89865472.74 1057420.80 0.0001 Y Oppenheimer Funds, Inc., Management Fee Waiver, 154070.46; Fannie Mae Fannie Mae 0.250068% 313588P74 US313588P746 313588P74 U.S. Government Agency Debt Y N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0025 1099885.42 1099885.42 0.0019 N N Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.49% 3133EDVP4 US3133EDVP41 3133EDVP4 U.S. Government Agency Debt Y N/A N/A 2016-11-01 2017-03-22 2017-03-22 N N N 0.0049 999026.91 999026.91 0.0018 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.240054% 313384R68 US313384R688 313384R68 U.S. Government Agency Debt Y N/A N/A 2016-12-01 2016-12-01 2016-12-01 N N N 0.0024 14997000.00 14997000.00 0.0266 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.265071% 313384S42 US313384S421 313384S42 U.S. Government Agency Debt Y N/A N/A 2016-12-07 2016-12-07 2016-12-07 N N N 0.0027 3998940.00 3998940.00 0.0071 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.265076% 313384S67 US313384S678 313384S67 U.S. Government Agency Debt Y N/A N/A 2016-12-09 2016-12-09 2016-12-09 N N N 0.0027 4373776.21 4373776.21 0.0077 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.217159% 313384Q51 US313384Q516 313384Q51 U.S. Government Agency Debt Y N/A N/A 2016-11-22 2016-11-22 2016-11-22 N N N 0.0022 21647257.91 21647257.91 0.0384 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.265067% 313384Q69 US313384Q698 313384Q69 U.S. Government Agency Debt Y N/A N/A 2016-11-23 2016-11-23 2016-11-23 N N N 0.0027 14997570.83 14997570.83 0.0266 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.258208% 313384Q85 US313384Q854 313384Q85 U.S. Government Agency Debt Y N/A N/A 2016-11-25 2016-11-25 2016-11-25 N N N 0.0026 24395800.67 24395800.67 0.0432 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 4995601.66 4995601.66 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.390537% 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 0.0039 2996262.50 2996262.50 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.410622% 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 0.0041 4993166.67 4993166.67 0.0088 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.345301% 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 0.0035 4996262.50 4996262.50 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.340282% 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 2997733.34 2997733.34 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.355311% 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 0.0036 4995809.03 4995809.03 0.0089 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.267049% 313384N39 US313384N398 313384N39 U.S. Government Agency Debt Y N/A N/A 2016-11-04 2016-11-04 2016-11-04 N N N 0.0027 24999443.75 24999443.75 0.0443 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.267549% 313384N62 US313384N620 313384N62 U.S. Government Agency Debt Y N/A N/A 2016-11-07 2016-11-07 2016-11-07 N N N 0.0027 19999108.33 19999108.33 0.0354 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.270067% 313384N70 US313384N703 313384N70 U.S. Government Agency Debt Y N/A N/A 2016-11-08 2016-11-08 2016-11-08 N N N 0.0027 14999212.50 14999212.50 0.0266 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.265045% 313384N21 US313384N216 313384N21 U.S. Government Agency Debt Y N/A N/A 2016-11-03 2016-11-03 2016-11-03 N N N 0.0027 14999779.17 14999779.17 0.0266 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.122798% 313384M89 US313384M895 313384M89 U.S. Government Agency Debt Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0012 17200000.00 17200000.00 0.0305 N Y Y N Federal Home Loan Bank Federal Home Loan Bank 0.404% 3130A9L90 US3130A9L905 3130A9L90 U.S. Government Agency Debt Y N/A N/A 2016-11-24 2017-04-24 2017-04-24 N N N 0.0040 2999730.67 2999730.67 0.0053 N N N N Federal Home Loan Bank Federal Home Loan Bank 0.273529% 313384M97 US313384M978 313384M97 U.S. Government Agency Debt Y N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0027 16399875.42 16399875.42 0.0291 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.255049% 313384P78 US313384P781 313384P78 U.S. Government Agency Debt Y N/A N/A 2016-11-16 2016-11-16 2016-11-16 N N N 0.0026 19997875.00 19997875.00 0.0354 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.255051% 313384P94 US313384P948 313384P94 U.S. Government Agency Debt Y N/A N/A 2016-11-18 2016-11-18 2016-11-18 N N N 0.0026 14998193.75 14998193.75 0.0266 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.270069% 313384Q44 US313384Q441 313384Q44 U.S. Government Agency Debt Y N/A N/A 2016-11-21 2016-11-21 2016-11-21 N N N 0.0027 19997000.00 19997000.00 0.0354 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.255038% 313384P60 US313384P609 313384P60 U.S. Government Agency Debt Y N/A N/A 2016-11-15 2016-11-15 2016-11-15 N N N 0.0026 19998016.67 19998016.67 0.0354 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.275058% 313384N88 US313384N885 313384N88 U.S. Government Agency Debt Y N/A N/A 2016-11-09 2016-11-09 2016-11-09 N N N 0.0028 4999694.45 4999694.45 0.0089 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.261028% 313384N96 US313384N968 313384N96 U.S. Government Agency Debt Y N/A N/A 2016-11-10 2016-11-10 2016-11-10 N N N 0.0026 24998368.81 24998368.81 0.0443 N N Y N Federal Home Loan Bank Federal Home Loan Bank 0.27508% 313384P52 US313384P526 313384P52 U.S. Government Agency Debt Y N/A N/A 2016-11-14 2016-11-14 2016-11-14 N N N 0.0028 14998510.42 14998510.42 0.0266 N N Y 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 4986388.89 4986388.89 0.0088 N N N N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Credit Agricole Corp and Invt Bank at 0.34%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Credit Agricole Corp and Invt Bank at 0.34%, dated 10/31/16 due 11/1/16 0.34% 152CAS9E9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N GNMA 2044-04-20 4.5 5787228.00 2866722.91 Agency Mortgage-Backed Securities FNMA 2045-02-01 4 1143881.00 1065028.17 Agency Mortgage-Backed Securities FMAC 2044-09-01 4 15800780.00 14428422.40 Agency Mortgage-Backed Securities Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0034 17999830.00 17999830.00 0.0319 N Y Y N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Deutsche Bank Capital Corp. at 0.37%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Deutsche Bank Capital Corp. at 0.37%, dated 10/31/16 due 11/1/16 0.37% 154DEU9L0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N USTR 2019-08-15 0.75 5126500.00 5100094.90 U.S. Treasuries (including strips) Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0037 4999948.61 4999948.61 0.0089 N Y Y N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with RBC Dominion Securities, Inc. at 0.32%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with RBC Dominion Securities, Inc. at 0.32%, dated 10/31/16 due 11/1/16 0.32% 15RBCD9L9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N GNMA 2046-01-20 2046-04-20 3.5 - 4 15324011.00 15288233.77 Agency Mortgage-Backed Securities FMAC 2046-04-01 4 14415.00 11902.72 Agency Mortgage-Backed Securities Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 14999866.67 14999866.67 0.0266 N Y Y N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with RBC Dominion Securities, Inc. at 0.33%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with RBC Dominion Securities, Inc. at 0.33%, dated 10/31/16 due 11/1/16 0.33% 15RBCD9G0 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N USTR 2017-11-30 0.63 900.00 901.23 U.S. Treasuries (including strips) GNMA 2043-10-20 2046-04-20 3.5 - 4 21723903.00 10199659.86 Agency Mortgage-Backed Securities Y N/A N/A 2016-11-02 2016-11-02 2016-11-02 N N N 0.0033 9999450.00 9999450.00 0.0177 N N Y N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with South Street Securities LLC at 0.45%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with South Street Securities LLC at 0.45%, dated 10/31/16 due 11/1/16 0.45% 15SSTS9G1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N FCSB 2016-12-07 2032-07-19 0.88 - 3.05 2936000.00 3029832.48 Agency Mortgage-Backed Securities FHLB 2017-09-08 2041-09-06 1.25 - 2.85 3000000.00 3043651.22 Agency Mortgage-Backed Securities FMAC 2017-11-01 2045-01-01 0.79 - 4 71581452.00 15597093.65 Agency Mortgage-Backed Securities FNMA 2016-12-01 2045-08-01 0.84 - 5.92 523344296.00 80080841.43 Agency Mortgage-Backed Securities GNMA 2039-08-20 2 5054550.00 911133.19 Agency Mortgage-Backed Securities USTR 2020-11-30 1.63 119300.00 121937.25 U.S. Treasuries (including strips) Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0045 99998750.00 99998750.00 0.1772 N Y Y N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Toronto Dominion Bank at 0.30%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Toronto Dominion Bank at 0.30%, dated 10/31/16 due 11/1/16 0.3% 152TDS9B5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N USTR 2019-02-28 2042-11-15 1.38 - 2.75 10173700.00 10200608.68 U.S. Treasuries (including strips) Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0030 9999416.67 9999416.67 0.0177 N Y Y N Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Toronto Dominion Bank at 0.32%, dated 10/31/16 due 11/1/16 Repurchase Agreement-U.S. Government Agency in a joint trading agreement with Toronto Dominion Bank at 0.32%, dated 10/31/16 due 11/1/16 0.32% 152TDS9F6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N USTR 2019-02-28 2021-01-31 1.38 - 1.38 10076500.00 10200189.44 U.S. Treasuries (including strips) Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 9999911.11 9999911.11 0.0177 N Y Y N Tennessee Valley Authority Tennessee Valley Authority 0.265039% 880592M80 US880592M805 880592M80 U.S. Government Agency Debt Y N/A N/A 2016-11-01 2016-11-01 2016-11-01 N N N 0.0027 15000000.00 15000000.00 0.0266 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 1995775.00 1995775.00 0.0035 N Y Y N Oppenheimer Government Money Fund/VA 2016-11-07 Jan Miller Jan Miller Assistant Fund Treasurer