UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-3420
Oppenheimer Integrity Funds
(Exact name of registrant as specified in charter)
6803 South Tucson Way, Centennial, Colorado 80112-3924
(Address of principal executive offices) (Zip code)
Arthur S. Gabinet
OppenheimerFunds, Inc.
Two World Financial Center, New York, New York 10281-1008
(Name and address of agent for service)
Registrants telephone number, including area code: (303) 768-3200
Date of fiscal year end: December 31
Date of reporting period: 9/28/2012
Item 1. Schedule of Investments.
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Asset-Backed Securities9.2% |
||||||||
AESOP Funding II LLC, Automobile Receivables Nts., Series 2011-1A, Cl. A, 1.85%, 11/20/131 |
$ | 1,460,000 | $ | 1,470,714 | ||||
Ally Master Owner Trust, Asset-Backed Nts., Series 2012-2, Cl. A, 0.721%, 3/15/162 |
3,355,000 | 3,357,786 | ||||||
American Credit Acceptance Receivables Trust 2012-1, Automobile Receivables-Backed Nts., Series 2012-1, Cl. A1, 1.96%, 1/15/141 |
685,624 | 685,676 | ||||||
American Credit Acceptance Receivables Trust 2012-2, Automobile Receivables-Backed Nts., Series 2012-2, Cl. A, 1.89%, 7/15/161 |
3,644,268 | 3,647,688 | ||||||
AmeriCredit Automobile Receivables Trust 2010-1, Automobile Receivables-Backed Nts., Series 2010-1, Cl. D, 6.65%, 7/17/17 |
1,995,000 | 2,143,585 | ||||||
AmeriCredit Automobile Receivables Trust 2010-2, Automobile Receivables-Backed Nts.: |
||||||||
Series 2010-2, Cl. C, 4.52%, 10/8/15 |
2,800,000 | 2,909,768 | ||||||
Series 2010-2, Cl. D, 6.24%, 6/8/16 |
1,670,000 | 1,808,380 | ||||||
AmeriCredit Automobile Receivables Trust 2011-1, Automobile Receivables-Backed Nts., Series 2011-1, Cl. D, 4.26%, 2/8/17 |
720,000 | 767,731 | ||||||
AmeriCredit Automobile Receivables Trust 2011-2, Automobile Receivables-Backed Nts.: |
||||||||
Series 2011-2, Cl. B, 2.33%, 3/8/16 |
2,817,000 | 2,866,014 | ||||||
Series 2011-2, Cl. D, 4%, 5/8/17 |
3,440,000 | 3,572,283 | ||||||
AmeriCredit Automobile Receivables Trust 2011-4, Automobile Receivables-Backed Nts., Series 2011-4, Cl. D, 4.08%, 7/10/17 |
3,995,000 | 4,185,603 | ||||||
AmeriCredit Automobile Receivables Trust 2011-5, Automobile Receivables-Backed Nts., Series 2011-5, Cl. D, 5.05%, 12/8/17 |
2,760,000 | 2,978,175 | ||||||
AmeriCredit Automobile Receivables Trust 2012-1, Automobile Receivables-Backed Nts., Series 2012-1, Cl. D, 4.72%, 3/8/18 |
2,765,000 | 2,967,894 | ||||||
AmeriCredit Automobile Receivables Trust 2012-2, Automobile Receivables-Backed Nts., Series 2012-2, Cl. D, 3.38%, 4/9/18 |
4,505,000 | 4,627,700 |
1 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Avis Budget Rental Car Funding AESOP LLC, Automobile Receivable Nts.: |
||||||||
Series 2010-3A, Cl. A, 4.64%, 5/20/161 |
$ | 1,760,000 | $ | 1,914,344 | ||||
Series 2011-2A, Cl. A, 2.37%, 11/20/141 |
2,975,000 | 3,057,442 | ||||||
Series 2012-1A, Cl. A, 2.054%, 8/20/161 |
5,870,000 | 6,039,981 | ||||||
Centre Point Funding LLC, Asset-Backed Nts., Series 2010-1A, Cl. 1, 5.43%, 7/20/151 |
427,179 | 448,168 | ||||||
Citibank Credit Card Issuance Trust, Credit Card Receivable Nts., Series 2003-C4, Cl. C4, 5%, 6/10/15 |
460,000 | 472,945 | ||||||
Citibank Omni Master Trust, Credit Card Receivables Nts., Series 2009-A17, Cl. A17, 4.90%, 11/15/181 |
4,790,000 | 5,223,548 | ||||||
CPS Auto Trust, Automobile Receivable Nts.: |
||||||||
Series 2012-B, Cl. A, 3.09%, 9/1/191 |
3,702,738 | 3,718,811 | ||||||
Series 2012-C, Cl. A, 2.26%, 12/16/191 |
1,330,000 | 1,331,180 | ||||||
Credit Acceptance Auto Loan Trust, Automobile Receivable Nts.: |
||||||||
Series 2012-1A, Cl. A, 2.20%, 9/16/191 |
1,675,000 | 1,687,253 | ||||||
Series 2012-2A, Cl. A, 2.35%, 3/15/201 |
1,025,000 | 1,025,564 | ||||||
Series 2012-2A, Cl. B, 5.45%, 9/15/201 |
510,000 | 507,052 | ||||||
DSC Floorplan Master Owner Trust, Automobile Receivable Nts., Series 2011-1, Cl. A, 3.91%, 3/15/16 |
2,440,000 | 2,500,966 | ||||||
DT Auto Owner Trust 2011-1A, Automobile Receivable Nts., Series 2011-1A, Cl. C, 3.05%, 8/15/151 |
3,420,000 | 3,427,459 | ||||||
DT Auto Owner Trust 2011-2A, Automobile Receivable Nts., Series 2011-2A, Cl. C, 3.05%, 7/15/131 |
850,000 | 850,665 | ||||||
DT Auto Owner Trust 2011-3A, Automobile Receivable Nts., Series 2011-3A, Cl. C, 4.03%, 12/15/411 |
2,775,000 | 2,817,162 | ||||||
DT Auto Owner Trust 2012-1A, Automobile Receivable Nts., Series 2012-1A, Cl. A, 1.05%, 1/15/151 |
1,864,566 | 1,865,945 | ||||||
DT Auto Owner Trust 2012-2, Automobile Receivable Nts.: Series 2012-2, Cl. C, 2.72%, 4/17/171 |
365,000 | 366,002 | ||||||
Series 2012-2, Cl. D, 4.35%, 3/15/191 |
860,000 | 863,495 | ||||||
Enterprise Fleet Financing LLC, Automobile Receivable Nts., Series 2012-2, Cl. A2, 0.72%, 11/20/171,2 |
415,000 | 415,304 |
2 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Exeter Automobile Receivables Trust, Automobile Receivable Nts.: |
||||||||
Series 2012-1A, Cl. A, 2.02%, 8/15/161 |
$ | 1,682,593 | $ | 1,686,148 | ||||
Series 2012-2A, Cl. A, 1.30%, 6/15/171 |
1,635,000 | 1,635,333 | ||||||
First Investors Auto Owner Trust 2011-1, Automobile Receivable Nts., Series 2011-1, Cl. A2, 1.47%, 3/16/15 |
666,158 | 666,207 | ||||||
Hertz Vehicle Financing LLC, Automobile Receivable Nts., Series 2010-1A, Cl. A1, 2.60%, 2/25/151 |
2,900,000 | 2,961,970 | ||||||
MBNA Credit Card Master Note Trust, Credit Card Receivables, Series 2003-C7, Cl. C7, 1.571%, 3/15/162 |
2,900,000 | 2,919,558 | ||||||
Rental Car Finance Corp., Automobile Receivable Nts., Series 2011-1A, Cl. A1, 2.51%, 2/25/161 |
2,155,000 | 2,197,210 | ||||||
Santander Drive Auto Receivables Trust 2010-3, Automobile Receivables Nts., Series 2010-3, Cl. C, 3.06%, 11/15/17 |
2,950,000 | 2,994,712 | ||||||
Santander Drive Auto Receivables Trust 2010-B, Automobile Receivables Nts., Series 2010-B, Cl. C, 3.02%, 10/17/161 |
3,070,000 | 3,127,312 | ||||||
Santander Drive Auto Receivables Trust 2011-1, Automobile Receivables Nts., Series 2011-1, Cl. D, 4.01%, 2/15/17 |
2,880,000 | 2,945,219 | ||||||
Santander Drive Auto Receivables Trust 2011-4, Automobile Receivables Nts., Series 2011-4, Cl. B, 2.90%, 5/16/16 |
1,895,000 | 1,950,913 | ||||||
Santander Drive Auto Receivables Trust 2011-S1A, Automobile Receivables Nts., Series 2011-S1A, Cl. D, 3.10%, 5/15/173 |
1,994,285 | 2,002,162 | ||||||
Santander Drive Auto Receivables Trust 2011-S2A, Automobile Receivables Nts., Series 2011-S2A, Cl. D, 3.35%, 6/15/173 |
1,638,300 | 1,647,507 | ||||||
Santander Drive Auto Receivables Trust 2012-2, Automobile Receivables Nts., Series 2012-2, Cl. D, 5%, 2/15/18 |
3,550,000 | 3,657,272 | ||||||
SNAAC Auto Receivables Trust, Automobile Receivable Nts., Series 2012-1A, Cl. A, 1.78%, 6/15/161 |
1,813,722 | 1,817,532 | ||||||
United Auto Credit Securitization Trust 2012-1, Automobile Receivables Nts.: |
||||||||
Series 2012-1, Cl. A2, 1.10%, 3/16/15 |
1,045,000 | 1,045,000 | ||||||
Series 2012-1, Cl. B, 1.87%, 9/15/15 |
1,775,000 | 1,775,000 | ||||||
Series 2012-1, Cl. C, 2.52%, 3/15/16 |
1,280,000 | 1,280,000 | ||||||
Series 2012-1, Cl. D, 3.12%, 3/15/18 |
895,000 | 894,937 |
3 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Westlake Automobile Receivables Trust 2011-1, Automobile Receivables Nts., Series 2011-1, Cl. A3, 1.49%, 6/16/141 |
$ | 1,095,960 | $ | 1,097,741 | ||||
Westlake Automobile Receivables Trust 2012-1, Automobile Receivable Nts., Series 2012-1, Cl. D, 1.03%, 6/16/141,2 |
1,045,000 | 1,045,124 | ||||||
Wheels SPV LLC, Asset-Backed Nts., Series 2012-1, Cl. A2, 1.19%, 3/20/211 |
1,685,000 | 1,690,367 | ||||||
World Financial Network Credit Card Master Note Trust, Credit Card Receivables, Series 2012-B, Cl. A, 1.76%, 5/17/21 |
1,240,000 | 1,249,234 | ||||||
|
|
|||||||
Total Asset-Backed Securities (Cost $117,420,872) |
118,808,741 | |||||||
Mortgage-Backed Obligations67.0% |
||||||||
Government Agency54.7% |
||||||||
FHLMC/FNMA/FHLB/Sponsored54.3% |
||||||||
Federal Home Loan Mortgage Corp.: | ||||||||
3.50%, 10/1/424 |
18,075,000 | 19,385,438 | ||||||
5.50%, 9/1/39 |
5,785,796 | 6,377,006 | ||||||
6%, 5/15/18-11/1/37 |
1,495,674 | 1,644,917 | ||||||
6.50%, 4/15/18-4/1/34 |
1,655,542 | 1,836,888 | ||||||
7%, 7/15/21-10/1/37 |
7,289,960 | 8,709,655 | ||||||
8%, 4/1/16 |
117,623 | 126,326 | ||||||
9%, 4/14/17-5/1/25 |
47,374 | 54,824 | ||||||
12.50%, 5/15/14 |
66 | 67 | ||||||
Federal Home Loan Mortgage Corp., Gtd. Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates: |
||||||||
Series 151, Cl. F, 9%, 5/15/21 |
13,068 | 15,059 | ||||||
Series 1590, Cl. IA, 1.30%, 10/15/232 |
1,911,486 | 1,957,819 | ||||||
Series 2034, Cl. Z, 6.50%, 2/15/28 |
14,270 | 16,438 | ||||||
Series 2043, Cl. ZP, 6.50%, 4/15/28 |
1,980,340 | 2,291,649 | ||||||
Series 2046, Cl. G, 6.50%, 4/15/28 |
1,152,571 | 1,326,167 | ||||||
Series 2053, Cl. Z, 6.50%, 4/15/28 |
15,258 | 17,562 | ||||||
Series 2063, Cl. PG, 6.50%, 6/15/28 |
999,046 | 1,150,170 | ||||||
Series 2145, Cl. MZ, 6.50%, 4/15/29 |
364,152 | 416,784 | ||||||
Series 2148, Cl. ZA, 6%, 4/15/29 |
585,927 | 663,523 | ||||||
Series 2195, Cl. LH, 6.50%, 10/15/29 |
888,738 | 1,025,483 | ||||||
Series 2326, Cl. ZP, 6.50%, 6/15/31 |
256,165 | 296,592 | ||||||
Series 2341, Cl. FP, 1.121%, 7/15/312 |
433,336 | 443,710 | ||||||
Series 2399, Cl. PG, 6%, 1/15/17 |
283,958 | 303,542 | ||||||
Series 2423, Cl. MC, 7%, 3/15/32 |
1,355,067 | 1,605,433 | ||||||
Series 2453, Cl. BD, 6%, 5/15/17 |
273,810 | 293,988 | ||||||
Series 2461, Cl. PZ, 6.50%, 6/15/32 |
2,194,649 | 2,546,844 | ||||||
Series 2463, Cl. F, 1.221%, 6/15/322 |
2,370,186 | 2,431,002 | ||||||
Series 2500, Cl. FD, 0.721%, 3/15/322 |
147,016 | 148,835 | ||||||
Series 2526, Cl. FE, 0.621%, 6/15/292 |
194,779 | 196,373 | ||||||
Series 2551, Cl. FD, 0.621%, 1/15/332 |
409,578 | 413,236 |
4 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
FHLMC/FNMA/FHLB/Sponsored Continued |
||||||||
Series 2676, Cl. KY, 5%, 9/15/23 |
$ | 3,166,558 | $ | 3,477,830 | ||||
Series 3025, Cl. SJ, 23.941%, 8/15/352 |
469,201 | 715,316 | ||||||
Series 3822, Cl. JA, 5%, 6/1/40 |
3,639,080 | 3,809,225 | ||||||
Series 3848, Cl. WL, 4%, 4/1/40 |
3,241,960 | 3,462,550 | ||||||
Federal Home Loan Mortgage Corp., Interest-Only Stripped Mtg.-Backed Security: |
||||||||
Series 183, Cl. IO, 15.048%, 4/1/275 |
817,660 | 184,724 | ||||||
Series 192, Cl. IO, 12.469%, 2/1/285 |
98,053 | 20,481 | ||||||
Series 206, Cl. IO, 10.355%, 12/1/295 |
140,925 | 35,151 | ||||||
Series 2129, Cl. S, 15.811%, 2/15/295 |
1,055,327 | 225,375 | ||||||
Series 2130, Cl. SC, 51.495%, 3/15/295 |
301,471 | 68,397 | ||||||
Series 2134, Cl. SB, 62.137%, 3/15/295 |
305,879 | 66,801 | ||||||
Series 2422, Cl. SJ, 56.087%, 1/15/325 |
1,180,426 | 245,543 | ||||||
Series 243, Cl. 6, 0.119%, 12/15/325 |
746,562 | 157,544 | ||||||
Series 2493, Cl. S, 68.814%, 9/15/295 |
80,335 | 19,572 | ||||||
Series 2531, Cl. ST, 99.999%, 2/15/305 |
97,121 | 638 | ||||||
Series 2601, Cl. GS, 33.068%, 11/15/175 |
751,165 | 37,417 | ||||||
Series 2796, Cl. SD, 66.877%, 7/15/265 |
482,947 | 105,026 | ||||||
Series 2802, Cl. AS, 79.46%, 4/15/335 |
506,645 | 27,203 | ||||||
Series 2920, Cl. S, 66.138%, 1/15/355 |
1,905,260 | 376,310 | ||||||
Series 2922, Cl. SE, 10.691%, 2/15/355 |
1,560,748 | 344,162 | ||||||
Series 3005, Cl. WI, 13.625%, 7/15/355 |
4,179,216 | 441,953 | ||||||
Series 3201, Cl. SG, 10.301%, 8/15/365 |
4,463,181 | 859,934 | ||||||
Series 3450, Cl. BI, 13.334%, 5/15/385 |
8,499,511 | 1,516,502 | ||||||
Series 3606, Cl. SN, 9.161%, 12/15/395 |
2,421,894 | 397,966 | ||||||
Series 3662, Cl. SM, 26.186%, 10/15/325 |
6,894,946 | 1,049,647 | ||||||
Series 3736, Cl. SN, 7.59%, 10/15/405 |
17,259,157 | 2,988,615 | ||||||
Federal Home Loan Mortgage Corp., Principal-Only Stripped Mtg.-Backed Security, Series 176, Cl. PO, 3.808%, 6/1/266 |
110,999 | 95,234 | ||||||
Federal National Mortgage Assn.: |
||||||||
2.50%, 10/1/274 |
86,720,000 | 91,164,400 | ||||||
3.50%, 11/1/424 |
106,410,000 | 113,875,327 | ||||||
4.50%, 10/1/27-10/1/424 |
84,645,000 | 91,609,919 | ||||||
5.50%, 12/25/18 |
3,100 | 3,372 | ||||||
5.50%, 10/1/27-10/1/424 |
23,518,500 | 25,754,906 | ||||||
6%, 5/25/20 |
415,903 | 443,586 | ||||||
6%, 10/1/424 |
6,795,000 | 7,503,168 | ||||||
6.50%, 6/25/17-11/25/31 |
9,373,206 | 10,644,885 | ||||||
7%, 9/25/14-4/1/34 |
4,404,440 | 5,163,554 | ||||||
7.50%, 1/1/33-8/25/33 |
4,908,154 | 5,973,200 |
5 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
FHLMC/FNMA/FHLB/Sponsored Continued |
||||||||
8.50%, 7/1/32 |
$ | 17,213 | $ | 21,459 | ||||
Federal National Mortgage Assn., 15 yr.: 3%, 10/1/274 |
115,345,000 | 122,301,745 | ||||||
3.50%, 10/1/274 |
8,000,000 | 8,515,000 | ||||||
Federal National Mortgage Assn., 30 yr., 4%, 10/1/424 |
56,775,000 | 61,183,936 | ||||||
Federal National Mortgage Assn., Gtd. Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates: |
||||||||
Trust 1992-34, Cl. G, 8%, 3/25/22 |
98 | 98 | ||||||
Trust 1993-104, Cl. ZB, 6.50%, 7/25/23 |
332,825 | 373,029 | ||||||
Trust 1993-87, Cl. Z, 6.50%, 6/25/23 |
273,007 | 312,198 | ||||||
Trust 1996-35, Cl. Z, 7%, 7/25/26 |
87,959 | 102,637 | ||||||
Trust 1998-58, Cl. PC, 6.50%, 10/25/28 |
552,239 | 636,254 | ||||||
Trust 1998-61, Cl. PL, 6%, 11/25/28 |
709,271 | 803,152 | ||||||
Trust 1999-54, Cl. LH, 6.50%, 11/25/29 |
1,074,472 | 1,235,731 | ||||||
Trust 1999-60, Cl. PG, 7.50%, 12/25/29 |
4,429,971 | 5,233,902 | ||||||
Trust 2001-51, Cl. OD, 6.50%, 10/25/31 |
1,137,640 | 1,321,053 | ||||||
Trust 2002-10, Cl. FB, 0.717%, 3/25/172 |
92,705 | 93,423 | ||||||
Trust 2002-16, Cl. PG, 6%, 4/25/17 |
533,013 | 573,479 | ||||||
Trust 2002-2, Cl. UC, 6%, 2/25/17 |
325,392 | 347,909 | ||||||
Trust 2002-56, Cl. FN, 1.217%, 7/25/322 |
631,960 | 648,449 | ||||||
Trust 2003-130, Cl. CS, 13.667%, 12/25/332 |
3,438,447 | 4,345,427 | ||||||
Trust 2003-21, Cl. FK, 0.617%, 3/25/332 |
191,851 | 193,552 | ||||||
Trust 2003-28, Cl. KG, 5.50%, 4/25/23 |
1,492,000 | 1,648,677 | ||||||
Trust 2004-101, Cl. BG, 5%, 1/25/20 |
1,383,039 | 1,476,684 | ||||||
Trust 2005-104, Cl. MC, 5.50%, 12/25/25 |
5,073,000 | 5,591,882 | ||||||
Trust 2005-109, Cl. AH, 5.50%, 12/25/25 |
10,000,000 | 11,369,420 | ||||||
Trust 2005-31, Cl. PB, 5.50%, 4/25/35 |
2,480,000 | 3,095,397 | ||||||
Trust 2005-71, Cl. DB, 4.50%, 8/25/25 |
1,160,462 | 1,261,903 | ||||||
Trust 2006-50, Cl. SK, 23.406%, 6/25/362 |
1,191,462 | 1,976,195 | ||||||
Trust 2009-36, Cl. FA, 1.157%, 6/25/372 |
2,969,376 | 3,018,583 | ||||||
Trust 2009-37, Cl. HA, 4%, 4/1/19 |
3,328,022 | 3,524,027 | ||||||
Trust 2009-70, Cl. PA, 5%, 8/1/35 |
2,335,253 | 2,360,567 | ||||||
Trust 2011-15, Cl. DA, 4%, 3/1/41 |
1,487,090 | 1,601,814 | ||||||
Trust 2011-3, Cl. KA, 5%, 4/1/40 |
3,143,807 | 3,433,422 |
6 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
FHLMC/FNMA/FHLB/Sponsored Continued |
||||||||
Federal National Mortgage Assn., Interest-Only Stripped Mtg.-Backed Security: |
||||||||
Trust 2001-15, Cl. SA, 43.908%, 3/17/315 |
$ | 455,623 | $ | 89,219 | ||||
Trust 2001-61, Cl. SE, 33.055%, 11/18/315 |
555,296 | 120,550 | ||||||
Trust 2001-65, Cl. S, 32.93%, 11/25/315 |
1,217,874 | 246,991 | ||||||
Trust 2001-78, Cl. JS, 0%, 8/25/415,7 |
6,580,607 | 1,141,475 | ||||||
Trust 2001-81, Cl. S, 25.784%, 1/25/325 |
169,752 | 33,447 | ||||||
Trust 2002-12, Cl. SB, 40.99%, 7/25/315 |
271,166 | 58,366 | ||||||
Trust 2002-2, Cl. SW, 49.404%, 2/25/325 |
325,050 | 65,073 | ||||||
Trust 2002-38, Cl. SO, 53.802%, 4/25/325 |
150,932 | 33,147 | ||||||
Trust 2002-41, Cl. S, 69.806%, 7/25/325 |
1,527,892 | 291,382 | ||||||
Trust 2002-47, Cl. NS, 33.832%, 4/25/325 |
495,674 | 98,217 | ||||||
Trust 2002-5, Cl. SD, 63.439%, 2/25/325 |
277,086 | 62,244 | ||||||
Trust 2002-51, Cl. S, 35.334%, 8/25/325 |
455,124 | 90,181 | ||||||
Trust 2002-52, Cl. SD, 42.292%, 9/25/325 |
601,497 | 119,652 | ||||||
Trust 2002-60, Cl. SM, 99.999%, 8/25/325 |
1,801,314 | 339,602 | ||||||
Trust 2002-60, Cl. SY, 3.424%, 4/25/325 |
1,582,987 | 51,094 | ||||||
Trust 2002-64, Cl. SD, 14.391%, 4/25/275 |
601,887 | 145,855 | ||||||
Trust 2002-7, Cl. SK, 32.02%, 1/25/325 |
1,060,384 | 219,085 | ||||||
Trust 2002-75, Cl. SA, 30.423%, 11/25/325 |
967,825 | 160,882 | ||||||
Trust 2002-77, Cl. BS, 27.817%, 12/18/325 |
1,934,923 | 330,791 | ||||||
Trust 2002-77, Cl. IS, 48.702%, 12/18/325 |
257,143 | 61,145 | ||||||
Trust 2002-77, Cl. JS, 22.667%, 12/18/325 |
1,770,324 | 300,741 | ||||||
Trust 2002-77, Cl. SA, 25.26%, 12/18/325 |
1,713,380 | 289,615 |
7 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
FHLMC/FNMA/FHLB/Sponsored Continued |
||||||||
Trust 2002-77, Cl. SH, 40.495%, 12/18/325 |
$ | 251,868 | $ | 55,415 | ||||
Trust 2002-84, Cl. SA, 38.428%, 12/25/325 |
258,044 | 43,417 | ||||||
Trust 2002-89, Cl. S, 54.959%, 1/25/335 |
2,201,288 | 493,258 | ||||||
Trust 2002-9, Cl. MS, 31.649%, 3/25/325 |
14,809 | 3,109 | ||||||
Trust 2002-90, Cl. SN, 32.699%, 8/25/325 |
1,638,958 | 308,974 | ||||||
Trust 2002-90, Cl. SY, 39.31%, 9/25/325 |
820,307 | 158,179 | ||||||
Trust 2003-14, Cl. OI, 19.165%, 3/25/335 |
3,580,574 | 822,650 | ||||||
Trust 2003-26, Cl. IK, 6.725%, 4/25/335 |
1,158,504 | 240,219 | ||||||
Trust 2003-33, Cl. SP, 30.709%, 5/25/335 |
1,630,461 | 267,455 | ||||||
Trust 2003-4, Cl. S, 32.126%, 2/25/335 |
500,867 | 96,865 | ||||||
Trust 2003-52, Cl. NS, 45.884%, 6/25/235 |
7,375,502 | 1,119,508 | ||||||
Trust 2003-89, Cl. XS, 99.999%, 11/25/325 |
723,828 | 18,647 | ||||||
Trust 2004-54, Cl. DS, 51.34%, 11/25/305 |
126,134 | 26,744 | ||||||
Trust 2004-56, Cl. SE, 16.902%, 10/25/335 |
2,080,334 | 378,548 | ||||||
Trust 2005-12, Cl. SC, 14.171%, 3/25/355 |
796,181 | 169,377 | ||||||
Trust 2005-40, Cl. SA, 57.888%, 5/25/355 |
1,125,815 | 223,023 | ||||||
Trust 2005-5, Cl. SD, 12.539%, 1/25/355 |
3,295,704 | 631,346 | ||||||
Trust 2005-6, Cl. SE, 72.08%, 2/25/355 |
1,622,283 | 333,428 | ||||||
Trust 2005-71, Cl. SA, 64.35%, 8/25/255 |
1,891,891 | 286,089 | ||||||
Trust 2005-93, Cl. SI, 99.999%, 10/25/355 |
1,896,304 | 294,205 | ||||||
Trust 2006-53, Cl. US, 15.202%, 6/25/365 |
157,126 | 22,534 | ||||||
Trust 2007-75, Cl. BI, 2.546%, 8/25/375 |
9,431,586 | 2,223,182 | ||||||
Trust 2008-46, Cl. EI, 14.595%, 6/25/385 |
8,670,971 | 1,558,243 | ||||||
Trust 2008-55, Cl. SA, 22.345%, 7/25/385 |
4,072,568 | 605,439 | ||||||
Trust 2009-8, Cl. BS, 21.865%, 2/25/245 |
4,553,444 | 466,825 |
8 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
FHLMC/FNMA/FHLB/Sponsored Continued |
||||||||
Trust 222, Cl. 2, 26.031%, 6/1/235 |
$ | 824,157 | $ | 162,356 | ||||
Trust 247, Cl. 2, 48.106%, 10/1/235 |
84,744 | 19,069 | ||||||
Trust 252, Cl. 2, 39.493%, 11/1/235 |
816,449 | 180,044 | ||||||
Trust 254, Cl. 2, 34.073%, 1/1/245 |
1,486,198 | 319,979 | ||||||
Trust 2682, Cl. TQ, 99.999%, 10/15/335 |
2,075,150 | 468,379 | ||||||
Trust 2981, Cl. BS, 99.999%, 5/15/355 |
3,701,510 | 727,359 | ||||||
Trust 301, Cl. 2, 1.361%, 4/1/295 |
437,661 | 88,560 | ||||||
Trust 303, Cl. IO, 8.27%, 11/1/295 |
70,312 | 16,646 | ||||||
Trust 319, Cl. 2, 2.963%, 2/1/325 |
356,810 | 70,623 | ||||||
Trust 320, Cl. 2, 11.639%, 4/1/325 |
5,573,924 | 1,321,510 | ||||||
Trust 321, Cl. 2, 4.394%, 4/1/325 |
1,017,429 | 204,722 | ||||||
Trust 324, Cl. 2, 0.90%, 7/1/325 |
480,333 | 96,854 | ||||||
Trust 331, Cl. 9, 2.576%, 2/1/335 |
3,215,342 | 629,884 | ||||||
Trust 334, Cl. 14, 12.066%, 2/1/335 |
2,892,225 | 555,359 | ||||||
Trust 334, Cl. 15, 7.114%, 2/1/335 |
2,090,726 | 387,552 | ||||||
Trust 334, Cl. 17, 13.707%, 2/1/335 |
111,863 | 21,768 | ||||||
Trust 339, Cl. 12, 0%, 7/1/335,7 |
2,822,971 | 496,496 | ||||||
Trust 339, Cl. 7, 18.548%, 7/1/335 |
3,020,534 | 392,728 | ||||||
Trust 343, Cl. 13, 0%, 9/1/335,7 |
2,926,957 | 402,853 | ||||||
Trust 343, Cl. 18, 8.494%, 5/1/345 |
1,941,706 | 256,795 | ||||||
Trust 345, Cl. 9, 49.282%, 1/1/345 |
1,559,848 | 185,822 | ||||||
Trust 351, Cl. 10, 3.541%, 4/1/345 |
1,201,512 | 159,642 | ||||||
Trust 351, Cl. 8, 4.991%, 4/1/345 |
1,941,287 | 268,339 | ||||||
Trust 356, Cl. 10, 18.005%, 6/1/355 |
1,539,972 | 204,674 | ||||||
Trust 356, Cl. 12, 22.03%, 2/1/355 |
762,834 | 97,113 | ||||||
Trust 362, Cl. 13, 7.433%, 8/1/355 |
1,854,624 | 275,712 | ||||||
Trust 364, Cl. 16, 12.763%, 9/1/355 |
2,674,001 | 381,665 | ||||||
Trust 365, Cl. 16, 3.063%, 3/1/365 |
2,165,146 | 343,231 | ||||||
Federal National Mortgage Assn., Principal-Only Stripped Mtg.-Backed Security, Trust 1993-184, Cl. M, 4.21%, 9/25/236 |
263,971 | 246,795 | ||||||
|
|
|||||||
701,339,729 | ||||||||
GNMA/Guaranteed0.4% |
||||||||
Government National Mortgage Assn.: |
||||||||
1.625%, 8/8/25-7/1/272 |
12,459 | 12,902 | ||||||
8.50%, 8/1/17-12/15/17 |
69,633 | 74,703 | ||||||
10.50%, 12/29/17 |
6,208 | 6,388 | ||||||
11%, 11/8/19 |
9,605 | 10,423 | ||||||
12%, 5/29/14 |
43 | 43 |
9 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Government National Mortgage Assn., Interest-Only Stripped Mtg.-Backed Security: Series 2001-21, Cl. SB, 81.634%, 1/16/275 |
$ | 614,236 | $ | 126,557 | ||||
Series 2002-15, Cl. SM, 78.508%, 2/16/325 |
684,347 | 155,228 | ||||||
Series 2002-41, Cl. GS, 48.829%, 6/16/325 |
478,604 | 106,629 | ||||||
Series 2002-76, Cl. SY, 81.916%, 12/16/265 |
338,153 | 78,085 | ||||||
Series 2004-11, Cl. SM, 71.057%, 1/17/305 |
131,121 | 33,480 | ||||||
Series 2007-17, Cl. AI, 22.033%, 4/16/375 |
3,597,596 | 811,271 | ||||||
Series 2011-52, Cl. HS, 9.436%, 4/16/415 |
10,675,107 | 3,085,514 | ||||||
|
|
|||||||
4,501,223 | ||||||||
Non-Agency12.3% | ||||||||
Commercial7.1% |
||||||||
Asset Securitization Corp., Commercial Interest-Only Stripped Mtg.-Backed Security, Series 1997-D4, Cl. PS1, 0.054%, 4/14/295 |
2,728,528 | 116,186 | ||||||
Banc of America Commercial Mortgage Trust 2007-1, Commercial Mtg. Pass-Through Certificates, Series 2007-1, Cl. A4, 5.451%, 1/1/49 |
5,399,000 | 6,268,736 | ||||||
Banc of America Commercial Mortgage, Inc., Commercial Mtg. Pass-Through Certificates, Series 2007-3, Cl. A4, 5.893%, 6/1/492 |
2,460,000 | 2,837,504 | ||||||
Bear Stearns ARM Trust 2007-4, Mtg. Pass-Through Certificates, Series 2007-4, Cl. 22A1, 5.532%, 6/1/472 |
2,518,308 | 2,107,753 | ||||||
Bear Stearns Commercial Mortgage Securities Trust 2007-PWR17, Commercial Mtg. Pass-Through Certificates, Series 2007-PWR17, Cl. AM, 5.915%, 6/1/502 |
2,880,000 | 3,173,823 | ||||||
Capital Lease Funding Securitization LP, Interest-Only Corporate-Backed Pass-Through Certificates, Series 1997-CTL1, 0%, 6/15/243,5,7 |
1,032,509 | 50,465 |
10 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Commercial Continued |
||||||||
CFCRE Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2011-C1, Cl. A1, 1.871%, 4/1/441 |
$ | 705,369 | $ | 719,845 | ||||
CHL Mortgage Pass-Through Trust 2007-J3, Mtg. Pass-Through Certificates, Series 2007-J3, Cl. A9, 6%, 7/1/37 |
1,014,694 | 797,343 | ||||||
Citigroup, Inc./Deutsche Bank 2007-CD4 Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates: Series 2007-CD4, Cl. A2B, 5.205%, 12/11/49 |
215,501 | 219,658 | ||||||
Series 2007-CD4, Cl. A4, 5.322%, 12/1/49 |
3,310,000 | 3,789,900 | ||||||
Deutsche Mortgage & Asset Receiving, Commercial Mtg. Pass-Through Certificates, Interest-Only Stripped Mtg.-Backed Security, Series 2010-C1, Cl. XPA, 4.899%, 9/1/201,5 |
26,301,022 | 1,650,271 | ||||||
First Horizon Alternative Mortgage Securities Trust 2004-FA2, Mtg. Pass-Through Certificates, Series 2004-FA2, Cl. 3A1, 6%, 1/25/35 |
1,920,300 | 1,853,834 | ||||||
First Horizon Alternative Mortgage Securities Trust 2007-FA2, Mtg. Pass-Through Certificates, Series 2007-FA2, Cl. 1A1, 5.50%, 4/25/37 |
2,111,630 | 1,446,669 | ||||||
Greenwich Capital Commercial Funding Corp./Commercial Mortgage Trust 2007-GG11, Commercial Mtg. Pass-Through Certificates, Series 2007-GG11, Cl. A4, 5.736%, 12/1/49 |
5,265,000 | 6,179,054 | ||||||
GS Mortgage Securities Corp. II, Commercial Mtg. Obligations, Series 2011-GC3, Cl. A1, 2.331%, 3/1/44 |
1,788,039 | 1,838,577 | ||||||
GS Mortgage Securities Trust 2006-GG6, Commercial Mtg. Pass-Through Certificates, Series 2006-GG6, Cl. AM, 5.622%, 4/1/38 |
2,739,112 | 2,947,991 | ||||||
GSR Mortgage Loan Trust 2005-AR4, Mtg. Pass-Through Certificates, Series 2005-AR4, Cl. 6A1, 5.25%, 7/1/35 |
1,835,465 | 1,813,668 | ||||||
IndyMac Index Mortgage Loan Trust 2005-AR23, Mtg. Pass-Through Certificates, Series 2005-AR23, Cl. 6A1, 4.96%, 11/1/352 |
3,605,641 | 3,001,040 | ||||||
JPMorgan Chase Commercial Mortgage Securities Corp., Commercial Mtg. Pass-Through Certificates: Series 2007-LDP10, Cl. A3S, 5.317%, 1/1/49 |
3,980,000 | 4,127,445 |
11 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Commercial Continued |
||||||||
Series 2007-LDPX, Cl. A2S2, 5.187%, 1/1/491 |
$ | 183,917 | $ | 190,241 | ||||
Series 2007-LDPX, Cl. A3, 5.42%, 1/15/49 |
945,000 | 1,094,086 | ||||||
Series 2011-C3, Cl. A1, 1.875%, 2/1/461 |
2,100,710 | 2,139,472 | ||||||
JPMorgan Chase Commercial Mortgage Securities Trust 2007-LD11, Commercial Mtg. Pass-Through Certificates, Series 2007-LD11, Cl. A4, 6.003%, 6/1/492 |
5,100,000 | 5,934,998 | ||||||
JPMorgan Mortgage Trust 2007-S3, Mtg. Pass-Through Certificates, Series 2007-S3, Cl. 1A90, 7%, 8/1/37 |
3,051,118 | 2,825,772 | ||||||
JPMorgan, Re-securitized Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates, Series 2009-5, Cl. 1A2, 2.614%, 7/1/361,2 |
2,867,877 | 1,982,717 | ||||||
LB-UBS Commercial Mortgage Trust 2007-C1, Commercial Mtg. Pass-Through Certificates, Series 2007-C1, Cl. A2, 5.318%, 2/11/40 |
670,786 | 677,990 | ||||||
LB-UBS Commercial Mortgage Trust 2007-C6, Commercial Mtg. Pass-Through Certificates, Series 2007-C6, Cl. A4, 5.858%, 7/11/40 |
5,595,000 | 6,659,060 | ||||||
Lehman Brothers Commercial Conduit Mortgage Trust, Interest-Only Stripped Mtg.-Backed Security, Series 1998-C1, Cl. IO, 29.284%, 2/18/305 |
1,587,688 | 22,473 | ||||||
Lehman Structured Securities Corp., Commercial Mtg. Pass-Through Certificates, Series 2002-GE1, Cl. A, 2.514%, 7/1/241 |
74,931 | 67,239 | ||||||
Merrill Lynch Mortgage Trust 2006-C2, Commercial Mtg. Pass-Through Certificates, Series 2006-C2, Cl. AM, 5.782%, 8/1/43 |
2,800,000 | 3,059,008 | ||||||
Morgan Stanley Capital I Trust 2007-IQ15, Commercial Mtg. Pass-Through Certificates: Series 2007-IQ15, Cl. A4, 6.076%, 6/1/492 |
1,600,000 | 1,891,466 | ||||||
Series 2007-IQ15, Cl. AM, 6.076%, 6/1/492 |
3,115,000 | 3,293,544 |
12 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Commercial Continued |
||||||||
Salomon Brothers Mortgage Securities VII, Inc., Interest-Only Commercial Mtg. Pass-Through Certificates, Series 1999-C1, Cl. X, 99.999%, 5/18/325 |
$ | 25,445,302 | $ | 30,992 | ||||
Structured Adjustable Rate Mortgage Loan Trust 2006-4, Commercial Mtg. Pass-Through Certificates, Series 2006-4, Cl. 6A, 5.402%, 5/1/362 |
1,721,699 | 1,403,499 | ||||||
Structured Adjustable Rate Mortgage Loan Trust 2007-6, Mtg. Pass-Through Certificates, Series 2007-6, Cl. 3A1, 4.876%, 7/1/372 |
3,467,403 | 2,664,663 | ||||||
Wachovia Bank Commercial Mortgage Trust 2006-C28, Commercial Mtg. Pass-Through Certificates, Series 2006-C28, Cl. A4, 5.572%, 10/1/48 |
1,640,000 | 1,895,278 | ||||||
Wachovia Bank Commercial Mortgage Trust 2006-C29, Commercial Mtg. Pass-Through Certificates, Series 2006-C29, Cl. A2, 5.275%, 11/15/48 |
87,301 | 87,812 | ||||||
Wachovia Bank Commercial Mortgage Trust 2007-C34, Commercial Mtg. Pass-Through Certificates, Series 2007-C34, Cl. A3, 5.678%, 5/1/46 |
2,965,000 | 3,502,359 | ||||||
WaMu Mortgage Pass-Through Certificates 2005-AR14 Trust, Mtg. Pass-Through Certificates, Series 2005-AR14, Cl. 1A4, 2.468%, 12/1/352 |
1,887,866 | 1,731,161 | ||||||
Wells Fargo Mortgage-Backed Securities 2007-AR3 Trust, Mtg. Pass-Through Certificates, Series 2007-AR3, Cl. A4, 5.733%, 4/1/372 |
999,925 | 897,353 | ||||||
Wells Fargo Mortgage-Backed Securities 2007-AR8 Trust, Mtg. Pass-Through Certificates, Series 2007-AR8, Cl. A1, 5.992%, 11/1/372 |
2,353,342 | 2,107,871 | ||||||
WFRBS Commercial Mortgage Trust 2011-C3, Interest-Only Commercial Mtg. Pass-Through Certificates, Series 2011-C3, Cl. XA, 8.956%, 3/1/445 |
28,369,335 | 2,341,108 | ||||||
|
|
|||||||
91,439,924 | ||||||||
Multifamily1.0% |
||||||||
CHL Mortgage Pass-Through Trust 2006-20, Mtg. Pass-Through Certificates, Series 2006-20, Cl. 1A17, 5.75%, 2/1/37 |
3,682,299 | 3,137,806 |
13 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Multifamily Continued |
||||||||
Citigroup Mortgage Loan Trust, Inc. 2006-AR3, Mtg. Pass-Through Certificates, Series 2006-AR3, Cl. 1A2A, 5.584%, 6/1/362 |
$ | 2,222,941 | $ | 2,143,643 | ||||
Countrywide Alternative Loan Trust 2005-86CB, Mtg. Pass-Through Certificates, Series 2005-86CB, Cl. A8, 5.50%, 2/1/36 |
458,676 | 410,337 | ||||||
Countrywide Alternative Loan Trust 2006-24CB, Mtg. Pass-Through Certificates, Series 2006-424B, Cl. A12, 5.75%, 6/1/36 |
931,356 | 732,690 | ||||||
JPMorgan Mortgage Trust 2007-A3, Mtg. Pass-Through Certificates, Series 2007-A3, Cl. 3A2M, 5.046%, 5/1/372 |
522,126 | 494,102 | ||||||
Wells Fargo Mortgage-Backed Securities 2006-AR2 Trust, Mtg. Pass-Through Certificates, Series 2006-AR2, Cl. 2A3, 2.617%, 3/1/362 |
4,093,596 | 3,889,606 | ||||||
Wells Fargo Mortgage-Backed Securities 2006-AR6 Trust, Mtg. Pass-Through Certificates, Series 2006-AR6, Cl. 3A1, 2.693%, 3/25/362 |
2,369,548 | 2,231,615 | ||||||
|
|
|||||||
13,039,799 | ||||||||
Other0.4% |
||||||||
Greenwich Capital Commercial Funding Corp./Commercial Mortgage Trust 2007-GG9, Commercial Mtg. Pass-Through Certificates, Series 2007-GG9, Cl. A4, 5.444%, 3/1/39 |
5,115,000 | 5,872,125 | ||||||
Salomon Brothers Mortgage Securities VI, Inc., Interest-Only Stripped Mtg.-Backed Security, Series 1987-3, Cl. B, 69.60%, 10/23/175 |
316 | 18 | ||||||
Salomon Brothers Mortgage Securities VI, Inc., Principal-Only Stripped Mtg.-Backed Security, Series 1987-3, Cl. A, 0.84%, 10/23/176 |
468 | 462 | ||||||
|
|
|||||||
5,872,605 | ||||||||
Residential3.8% |
||||||||
Banc of America Commercial Mortgage, Inc., Commercial Mtg. Pass-Through Certificates: |
||||||||
Series 2007-1, Cl. 1A3, 6%, 1/1/37 |
1,959,946 | 1,694,128 | ||||||
Series 2007-4, Cl. AM, 5.987%, 2/1/512 |
3,075,000 | 3,280,799 |
14 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Residential Continued |
||||||||
Banc of America Funding 2007-C Trust, Mtg. Pass-Through Certificates, Series 2007-C, Cl. 1A4, 5.526%, 5/1/362 |
$ | 920,077 | $ | 899,543 | ||||
Banc of America Mortgage 2007-1 Trust, Mtg. Pass-Through Certificates, Series 2007-1, Cl. 1A24, 6%, 3/1/37 |
2,497,180 | 2,464,184 | ||||||
Carrington Mortgage Loan Trust, Asset-Backed Pass-Through Certificates, Series 2006-FRE1, Cl. A2, 0.327%, 7/25/362 |
1,318,202 | 1,264,150 | ||||||
Chase Funding Trust 2003-2, Mtg. Loan Asset-Backed Certificates, Series 2003-2, Cl. 2A2, 0.777%, 2/25/332 |
504,673 | 457,807 | ||||||
CHL Mortgage Pass-Through Trust 2005-29, Mtg. Pass-Through Certificates, Series 2005-29, Cl. A1, 5.75%, 12/1/35 |
941,165 | 873,835 | ||||||
CHL Mortgage Pass-Through Trust 2006-17, Mtg. Pass-Through Certificates, Series 2006-17, Cl. A2, 6%, 12/1/36 |
6,108,632 | 5,521,366 | ||||||
CHL Mortgage Pass-Through Trust 2006-6, Mtg. Pass-Through Certificates, Series 2006-6, Cl. A3, 6%, 4/1/36 |
1,222,913 | 1,081,543 | ||||||
Countrywide Alternative Loan Trust 2005-21CB, Mtg. Pass-Through Certificates, Series 2005-21CB, Cl. A7, 5.50%, 6/1/35 |
3,533,053 | 3,156,702 | ||||||
Countrywide Alternative Loan Trust 2005-29CB, Mtg. Pass-Through Certificates, Series 2005-29CB, Cl. A4, 5%, 7/1/35 |
2,361,437 | 1,837,228 | ||||||
Countrywide Alternative Loan Trust 2007-19, Mtg. Pass-Through Certificates, Series 2007-19, Cl. 1A34, 6%, 8/1/37 |
4,071,462 | 3,188,958 | ||||||
Countrywide Home Loans, Asset-Backed Certificates: |
||||||||
Series 2002-4, Cl. A1, 0.957%, 2/25/332 |
2,406 | 2,383 | ||||||
Series 2005-16, Cl. 2AF2, 5.287%, 5/1/362 |
2,328,591 | 1,827,028 | ||||||
CSMC Mortgage-Backed Trust 2007-3, Mtg. Pass-Through Certificates, Series 2007-3, Cl. 2A10, 6%, 4/1/37 |
1,358,277 | 1,175,334 | ||||||
CWABS Asset-Backed Certificates Trust 2006-25, Asset-Backed Certificates, Series 2006-25, Cl. 2A2, 0.337%, 6/25/472 |
1,476,992 | 1,454,837 |
15 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Residential Continued |
||||||||
GSR Mortgage Loan Trust 2006-5F, Mtg. Pass-Through Certificates, Series 2006-5F, Cl. 2A1, 6%, 6/1/36 |
$ | 1,370,695 | $ | 1,326,455 | ||||
JPMorgan Alternative Loan Trust 2006-S4, Mtg. Pass-Through Certificates, Series 2006-S4, Cl. A6, 5.71%, 12/1/36 |
2,935,859 | 2,732,065 | ||||||
Merrill Lynch Mortgage Loans, Inc., Mtg. Pass-Through Certificates, Series 2005-A1, Cl. 2A1, 2.632%, 12/25/342 |
1,105,036 | 1,109,880 | ||||||
NC Finance Trust, Collateralized Mtg. Obligation Pass-Through Certificates, Series 1999-I, Cl. ECFD, 3.405%, 1/25/293,8 |
1,750,658 | 142,679 | ||||||
Popular ABS Mortgage Pass-Through Trust 2005-6, Mtg. Pass-Through Certificates, Series 2005-6, Cl. A3, 5.175%, 1/1/362 |
659,358 | 519,692 | ||||||
RALI Series 2003-QS1 Trust, Mtg. Asset-Backed Pass-Through Certificates, Series 2003-QS1, Cl. A2, 5.75%, 1/25/33 |
309,198 | 320,886 | ||||||
RALI Series 2006-QS13 Trust, Mtg. Asset-Backed Pass-Through Certificates, Series 2006-QS13, Cl. 1A8, 6%, 9/25/36 |
300,359 | 217,222 | ||||||
RALI Series 2007-QS6 Trust, Mtg. Asset-Backed Pass-Through Certificates, Series 2007-QS6, Cl. A28, 5.75%, 4/25/37 |
1,544,809 | 1,098,232 | ||||||
Residential Asset Securitization Trust 2005-A15, Mtg. Pass-Through Certificates, Series 2005-A15, Cl. 1A4, 5.75%, 2/1/36 |
647,794 | 579,226 | ||||||
Residential Asset Securitization Trust 2005-A6CB, Mtg. Pass-Through Certificates, Series 2005-A6CB, Cl. A7, 6%, 6/1/35 |
716,197 | 642,835 | ||||||
WaMu Mortgage Pass-Through Certificates 2007-HY5 Trust, Mtg. Pass-Through Certificates, Series 2007-HY5, Cl. 3A1, 5.20%, 5/1/372 |
1,954,260 | 1,887,577 | ||||||
WaMu Mortgage Pass-Through Certificates 2007-HY6 Trust, Mtg. Pass-Through Certificates, Series 2007-HY6, Cl. 2A1, 4.948%, 6/25/372 |
959,042 | 803,800 | ||||||
WaMu Mortgage Pass-Through Certificates, Mtg. Pass-Through Certificates, Series 2006-AR18, Cl. 3A1, 4.744%, 1/1/372 |
1,267,861 | 1,096,600 |
16 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Residential Continued |
||||||||
Wells Fargo Alternative Loan 2007-PA5 Trust, Mtg. Asset-Backed Pass-Through Certificates, Series 2007-PA5, Cl. 1A1, 6.25%, 11/1/37 |
$ | 2,721,178 | $ | 2,576,805 | ||||
Wells Fargo Mortgage-Backed Securities 2005-9 Trust, Mtg. Pass-Through Certificates, Series 2005-9, Cl. 2A6, 5.25%, 10/25/35 |
1,138,501 | 1,212,826 | ||||||
Wells Fargo Mortgage-Backed Securities 2006-AR14 Trust, Mtg. Pass-Through Certificates, Series 2006-AR14, Cl. 1A2, 5.649%, 10/1/362 |
2,057,148 | 2,038,388 | ||||||
|
|
|||||||
48,484,993 | ||||||||
|
|
|||||||
Total Mortgage-Backed Obligations (Cost $835,253,083) |
864,678,273 | |||||||
U.S. Government Obligations3.8% | ||||||||
Federal Home Loan Mortgage Corp. Nts.: |
||||||||
1%, 7/28/17 |
2,465,000 | 2,500,309 | ||||||
1.25%, 8/1/19 |
390,000 | 391,787 | ||||||
1.25%, 10/2/194 |
2,195,000 | 2,188,431 | ||||||
2.375%, 1/13/22 |
5,830,000 | 6,130,198 | ||||||
5.25%, 4/18/16 |
2,650,000 | 3,094,710 | ||||||
Federal National Mortgage Assn. Nts., 0.875%, 8/28/17-10/26/17 |
5,746,000 | 5,782,025 | ||||||
U.S. Treasury Bonds: |
||||||||
7.50%, 11/15/169 |
7,700,000 | 9,904,726 | ||||||
STRIPS, 3.862%, 2/15/1310 |
1,520,000 | 1,519,508 | ||||||
U.S. Treasury Nts.: |
||||||||
1.75%, 5/15/22 |
905,000 | 918,222 | ||||||
5.125%, 5/15/16 |
14,830,000 | 17,340,675 | ||||||
|
|
|||||||
Total U.S. Government Obligations (Cost $47,427,926) |
49,770,591 | |||||||
Corporate Bonds and Notes43.3% | ||||||||
Consumer Discretionary7.1% | ||||||||
Auto Components0.2% | ||||||||
Dana Holding Corp., 6.75% Sr. Unsec. Nts., 2/15/21 |
2,745,000 | 2,978,325 | ||||||
Automobiles0.8% | ||||||||
Daimler Finance North America LLC, 8.50% Sr. Unsec. Unsub. Nts., 1/18/31 |
1,581,000 | 2,513,490 | ||||||
Ford Motor Credit Co. LLC, 5.875% Sr. Unsec. Nts., 8/2/21 |
6,819,000 | 7,729,882 | ||||||
|
|
|||||||
10,243,372 | ||||||||
Diversified Consumer Services0.3% | ||||||||
Service Corp. International, 6.75% Sr. Unsec. Nts., 4/1/15 |
3,267,000 | 3,626,370 |
17 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Hotels, Restaurants & Leisure0.6% |
||||||||
Darden Restaurants, Inc., 4.50% Sr. Unsec. Unsub. Nts., 10/15/21 |
$ | 1,545,000 | $ | 1,662,638 | ||||
Hyatt Hotels Corp., 5.75% Sr. Unsec. Unsub. Nts., 8/15/151 |
5,163,000 | 5,656,820 | ||||||
Starwood Hotels & Resorts Worldwide, Inc., 7.15% Sr. Unsec. Unsub. Nts., 12/1/19 |
762,000 | 933,045 | ||||||
|
|
|||||||
8,252,503 | ||||||||
Household Durables0.6% | ||||||||
Jarden Corp., 6.125% Sr. Unsec. Nts., 11/15/22 |
3,078,000 | 3,339,630 | ||||||
Newell Rubbermaid, Inc., 5.50% Sr. Unsec. Nts., 4/15/13 |
2,781,000 | 2,847,978 | ||||||
Whirlpool Corp., 5.50% Sr. Unsec. Unsub. Nts., 3/1/13 |
971,000 | 987,728 | ||||||
|
|
|||||||
7,175,336 | ||||||||
Media2.2% | ||||||||
CBS Corp., 4.85% Sr. Unsec. Unsub. Nts., 7/1/42 |
1,019,000 | 1,084,705 | ||||||
Comcast Cable Communications Holdings, Inc., 9.455% Sr. Unsec. Nts., 11/15/22 |
1,751,000 | 2,619,629 | ||||||
Comcast Corp., 4.65% Sr. Unsec. Unsub. Nts., 7/15/42 |
744,000 | 800,143 | ||||||
CSC Holdings, Inc., 7.625% Sr. Unsec. Debs., 7/15/18 |
2,825,000 | 3,269,938 | ||||||
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc., 5.15% Sr. Unsec. Nts., 3/15/42 |
1,748,000 | 1,787,327 | ||||||
DISH DBS Corp., 6.75% Sr. Unsec. Nts., 6/1/21 |
3,022,000 | 3,309,090 | ||||||
Historic TW, Inc., 9.125% Debs., 1/15/13 |
922,000 | 943,817 | ||||||
Interpublic Group of Cos., Inc. (The): 6.25% Sr. Unsec. Nts., 11/15/14 |
1,368,000 | 1,484,280 | ||||||
10% Sr. Unsec. Nts., 7/15/17 |
2,881,000 | 3,215,916 | ||||||
News America, Inc., 6.15% Sr. Unsec. Nts., 2/15/41 |
1,048,000 | 1,311,061 | ||||||
Time Warner Entertainment Co. LP, 8.375% Sr. Nts., 7/15/33 |
1,542,000 | 2,250,418 | ||||||
Time Warner, Inc., 9.15% Debs., 2/1/23 |
400,000 | 574,158 | ||||||
Virgin Media Secured Finance plc: |
||||||||
5.25% Sr. Sec. Nts., 1/15/21 |
1,825,000 | 2,121,345 | ||||||
6.50% Sr. Sec. Nts., 1/15/18 |
3,389,000 | 3,727,900 | ||||||
|
|
|||||||
28,499,727 |
18 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Multiline Retail0.6% | ||||||||
Dollar General Corp., 4.125% Nts., 7/15/17 |
$ | 3,080,000 | $ | 3,234,000 | ||||
Macys Retail Holdings, Inc., 5.75% Sr. Unsec. Nts., 7/15/14 |
4,350,000 | 4,717,392 | ||||||
|
|
|||||||
7,951,392 | ||||||||
Specialty Retail1.3% | ||||||||
Gap, Inc. (The), 5.95% Sr. Unsec. Unsub. Nts., 4/12/21 |
3,526,000 | 3,935,129 | ||||||
Limited Brands, Inc., 6.625% Sr. Nts., 4/1/21 |
2,994,000 | 3,413,160 | ||||||
Rent-A-Center, Inc., 6.625% Sr. Unsec. Nts., 11/15/20 |
3,333,000 | 3,616,305 | ||||||
Sally Holdings LLC/Sally Capital, Inc., 6.875% Sr. Unsec. Nts., 11/15/19 |
3,071,000 | 3,431,843 | ||||||
Staples, Inc., 9.75% Sr. Unsec. Unsub. Nts., 1/15/14 |
2,606,000 | 2,884,151 | ||||||
|
|
|||||||
17,280,588 | ||||||||
Textiles, Apparel & Luxury Goods0.5% | ||||||||
Hanesbrands, Inc., 6.375% Sr. Unsec. Unsub. Nts., 12/15/20 |
2,874,000 | 3,132,660 | ||||||
Phillips-Van Heusen Corp., 7.375% Sr. Unsec. Unsub. Nts., 5/15/20 |
2,633,000 | 2,988,455 | ||||||
|
|
|||||||
6,121,115 | ||||||||
Consumer Staples3.3% | ||||||||
Beverages1.2% | ||||||||
Anheuser-Busch InBev Worldwide, Inc., 8.20% Sr. Unsec. Unsub. Nts., 1/15/39 |
1,549,000 | 2,599,874 | ||||||
Coca-Cola HBC Finance BV, 5.125% Sr. Unsec. Unsub. Nts., 9/17/13 |
3,180,000 | 3,267,107 | ||||||
Constellation Brands, Inc., 6% Sr. Unsec. Unsub. Nts., 5/1/22 |
3,091,000 | 3,531,468 | ||||||
Fortune Brands, Inc., 6.375% Sr. Unsec. Unsub. Nts., 6/15/14 |
824,000 | 899,029 | ||||||
Pernod-Ricard SA, 4.25% Sr. Unsec. Nts., 7/15/221 |
2,999,000 | 3,272,401 | ||||||
SABMiller Holdings, Inc., 4.95% Sr. Unsec. Nts., 1/15/42 |
1,324,000 | 1,549,170 | ||||||
|
|
|||||||
15,119,049 | ||||||||
Food & Staples Retailing0.4% | ||||||||
Delhaize Group: | ||||||||
5.70% Sr. Unsec. Nts., 10/1/40 |
845,000 | 755,069 | ||||||
5.875% Sr. Unsec. Unsub. Bonds, 2/1/14 |
2,660,000 | 2,795,711 | ||||||
Safeway, Inc., 3.95% Sr. Unsec. Unsub. Nts., 8/15/20 |
2,033,000 | 1,983,330 | ||||||
|
|
|||||||
5,534,110 |
19 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Food Products1.0% | ||||||||
Bunge Ltd. Finance Corp.: | ||||||||
5.35% Sr. Unsec. Unsub. Nts., 4/15/14 |
$ | 2,811,000 | $ | 2,969,535 | ||||
8.50% Sr. Unsec. Nts., 6/15/19 |
1,956,000 | 2,481,978 | ||||||
Kraft Foods Group, Inc., 6.50% Sr. Unsec. Unsub. Nts., 2/9/401 |
1,887,000 | 2,538,389 | ||||||
TreeHouse Foods, Inc., 7.75% Sr. Unsec. Nts., 3/1/18 |
3,180,000 | 3,482,100 | ||||||
Tyson Foods, Inc., 4.50% Sr. Unsec. Unsub. Nts., 6/15/22 |
1,598,000 | 1,681,895 | ||||||
|
|
|||||||
13,153,897 | ||||||||
Tobacco0.7% | ||||||||
Altria Group, Inc., 10.20% Sr. Unsec. Nts., 2/6/39 |
2,200,000 | 3,785,549 | ||||||
Lorillard Tobacco Co., 7% Sr. Unsec. Nts., 8/4/41 |
1,831,000 | 2,215,660 | ||||||
Reynolds American, Inc., 7.25% Sr. Sec. Nts., 6/1/13 |
2,925,000 | 3,046,882 | ||||||
|
|
|||||||
9,048,091 | ||||||||
Energy4.6% | ||||||||
Energy Equipment & Services1.3% | ||||||||
Ensco plc, 4.70% Sr. Unsec. Nts., 3/15/21 |
3,457,000 | 3,912,304 | ||||||
FMC Technologies, Inc., 2% Sr. Unsec. Unsub. Nts., 10/1/17 |
1,526,000 | 1,544,014 | ||||||
Nabors Industries, Inc., 4.625% Sr. Unsec. Nts., 9/15/21 |
2,829,000 | 3,047,119 | ||||||
Noble Holding International Ltd., 7.375% Sr. Unsec. Bonds, 3/15/14 |
2,633,000 | 2,867,556 | ||||||
Precision Drilling Corp.: |
||||||||
6.50% Sr. Unsec. Nts., 12/15/21 |
1,380,000 | 1,480,050 | ||||||
6.625% Sr. Unsec. Nts., 11/15/20 |
1,330,000 | 1,423,100 | ||||||
Rowan Cos., Inc., 4.875% Sr. Unsec. Nts., 6/1/22 |
2,030,000 | 2,183,137 | ||||||
|
|
|||||||
16,457,280 | ||||||||
Oil, Gas & Consumable Fuels3.3% | ||||||||
Anadarko Petroleum Corp., 6.20% Sr. Unsec. Nts., 3/15/40 |
1,155,000 | 1,422,043 | ||||||
Canadian Oil Sands Ltd.: |
||||||||
5.80% Sr. Unsec. Nts., 8/15/131 |
2,907,000 | 3,038,048 | ||||||
6% Sr. Unsec. Nts., 4/1/421 |
1,361,000 | 1,573,720 | ||||||
DCP Midstream LLC, 5.35% Sr. Unsec. Nts., 3/18/201 |
2,098,000 | 2,305,945 | ||||||
El Paso Pipeline Partners LP, 6.50% Sr. Unsec. Nts., 4/1/20 |
4,444,000 | 5,295,257 | ||||||
Energy Transfer Partners LP: 4.65% Sr. Unsec. Unsub. Nts., 6/1/21 |
2,402,000 | 2,588,318 | ||||||
5.20% Sr. Unsec. Unsub. Nts., 2/1/22 |
884,000 | 982,635 | ||||||
Kinder Morgan Energy Partners LP, 5% Sr. Unsec. Unsub. Nts., 8/15/42 |
956,000 | 997,774 |
20 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Oil, Gas & Consumable Fuels Continued | ||||||||
Newfield Exploration Co., 6.875% Sr. Unsec. Sub. Nts., 2/1/20 |
$ | 2,933,000 | $ | 3,233,633 | ||||
Nexen, Inc., 6.40% Sr. Unsec. Unsub. Bonds, 5/15/37 |
1,340,000 | 1,708,732 | ||||||
Phillips 66, 4.30% Unsec. Nts., 4/1/221 |
2,141,000 | 2,349,249 | ||||||
Range Resources Corp., 8% Sr. Unsec. Sub. Nts., 5/15/19 |
2,966,000 | 3,307,090 | ||||||
Ras Laffan Liquefied Natural Gas Co. Ltd. III, 5.50% Sr. Sec. Nts., 9/30/143 |
2,768,000 | 3,004,443 | ||||||
Rockies Express Pipeline LLC, 3.90% Sr. Unsec. Unsub. Nts., 4/15/151 |
3,097,000 | 3,066,030 | ||||||
Southwestern Energy Co., 4.10% Sr. Unsec. Nts., 3/15/221 |
1,556,000 | 1,655,161 | ||||||
Woodside Finance Ltd.: |
||||||||
4.60% Sr. Unsec. Nts., 5/10/211 |
2,326,000 | 2,558,295 | ||||||
5% Sr. Unsec. Nts., 11/15/131 |
2,974,000 | 3,095,586 | ||||||
|
|
|||||||
42,181,959 | ||||||||
Financials15.1% | ||||||||
Capital Markets3.5% | ||||||||
Blackstone Holdings Finance Co. LLC: | ||||||||
4.75% Sr. Unsec. Nts., 2/15/231 |
898,000 | 938,435 | ||||||
6.625% Sr. Unsec. Nts., 8/15/191 |
3,700,000 | 4,275,768 | ||||||
Goldman Sachs Capital, Inc. (The), 6.345% Sub. Bonds, 2/15/34 |
2,839,000 | 2,863,376 | ||||||
Goldman Sachs Group, Inc. (The): |
||||||||
5.25% Sr. Unsec. Nts., 7/27/21 |
2,592,000 | 2,863,219 | ||||||
6.25% Sr. Nts., 2/1/41 |
2,816,000 | 3,273,375 | ||||||
Macquarie Bank Ltd.: |
||||||||
5% Sr. Nts., 2/22/171 |
979,000 | 1,046,908 | ||||||
6.625% Unsec. Sub. Nts., 4/7/211 |
4,420,000 | 4,738,501 | ||||||
Morgan Stanley: |
||||||||
5.625% Sr. Unsec. Nts., 9/23/19 |
7,183,000 | 7,860,034 | ||||||
6.375% Sr. Unsec. Nts., 7/24/42 |
2,573,000 | 2,846,947 | ||||||
Nomura Holdings, Inc.: |
||||||||
4.125% Sr. Unsec. Unsub. Nts., 1/19/16 |
2,649,000 | 2,740,531 | ||||||
6.70% Sr. Unsec. Nts., 3/4/20 |
271,000 | 310,329 | ||||||
Raymond James Financial, Inc., 5.625% Sr. Nts., 4/1/24 |
2,977,000 | 3,286,543 | ||||||
TD Ameritrade Holding Corp., 2.95% Sr. Unsec. Unsub. Nts., 12/1/12 |
3,242,000 | 3,255,474 | ||||||
UBS AG Stamford CT, 2.25% Sr. Unsec. Nts., 8/12/13 |
1,120,000 | 1,134,776 |
21 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Capital Markets Continued | ||||||||
UBS Preferred Funding Trust V, 6.243% Jr. Sub. Perpetual Nts.11 |
$ | 3,206,000 | $ | 3,189,970 | ||||
|
|
|||||||
44,624,186 | ||||||||
Commercial Banks3.1% | ||||||||
ANZ National International Ltd., 2.375% Sr. Unsec. Nts., 12/21/121 |
3,088,000 | 3,101,692 | ||||||
Fifth Third Cap Trust IV, 6.50% Jr. Unsec. Sub. Nts., 4/15/37 |
5,277,000 | 5,309,981 | ||||||
HBOS plc, 6.75% Unsec. Sub. Nts., 5/21/181 |
3,000,000 | 3,060,000 | ||||||
HSBC Finance Capital Trust IX, 5.911% Nts., 11/30/352 |
7,850,000 | 7,761,688 | ||||||
Lloyds TSB Bank plc, 6.50% Unsec. Sub. Nts., 9/14/201 |
2,530,000 | 2,669,737 | ||||||
Mercantile Bankshares Corp., 4.625% Unsec. Sub. Nts., Series B, 4/15/13 |
1,818,000 | 1,853,404 | ||||||
RBS Citizens Financial Group, Inc., 4.15% Sub. Nts., 9/28/221 |
6,354,000 | 6,380,299 | ||||||
Wells Fargo & Co., 7.98% Jr. Sub. Perpetual Bonds, Series K11 |
3,421,000 | 3,942,703 | ||||||
Zions Bancorp, 4.50% Sr. Unsec. Unsub. Nts., 3/27/17 |
5,471,000 | 5,654,372 | ||||||
|
|
|||||||
39,733,876 | ||||||||
Consumer Finance0.9% | ||||||||
American Express Bank FSB, 5.50% Sr. Unsec. Nts., 4/16/13 |
2,690,000 | 2,763,663 | ||||||
Discover Bank, 8.70% Unsec. Sub. Nts., 11/18/19 |
4,468,000 | 5,778,031 | ||||||
SLM Corp., 4.625% Sr. Unsec. Nts., 9/25/17 |
2,635,000 | 2,676,491 | ||||||
|
|
|||||||
11,218,185 | ||||||||
Diversified Financial Services3.0% | ||||||||
Bank of America Corp., 5.70% Sr. Unsec. Unsub. Nts., 1/24/22 |
4,930,000 | 5,802,600 | ||||||
Citigroup, Inc.: |
||||||||
4.50% Sr. Unsec. Nts., 1/14/22 |
5,033,000 | 5,537,996 | ||||||
6.125% Sr. Unsec. Unsub. Nts., 11/21/17 |
4,928,000 | 5,806,317 | ||||||
ING Bank NV, 2% Nts., 9/25/151 |
5,296,000 | 5,307,736 | ||||||
JPMorgan Chase & Co., 7.90% Perpetual Bonds, Series 111 |
9,819,000 | 11,191,824 | ||||||
Merrill Lynch & Co., Inc., 7.75% Jr. Sub. Bonds, 5/14/38 |
4,315,000 | 5,441,495 | ||||||
|
|
|||||||
39,087,968 |
22 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Insurance3.4% | ||||||||
American International Group, Inc., 6.25% Jr. Sub. Bonds, 3/15/37 |
$ | 1,458,000 | $ | 1,479,870 | ||||
Burlington Northern Santa Fe LLC, 5.75% Sr. Unsec. Bonds, 5/1/40 |
1,376,000 | 1,732,112 | ||||||
CNA Financial Corp.: |
||||||||
5.75% Sr. Unsec. Unsub. Nts., 8/15/21 |
2,298,000 | 2,677,869 | ||||||
5.875% Sr. Unsec. Unsub. Bonds, 8/15/20 |
1,534,000 | 1,794,180 | ||||||
Hartford Financial Services Group, Inc., 6.625% Sr. Unsec. Unsub. Nts., 4/15/42 |
1,895,000 | 2,302,535 | ||||||
Irish Life & Permanent Group Holdings plc, 3.60% Sr. Unsec. Unsub. Nts., 1/14/131 |
1,900,000 | 1,914,250 | ||||||
Lincoln National Corp., 6.05% Jr. Unsec. Sub. Bonds, 4/20/67 |
6,060,000 | 5,961,525 | ||||||
Principal Financial Group, Inc., 4.625% Sr. Unsec. Nts., 9/15/42 |
1,889,000 | 1,939,219 | ||||||
Prudential Covered Trust 2012-1, 2.997% Sec. Nts., 9/30/151 |
3,910,000 | 4,065,098 | ||||||
Prudential Financial, Inc., 5.875% Sub. Nts., 9/15/42 |
2,370,000 | 2,438,138 | ||||||
Swiss Re Capital I LP, 6.854% Perpetual Bonds1,11 |
6,303,000 | 6,419,448 | ||||||
Unum Group, 5.625% Sr. Unsec. Unsub. Nts., 9/15/20 |
5,031,000 | 5,634,192 | ||||||
ZFS Finance USA Trust V, 6.50% Jr. Sub. Bonds, 5/9/372,3 |
5,581,000 | 5,929,813 | ||||||
|
|
|||||||
44,288,249 | ||||||||
Real Estate Investment Trusts (REITs)1.2% | ||||||||
American Tower Corp.: |
||||||||
5.05% Sr. Unsec. Unsub. Nts., 9/1/20 |
1,185,000 | 1,324,909 | ||||||
7% Sr. Unsec. Nts., 10/15/17 |
2,465,000 | 2,937,405 | ||||||
CommonWealth REIT, 5.75% Sr. Unsec. Unsub. Bonds, 2/15/14 |
2,798,000 | 2,873,899 | ||||||
Duke Realty LP, 6.25% Sr. Unsec. Unsub. Nts., 5/15/13 |
3,074,000 | 3,176,948 | ||||||
National Retail Properties, Inc., 6.25% Sr. Unsec. Unsub. Nts., 6/15/14 |
2,147,000 | 2,307,649 | ||||||
WEA Finance LLC/WT Finance Aust Pty Ltd., 7.50% Sr. Unsec. Nts., 6/2/141 |
2,683,000 | 2,957,694 | ||||||
|
|
|||||||
15,578,504 | ||||||||
Health Care1.7% | ||||||||
Biotechnology0.7% | ||||||||
Amgen, Inc., 3.625% Sr. Unsec. Unsub. Nts., 5/15/22 |
3,031,000 | 3,202,724 | ||||||
Celgene Corp., 3.25% Sr. Unsec. Nts., 8/15/22 |
3,363,000 | 3,402,922 |
23 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Biotechnology Continued | ||||||||
Gilead Sciences, Inc., 5.65% Sr. Unsec. Nts., 12/1/41 |
$ | 1,585,000 | $ | 1,992,797 | ||||
|
|
|||||||
8,598,443 | ||||||||
Health Care Providers & Services0.5% | ||||||||
Aristotle Holding, Inc., 3.90% Unsec. Nts., 2/15/221 |
2,094,000 | 2,286,361 | ||||||
McKesson Corp., 6% Sr. Unsec. Unsub. Nts., 3/1/41 |
1,440,000 | 1,977,221 | ||||||
Quest Diagnostics, Inc., 5.75% Sr. Unsec. Nts., 1/30/40 |
2,043,000 | 2,430,191 | ||||||
|
|
|||||||
6,693,773 | ||||||||
Pharmaceuticals0.5% | ||||||||
Bristol-Myers Squibb Co., 2% Sr. Unsec. Unsub. Nts., 8/1/22 |
2,291,000 | 2,232,996 | ||||||
Mylan, Inc., 6% Sr. Nts., 11/15/181 |
3,358,000 | 3,576,270 | ||||||
Watson Pharmaceuticals, Inc., 3.25% Sr. Unsec. Nts., 10/1/224 |
1,143,000 | 1,160,337 | ||||||
|
|
|||||||
6,969,603 | ||||||||
Industrials2.9% | ||||||||
Aerospace & Defense0.4% | ||||||||
BE Aerospace, Inc., 5.25% Sr. Unsec. Unsub. Nts., 4/1/22 |
2,130,000 | 2,220,525 | ||||||
Huntington Ingalls Industries, Inc., 7.125% Sr. Unsec. Unsub. Nts., 3/15/21 |
2,933,000 | 3,171,306 | ||||||
|
|
|||||||
5,391,831 | ||||||||
Commercial Services & Supplies0.3% | ||||||||
Clean Harbors, Inc., 5.25% Sr. Unsec. Nts., 8/1/201 |
3,175,000 | 3,286,125 | ||||||
Industrial Conglomerates0.8% | ||||||||
General Electric Capital Corp.: |
||||||||
5.25% Sr. Unsec. Nts., 10/19/12 |
578,000 | 579,285 | ||||||
6.375% Unsec. Sub. Bonds, 11/15/67 |
6,149,000 | 6,503,797 | ||||||
7.125% Unsec. Sub. Nts., 12/15/49 |
2,600,000 | 2,908,805 | ||||||
|
|
|||||||
9,991,887 | ||||||||
Machinery1.1% | ||||||||
CNH Capital LLC, 6.25% Sr. Unsec. Nts., 11/1/161 |
3,214,000 | 3,507,278 | ||||||
ITT Corp., 7.375% Unsec. Debs., 11/15/15 |
2,134,000 | 2,483,553 | ||||||
Joy Global, Inc., 5.125% Sr. Unsec. Unsub. Nts., 10/15/21 |
2,233,000 | 2,482,855 | ||||||
Kennametal, Inc., 3.875% Sr. Unsec. Unsub. Nts., 2/15/22 |
2,240,000 | 2,348,071 |
24 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Machinery Continued | ||||||||
SPX Corp., 6.875% Sr. Unsec. Nts., 9/1/171 |
$ | 2,616,000 | $ | 2,936,460 | ||||
|
|
|||||||
13,758,217 | ||||||||
Professional Services0.2% | ||||||||
FTI Consulting, Inc., 6.75% Sr. Unsec. Nts., 10/1/20 |
2,833,000 | 3,038,393 | ||||||
Road & Rail0.1% | ||||||||
CSX Corp., 5.50% Sr. Unsec. Nts., 4/15/41 |
1,243,000 | 1,504,778 | ||||||
Information Technology1.6% | ||||||||
Communications Equipment0.1% | ||||||||
Juniper Networks, Inc., 5.95% Sr. Unsec. Unsub. Nts., 3/15/41 |
1,294,000 | 1,451,213 | ||||||
Computers & Peripherals0.5% | ||||||||
Hewlett-Packard Co.: |
||||||||
4.65% Sr. Unsec. Nts., 12/9/21 |
2,498,000 | 2,610,103 | ||||||
4.75% Sr. Unsec. Nts., 6/2/14 |
2,915,000 | 3,074,453 | ||||||
|
|
|||||||
5,684,556 | ||||||||
Electronic Equipment, Instruments & Components0.4% | ||||||||
Arrow Electronics, Inc., 5.125% Sr. Unsec. Unsub. Nts., 3/1/21 |
3,515,000 | 3,845,122 | ||||||
Corning, Inc., 4.75% Sr. Unsec. Unsub. Nts., 3/15/42 |
1,196,000 | 1,299,505 | ||||||
|
|
|||||||
5,144,627 | ||||||||
Internet Software & Services0.1% | ||||||||
eBay, Inc., 4% Sr. Unsec. Unsub. Nts., 7/15/42 |
1,269,000 | 1,242,321 | ||||||
Office Electronics0.2% | ||||||||
Xerox Corp., 5.65% Sr. Unsec. Nts., 5/15/13 |
2,655,000 | 2,737,119 | ||||||
Software0.3% | ||||||||
Symantec Corp., 4.20% Sr. Unsec. Unsub. Nts., 9/15/20 |
3,908,000 | 4,066,325 | ||||||
Materials3.1% | ||||||||
Chemicals0.7% | ||||||||
Agrium, Inc.: |
||||||||
3.15% Sr. Unsec. Nts., 10/1/224 |
2,591,000 | 2,615,374 | ||||||
6.125% Sr. Unsec. Nts., 1/15/41 |
1,491,000 | 1,881,140 | ||||||
CF Industries, Inc., 7.125% Sr. Unsec. Unsub. Nts., 5/1/20 |
2,408,000 | 3,028,060 | ||||||
Eastman Chemical Co., 4.80% Sr. Unsec. Nts., 9/1/42 |
1,560,000 | 1,699,313 | ||||||
|
|
|||||||
9,223,887 | ||||||||
Containers & Packaging0.9% | ||||||||
Crown Americas LLC/Crown Americas Capital Corp. II I, 6.25% Sr. Unsec. Nts., 2/1/21 |
2,937,000 | 3,289,440 |
25 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Containers & Packaging Continued | ||||||||
Greif, Inc., 7.75% Sr. Unsec. Nts., 8/1/19 |
$ | 2,751,000 | $ | 3,191,160 | ||||
Rock-Tenn Co.: |
||||||||
3.50% Sr. Nts., 3/1/201 |
926,000 | 946,630 | ||||||
4.90% Sr. Unsec. Nts., 3/1/221 |
1,064,000 | 1,155,055 | ||||||
Sealed Air Corp., 8.375% Sr. Unsec. Nts., 9/15/211 |
2,552,000 | 2,871,000 | ||||||
|
|
|||||||
11,453,285 | ||||||||
Metals & Mining1.1% | ||||||||
Allegheny Technologies, Inc., 5.95% Sr. Unsec. Unsub. Nts., 1/15/21 |
89,000 | 98,424 | ||||||
ArcelorMittal, 6.25% Sr. Unsec. Unsub. Nts., 2/25/22 |
1,653,000 | 1,631,319 | ||||||
Cliffs Natural Resources, Inc., 6.25% Sr. Unsec. Unsub. Nts., 10/1/40 |
814,000 | 799,956 | ||||||
Freeport-McMoRan Copper & Gold, Inc., 3.55% Sr. Unsec. Nts., 3/1/22 |
2,166,000 | 2,172,918 | ||||||
Petrohawk Energy Corp., 6.25% Sr. Unsec. Nts., 6/1/19 |
4,948,000 | 5,583,452 | ||||||
Xstrata Canada Corp.: |
||||||||
5.375% Sr. Unsec. Unsub. Nts., 6/1/15 |
1,485,000 | 1,618,940 | ||||||
6% Sr. Unsec. Unsub. Nts., 10/15/15 |
2,552,000 | 2,844,339 | ||||||
Xstrata Finance Canada Ltd., 5.80% Sr. Unsec. Unsub. Bonds, 11/15/161 |
52,000 | 58,817 | ||||||
|
|
|||||||
14,808,165 | ||||||||
Paper & Forest Products0.4% | ||||||||
International Paper Co., 6% Sr. Unsec. Unsub. Nts., 11/15/41 |
1,333,000 | 1,632,370 | ||||||
Westvaco Corp., 7.95% Sr. Unsec. Unsub. Nts., 2/15/31 |
2,593,000 | 3,417,730 | ||||||
|
|
|||||||
5,050,100 | ||||||||
Telecommunication Services2.2% | ||||||||
Diversified Telecommunication Services2.1% | ||||||||
AT&T, Inc., 6.30% Sr. Unsec. Bonds, 1/15/38 |
2,482,000 | 3,273,490 | ||||||
British Telecommunications plc, 9.625% Bonds, 12/15/30 |
1,896,000 | 3,096,724 | ||||||
CenturyLink, Inc., 7.65% Sr. Unsec. Unsub. Nts., 3/15/42 |
2,430,000 | 2,599,332 | ||||||
Frontier Communications Corp., 8.50% Sr. Unsec. Nts., 4/15/20 |
2,863,000 | 3,249,505 | ||||||
Telecom Italia Capital SA, 7.721% Sr. Unsec. Unsub. Nts., 6/4/38 |
4,210,000 | 4,252,100 | ||||||
Telefonica Emisiones SAU, 5.462% Sr. Unsec. Unsub. Nts., 2/16/21 |
4,450,000 | 4,372,125 | ||||||
Verizon Communications, Inc., 6.40% Sr. Unsec. Nts., 2/15/38 |
1,690,000 | 2,288,481 |
26 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Principal Amount |
Value | |||||||
Diversified Telecommunication Services Continued |
||||||||
Windstream Corp., 7.875% Sr. Unsec. Unsub. Nts., 11/1/17 |
$ | 2,881,000 | $ | 3,233,923 | ||||
|
|
|||||||
26,365,680 | ||||||||
Wireless Telecommunication Services0.1% | ||||||||
America Movil SAB de CV, 4.375% Sr. Unsec. Unsub. Nts., 7/16/42 |
1,610,000 | 1,676,107 | ||||||
Utilities1.7% | ||||||||
Electric Utilities1.1% | ||||||||
Edison International, 3.75% Sr. Unsec. Unsub. Nts., 9/15/17 |
4,312,000 | 4,638,069 | ||||||
Great Plains Energy, Inc., 2.75% Sr. Unsec. Unsub. Nts., 8/15/13 |
2,763,000 | 2,802,052 | ||||||
Oncor Electric Delivery Co. LLC, 4.10% Unsub. Nts., 6/1/22 |
605,000 | 643,240 | ||||||
PPL WEM Holdings plc, 5.375% Sr. Unsec. Nts., 5/1/211 |
4,961,000 | 5,544,032 | ||||||
|
|
|||||||
13,627,393 | ||||||||
Energy Traders0.2% | ||||||||
TransAlta Corp., 5.75% Sr. Unsec. Nts., 12/15/13 |
2,889,000 | 3,023,393 | ||||||
Multi-Utilities0.4% | ||||||||
CMS Energy Corp., 5.05% Sr. Unsec. Unsub. Nts., 3/15/22 |
2,917,000 | 3,228,226 | ||||||
Nisource Finance Corp., 3.85% Sr. Unsec. Unsub. Nts., 2/15/23 |
2,190,000 | 2,302,542 | ||||||
|
|
|||||||
5,530,768 | ||||||||
|
|
|||||||
Total Corporate Bonds and Notes (Cost $522,472,222) |
558,472,071 | |||||||
Shares | ||||||||
Investment Company17.6% | ||||||||
Oppenheimer Institutional Money Market Fund, Cl. E, 0.18%12,13 (Cost $226,857,574) |
226,857,574 | 226,857,574 | ||||||
Total Investments, at Value (Cost $1,749,431,677) | 140.9 | % | 1,818,587,250 | |||||
Liabilities in Excess of Other Assets |
(40.9 | ) | (527,746,908 | ) | ||||
|
|
|
|
|||||
Net Assets |
100.0 | % | $ | 1,290,840,342 | ||||
|
|
|
|
Footnotes to Statement of Investments
* | September 28, 2012 represents the last business day of the Funds quarterly period. See accompanying Notes |
1. | Represents securities sold under Rule 144A, which are exempt from registration under the Securities Act of 1933, as amended. These securities have been determined to be liquid under guidelines established by the Board of Trustees. These securities amount to $169,525,213 or 13.13% of the Funds net assets as of September 28, 2012. |
2. | Represents the current interest rate for a variable or increasing rate security. |
27 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
3. | Restricted security. The aggregate value of restricted securities as of September 28, 2012 was $12,777,069, which represents 0.99% of the Funds net assets. See accompanying Notes. Information concerning restricted securities is as follows: |
Security |
Acquisition Dates |
Cost | Value | Unrealized Appreciation (Depreciation) |
||||||||||
Capital Lease Funding Securitization LP, Interest-Only Corporate-Backed Pass-Through Certificates, Series 1997-CTL1, 0%, 6/15/24 |
4/21/97 | $ | 170,960 | $ | 50,465 | $ | (120,495 | ) | ||||||
NC Finance Trust, Collateralized Mtg. Obligation Pass-Through Certificates, Series 1999-I, Cl. ECFD, 3.405%, 1/25/29 |
8/10/10 | 1,703,335 | 142,679 | (1,560,656 | ) | |||||||||
Ras Laffan Liquefied Natural Gas Co. Ltd. III, 5.50% Sr. Sec. Nts., 9/30/14 |
7/16/09-2/16/12 | 2,841,423 | 3,004,443 | 163,020 | ||||||||||
Santander Drive Auto Receivables Trust 2011-S1A, Automobile Receivables Nts., Series 2011-S1A, Cl. D, 3.10%, 5/15/17 |
2/4/11-2/9/12 | 1,996,318 | 2,002,162 | 5,844 | ||||||||||
Santander Drive Auto Receivables Trust 2011-S2A, Automobile Receivables Nts., Series 2011-S2A, Cl. D, 3.35%, 6/15/17 |
5/19/11-1/19/12 | 1,634,467 | 1,647,507 | 13,040 | ||||||||||
ZFS Finance USA Trust V, 6.50% Jr. Sub. Bonds, 5/9/37 |
2/24/11-2/23/12 | 5,465,063 | 5,929,813 | 464,750 | ||||||||||
|
|
|
|
|
|
|||||||||
$ | 13,811,566 | $ | 12,777,069 | $ | (1,034,497 | ) | ||||||||
|
|
|
|
|
|
4. | All or a portion of the security position is when-issued or delayed delivery to be delivered and settled after September 28, 2012. See accompanying Notes. |
5. | Interest-Only Strips represent the right to receive the monthly interest payments on an underlying pool of mortgage loans or other receivables. These securities typically decline in price as interest rates decline. Most other fixed income securities increase in price when interest rates decline. The principal amount of the underlying pool represents the notional amount on which current interest is calculated. The price of these securities is typically more sensitive to changes in prepayment rates than traditional mortgage or asset-backed securities (for example, GNMA pass-throughs). Interest rates disclosed represent current yields based upon the current cost basis and estimated timing and amount of future cash flows. These securities amount to $41,708,405 or 3.23% of the Funds net assets as of September 28, 2012. |
6. | Principal-Only Strips represent the right to receive the monthly principal payments on an underlying pool of mortgage loans. The value of these securities generally increases as interest rates decline and prepayment rates rise. The price of these securities is typically more volatile than that of coupon-bearing bonds of the same maturity. Interest rates disclosed represent current yields based upon the current cost basis and estimated timing of future cash flows. These securities amount to $342,491 or 0.03% of the Funds net assets as of September 28, 2012. |
7. | The current amortization rate of the securitys cost basis exceeds the future interest payments currently estimated to be received. Both the amortization rate and interest payments are contingent on future mortgage pre-payment speeds and are therefore subject to change. |
8. | This security is not accruing income because the issuer has missed an interest payment on it and/or is not anticipated to make future interest and/or principal payments. The rate shown is the original contractual interest rate. See accompanying Notes. |
9. | All or a portion of the security position is held in accounts at a futures clearing merchant and pledged to cover margin requirements on open futures contracts and written options on futures, if applicable. The aggregate market value of such securities is $1,319,773. See accompanying Notes. |
10. | Zero coupon bond reflects effective yield on the date of purchase. |
11. | This bond has no contractual maturity date, is not redeemable and contractually pays an indefinite stream of interest. Rate reported represents the current interest rate for this variable rate security. |
28 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
12. | Is or was an affiliate, as defined in the Investment Company Act of 1940, at or during the period ended September 28, 2012, by virtue of the Fund owning at least 5% of the voting securities of the issuer or as a result of the Fund and the issuer having the same investment adviser. Transactions during the period in which the issuer was an affiliate are as follows: |
Shares December 30, 2011 a |
Gross Additions |
Gross Reductions |
Shares September 28, 2012 |
|||||||||||||
Oppenheimer Institutional Money Market Fund, Cl. E |
216,745,143 | 339,153,096 | 329,040,665 | 226,857,574 | ||||||||||||
Value | Income | |||||||||||||||
Oppenheimer Institutional Money Market Fund, Cl. E |
$ | 226,857,574 | $ | 315,397 |
a. | December 30, 2011 represents the last business day of the Funds 2011 fiscal year. See accompanying Notes. |
13. | Rate shown is the 7-day yield as of September 28, 2012. |
29 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Futures Contracts as of September 28, 2012 are as follows:
Contract Description |
Buy/Sell | Number of Contracts |
Expiration Date |
Value | Unrealized Appreciation (Depreciation) |
|||||||||||
U.S. Treasury Long Bonds, 20 yr. |
Buy | 112 | 12/19/12 | $ | 16,730,000 | $ | 103,644 | |||||||||
U.S. Treasury Nts., 2 yr. |
Sell | 727 | 12/31/12 | 160,326,219 | (52,933 | ) | ||||||||||
U.S. Treasury Nts., 5 yr. |
Sell | 500 | 12/31/12 | 62,316,407 | (276,799 | ) | ||||||||||
U.S. Treasury Nts., 10 yr. |
Sell | 656 | 12/19/12 | 87,565,750 | (541,038 | ) | ||||||||||
U.S. Treasury Ultra Bonds |
Buy | 329 | 12/19/12 | 54,356,969 | 29,833 | |||||||||||
|
|
|||||||||||||||
$ | (737,293 | ) | ||||||||||||||
|
|
Notes to Statement of Investments
Quarterly and Annual Periods. The last day of the Funds quarterly period was the last day the New York Stock Exchange was open for trading. The Funds financial statements have been presented through that date to maintain consistency with the Funds net asset value calculations used for shareholder transactions.
The last day of the Funds fiscal year was the last day the New York Stock Exchange was open for trading. The Funds financial statements have been presented through that date to maintain consistency with the Funds net asset value calculations used for shareholder transactions.
Securities on a When-Issued or Delayed Delivery Basis. The Fund may purchase securities on a when-issued basis, and may purchase or sell securities on a delayed delivery basis. When-issued or delayed delivery refers to securities whose terms and indenture are available and for which a market exists, but which are not available for immediate delivery. Delivery and payment for securities that have been purchased by the Fund on a when-issued basis normally takes place within six months and possibly as long as two years or more after the trade date. During this period, such securities do not earn interest, are subject to market fluctuation and may increase or decrease in value prior to their delivery. The purchase of securities on a when-issued basis may increase the volatility of the Funds net asset value to the extent the Fund executes such transactions while remaining substantially fully invested. When the Fund engages in when-issued or delayed delivery transactions, it relies on the buyer or seller, as the case may be, to complete the transaction. Their failure to do so may cause the Fund to lose the opportunity to obtain or dispose of the security at a price and yield it considers advantageous. The Fund may also sell securities that it purchased on a when-issued basis or forward commitment prior to settlement of the original purchase.
30 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
As of September 28, 2012, the Fund had purchased securities issued on a when-issued or delayed delivery basis and sold securities issued on a delayed delivery basis as follows:
When-Issued or Delayed Delivery Basis Transactions |
||||
Purchased securities |
$ | 658,514,034 | ||
Sold securities |
114,706,934 |
The Fund may enter into forward roll transactions with respect to mortgage-related securities. In this type of transaction, the Fund sells a mortgage-related security to a buyer and simultaneously agrees to repurchase a similar security (same type, coupon and maturity) at a later date at a set price. During the period between the sale and the repurchase, the Fund will not be entitled to receive interest and principal payments on the securities that have been sold. The Fund records the incremental difference between the forward purchase and sale of each forward roll as realized gain (loss) on investments or as fee income in the case of such transactions that have an associated fee in lieu of a difference in the forward purchase and sale price.
Forward roll transactions may be deemed to entail embedded leverage since the Fund purchases mortgage-related securities with extended settlement dates rather than paying for the securities under a normal settlement cycle. This embedded leverage increases the Funds market value of investments relative to its net assets which can incrementally increase the volatility of the Funds performance. Forward roll transactions can be replicated over multiple settlement periods.
Risks of entering into forward roll transactions include the potential inability of the counterparty to meet the terms of the agreement; the potential of the Fund to receive inferior securities at redelivery as compared to the securities sold to the counterparty; and counterparty credit risk.
Credit Risk. The Fund invests in high-yield, non-investment-grade bonds, which may be subject to a greater degree of credit risk. Credit risk relates to the ability of the issuer to meet interest or principal payments or both as they become due. The Fund may acquire securities that have missed an interest payment, and is not obligated to dispose of securities whose issuers or underlying obligors subsequently miss an interest payment. Information concerning securities not accruing interest as of September 28, 2012 is as follows:
Cost |
$ | 1,703,335 | ||
Market Value |
$ | 142,679 | ||
Market Value as a % of Net Assets |
0.01 | % |
31 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Investment in Oppenheimer Institutional Money Market Fund. The Fund is permitted to invest daily available cash balances in an affiliated money market fund. The Fund may invest the available cash in Class E shares of Oppenheimer Institutional Money Market Fund (IMMF) to seek current income while preserving liquidity. IMMF is a registered open-end management investment company, regulated as a money market fund under the Investment Company Act of 1940, as amended. The Manager is also the investment adviser of IMMF. When applicable, the Funds investment in IMMF is included in the Statement of Investments. Shares of IMMF are valued at their net asset value per share. As a shareholder, the Fund is subject to its proportional share of IMMFs Class E expenses, including its management fee. The Manager will waive fees and/or reimburse Fund expenses in an amount equal to the indirect management fees incurred through the Funds investment in IMMF.
Securities Valuation
The Fund calculates the net asset value of its shares as of the close of the New York Stock Exchange (the Exchange), normally 4:00 P.M. Eastern time, on each day the Exchange is open for trading.
The Funds Board has adopted procedures for the valuation of the Funds securities and has delegated the day-to-day responsibility for valuation determinations under those procedures to the Manager. The Manager has established a Valuation Committee which is responsible for determining a fair valuation for any security for which market quotations are not readily available. The Valuation Committees fair valuation determinations are subject to review, approval and ratification by the Funds Board at its next regularly scheduled meeting covering the calendar quarter in which the fair valuation was determined.
Valuation Methods and Inputs
Securities are valued using unadjusted quoted market prices, when available, as supplied primarily by third party pricing services or dealers.
The following methodologies are used to determine the market value or the fair value of the types of securities described below:
Securities traded on a registered U.S. securities exchange (including exchange-traded derivatives other than futures and futures options) are valued based on the last sale price of the security reported on the principal exchange on which it is traded, prior to the time when the Funds assets are valued. In the absence of a sale, the security is valued at the last sale price on the prior trading day, if it is within the spread of the current days closing bid and asked prices, and if not, at the current days closing bid price. A security of a foreign issuer traded on a foreign exchange but not listed on a registered U.S. securities exchange is valued based on the last sale price on the principal exchange on which the security is traded, as identified by the third party pricing service used by the Manager, prior to the time when the Funds assets are valued. If the last sale price is unavailable, the security is valued at the most recent official closing price on the principal exchange on which it is traded. If the last sales price or official closing price for a foreign security is not
32 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
available, the security is valued at the mean between the bid and asked price per the exchange or, if not available from the exchange, obtained from two dealers. If bid and asked prices are not available from either the exchange or two dealers, the security is valued by using one of the following methodologies (listed in order of priority); (1) using a bid from the exchange, (2) the mean between the bid and asked price as provided by a single dealer, or (3) a bid from a single dealer.
Shares of a registered investment company that are not traded on an exchange are valued at that investment companys net asset value per share.
Corporate and government debt securities (of U.S. or foreign issuers) and municipal debt securities, event-linked bonds, loans, mortgage-backed securities, collateralized mortgage obligations, and asset-backed securities are valued at the mean between the bid and asked prices utilizing evaluated prices obtained from third party pricing services or broker-dealers who may use matrix pricing methods to determine the evaluated prices.
Short-term money market type debt securities with a remaining maturity of sixty days or less are valued at cost adjusted by the amortization of discount or premium to maturity (amortized cost), which approximates market value. Short-term debt securities with a remaining maturity in excess of sixty days are valued at the mean between the bid and asked prices utilizing evaluated prices obtained from third party pricing services or broker-dealers.
Futures contracts and futures options traded on a commodities or futures exchange will be valued at the final settlement price or official closing price on the principal exchange as reported by such principal exchange at its trading session ending at, or most recently prior to, the time when the Funds assets are valued.
A description of the standard inputs that may generally be considered by the third party pricing vendors in determining their evaluated prices is provided below.
Security Type |
Standard inputs generally considered by third-party pricing vendors | |
Corporate debt, government debt, municipal, mortgage-backed and asset-backed securities | Reported trade data, broker-dealer price quotations, benchmark yields, issuer spreads on comparable securities, the credit quality, yield, maturity, and other appropriate factors. | |
Loans | Information obtained from market participants regarding reported trade data and broker-dealer price quotations. | |
Event-linked bonds | Information obtained from market participants regarding reported trade data and broker-dealer price quotations. |
If a market value or price cannot be determined for a security using the methodologies described above, or if, in the good faith opinion of the Manager,
33 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
the market value or price obtained does not constitute a readily available market quotation, or a significant event has occurred that would materially affect the value of the security the security is fair valued either (i) by a standardized fair valuation methodology applicable to the security type or the significant event as previously approved by the Valuation Committee and the Funds Board or (ii) as determined in good faith by the Managers Valuation Committee. The Valuation Committee considers all relevant facts that are reasonably available, through either public information or information available to the Manager, when determining the fair value of a security. Fair value determinations by the Manager are subject to review, approval and ratification by the Funds Board at its next regularly scheduled meeting covering the calendar quarter in which the fair valuation was determined. Those fair valuation standardized methodologies include, but are not limited to, valuing securities at the last sale price or initially at cost and subsequently adjusting the value based on: changes in company specific fundamentals, changes in an appropriate securities index, or changes in the value of similar securities which may be further adjusted for any discounts related to security-specific resale restrictions. When possible, such methodologies use observable market inputs such as unadjusted quoted prices of similar securities, observable interest rates, currency rates and yield curves. The methodologies used for valuing securities are not necessarily an indication of the risks associated with investing in those securities nor can it be assured that the Fund can obtain the fair value assigned to a security if it were to sell the security.
To assess the continuing appropriateness of security valuations, the Manager, or its third party service provider who is subject to oversight by the Manager, regularly compares prior day prices, prices on comparable securities, and sale prices to the current day prices and challenges those prices exceeding certain tolerance levels with the third party pricing service or broker source. For those securities valued by fair valuations, whether through a standardized fair valuation methodology or a fair valuation determination, the Valuation Committee reviews and affirms the reasonableness of the valuations based on such methodologies and fair valuation determinations on a regular basis after considering all relevant information that is reasonably available.
Classifications
Each investment asset or liability of the Fund is assigned a level at measurement date based on the significance and source of the inputs to its valuation. Various data inputs are used in determining the value of each of the Funds investments as of the reporting period end. These data inputs are categorized in the following hierarchy under applicable financial accounting standards:
1) | Level 1-unadjusted quoted prices in active markets for identical assets or liabilities (including securities actively traded on a securities exchange) |
2) | Level 2-inputs other than unadjusted quoted prices that are observable for the asset or liability (such as unadjusted quoted prices for similar assets and market corroborated inputs such as interest rates, prepayment speeds, credit risks, etc.) |
34 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
3) | Level 3-significant unobservable inputs (including the Managers own judgments about assumptions that market participants would use in pricing the asset or liability). |
The inputs used for valuing securities are not necessarily an indication of the risks associated with investing in those securities.
The table below categorizes amounts as of September 28, 2012 based on valuation input level:
Level 1 Unadjusted Quoted Prices |
Level 2 Other Significant Observable Inputs |
Level 3 Significant Unobservable Inputs |
Value | |||||||||||||
Assets Table |
||||||||||||||||
Investments, at Value: |
||||||||||||||||
Asset-Backed Securities |
$ | | $ | 118,808,741 | $ | | $ | 118,808,741 | ||||||||
Mortgage-Backed Obligations |
| 864,678,273 | | 864,678,273 | ||||||||||||
U.S. Government Obligations |
| 49,770,591 | | 49,770,591 | ||||||||||||
Corporate Bonds and Notes |
| 558,472,071 | | 558,472,071 | ||||||||||||
Investment Company |
226,857,574 | | | 226,857,574 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments, at Value |
226,857,574 | 1,591,729,676 | | 1,818,587,250 | ||||||||||||
Other Financial Instruments: |
||||||||||||||||
Futures margins |
8,786 | | | 8,786 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 226,866,360 | $ | 1,591,729,676 | $ | | $ | 1,818,596,036 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Liabilities Table |
||||||||||||||||
Other Financial Instruments: |
||||||||||||||||
Futures margins |
$ | (149,255 | ) | $ | | $ | | $ | (149,255 | ) | ||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | (149,255 | ) | $ | | $ | | $ | (149,255 | ) | ||||||
|
|
|
|
|
|
|
|
Currency contracts and forwards, if any, are reported at their unrealized appreciation/depreciation at measurement date, which represents the change in the contracts value from trade date. Futures, if any, are reported at their variation margin at measurement date, which represents the amount due to/from the Fund at that date. All additional assets and liabilities included in the above table are reported at their market value at measurement date.
There have been no significant changes to the fair valuation methodologies of the Fund during the period.
35 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Risk Exposures and the Use of Derivative Instruments
The Funds investment objectives not only permit the Fund to purchase investment securities, they also allow the Fund to enter into various types of derivatives contracts, including, but not limited to, futures contracts, forward foreign currency exchange contracts, credit default swaps, interest rate swaps, total return swaps, and purchased and written options. In doing so, the Fund will employ strategies in differing combinations to permit it to increase, decrease, or change the level or types of exposure to market risk factors. Central to those strategies are features inherent to derivatives that make them more attractive for this purpose than equity and debt securities: they require little or no initial cash investment, they can focus exposure on only certain selected risk factors, and they may not require the ultimate receipt or delivery of the underlying security (or securities) to the contract. This may allow the Fund to pursue its objectives more quickly and efficiently than if it were to make direct purchases or sales of securities capable of effecting a similar response to market factors.
Market Risk Factors. In accordance with its investment objectives, the Fund may use derivatives to increase or decrease its exposure to one or more of the following market risk factors:
Commodity Risk. Commodity risk relates to the change in value of commodities or commodity indexes as they relate to increases or decreases in the commodities market. Commodities are physical assets that have tangible properties. Examples of these types of assets are crude oil, heating oil, metals, livestock, and agricultural products.
Credit Risk. Credit risk relates to the ability of the issuer to meet interest and principal payments, or both, as they come due. In general, lower-grade, higher-yield bonds are subject to credit risk to a greater extent than lower-yield, higher-quality bonds.
Equity Risk. Equity risk relates to the change in value of equity securities as they relate to increases or decreases in the general market.
Foreign Exchange Rate Risk. Foreign exchange rate risk relates to the change in the U.S. dollar value of a security held that is denominated in a foreign currency. The U.S. dollar value of a foreign currency denominated security will decrease as the dollar appreciates against the currency, while the U.S. dollar value will increase as the dollar depreciates against the currency.
Interest Rate Risk. Interest rate risk refers to the fluctuations in value of fixed-income securities resulting from the inverse relationship between price and yield. For example, an increase in general interest rates will tend to reduce the market value of already issued fixed-income investments, and a decline in general interest rates will tend to increase their value. In addition, debt securities with longer maturities, which tend to have higher yields, are subject to potentially greater fluctuations in value from changes in interest rates than obligations with shorter maturities.
Volatility Risk. Volatility risk refers to the magnitude of the movement, but not the direction of the movement, in a financial instruments price over a defined time period. Large increases or decreases in a financial instruments price over a relative time period typically indicate greater volatility risk, while small increases or decreases in its price typically indicate lower volatility risk.
36 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
The Funds actual exposures to these market risk factors during the period are discussed in further detail, by derivative type, below.
Risks of Investing in Derivatives. The Funds use of derivatives can result in losses due to unanticipated changes in the market risk factors and the overall market. In instances where the Fund is using derivatives to decrease, or hedge, exposures to market risk factors for securities held by the Fund, there are also risks that those derivatives may not perform as expected resulting in losses for the combined or hedged positions.
Derivatives may have little or no initial cash investment relative to their market value exposure and therefore can produce significant gains or losses in excess of their cost. This use of embedded leverage allows the Fund to increase its market value exposure relative to its net assets and can substantially increase the volatility of the Funds performance.
Additional associated risks from investing in derivatives also exist and potentially could have significant effects on the valuation of the derivative and the Fund. Typically, the associated risks are not the risks that the Fund is attempting to increase or decrease exposure to, per its investment objectives, but are the additional risks from investing in derivatives. Examples of these associated risks are liquidity risk, which is the risk that the Fund will not be able to sell the derivative in the open market in a timely manner, and counterparty credit risk, which is the risk that the counterparty will not fulfill its obligation to the Fund. Associated risks can be different for each type of derivative and are discussed by each derivative type in the notes that follow.
Counterparty Credit Risk. Certain derivative positions are subject to counterparty credit risk, which is the risk that the counterparty will not fulfill its obligation to the Fund. The Funds derivative counterparties are financial institutions who are subject to market conditions that may weaken their financial position. The Fund intends to enter into financial transactions with counterparties that the Manager believes to be creditworthy at the time of the transaction.
Credit Related Contingent Features. The Funds agreements with derivative counterparties have several credit related contingent features that if triggered would allow its derivatives counterparties to close out and demand payment or additional collateral to cover their exposure from the Fund. Credit related contingent features are established between the Fund and its derivatives counterparties to reduce the risk that the Fund will not fulfill its payment obligations to its counterparties. These triggering features include, but are not limited to, a percentage decrease in the Funds net assets and or a percentage decrease in the Funds Net
37 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Asset Value or NAV. The contingent features are established within the Funds International Swap and Derivatives Association, Inc. master agreements which govern certain positions in swaps, over-the-counter options and swaptions, and forward currency exchange contracts for each individual counterparty.
Futures Contracts
A futures contract is a commitment to buy or sell a specific amount of a financial instrument, or currency, at a negotiated price on a stipulated future date. The Fund may buy and sell futures contracts and may also buy or write put or call options on these futures contracts.
Futures contracts traded on a commodities or futures exchange will be valued at the final settlement price or official closing price on the principal exchange as reported by such principal exchange at its trading session ending at, or most recently prior to, the time when the Funds assets are valued.
Upon entering into a futures contract, the Fund is required to deposit either cash or securities (initial margin) in an amount equal to a certain percentage of the contract value. Subsequent payments (variation margin) are made or received by the Fund each day. The variation margin payments are equal to the daily changes in the contract value and are recorded as unrealized gains and losses.
Futures contracts are reported on a schedule following the Statement of Investments. Securities held in collateralized accounts to cover initial margin requirements on open futures contracts are noted in the Statement of Investments. Cash held by the broker to cover initial margin requirements on open futures contracts and the receivable and/or payable for the daily mark to market for the variation margin are noted in the Statement of Assets and Liabilities in the annual and semiannual reports. The net change in unrealized appreciation and depreciation is reported in the Statement of Operations in the annual and semiannual reports. Realized gains (losses) are reported in the Statement of Operations in the annual and semiannual reports at the closing or expiration of futures contracts.
The Fund has purchased futures contracts on various bonds and notes to increase exposure to interest rate risk.
The Fund has sold futures contracts on various bonds and notes to decrease exposure to interest rate risk.
During the period ended September 28, 2012, the Fund had an ending monthly average market value of $88,269,413 and $233,475,120 on futures contracts purchased and sold, respectively.
Additional associated risks of entering into futures contracts (and related options) include the possibility that there may be an illiquid market where the Fund is unable to liquidate the contract or enter into an offsetting position and, if used for hedging purposes, the risk that the price of the contract will correlate imperfectly with the prices of the Funds securities.
38 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Option Activity
The Fund may buy and sell put and call options, or write put and call options. When an option is written, the Fund receives a premium and becomes obligated to sell or purchase the underlying security at a fixed price, upon exercise of the option.
Options are valued daily based upon the last sale price on the principal exchange on which the option is traded. The difference between the premium received or paid, and market value of the option, is recorded as unrealized appreciation or depreciation. The net change in unrealized appreciation or depreciation is reported in the Statement of Operations in the annual and semiannual reports. When an option is exercised, the cost of the security purchased or the proceeds of the security sale are adjusted by the amount of premium received or paid. Upon the expiration or closing of the option transaction, a gain or loss is reported in the Statement of Operations in the annual and semiannual reports.
The Fund has purchased call options on treasury and/or euro futures to increase exposure to interest rate risk. A purchased call option becomes more valuable as the price of the underlying financial instrument appreciates relative to the strike price.
During the period ended September 28, 2012, the Fund had an ending monthly average market value of $7,400 on purchased call options.
Options written, if any, are reported in a schedule following the Statement of Investments and as a liability in the Statement of Assets and Liabilities in the annual and semiannual reports. Securities held in collateralized accounts to cover potential obligations with respect to outstanding written options are noted in the Statement of Investments.
The risk in writing a call option is that the Fund gives up the opportunity for profit if the market price of the security increases and the option is exercised. The risk in writing a put option is that the Fund may incur a loss if the market price of the security decreases and the option is exercised. The risk in buying an option is that the Fund pays a premium whether or not the option is exercised. The Fund also has the additional risk that there may be an illiquid market where the Fund is unable to close the contract.
Additional associated risks to the Fund include counterparty credit risk for over-the-counter options and liquidity risk.
As of September 28, 2012, the Fund had no outstanding written or purchased options.
39 | Oppenheimer Core Bond Fund |
Oppenheimer Core Bond Fund
STATEMENT OF INVESTMENTS September 28, 2012* (Unaudited)
Restricted Securities
As of September 28, 2012, investments in securities included issues that are restricted. A restricted security may have a contractual restriction on its resale and is valued under methods approved by the Board of Trustees as reflecting fair value. Securities that are restricted are marked with an applicable footnote on the Statement of Investments. Restricted securities are reported on a schedule following the Statement of Investments.
Federal Taxes. The approximate aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments for federal income tax purposes as of September 28, 2012 are noted below. The primary difference between book and tax appreciation or depreciation of securities and other investments, if applicable, is attributable to the tax deferral of losses.
Federal tax cost of securities |
$ | 1,749,679,299 | ||
Federal tax cost of other investments |
(238,384,114 | ) | ||
|
|
|||
Total federal tax cost |
$ | 1,511,295,185 | ||
|
|
|||
Gross unrealized appreciation |
$ | 76,043,110 | ||
Gross unrealized depreciation |
(7,872,452 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 68,170,658 | ||
|
|
40 | Oppenheimer Core Bond Fund |
Item 2. Controls and Procedures.
(a) | Based on their evaluation of the registrants disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940 (17 CFR 270.30a-3(c)) as of 9/28/2012, the registrants principal executive officer and principal financial officer found the registrants disclosure controls and procedures to provide reasonable assurances that information required to be disclosed by the registrant in the reports that it files under the Securities Exchange Act of 1934 (a) is accumulated and communicated to the registrants management, including its principal executive officer and principal financial officer, to allow timely decisions regarding required disclosure, and (b) is recorded, processed, summarized and reported, within the time periods specified in the rules and forms adopted by the U.S. Securities and Exchange Commission. |
(b) | There have been no significant changes in the registrants internal controls over financial reporting that occurred during the registrants last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting. |
Item 3. Exhibits.
Exhibits attached hereto.
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Oppenheimer Integrity Funds
By: | /s/ William F. Glavin, Jr. | |
William F. Glavin, Jr. | ||
Principal Executive Officer | ||
Date: | 11/12/2012 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
By: | /s/ William F. Glavin, Jr. | |
William F. Glavin, Jr. | ||
Principal Executive Officer | ||
Date: | 11/12/2012 |
By: | /s/ Brian W. Wixted | |
Brian W. Wixted | ||
Principal Financial Officer | ||
Date: | 11/12/2012 |
Exhibit 99.CERT
Section 302 Certifications
CERTIFICATIONS
I, William F. Glavin, Jr., certify that:
1. | I have reviewed this report on Form N-Q of Oppenheimer Integrity Funds; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer and I have disclosed to the registrants auditors and the audit committee of the registrants board of Trustees (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
/s/ William F. Glavin, Jr. |
William F. Glavin, Jr. |
Principal Executive Officer |
Date: 11/12/2012
Exhibit 99.CERT
Section 302 Certifications
CERTIFICATIONS
I, Brian W. Wixted, certify that:
1. | I have reviewed this report on Form N-Q of Oppenheimer Integrity Funds; |
2. | Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; |
3. | Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; |
4. | The registrants other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: |
(a) | Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; |
(b) | Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; |
(c) | Evaluated the effectiveness of the registrants disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and |
(d) | Disclosed in this report any change in the registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and |
5. | The registrants other certifying officer and I have disclosed to the registrants auditors and the audit committee of the registrants board of Trustees (or persons performing the equivalent functions): |
(a) | All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrants ability to record, process, summarize, and report financial information; and |
(b) | Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrants internal control over financial reporting. |
/s/ Brian W. Wixted |
Brian W. Wixted |
Principal Financial Officer |
Date: 11/12/2012