N-Q

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

OFI Global Asset Management, Inc.

Two World Financial Center, New York, New York 10281-1008

(Name and address of agent for service)

Registrant’s telephone number, including area code: (303) 768-3200

Date of fiscal year end: December 31

Date of reporting period: 9/30/2013

Item 1. Schedule of Investments.

STATEMENT OF INVESTMENTS    September 30, 2013 / Unaudited

	Principal Amount		Value
Asset-Backed Securities—15.1%
Auto Loan—14.5%
American Credit Acceptance Receivables Trust:
Series 2012-2, Cl. A, 1.89%, 7/15/161	$1,556,300	$	1,560,303
Series 2012-3, Cl. A, 1.64%, 11/15/161	716,525		716,104
Series 2012-3, Cl. C, 2.78%, 9/17/181	610,000		609,057
Series 2013-2, Cl. B, 2.84%, 5/15/191	2,563,000		2,569,502
AmeriCredit Automobile Receivables Trust:
Series 2010-2, Cl. C, 4.52%, 10/8/15	2,012,606		2,034,719
Series 2010-2, Cl. D, 6.24%, 6/8/16	1,670,000		1,744,086
Series 2011-1, Cl. D, 4.26%, 2/8/17	720,000		750,838
Series 2011-2, Cl. D, 4.00%, 5/8/17	3,440,000		3,569,800
Series 2011-4, Cl. D, 4.08%, 9/8/17	3,995,000		4,155,803
Series 2011-5, Cl. D, 5.05%, 12/8/17	2,760,000		2,958,652
Series 2012-1, Cl. D, 4.72%, 3/8/18	1,025,000		1,080,575
Series 2012-2, Cl. D, 3.38%, 4/9/18	4,505,000		4,624,673
Series 2012-4, Cl. D, 2.68%, 10/9/18	1,510,000		1,513,214
Series 2012-5, Cl. C, 1.69%, 11/8/18	1,640,000		1,630,166
Series 2012-5, Cl. D, 2.35%, 12/10/18	2,445,000		2,431,616
Series 2013-1, Cl. C, 1.57%, 1/8/19	2,745,000		2,688,174
Series 2013-1, Cl. D, 2.09%, 2/8/19	1,945,000		1,896,717
Series 2013-2, Cl. D, 2.42%, 5/8/19	3,030,000		2,969,918
Series 2013-3, Cl. D, 3.00%, 7/8/19	1,965,000		1,955,015
Capital Auto Receivables Asset Trust, Series 2013-1, Cl. D, 2.19%, 9/20/21	1,265,000		1,237,474
Centre Point Funding LLC, Series 2010-1A, Cl. 1, 5.43%, 7/20/161	331,526		344,284
CFC LLC, Series 2013-1A, Cl. A, 1.65%, 7/17/171	926,703		924,584
CPS Auto Receivables Trust:
Series 2012-B, Cl. A, 2.52%, 9/16/191	2,461,226		2,491,454
Series 2012-C, Cl. A, 1.82%, 12/16/191	831,586		836,301
Credit Acceptance Auto Loan Trust:
Series 2012-1A, Cl. A, 2.20%, 9/16/191	1,675,000		1,691,020
Series 2012-2A, Cl. A, 1.52%, 3/16/201	1,025,000		1,028,466
Series 2012-2A, Cl. B, 2.21%, 9/15/201	510,000		512,773
Series 2013-1A, Cl. B, 1.83%, 4/15/211	1,620,000		1,608,190
DT Auto Owner Trust:
Series 2011-1A, Cl. C, 3.05%, 8/17/151	90,831		90,911
Series 2011-3A, Cl. C, 4.03%, 2/15/171	2,775,000		2,784,503
Series 2012-2A, Cl. C, 2.72%, 4/17/171	665,000		670,457
Series 2012-2A, Cl. D, 4.35%, 3/15/191	860,000		888,032
Series 2013-1A, Cl. D, 3.74%, 5/15/201	1,185,000		1,188,025
Series 2013-2A, Cl. D, 4.18%, 6/15/201	2,820,000		2,823,398
Exeter Automobile Receivables Trust:
Series 2012-1A, Cl. A, 2.02%, 8/15/161	3,030,002		3,041,781
Series 2012-2A, Cl. A, 1.30%, 6/15/171	908,277		907,804
Series 2012-2A, Cl. B, 2.22%, 12/15/171	1,415,000		1,404,419
Series 2012-2A, Cl. C, 3.06%, 7/16/181	235,000		230,555
Series 2013-1A, Cl. A, 1.29%, 10/16/171	1,946,303		1,943,142
Series 2013-2A, Cl. C, 4.35%, 1/15/191	2,670,000		2,694,114
First Investors Auto Owner Trust, Series 2012-1A, Cl. D, 5.65%, 4/15/181	1,055,000		1,110,857
Ford Credit Auto Owner Trust, Series 2013-A, Cl. D, 1.86%, 8/15/19	1,845,000		1,823,710
Ford Credit Floorplan Master Owner Trust A:
Series 2012-1, Cl. C, 1.682%, 1/15/162	1,625,000		1,629,741
Series 2012-2, Cl. C, 2.86%, 1/15/19	2,585,000		2,660,167

1    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Auto Loan Continued
Ford Credit Floorplan Master Owner Trust A: Continued
Series 2013-3, Cl. D, 1.74%, 6/15/17	$  1,060,000	$	1,062,132
Prestige Auto Receivables Trust, Series 2011-1A, Cl. D, 5.18%, 7/16/181	935,000		968,715
Santander Drive Auto Receivables Trust:
Series 2010-3, Cl. C, 3.06%, 11/15/17	2,950,000		3,010,175
Series 2010-B, Cl. C, 3.02%, 10/17/161	2,278,474		2,301,316
Series 2011-1, Cl. D, 4.01%, 2/15/17	2,880,000		2,984,262
Series 2011-4, Cl. B, 2.90%, 5/16/16	1,895,000		1,919,843
Series 2011-S1A, Cl. D, 3.10%, 5/15/171	27,264		27,291
Series 2011-S2A, Cl. D, 3.35%, 6/15/173	532,893		535,184
Series 2012-2, Cl. C, 3.20%, 2/15/18	350,000		360,121
Series 2012-2, Cl. D, 3.87%, 2/15/18	3,550,000		3,662,812
Series 2012-3, Cl. C, 3.01%, 4/16/18	4,745,000		4,872,847
Series 2012-4, Cl. B, 1.83%, 3/15/17	1,040,000		1,048,585
Series 2012-4, Cl. D, 3.50%, 6/15/18	4,530,000		4,632,881
Series 2012-5, Cl. C, 2.70%, 8/15/18	4,355,000		4,385,143
Series 2012-5, Cl. D, 3.30%, 9/17/18	5,425,000		5,523,846
Series 2012-6, Cl. D, 2.52%, 9/17/18	5,750,000		5,689,168
Series 2012-AA, Cl. D, 2.46%, 12/17/181	990,000		972,563
Series 2013-1, Cl. C, 1.76%, 1/15/19	3,180,000		3,129,343
Series 2013-1, Cl. D, 2.27%, 1/15/19	1,605,000		1,570,263
Series 2013-2, Cl. D, 2.57%, 3/15/19	2,135,000		2,088,459
Series 2013-3, Cl. C, 1.81%, 4/15/19	2,700,000		2,654,427
Series 2013-3, Cl. D, 2.42%, 4/15/19	1,475,000		1,415,332
Series 2013-4, Cl. D, 3.92%, 1/15/20	745,000		754,686
Series 2013-A, Cl. C, 3.12%, 10/15/191	2,605,000		2,680,796
SNAAC Auto Receivables Trust:
Series 2012-1A, Cl. A, 1.78%, 6/15/161	476,356		477,687
Series 2012-1A, Cl. C, 4.38%, 6/15/171	1,105,000		1,131,085
Series 2013-1A, Cl. B, 2.09%, 7/16/181	900,000		896,560
Series 2013-1A, Cl. C, 3.07%, 8/15/181	1,000,000		993,656
United Auto Credit Securitization Trust:
Series 2012-1, Cl. A2, 1.10%, 3/16/151	528,536		528,512
Series 2012-1, Cl. B, 1.87%, 9/15/151	1,775,000		1,774,617
Series 2012-1, Cl. C, 2.52%, 3/15/161	1,280,000		1,279,297
Series 2012-1, Cl. D, 3.12%, 3/15/181	895,000		894,477
Series 2013-1, Cl. B, 1.74%, 4/15/161	1,575,000		1,572,524
Series 2013-1, Cl. C, 2.22%, 12/15/171	1,005,000		1,002,957
Series 2013-1, Cl. D, 2.90%, 12/15/171	175,000		174,645
Westlake Automobile Receivables Trust:
Series 2012-1A, Cl. A2, 1.03%, 3/15/161	655,021		655,640
Series 2013-1A, Cl. A2, 1.12%, 1/15/181	2,480,000		2,481,252
			150,138,193
Credit Card—0.3%
MBNA Credit Card Master Note Trust, Series 2003-C7, Cl. C7, 1.532%, 3/15/162	2,900,000		2,901,292
Equipment—0.1%
FRS I LLC, Series 2013-1A, Cl. A1, 1.80%, 4/15/431	748,391		744,716
Receivables: Other—0.2%
AmeriCredit Automobile Receivables Trust, Series 2010-1, Cl. D, 6.65%, 7/17/17	1,995,000		2,070,195
Total Asset-Backed Securities (Cost $155,791,596)			155,854,396

2    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Mortgage-Backed Obligations—58.7%
Government Agency—45.5%
FHLMC/FNMA/FHLB/Sponsored—45.2%
Federal Home Loan Mortgage Corp. Gold Pool:
5.50%, 9/1/39	$4,348,059	$	4,761,504
6.00%, 5/1/18-11/1/37	929,249		1,014,978
6.50%, 4/1/18-4/1/34	1,117,021		1,232,393
7.00%, 7/1/21-10/1/37	5,540,558		6,293,238
8.00%, 4/1/16	67,490		70,640
9.00%, 8/1/22-5/1/25	34,314		38,510
Federal Home Loan Mortgage Corp. Non Gold Pool, 9%, 3/1/17	267		268
Federal Home Loan Mortgage Corp., Interest-Only Stripped Mtg.-Backed Security:
Series 183, Cl. IO, 17.07%, 4/1/274	619,415		92,882
Series 192, Cl. IO, 11.78%, 2/1/284	71,598		15,055
Series 206, Cl. IO, 0.00%, 12/1/294,10	116,797		17,436
Series 243, Cl. 6, 0.00%, 12/15/324,10	540,010		112,387
Federal Home Loan Mortgage Corp., Principal-Only Stripped Mtg.-Backed Security, Series 176, Cl. PO, 3.677%, 6/1/265	85,765		80,170
Federal Home Loan Mortgage Corp., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates:
Series 151, Cl. F, 9.00%, 5/15/21	8,733		9,747
Series 1590, Cl. IA, 1.232%, 10/15/232	1,478,060		1,506,089
Series 2034, Cl. Z, 6.50%, 2/15/28	10,794		12,197
Series 2043, Cl. ZP, 6.50%, 4/15/28	1,539,353		1,757,271
Series 2046, Cl. G, 6.50%, 4/15/28	873,130		987,135
Series 2053, Cl. Z, 6.50%, 4/15/28	11,415		12,900
Series 2063, Cl. PG, 6.50%, 6/15/28	733,504		829,861
Series 2145, Cl. MZ, 6.50%, 4/15/29	277,304		314,193
Series 2148, Cl. ZA, 6.00%, 4/15/29	418,862		468,939
Series 2195, Cl. LH, 6.50%, 10/15/29	683,489		774,560
Series 2326, Cl. ZP, 6.50%, 6/15/31	191,056		217,857
Series 2341, Cl. FP, 1.082%, 7/15/312	322,209		328,370
Series 2399, Cl. PG, 6.00%, 1/15/17	174,361		183,705
Series 2423, Cl. MC, 7.00%, 3/15/32	1,108,423		1,291,133
Series 2453, Cl. BD, 6.00%, 5/15/17	175,627		186,007
Series 2461, Cl. PZ, 6.50%, 6/15/32	1,601,681		1,823,548
Series 2463, Cl. F, 1.182%, 6/15/322	1,582,100		1,617,817
Series 2500, Cl. FD, 0.682%, 3/15/322	116,122		116,823
Series 2526, Cl. FE, 0.582%, 6/15/292	146,063		146,361
Series 2551, Cl. FD, 0.582%, 1/15/332	296,413		297,075
Series 2676, Cl. KY, 5.00%, 9/15/23	2,026,386		2,222,718
Series 2707, Cl. QE, 4.50%, 11/15/18	579,140		610,924
Series 3025, Cl. SJ, 24.082%, 8/15/352	287,217		450,014
Series 3030, Cl. FL, 0.582%, 9/15/352	755,361		754,979
Series 3822, Cl. JA, 5.00%, 6/15/40	1,754,857		1,859,639
Series 3848, Cl. WL, 4.00%, 4/15/40	2,200,902		2,351,095
Series 4221, Cl. HJ, 1.50%, 7/15/23	1,054,974		1,049,086
Federal Home Loan Mortgage Corp., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates, Interest-Only Stripped Mtg.-Backed Security:
Series 2129, Cl. S, 18.75%, 2/15/294	824,460		155,414
Series 2130, Cl. SC, 55.385%, 3/15/294	244,431		47,929
Series 2134, Cl. SB, 60.875%, 3/15/294	240,198		45,170
Series 2422, Cl. SJ, 52.509%, 1/15/324	794,696		162,930
Series 2493, Cl. S, 56.873%, 9/15/294	61,142		12,899

3    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
FHLMC/FNMA/FHLB/Sponsored Continued
Federal Home Loan Mortgage Corp., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates, Interest-Only Stripped Mtg.-Backed Security: Continued
Series 2601, Cl. GS, 0.00%, 11/15/174,10	$186,103	$	3,314
Series 2682, Cl. TQ, 99.999%, 10/15/334	1,590,134		279,877
Series 2796, Cl. SD, 57.21%, 7/15/264	376,142		68,609
Series 2802, Cl. AS, 0.00%, 4/15/334,10	152,678		4,884
Series 2920, Cl. S, 57.31%, 1/15/354	1,463,746		287,820
Series 2922, Cl. SE, 9.342%, 2/15/354	1,185,415		208,139
Series 2981, Cl. BS, 99.999%, 5/15/354	2,826,059		458,588
Series 3005, Cl. WI, 0.00%, 7/15/354,10	567,798		55,155
Series 3201, Cl. SG, 7.66%, 8/15/364	3,515,274		657,387
Series 3397, Cl. GS, 15.493%, 12/15/374	615,629		104,369
Series 3424, Cl. EI, 3.136%, 4/15/384	578,066		76,812
Series 3450, Cl. BI, 14.50%, 5/15/384	6,648,981		1,201,750
Series 3606, Cl. SN, 6.773%, 12/15/394	1,876,751		242,735
Federal National Mortgage Assn. Pool:
2.50%, 10/1/276	16,865,000		16,965,136
3.00%, 10/1/266	9,960,000		10,314,825
3.50%, 11/1/27-11/1/426	197,895,000		204,815,346
4.00%, 10/1/28-10/1/426	44,500,000		46,760,014
4.50%, 10/1/22-10/1/426	70,875,000		75,680,471
5.00%, 10/25/386	190,000		206,061
5.50%, 12/1/18-5/1/36	3,120,340		3,415,652
6.00%, 5/1/20	267,414		284,291
6.50%, 6/1/17-11/1/31	6,432,554		7,100,568
7.00%, 9/1/14-4/1/34	3,016,924		3,429,170
7.50%, 1/1/33-8/1/33	3,803,461		4,460,605
8.50%, 7/1/32	16,244		18,954
Federal National Mortgage Assn., Interest-Only Stripped Mtg.-Backed Security:
Series 222, Cl. 2, 24.86%, 6/1/234	619,379		94,012
Series 247, Cl. 2, 43.05%, 10/1/234	67,296		10,402
Series 252, Cl. 2, 41.18%, 11/1/234	642,447		97,888
Series 254, Cl. 2, 34.90%, 1/1/244	1,136,565		171,442
Series 301, Cl. 2, 5.14%, 4/1/294	307,137		65,573
Series 303, Cl. IO, 9.34%, 11/1/294	57,447		8,699
Series 319, Cl. 2, 5.66%, 2/1/324	244,362		64,753
Series 320, Cl. 2, 10.35%, 4/1/324	4,213,579		833,671
Series 321, Cl. 2, 8.83%, 4/1/324	740,370		194,259
Series 324, Cl. 2, 3.61%, 7/1/324	338,621		88,701
Series 331, Cl. 9, 0.00%, 2/1/334,10	2,455,388		498,822
Series 334, Cl. 14, 0.00%, 2/1/334,10	2,178,118		421,969
Series 334, Cl. 15, 0.00%, 2/1/334,10	1,624,774		306,708
Series 334, Cl. 17, 6.402%, 2/1/334	84,452		19,897
Series 339, Cl. 12, 0.00%, 6/25/334,10	1,984,990		338,214
Series 339, Cl. 7, 0.00%, 8/1/334,10	2,027,053		329,107
Series 343, Cl. 13, 0.00%, 9/1/334,10	2,079,783		328,454
Series 343, Cl. 18, 0.00%, 5/1/344,10	1,353,183		204,369
Series 345, Cl. 9, 0.00%, 1/1/344,10	876,641		150,515
Series 351, Cl. 10, 0.00%, 4/1/344,10	825,177		131,337
Series 351, Cl. 8, 0.00%, 4/1/344,10	1,355,904		215,654
Series 356, Cl. 10, 0.00%, 6/1/354,10	1,012,804		163,538
Series 356, Cl. 12, 0.00%, 2/1/354,10	500,569		80,777
Series 362, Cl. 13, 0.00%, 8/1/354,10	1,281,172		217,847

4    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
FHLMC/FNMA/FHLB/Sponsored Continued
Federal National Mortgage Assn., Interest-Only Stripped Mtg.-Backed Security: Continued
Series 364, Cl. 16, 0.00%, 9/1/354,10	$1,694,583	$	264,294
Series 365, Cl. 16, 0.00%, 3/1/364,10	1,322,037		245,111
Federal National Mortgage Assn., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates:
Series 1993-104, Cl. ZB, 6.50%, 7/25/23	271,493		301,513
Series 1993-87, Cl. Z, 6.50%, 6/25/23	205,173		232,041
Series 1996-35, Cl. Z, 7.00%, 7/25/26	71,236		81,392
Series 1998-58, Cl. PC, 6.50%, 10/25/28	391,756		444,844
Series 1998-61, Cl. PL, 6.00%, 11/25/28	500,377		559,901
Series 1999-54, Cl. LH, 6.50%, 11/25/29	772,815		866,562
Series 1999-60, Cl. PG, 7.50%, 12/25/29	3,411,504		3,966,013
Series 2001-51, Cl. OD, 6.50%, 10/25/31	836,620		933,880
Series 2002-10, Cl. FB, 0.679%, 3/25/172	56,662		57,007
Series 2002-16, Cl. PG, 6.00%, 4/25/17	317,119		333,638
Series 2002-2, Cl. UC, 6.00%, 2/25/17	202,530		213,397
Series 2002-56, Cl. FN, 1.179%, 7/25/322	445,514		455,544
Series 2003-130, Cl. CS, 13.742%, 12/25/332	2,463,058		3,021,662
Series 2003-21, Cl. FK, 0.579%, 3/25/332	140,304		140,618
Series 2003-28, Cl. KG, 5.50%, 4/25/23	1,033,432		1,133,574
Series 2004-101, Cl. BG, 5.00%, 1/25/20	818,601		856,420
Series 2004-25, Cl. PC, 5.50%, 1/25/34	261,320		281,134
Series 2005-104, Cl. MC, 5.50%, 12/25/25	3,517,589		3,867,683
Series 2005-109, Cl. AH, 5.50%, 12/25/25	9,818,780		10,862,133
Series 2005-31, Cl. PB, 5.50%, 4/25/35	2,480,000		2,820,429
Series 2005-71, Cl. DB, 4.50%, 8/25/25	834,996		904,600
Series 2005-73, Cl. DF, 0.429%, 8/25/352	1,910,745		1,910,724
Series 2006-50, Cl. SK, 23.544%, 6/25/362	810,983		1,235,662
Series 2007-109, Cl. NF, 0.729%, 12/25/372	2,547,862		2,563,447
Series 2009-36, Cl. FA, 1.119%, 6/25/372	1,497,350		1,511,777
Series 2009-37, Cl. HA, 4.00%, 4/25/19	2,034,420		2,127,683
Series 2009-70, Cl. TL, 4.00%, 8/25/19	1,655,741		1,731,708
Series 2011-15, Cl. DA, 4.00%, 3/25/41	776,511		821,835
Series 2011-3, Cl. KA, 5.00%, 4/25/40	2,608,002		2,860,021
Federal National Mortgage Assn., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates, Interest-Only Stripped Mtg.-Backed Security:
Series 2001-15, Cl. SA, 52.312%, 3/17/314	350,312		62,507
Series 2001-61, Cl. SE, 35.143%, 11/18/314	365,141		66,373
Series 2001-65, Cl. S, 30.988%, 11/25/314	776,567		143,254
Series 2001-81, Cl. S, 29.89%, 1/25/324	111,622		23,088
Series 2002-12, Cl. SB, 44.50%, 7/25/314	178,309		35,848
Series 2002-2, Cl. SW, 46.481%, 2/25/324	222,611		43,708
Series 2002-38, Cl. SO, 46.633%, 4/25/324	114,096		20,315
Series 2002-41, Cl. S, 62.045%, 7/25/324	1,153,380		233,962
Series 2002-47, Cl. NS, 35.327%, 4/25/324	360,695		68,252
Series 2002-5, Cl. SD, 50.384%, 2/25/324	209,769		38,489
Series 2002-51, Cl. S, 35.509%, 8/25/324	331,187		65,826
Series 2002-52, Cl. SD, 37.06%, 9/25/324	454,698		94,587
Series 2002-60, Cl. SM, 28.968%, 8/25/324	1,161,198		180,072
Series 2002-60, Cl. SY, 5.491%, 4/25/324	1,041,955		28,619
Series 2002-64, Cl. SD, 9.278%, 4/25/274	463,125		94,301
Series 2002-7, Cl. SK, 30.131%, 1/25/324	674,807		112,950
Series 2002-75, Cl. SA, 32.88%, 11/25/324	637,043		122,183
Series 2002-77, Cl. BS, 31.05%, 12/18/324	1,273,607		253,984

5    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
FHLMC/FNMA/FHLB/Sponsored Continued
Federal National Mortgage Assn., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates, Interest-Only Stripped Mtg.-Backed Security: Continued
Series 2002-77, Cl. IS, 43.98%, 12/18/324	$194,386	$	39,630
Series 2002-77, Cl. SH, 42.64%, 12/18/324	176,754		36,645
Series 2002-84, Cl. SA, 37.949%, 12/25/324	175,327		33,420
Series 2002-89, Cl. S, 52.34%, 1/25/334	1,653,767		354,449
Series 2002-9, Cl. MS, 31.19%, 3/25/324	10,142		2,083
Series 2002-90, Cl. SN, 33.814%, 8/25/324	1,056,537		163,841
Series 2002-90, Cl. SY, 38.81%, 9/25/324	557,354		90,958
Series 2003-14, Cl. OI, 11.72%, 3/25/334	2,636,031		478,876
Series 2003-26, Cl. IK, 9.33%, 4/25/334	954,782		189,565
Series 2003-33, Cl. SP, 28.05%, 5/25/334	1,038,957		187,895
Series 2003-4, Cl. S, 32.28%, 2/25/334	334,447		65,344
Series 2003-52, Cl. NS, 40.31%, 6/25/234	4,940,792		593,287
Series 2004-54, Cl. DS, 41.79%, 11/25/304	92,706		14,123
Series 2004-56, Cl. SE, 14.13%, 10/25/334	1,445,719		243,784
Series 2005-12, Cl. SC, 11.08%, 3/25/354	592,081		126,996
Series 2005-40, Cl. SA, 49.64%, 5/25/354	864,584		150,060
Series 2005-52, Cl. JH, 9.736%, 5/25/354	1,585,930		290,244
Series 2005-6, Cl. SE, 59.39%, 2/25/354	1,294,460		235,642
Series 2005-93, Cl. SI, 13.977%, 10/25/354	1,249,805		188,194
Series 2006-53, Cl. US, 17.645%, 6/25/364	95,731		15,093
Series 2008-55, Cl. SA, 16.72%, 7/25/384	1,477,229		225,249
Series 2009-8, Cl. BS, 0.00%, 2/25/244,10	2,906,409		263,797
Series 2012-40, Cl. PI, 3.133%, 4/25/414	4,031,277		758,789
Federal National Mortgage Assn., Real Estate Mtg. Investment Conduit Multiclass Pass-Through Certificates, Principal-Only Stripped Mtg.-Backed Security, Series 1993-184, Cl. M, 4.35%, 9/25/235	198,794		192,835
			472,706,350
GNMA/Guaranteed—0.3%
Government National Mortgage Assn. I Pool:
8.50%, 8/15/17-12/15/17	47,137		50,110
10.50%, 12/15/17	5,165		5,289
Government National Mortgage Assn. II Pool:
1.75%, 7/20/25-7/20/272	10,896		11,337
11.00%, 10/20/19	5,389		5,654
Government National Mortgage Assn., Interest-Only Stripped Mtg.-Backed Security:
Series 2002-15, Cl. SM, 63.03%, 2/16/324	566,010		103,872
Series 2002-41, Cl. GS, 53.80%, 6/16/324	393,581		78,793
Series 2002-76, Cl. SY, 64.27%, 12/16/264	272,306		52,826
Series 2007-17, Cl. AI, 17.06%, 4/16/374	2,931,295		555,518
Series 2011-52, Cl. HS, 8.629%, 4/16/414	8,912,539		2,238,099
			3,101,498
Non-Agency—13.2%
Commercial—8.2%
Asset Securitization Corp., Interest-Only Stripped Mtg.-Backed Security, Collateralized Mtg. Obligations, Series 1997-D4, Cl. PS1, 0%, 4/14/294,10	1,844,118		86,755
Banc of America Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Collateralized Mtg. Obligations, Series 2006-6, Cl. AM, 5.39%, 10/10/45	2,820,000		3,002,238
Bear Stearns ARM Trust, Collateralized Mtg. Obligations, Series 2007-4, Cl. 22A1, 5.201%, 6/25/472	1,950,828		1,713,251

6    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Commercial Continued
Capital Lease Funding Securitization LP, Interest-Only Commercial Mtg. Pass-Through Certificates, Series 1997-CTL1, Cl. IO, 0%, 6/22/243,4,10	$785,807	$	37,403
CD Commercial Mortgage Trust, Collateralized Mtg. Obligations, Series 2007-CD4, Cl. A2B, 5.205%, 12/11/49	44,013		44,055
Citigroup Commercial Mortgage Trust:
Series 2008-C7, Cl. AM, 6.336%, 12/10/492	2,940,000		3,236,048
Series 20113-GCJ11, 4.459%, 4/10/231	1,080,000		915,499
COMM Mortgage Trust, Commercial Mtg. Pass-Through Certificates:
Series 2012-CR4, Cl. D, 4.73%, 10/15/451,2	320,000		281,630
Series 2012-CR5, Cl. E, 4.48%, 12/10/451,2	510,000		441,050
Series 2013-CR7, Cl. D, 4.501%, 3/10/461,2	1,180,000		985,909
COMM Mortgage Trust, Interest-Only Stripped Mtg.-Backed Security:
Series 2010-C1, Cl. XPA, 0.00%, 7/10/461,4,10	24,626,639		1,078,795
Series 2012-CR5, Cl. XA, 2.047%, 12/10/454	17,368,493		1,913,591
Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2007-GG11, Cl. AM, 5.867%, 12/10/492	2,240,000		2,445,417
Countrywide Alternative Loan Trust, Series 2006-J2, Cl. A7, 6%, 4/25/36	140,492		120,504
Countrywide Home Loans, Series 2007-J3, Cl. A9, 6%, 7/25/37	700,398		579,230
Credit Suisse Commercial Mortgage Trust, Series 2006-6, Cl. 1A4, 6%, 7/25/36	1,909,515		1,473,810
Credit Suisse Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2006-C1, Cl. AJ, 5.567%, 2/15/392	1,890,000		2,039,948
Credit Suisse First Boston Commercial Trust, Commercial Mtg. Pass-Through Certificates, Series 2005-C6, Cl. AJ, 5.23%, 12/15/402	2,750,000		2,925,293
DBUBS Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2011-LC1A, Cl. E, 5.728%, 11/10/461,2	490,000		476,940
EverBank Mortgage Loan Trust, Commercial Mtg. Pass-Through Certificates, Series 2013-1, Cl. A1, 2.25%, 3/25/431,2	1,027,937		947,206
First Horizon Alternative Mortgage Securities Trust:
Series 2004-FA2, Cl. 3A1, 6.00%, 1/25/35	1,439,111		1,466,214
Series 2005-FA8, Cl. 1A6, 0.829%, 11/25/352	1,998,954		1,520,084
Series 2005-FA9, Cl. A4A, 5.50%, 12/25/35	82,757		73,351
Series 2007-FA2, Cl. 1A1, 5.50%, 4/25/37	1,787,527		1,325,015
Series 2007-FA4, Cl. 1A6, 6.25%, 8/25/372	2,314,463		1,994,611
FREMF Mortgage Trust, Commercial Mtg. Pass-Through Certificates:
Series 2013-K25, Cl. C, 3.742%, 11/25/451,2	605,000		502,219
Series 2013-K26, Cl. C, 3.723%, 12/25/451,2	420,000		347,191
Series 2013-K27, Cl. C, 3.616%, 1/25/461,2	650,000		530,028
Series 2013-K28, Cl. C, 3.614%, 6/25/461,2	650,000		530,279
Series 2013-K712, Cl. C, 3.483%, 5/25/451,2	1,080,000		962,615
GE Capital Commercial Mortgage Corp., Collateralized Mtg. Obligations, Series 2005-C4, Cl. AJ, 5.489%, 11/10/452	2,595,000		2,514,231
GS Mortgage Securities Trust:
Series 2006-GG6, Cl. AM, 5.622%, 4/10/382	2,739,112		2,945,290
Series 2011-GC3, Cl. A1, 2.331%, 3/10/441	1,024,950		1,038,413
GSR Mortgage Loan Trust, Mtg. Pass-Through Certificates, Series 2005-AR4, Cl. 6A1, 5.25%, 7/25/352	1,334,395		1,326,987
IndyMac Index Mortgage Loan Trust, Collateralized Mtg. Obligations, Series 2005-AR23, Cl. 6A1, 4.706%, 11/25/352	2,793,270		2,314,425
JP Morgan Chase Commercial Mortgage Securities Trust:
Series 2006-CB16, Cl. AJ, 5.623%, 5/12/45	2,800,000		2,621,863
Series 2007-LDPX, Cl. A3S, 5.317%, 1/15/49	3,025,923		3,036,902

7    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Commercial Continued
JP Morgan Chase Commercial Mortgage Securities Trust: Continued
Series 2011-C3, Cl. A1, 1.875%, 2/15/461	$1,072,097	$	1,078,871
JP Morgan Mortgage Trust, Collateralized Mtg. Obligations, Series 2007-S3, Cl. 1A90, 7%, 8/25/37	2,573,728		2,354,302
JPMorgan Resecuritization Trust, Collateralized Mtg. Obligations, Series 2009-5, Cl. 1A2, 2.613%, 7/26/361,2	2,776,641		2,124,941
LB Commercial Conduit Mortgage Trust, Interest-Only Stripped Mtg.-Backed Security, Collateralized Mtg. Obligations, Series 1998-C1, Cl. IO, 0%, 2/18/304,10	562,625		16,199
Lehman Structured Securities Corp., Commercial Mtg. Pass-Through Certificates, Series 2002-GE1, Cl. A, 2.514%, 7/26/242,3	59,021		51,699
Merrill Lynch Mortgage Trust, Collateralized Mtg. Obligations, Series 2006-C2, Cl. AM, 5.782%, 8/12/432	2,800,000		3,030,797
Morgan Stanley Bank of America Merrill Lynch Trust, Commercial Mtg. Pass-Through Certificates:
Series 2012-C6, Cl. E, 4.82%, 11/15/451,2	950,000		834,251
Series 2013-C7, Cl. D, 4.444%, 2/15/461,2	1,150,000		956,771
Series 2013-C8, Cl. D, 4.311%, 12/15/481,2	830,000		694,519
Morgan Stanley Capital I Trust:
Series 2007-IQ13, Cl. AM, 5.406%, 3/15/44	3,575,000		3,838,204
Series 2007-IQ15, Cl. AM, 6.107%, 6/11/492	3,115,000		3,352,938
Morgan Stanley Reremic Trust, Collateralized Mtg. Obligations, Series 2012-R3, Cl. 1B, 2.346%, 11/26/362,3	2,339,977		1,255,197
Salomon Brothers Mortgage Securities VII, Inc., Interest-Only Stripped Mtg.-Backed Security, Collateralized Mtg. Obligations, Series 1999-C1, Cl. X, 6.791%, 5/18/324	5,077,286		2,214
Structured Adjustable Rate Mortgage Loan Trust:
Series 2006-4, Cl. 6A, 5.168%, 5/25/362	1,362,461		1,147,813
Series 2007-6, Cl. 3A1, 4.689%, 7/25/372	2,817,053		2,314,032
UBS-Barclays Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2012-C2, Cl. E, 5.049%, 5/10/631,2	460,000		400,753
WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR14, Cl. 1A4, 2.473%, 12/25/352	1,612,097		1,477,312
Wells Fargo Mortgage-Backed Securities Trust:
Series 2005-AR15, Cl. 1A6, 2.613%, 9/25/352	362,175		339,407
Series 2007-16, Cl. 1A1, 6.00%, 12/28/37	2,194,917		2,300,385
Series 2007-AR3, Cl. A4, 5.679%, 4/25/372	743,012		706,607
Series 2007-AR8, Cl. A1, 5.942%, 11/25/372	2,011,114		1,787,711
WF-RBS Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates:
Series 2012-C10, Cl. D, 4.609%, 12/15/451,2	480,000		417,369
Series 2012-C7, Cl. E, 5.004%, 6/15/451,2	840,000		743,871
Series 2012-C8, Cl. E, 5.041%, 8/15/451,2	935,000		841,649
Series 2013-C11, Cl. D, 4.324%, 3/15/451,2	481,000		398,055
WF-RBS Commercial Mortgage Trust, Interest-Only Commercial Mtg. Pass-Through Certificates, Series 2011-C3, Cl. XA, 1.38%, 3/15/441,2,4	27,865,374		1,989,225
			84,249,382
Multi-Family—0.9%
Citigroup Mortgage Loan Trust, Series 2006-AR3, Cl. 1A2A, 5.457%, 6/25/362	1,801,576		1,667,537
Countrywide Alternative Loan Trust:
Series 2005-86CB, Cl. A8, 5.50%, 2/25/36	402,183		374,058
Series 2005-J14, Cl. A7, 5.50%, 12/25/35	1,251,834		1,086,925
Series 2006-24CB, Cl. A12, 5.75%, 6/25/36	775,377		630,600

8    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Multi-Family Continued
Countrywide Home Loans, Collateralized Mtg. Obligations, Series 2006-20, Cl. 1A17, 5.75%, 2/25/37	$2,799,709	$	2,455,062
JP Morgan Mortgage Trust, Series 2007-A3, Cl. 3A2M, 4.807%, 5/25/372	419,337		397,198
Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR2, Cl. 2A3, 2.642%, 3/25/362	3,448,068		3,418,846
			10,030,226
Other—0.0%
Salomon Brothers Mortgage Securities VI, Inc., Interest-Only Stripped Mtg.-Backed Security, Collateralized Mtg. Obligations, Series 1987-3, Cl. B, 0%, 10/23/174,10	20		1
Salomon Brothers Mortgage Securities VI, Inc., Principal-Only Stripped Mtg.-Backed Security, Collateralized Mtg. Obligations, Series 1987-3, Cl. A, 5.829%, 10/23/175	29		29
			30
Residential—4.1%
Alternative Loan Trust, Collateralized Mtg. Obligations, Series 2005-21CB, Cl. A7, 5.50%, 6/25/35	2,930,066		2,561,800
Banc of America Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2007-4, Cl. AM, 6.001%, 2/10/512	3,075,000		3,376,639
Banc of America Funding Trust:
Series 2007-1, Cl. 1A3, 6.00%, 1/25/37	1,503,286		1,327,980
Series 2007-C, Cl. 1A4, 5.38%, 5/20/362	729,946		712,055
Banc of America Mortgage Securities Trust, Collateralized Mtg. Obligations, Series 2007-1, Cl. 1A24, 6%, 3/25/37	1,993,356		1,861,529
Carrington Mortgage Loan Trust, Series 2006-FRE1, Cl. A2, 0.289%, 7/25/362	1,077,564		1,044,725
CD Commercial Mortgage Trust, Collateralized Mtg. Obligations, Series 2007-CD4, Cl. AMFX, 5.366%, 12/11/492	1,215,000		1,227,146
Chase Funding Trust, Series 2003-2, Cl. 2A2, 0.739%, 2/25/332	402,182		371,223
Countrywide Alternative Loan Trust:
Series 2005-29CB, Cl. A4, 5.00%, 7/25/35	1,950,922		1,680,087
Series 2007-19, Cl. 1A34, 6.00%, 8/25/37	3,232,421		2,549,578
Countrywide Asset-Backed Certificates, Series 2006-25, Cl. 2A2, 0.299%, 6/25/472	312,171		311,695
Countrywide Home Loans:
Series 2005-26, Cl. 1A8, 5.50%, 11/25/35	1,339,869		1,282,682
Series 2005-29, Cl. A1, 5.75%, 12/25/35	1,467,470		1,349,502
Series 2006-17, Cl. A2, 6.00%, 12/25/36	4,631,687		4,189,194
Series 2006-6, Cl. A3, 6.00%, 4/25/36	951,378		879,599
Series 2007-15, Cl. 1A29, 6.25%, 9/25/37	1,690,065		1,554,706
Credit Suisse Commercial Mortgage Trust, Collateralized Mtg. Obligations, Series 2007-3, Cl. 2A10, 6%, 4/25/37	1,095,083		949,440
CWABS Asset-Backed Certificates Trust, Series 2005-16, Cl. 2AF2, 5.071%, 5/25/362	1,667,529		1,652,278
GSR Mortgage Loan Trust, Series 2006-5F, Cl. 2A1, 6%, 6/25/36	962,952		941,441
JP Morgan Alternative Loan Trust, Series 2006-S4, Cl. A6, 5.71%, 12/25/362	2,615,044		2,452,140
Merrill Lynch Mortgage Investors Trust, Mtg. Pass-Through Certificates, Series 2005-A1, Cl. 2A1, 2.623%, 12/25/342	889,088		906,047
NC Finance Trust, Series 1999-I, Cl. D, 3.405%, 1/25/293,11	1,750,658		113,793
RALI Trust, Mtg. Asset-Backed Pass-Through Certificates, Series 2006-QS13, Cl. 1A8, 6%, 9/25/36	259,129		202,704

9    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Residential Continued
RALI Trust, Mtg. Pass-Through Certificates:
Series 2003-QS1, Cl. A2, 5.75%, 1/25/33	$   155,351	$	158,798
Series 2007-QS6, Cl. A28, 5.75%, 4/25/37	1,289,499		1,029,621
Residential Asset Securitization Trust:
Series 2005-A15, Cl. 1A4, 5.75%, 2/25/36	531,452		481,642
Series 2005-A6CB, Cl. A7, 6.00%, 6/25/35	627,094		604,488
WaMu Mortgage Pass-Through Certificates Trust:
Series 2006-AR18, Cl. 3A1, 4.335%, 1/25/372	953,887		819,203
Series 2007-HY5, Cl. 3A1, 4.891%, 5/25/372	1,582,271		1,508,628
Wells Fargo Alternative Loan Trust, Series 2007-PA5, Cl. 1A1, 6.25%, 11/25/37	2,305,861		2,113,361
Wells Fargo Mortgage-Backed Securities Trust:
Series 2005-9, Cl. 2A6, 5.25%, 10/25/35	933,604		963,626
Series 2006-AR14, Cl. 1A2, 5.589%, 10/25/362	1,583,593		1,528,699
			42,706,049
Total Mortgage-Backed Obligations (Cost $599,855,075)			612,793,535
Corporate Bonds and Notes—42.2%
Consumer Discretionary—5.2%
Auto Components—0.5%
Dana Holding Corp., 6.75% Sr. Unsec. Nts., 2/15/21	2,655,000		2,834,213
TRW Automotive, Inc., 4.50% Sr. Unsec. Nts., 3/1/211	1,630,000		1,646,300
			4,480,513
Automobiles—1.5%
Daimler Finance North America LLC:
1.30% Sr. Unsec. Nts., 7/31/151	2,756,000		2,769,623
8.50% Sr. Unsec. Unsub. Nts., 1/18/31	1,581,000		2,275,187
Ford Motor Credit Co. LLC, 5.875% Sr. Unsec. Unsub. Nts., 8/2/21	6,232,000		6,941,065
General Motors Co., 6.25% Sr. Unsec. Nts., 10/2/431	856,000		844,230
General Motors Financial Co., Inc., 4.25% Sr. Unsec. Nts., 5/15/231	2,382,000		2,182,508
			15,012,613
Hotels, Restaurants & Leisure—0.3%
Brinker International, Inc., 2.60% Sr. Unsec. Nts., 5/15/18	915,000		912,626
Starwood Hotels & Resorts Worldwide, Inc., 7.15% Sr. Unsec. Unsub. Nts., 12/1/19	1,788,000		2,184,489
			3,097,115
Household Durables—0.5%
Jarden Corp., 6.125% Sr. Unsec. Nts., 11/15/22	2,959,000		3,081,059
Lennar Corp., 4.125% Sr. Unsec. Nts., 12/1/18	2,691,000		2,583,360
			5,664,419
Media—1.2%
Comcast Cable Communications Holdings, Inc., 9.455% Sr. Unsec. Nts., 11/15/22	1,751,000		2,473,440
Comcast Corp., 4.65% Sr. Unsec. Unsub. Nts., 7/15/42	1,750,000		1,670,322
Historic TW, Inc., 9.15% Debs., 2/1/23	400,000		531,099
Interpublic Group of Cos., Inc. (The), 6.25% Sr. Unsec. Nts., 11/15/14	2,269,000		2,382,450
Lamar Media Corp., 5% Sr. Unsec. Sub. Nts., 5/1/23	3,015,000		2,811,488
News America, Inc., 6.15% Sr. Unsec. Nts., 2/15/41	1,048,000		1,158,342

10    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Media Continued
Time Warner Entertainment Co. LP, 8.375% Sr. Unsec. Nts., 7/15/33	$1,542,000	$	1,685,099
			12,712,240
Multiline Retail—0.7%
Dollar General Corp., 4.125% Sr. Unsec. Nts., 7/15/17	3,080,000		3,276,741
Macy’s Retail Holdings, Inc., 5.75% Sr. Unsec. Nts., 7/15/14	4,350,000		4,518,484
			7,795,225
Specialty Retail—0.3%
Rent-A-Center, Inc., 4.75% Sr. Unsec. Nts., 5/1/211,6	2,816,000		2,632,960
Textiles, Apparel & Luxury Goods—0.2%
PVH Corp., 4.50% Sr. Unsec. Unsub. Nts., 12/15/22	2,728,000		2,591,600
Consumer Staples—2.5%
Beverages—1.0%
Anheuser-Busch InBev Worldwide, Inc., 8.20% Sr. Unsec. Unsub. Nts., 1/15/39	2,213,000		3,265,744
Constellation Brands, Inc., 3.75% Sr. Unsec. Nts., 5/1/216	2,863,000		2,651,854
Foster’s Finance Corp., 4.875% Sr. Unsec. Nts., 10/1/141	2,875,000		2,991,524
SABMiller Holdings, Inc., 4.95% Sr. Unsec. Unsub. Nts., 1/15/421	1,406,000		1,406,344
			10,315,466
Food & Staples Retailing—0.5%
Delhaize Group SA, 5.70% Sr. Unsec. Nts., 10/1/40	1,462,000		1,432,821
Safeway, Inc., 5.625% Sr. Unsec. Nts., 8/15/14	1,537,000		1,600,965
Wal-Mart Stores, Inc., 4% Sr. Unsec. Unsub. Nts., 4/11/43	1,373,000		1,228,867
			4,262,653
Food Products—0.4%
Bunge Ltd. Finance Corp.:
5.10% Sr. Unsec. Unsub. Nts., 7/15/15	2,275,000		2,422,873
5.35% Sr. Unsec. Unsub. Nts., 4/15/14	397,000		406,430
8.50% Sr. Unsec. Nts., 6/15/19	1,956,000		2,438,936
			5,268,239
Personal Products—0.3%
Avon Products, Inc., 5% Sr. Unsec. Nts., 3/15/23	2,866,000		2,890,249
Tobacco—0.3%
Altria Group, Inc., 10.20% Sr. Unsec. Nts., 2/6/39	1,495,000		2,286,324
Lorillard Tobacco Co., 3.75% Sr. Unsec. Nts., 5/20/23	1,500,000		1,381,056
			3,667,380
Energy—6.6%
Energy Equipment & Services—0.9%
Ensco plc, 4.70% Sr. Unsec. Nts., 3/15/21	3,172,000		3,373,273
Noble Holding International Ltd., 7.375% Sr. Unsec. Nts., 3/15/14	2,633,000		2,708,541
Rowan Cos., Inc., 4.875% Sr. Unsec. Unsub. Nts., 6/1/22	2,123,000		2,195,227
Weatherford International Ltd. Bermuda, 4.50% Sr. Unsec. Unsub. Nts., 4/15/22	1,525,000		1,512,532
			9,789,573

11    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Oil, Gas & Consumable Fuels—5.7%
Anadarko Petroleum Corp.:
6.20% Sr. Unsec. Nts., 3/15/40	$1,085,000	$	1,220,028
7.625% Sr. Unsec. Nts., 3/15/14	2,092,000		2,155,450
Buckeye Partners LP, 4.15% Sr. Unsec. Nts., 7/1/23	1,605,000		1,570,014
Canadian Oil Sands Ltd., 6% Sr. Unsec. Nts., 4/1/421	1,226,000		1,260,346
Cimarex Energy Co., 5.875% Sr. Unsec. Unsub. Nts., 5/1/22	2,650,000		2,689,750
CNOOC Finance 2013 Ltd., 4.25% Sr. Unsec. Unsub. Nts., 5/9/43	998,000		857,151
Continental Resources, Inc., 4.50% Sr. Unsec. Nts., 4/15/23	2,929,000		2,888,726
Copano Energy LLC/Copano Energy Finance Corp., 7.125% Sr. Unsec. Unsub. Nts., 4/1/21	3,127,000		3,582,932
DCP Midstream LLC:
5.375% Sr. Unsec. Nts., 10/15/151	1,978,000		2,124,902
5.85% Jr. Sub. Nts., 5/21/431,2	2,891,000		2,659,720
DCP Midstream Operating LP:
2.50% Sr. Unsec. Unsub. Nts., 12/1/17	2,750,000		2,727,398
3.875% Sr. Unsec. Nts., 3/15/23	1,425,000		1,299,686
Enbridge Energy Partners LP, 5.35% Sr. Unsec. Nts., 12/15/14	2,264,000		2,385,468
EnCana Holdings Finance Corp., 5.80% Sr. Unsec. Unsub. Nts., 5/1/14	1,463,000		1,505,661
Energy Transfer Partners LP:
4.65% Sr. Unsec. Unsub. Nts., 6/1/21	2,266,000		2,331,077
5.20% Sr. Unsec. Unsub. Nts., 2/1/22	884,000		931,214
8.50% Sr. Unsec. Nts., 4/15/14	2,216,000		2,301,657
Range Resources Corp., 5.75% Sr. Unsec. Sub. Nts., 6/1/21	2,679,000		2,826,345
Ras Laffan Liquefied Natural Gas Co. Ltd. III, 5.50% Sr. Sec. Nts., 9/30/141	2,768,000		2,892,560
Rockies Express Pipeline LLC, 3.90% Sr. Unsec. Unsub. Nts., 4/15/151	3,097,000		3,097,000
Southwestern Energy Co., 4.10% Sr. Unsec. Nts., 3/15/22	1,556,000		1,559,636
Spectra Energy Partners LP:
4.60% Sr. Unsec. Nts., 6/15/21	1,607,000		1,662,000
4.75% Sr. Unsec. Nts., 3/15/24	1,276,000		1,318,084
Talisman Energy, Inc.:
5.125% Sr. Unsec. Nts., 5/15/15	2,167,000		2,295,568
6.25% Sr. Unsec. Unsub. Nts., 2/1/38	815,000		828,450
Whiting Petroleum Corp., 5.75% Sr. Unsec. Nts., 3/15/211	2,620,000		2,685,500
Williams Cos., Inc. (The), 3.70% Sr. Unsec. Unsub. Nts., 1/15/23	1,502,000		1,359,683
Woodside Finance Ltd.:
4.60% Sr. Unsec. Unsub. Nts., 5/10/211	2,232,000		2,366,000
5.00% Sr. Unsec. Nts., 11/15/131	2,649,000		2,661,225
			60,043,231
Financials—14.1%
Capital Markets—2.8%
Blackstone Holdings Finance Co. LLC, 6.625% Sr. Unsec. Nts., 8/15/191	3,819,000		4,502,276
Carlyle Holdings II Finance LLC, 5.625% Sr. Sec. Nts., 3/30/431	1,421,000		1,324,952
Deutsche Bank AG, 4.296% Jr. Sub. Nts., 5/24/282	2,886,000		2,612,618
Goldman Sachs Capital I, 6.345% Sub. Nts., 2/15/34	2,839,000		2,755,871
Goldman Sachs Group, Inc. (The), 2.90% Sr. Unsec. Nts., 7/19/18	4,722,000		4,766,269
Macquarie Bank Ltd., 6.625% Unsec. Sub. Nts., 4/7/211	4,420,000		4,827,878
Nomura Holdings, Inc., 2% Sr. Unsec. Nts., 9/13/16	5,428,000		5,449,517
Raymond James Financial, Inc., 5.625% Sr. Unsec. Unsub. Nts., 4/1/24	2,772,000		2,892,158
			29,131,539

12    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Commercial Banks—4.8%
Abbey National Treasury Services plc, 3.05% Sr. Unsec. Nts., 8/23/186	$2,049,000	$	2,084,454
Amsouth Bank NA, 5.20% Sub. Nts., 4/1/15	2,723,000		2,869,026
Barclays Bank plc, 5.14% Sub. Nts., 10/14/20	2,737,000		2,863,893
BPCE SA, 1.70% Sr. Unsec. Nts., 4/25/16	4,398,000		4,421,530
CIT Group, Inc., 5% Sr. Unsec. Nts., 8/1/23	2,815,000		2,731,746
Commerzbank AG, 8.125% Sub. Nts., 9/19/231	2,562,000		2,619,645
Fifth Third Capital Trust IV, 6.50% Jr. Sub. Nts., 4/15/372	5,277,000		5,270,404
HSBC Finance Capital Trust IX, 5.911% Unsec. Sub. Nts., 11/30/352	6,450,000		6,611,250
LBG Capital No. 1 plc, 7.875% Unsec. Sub. Nts., 11/1/201	2,555,000		2,731,295
Lloyds TSB Bank plc, 6.50% Unsec. Sub. Nts., 9/14/201	2,100,000		2,322,192
PNC Financial Services Group, Inc. (The), 4.85% Jr. Sub. Perpetual Bonds2,7	3,014,000		2,599,575
Rabobank Capital Funding Trust III, 5.254% Jr. Sub. Perpetual Bonds1,2,7	4,537,000		4,627,740
Royal Bank of Scotland Group plc, 7.64% Jr. Sub. Perpetual Bonds, Series U2,7	2,900,000		2,784,000
Santander Holdings USA, Inc., 3.45% Sr. Unsec. Nts., 8/27/18	958,000		979,697
Wells Fargo & Co., 7.98% Jr. Sub. Perpetual Bonds, Series K2,7	3,481,000		3,846,505
			49,362,952
Consumer Finance—0.7%
Ally Financial, Inc., 4.75% Sr. Unsec. Nts., 9/10/18	2,622,000		2,613,675
Discover Financial Services, 3.85% Sr. Unsec. Unsub. Nts., 11/21/22	3,310,000		3,165,310
National Rural Utilities Cooperative Finance Corp., 4.75% Sr. Unsec. Sub. Nts., 4/30/432	1,518,000		1,407,945
			7,186,930
Diversified Financial Services—1.9%
Bank of America Corp., 5.20% Jr. Sub. Perpetual Bonds2,7	1,467,000		1,290,960
Citigroup, Inc., 6.675% Sub. Nts., 9/13/43	2,316,000		2,502,162
CME Group, Inc., 5.30% Sr. Unsec. Nts., 9/15/43	1,394,000		1,443,154
ING Bank NV, 5.80% Sub. Nts., 9/25/231	2,064,000		2,089,408
ING US, Inc., 5.65% Jr. Sub. Nts., 5/15/532	2,852,000		2,617,081
Jefferies Group LLC, 5.125% Sr. Unsec. Nts., 1/20/23	1,495,000		1,510,111
JPMorgan Chase & Co., 7.90% Jr. Sub. Perpetual Bonds, Series 12,7	5,099,000		5,537,738
Merrill Lynch & Co., Inc., 7.75% Jr. Sub. Nts., 5/14/38	2,412,000		2,995,390
MidAmerican Energy Co., 4.80% Sec. Nts., 9/15/43	1,004,000		1,023,633
			21,009,637
Insurance—2.7%
Allstate Corp. (The), 5.75% Sub. Nts., 8/15/532	2,695,000		2,632,678
CNA Financial Corp.:
5.75% Sr. Unsec. Unsub. Nts., 8/15/21	2,298,000		2,593,998
5.875% Sr. Unsec. Unsub. Nts., 8/15/20	1,534,000		1,772,134
Gulf South Pipeline Co. LP, 5.05% Sr. Unsec. Nts., 2/1/151	2,825,000		2,960,286
Liberty Mutual Group, Inc., 4.25% Sr. Unsec. Nts., 6/15/231	2,260,000		2,209,473
Lincoln National Corp., 6.05% Jr. Unsec. Sub. Nts., 4/20/672	4,674,000		4,603,890
Marsh & McLennan Cos., Inc., 5.375% Sr. Unsec. Nts., 7/15/14	667,000		691,263
Prudential Financial, Inc., 5.20% Jr. Sub. Nts., 3/15/442	1,994,000		1,818,528
QBE Insurance Group Ltd., 2.40% Sr. Unsec. Nts., 5/1/181,6	3,455,000		3,370,287
Swiss Re Capital I LP, 6.854% Jr. Sub. Perpetual Bonds1,2,7	4,494,000		4,719,572
			27,372,109

13    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Real Estate Investment Trusts (REITs)—1.2%
American Tower Corp.:
5.05% Sr. Unsec. Unsub. Nts., 9/1/20	$1,185,000	$	1,231,373
7.00% Sr. Unsec. Nts., 10/15/17	2,465,000		2,840,986
Corrections Corp. of America, 4.125% Sr. Unsec. Nts., 4/1/20	1,080,000		1,028,700
Hospitality Properties Trust, 5.125% Sr. Unsec. Nts., 2/15/15	2,830,000		2,919,804
Host Hotels & Resorts LP, 3.75% Sr. Unsec. Nts., 10/15/23	1,981,000		1,838,281
National Retail Properties, Inc., 6.25% Sr. Unsec. Nts., 6/15/14	2,147,000		2,223,760
			12,082,904
Health Care—1.4%
Biotechnology—0.5%
Celgene Corp., 3.25% Sr. Unsec. Nts., 8/15/22	3,363,000		3,196,286
Gilead Sciences, Inc., 5.65% Sr. Unsec. Unsub. Nts., 12/1/41	1,531,000		1,699,353
			4,895,639
Health Care Equipment & Supplies—0.3%
Boston Scientific Corp., 4.125% Sr. Unsec. Nts., 10/1/23	2,674,000		2,664,641
Health Care Providers & Services—0.2%
McKesson Corp., 6% Sr. Unsec. Unsub. Nts., 3/1/41	1,440,000		1,677,941
Pharmaceuticals—0.4%
Hospira, Inc., 5.20% Sr. Unsec. Nts., 8/12/20	2,530,000		2,578,503
Mallinckrodt International Finance SA, 3.50% Sr. Unsec. Unsub. Nts., 4/15/181	1,254,000		1,235,388
Zoetis, Inc., 1.875% Sr. Unsec. Nts., 2/1/181	987,000		978,262
			4,792,153
Industrials—2.8%
Aerospace & Defense—0.5%
B/E Aerospace, Inc., 5.25% Sr. Unsec. Nts., 4/1/22	2,572,000		2,565,570
Huntington Ingalls Industries, Inc., 7.125% Sr. Unsec. Unsub. Nts., 3/15/21	2,726,000		2,950,895
			5,516,465
Building Products—0.2%
Owens Corning, 4.20% Sr. Unsec. Nts., 12/15/22	2,192,000		2,143,303
Commercial Services & Supplies—0.3%
Clean Harbors, Inc., 5.25% Sr. Unsec. Unsub. Nts., 8/1/20	2,670,000		2,656,650
Industrial Conglomerates—0.3%
General Electric Capital Corp., 5.25% Jr. Sub. Perpetual Bonds2,7	2,972,000		2,762,474
Machinery—0.5%
Ingersoll-Rand Global Holding Co. Ltd., 4.25% Sr. Unsec. Nts., 6/15/231	3,708,000		3,691,266
Starwood Hotels & Resorts Worldwide, Inc., 7.375% Sr. Unsec. Nts., 11/15/15	992,000		1,114,156
			4,805,422
Professional Services—0.2%
Nielsen Finance LLC/Nielsen Finance Co., 4.50% Sr. Unsec. Nts., 10/1/20	2,700,000		2,612,250
Road & Rail—0.5%
Kansas City Southern Railway, 4.30% Sr. Unsec. Nts., 5/15/431	1,151,000		1,022,588
Penske Truck Leasing Co. LP/PTL Finance Corp.:
2.50% Sr. Unsec. Nts., 7/11/141	2,909,000		2,942,055

14    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Road & Rail Continued
Penske Truck Leasing Co. LP/PTL Finance Corp.: Continued
4.25% Sr. Unsec. Nts., 1/17/231	$1,512,000	$	1,473,746
			5,438,389
Trading Companies & Distributors—0.3%
International Lease Finance Corp., 5.875% Sr. Unsec. Unsub. Nts., 4/1/19	2,539,000		2,656,690
Information Technology—1.8%
Computers & Peripherals—0.6%
Hewlett-Packard Co.:
2.65% Sr. Unsec. Unsub. Nts., 6/1/16	4,778,000		4,902,992
4.75% Sr. Unsec. Nts., 6/2/14	1,042,000		1,069,571
			5,972,563
Electronic Equipment, Instruments, & Components—0.8%
Amphenol Corp., 4.75% Sr. Unsec. Nts., 11/15/14	848,000		884,907
Arrow Electronics, Inc., 5.125% Sr. Unsec. Unsub. Nts., 3/1/21	3,515,000		3,654,974
Avnet, Inc., 4.875% Sr. Unsec. Unsub. Nts., 12/1/22	3,275,000		3,308,127
			7,848,008
IT Services—0.1%
Fidelity National Information Services, Inc., 3.50% Sr. Unsec. Nts., 4/15/23	1,429,000		1,288,524
Office Electronics—0.3%
Xerox Corp., 4.25% Sr. Unsec. Nts., 2/15/15	2,652,000		2,766,246
Materials—3.3%
Chemicals—0.5%
LYB International Finance BV, 5.25% Sr. Unsec. Nts., 7/15/43	837,000		826,020
Rockwood Specialties Group, Inc., 4.625% Sr. Unsec. Nts., 10/15/20	2,520,000		2,545,200
RPM International, Inc., 3.45% Sr. Unsec. Unsub. Nts., 11/15/22	1,502,000		1,407,927
Sherwin-Williams Co. (The), 4% Sr. Unsec. Unsub. Nts., 12/15/42	1,597,000		1,409,261
			6,188,408
Containers & Packaging—0.6%
Crown Americas LLC/Crown Americas Capital Corp. III, 6.25% Sr. Unsec. Nts., 2/1/21	2,842,000		2,984,100
Rock Tenn Co., 3.50% Sr. Unsec. Unsub. Nts., 3/1/20	2,837,000		2,810,119
			5,794,219
Metals & Mining—1.8%
Allegheny Technologies, Inc., 5.95% Sr. Unsec. Unsub. Nts., 1/15/216	1,587,000		1,669,370
Barrick Gold Corp., 3.85% Sr. Unsec. Nts., 4/1/22	1,270,000		1,125,157
Carpenter Technology Corp., 4.45% Sr. Unsec. Unsub. Nts., 3/1/23	951,000		933,987
Cliffs Natural Resources, Inc., 3.95% Sr. Unsec. Unsub. Nts., 1/15/18	2,613,000		2,627,238
Freeport-McMoRan Copper & Gold, Inc.:
1.40% Sr. Unsec. Nts., 2/13/15	2,733,000		2,741,243
3.875% Sr. Unsec. Nts., 3/15/231	2,900,000		2,679,977
Glencore Canada Corp.:
5.375% Sr. Unsec. Unsub. Nts., 6/1/15	2,070,000		2,181,931
6.00% Sr. Unsec. Unsub. Nts., 10/15/15	2,552,000		2,753,552
			16,712,455
Paper & Forest Products—0.4%
Georgia-Pacific LLC, 3.734% Sr. Unsec. Nts., 7/15/231	2,074,000		2,026,785

15    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
Paper & Forest Products Continued
International Paper Co., 6% Sr. Unsec. Unsub. Nts., 11/15/41	$2,085,000	$	2,235,789
			4,262,574
Telecommunication Services—2.8%
Diversified Telecommunication Services—2.3%
AT&T, Inc., 6.30% Sr. Unsec. Unsub. Nts., 1/15/38	2,100,000		2,276,616
British Telecommunications plc, 9.625% Sr. Unsec. Nts., 12/15/30	1,780,000		2,642,113
CenturyLink, Inc., 5.625% Sr. Unsec. Unsub. Nts., 4/1/20	2,519,000		2,471,769
Frontier Communications Corp., 8.50% Sr. Unsec. Nts., 4/15/20	2,320,000		2,575,200
Koninklijke KPN NV, 7% Sr. Sub. Nts., 3/28/731,2	2,607,000		2,626,753
MetroPCS Wireless, Inc., 6.25% Sr. Unsec. Unsub. Nts., 4/1/211	2,839,000		2,863,841
Telecom Italia Capital SA, 7.721% Sr. Unsec. Unsub. Nts., 6/4/38	2,509,000		2,427,272
Telefonica Emisiones SAU, 7.045% Sr. Unsec. Unsub. Nts., 6/20/36	1,850,000		1,972,612
Verizon Communications, Inc.:
6.40% Sr. Unsec. Nts., 2/15/38	1,331,000		1,470,035
6.55% Sr. Unsec. Nts., 9/15/43	3,852,000		4,363,299
			25,689,510
Wireless Telecommunication Services—0.5%
America Movil SAB de CV, 4.375% Sr. Unsec. Unsub. Nts., 7/16/42	2,285,000		1,883,512
CC Holdings GS V LLC/Crown Castle GS III Corp., 3.849% Sr. Sec. Nts., 4/15/23	1,573,000		1,421,786
Rogers Communications, Inc., 5.45% Sr. Unsec. Nts., 10/1/436	755,000		750,921
Vodafone Group plc, 4.375% Sr. Unsec. Unsub. Nts., 2/19/43	818,000		713,808
			4,770,027
Utilities—1.7%
Electric Utilities—1.3%
Edison International, 3.75% Sr. Unsec. Unsub. Nts., 9/15/17	3,002,000		3,181,796
Electricite de France SA, 5.25% Jr. Sub. Perpetual Bonds1,2,7	2,372,000		2,247,726
Exelon Generation Co. LLC, 4.25% Sr. Unsec. Unsub. Nts., 6/15/22	1,525,000		1,504,541
ITC Holdings Corp., 5.30% Sr. Unsec. Nts., 7/1/43	1,214,000		1,201,720
Jersey Central Power & Light Co., 4.70% Sr. Unsec. Nts., 4/1/241	1,353,000		1,373,380
PPL Capital Funding, Inc., 3.50% Sr. Unsec. Unsub. Nts., 12/1/22	2,180,000		2,066,963
PPL WEM Holdings plc, 5.375% Sr. Unsec. Unsub. Nts., 5/1/211	2,845,000		3,101,024
			14,677,150
Energy Traders—0.3%
TransAlta Corp., 5.75% Sr. Unsec. Nts., 12/15/13	2,889,000		2,915,876
Multi-Utilities—0.1%
CMS Energy Corp., 5.05% Sr. Unsec. Unsub. Nts., 3/15/22	1,051,000		1,128,137
Total Corporate Bonds and Notes (Cost $435,641,237)			439,005,261
U.S. Government Obligations—4.3%
Federal Home Loan Mortgage Corp. Nts.:
0.875%, 10/14/16-3/7/18	6,405,000		6,336,137
1.375%, 5/1/20	3,524,000		3,360,018
2.375%, 1/13/22	5,830,000		5,687,211
Federal National Mortgage Assn. Nts.:
1.625%, 11/27/186	1,858,000		1,852,930
1.875%, 9/18/186	1,626,000		1,646,297
U.S. Treasury Bonds, 7.50%, 11/15/1612	7,700,000		9,318,802

16    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

	Principal Amount		Value
U.S. Government Obligations Continued
U.S. Treasury Nts., 5.125%, 5/15/16	$14,830,000	$		16,622,917
Total U.S. Government Obligations (Cost $43,967,135)				44,824,312

	Shares
Investment Company—12.1%
Oppenheimer Institutional Money Market Fund,
Cl. E, 0.09%8,9 (Cost $125,391,474)	125,391,474		125,391,474
Total Investments, at Value
(Cost $1,360,643,209)	132.4%		1,377,868,978
Liabilities in Excess of Other Assets	(32.4)		(337,561,398)
Net Assets	100.0%	$	1,040,307,580

Footnotes to Statement of Investments

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 $176,534,928 or 16.97% of the Fund’s net assets as of September 30, 2013.

2. Represents the current interest rate for a variable or increasing rate security.

3. Restricted security. The aggregate value of restricted securities as of September 30, 2013 was $1,993,276, which represents 0.19% of the Fund’s 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 Commercial Mtg. Pass- Through Certificates, Series 1997-CTL1, Cl. IO, 0%, 6/22/24	4/21/97	$	166,734	$	37,403	$		(129,331)
Lehman Structured Securities Corp., Commercial Mtg. Pass-Through Certificates, Series 2002-GE1, Cl. A, 2.514%, 7/26/24	1/28/02		57,823		51,699			(6,124)
Morgan Stanley Reremic Trust, Collateralized Mtg. Obligations, Series 2012-R3, Cl. 1B, 2.346%, 11/26/36	10/24/12		1,164,995		1,255,197			90,202
NC Finance Trust, Series 1999-I, Cl. D, 3.405%, 1/25/29	8/10/10		1,703,335		113,793			(1,589,542)
Santander Drive Auto Receivables Trust, Series 2011-S2A, Cl. D, 3.35%, 6/15/17	5/19/11-4/9/13		533,023		535,184			2,161
		$	3,625,910	$	1,993,276	$		(1,632,634)

Footnotes to Statement of Investments Continued

17    Oppenheimer Core Bond Fund

STATEMENT OF INVESTMENTS    Unaudited / Continued

4. Interest-Only Strips represent the right to receive the monthly interest payments on an underlying pool of mortgage loans. 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-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 $24,447,127 or 2.35% of the Fund’s net assets as of September 30, 2013.

5. 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 $273,034 or 0.03% of the Fund’s net assets as of September 30, 2013.

6. All or a portion of the security position is when-issued or delayed delivery to be delivered and settled after September 30, 2013. See accompanying Notes.

7. 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.

8. Is or was an affiliate, as defined in the Investment Company Act of 1940, at or during the period ended September 30, 2013, 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		Gross		Gross		Shares
	December 31, 2012		Additions		Reductions		September 30, 2013
Oppenheimer Institutional Money Market Fund, Cl. E		225,847,537		272,088,507		372,544,570		125,391,474
					Value		Income
Oppenheimer Institutional Money Market Fund, Cl. E					$	125,391,474	$	134,258

9. Rate shown is the 7-day yield as of September 30, 2013.

10. Interest rate is less than 0.0005%.

11. 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.

12. 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 $1,362,723. See accompanying Notes.

Futures Contracts as of September 30, 2013:
Description	Exchange		Buy/Sell		Expiration Date		Number of Contracts	Unrealized Appreciation (Depreciation)
U.S. Treasury Long Bonds		CBT		Sell		12/19/13	206	$	(44,037)
U.S. Treasury Nts., 10 yr.		CBT		Sell		12/19/13	194		(82,748)
U.S. Treasury Nts., 2 yr.		CBT		Sell		12/31/13	521		(157,426)
U.S. Treasury Nts., 5 yr.		CBT		Sell		12/31/13	623		(858,189)
U.S. Treasury Ultra Bonds		CBT		Buy		12/19/13	329		1,419,830
								$	277,430

Glossary:
Exchange Abbreviations
CBT	Chicago Board of Trade

18    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    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 the investment adviser of IMMF, and the Sub-Adviser provides investment and related advisory services to IMMF. When applicable, the Fund’s 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 IMMF’s 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 Fund’s investment in IMMF.

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 Fund’s 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.

As of September 30, 2013, 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	$488,005,046
Sold securities	137,549,269

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 Fund’s market value of investments relative to its net assets which can incrementally increase the volatility of the Fund’s performance. Forward roll transactions can be replicated over multiple settlement periods.

19    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

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 30, 2013 is as follows:

Cost	$	1,703,335
Market Value	$	113,793
Market Value as a % of Net Assets		0.01	%

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 Fund’s Board has adopted procedures for the valuation of the Fund’s 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 Committee’s fair valuation determinations are subject to review, approval and ratification by the Fund’s 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 Fund’s 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 day’s closing “bid” and

Securities Valuation (Continued)

“asked” prices, and if not, at the current day’s 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 Fund’s 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 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.

20    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

Shares of a registered investment company that are not traded on an exchange are valued at that investment company’s 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 Fund’s assets are valued.

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, 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 Fund’s Board or (ii) as determined in good faith by the Manager’s 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 Fund’s 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 Valuation (Continued)

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.

21    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

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 Fund’s 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.)

3) Level 3-significant unobservable inputs (including the Manager’s 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 30, 2013 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	$	—	$	155,854,396	$	—	$	155,854,396
Mortgage-Backed Obligations		—		612,628,043		165,492		612,793,535
Corporate Bonds and Notes		—		439,005,261		—		439,005,261
U.S. Government Obligations		—		44,824,312		—		44,824,312

Securities Valuation (Continued)

	Level 1— Unadjusted             Quoted Prices		Level 2— Other Significant           Observable Inputs		Level 3— Significant             Unobservable Inputs		Value
Investment Company	$	125,391,474	$	—	$	—	$	125,391,474
Total Investments, at Value		125,391,474		1,252,312,012		165,492		1,377,868,978
Other Financial Instruments:
Variation Margin Receivable		17,381		—		—		17,381
Total Assets	$	125,408,855	$	1,252,312,012	$	165,492	$	1,377,886,359
Liabilities Table
Other Financial Instruments:
Variation Margin Payable	$	(140,831)	$	—	$	—	$	(140,831)
Total Liabilities	$	(140,831)	$	—	$	—	$	(140,831)

Currency contracts and forwards, if any, are reported at their unrealized appreciation/ depreciation at measurement date, which represents the change in the contract’s 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.

22    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

Risk Exposures and the Use of Derivative Instruments

The Fund’s 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 currency exchange contracts, credit default swaps, interest rate swaps, total return swaps, variance 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. These instruments 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. Such contracts may be entered into through a bilateral over-the-counter (“OTC”) transaction, or through a securities or futures exchange and cleared through a clearinghouse.

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.

Risk Exposures and the Use of Derivative Instruments (Continued)

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 instrument’s price over a defined time period. Large increases or decreases in a financial instrument’s price over a relative time period typically indicate greater volatility risk, while small increases or decreases in its price typically indicate lower volatility risk.

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 due to unanticipated changes in the market risk factors and the overall market. 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 Fund’s performance. 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. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund’s initial investment.

23    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

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.

The Fund’s actual exposures to these market risk factors and associated risks during the period are discussed in further detail, by derivative type, below.

Futures Contracts

A futures contract is a commitment to buy or sell a specific amount of a commodity, 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 and options thereon are generally entered into on a regulated futures exchange and cleared through a clearinghouse associated with the exchange.

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 in an account registered in the futures commission merchant’s name. Subsequent payments

Risk Exposures and the Use of Derivative Instruments (Continued)

  (variation margin) are paid to or from the futures commission merchant each day equal to the daily changes in the contract value. Such payments are recorded as unrealized gains and losses. Should the Fund fail to make requested variation margin payments, the futures commission merchant can gain access to the initial margin to satisfy the Fund’s payment obligations.

Futures contracts are reported on a schedule following the Statement of Investments. Securities held by a futures commission merchant to cover initial margin requirements on open futures contracts are noted in the Statement of Investments. Cash held by a futures commission merchant 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 30, 2013, the Fund had an ending monthly average market value of $55,135,047 and $218,488,888 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 Fund’s securities.

24    Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

Swap Contracts

The Fund may enter into swap contract agreements with a counterparty to exchange a series of cash flows based on either specified reference rates, the price or volatility of asset or non-asset references, or the occurrence of a credit event, over a specified period. Swaps can be executed in a bi-lateral privately negotiated arrangement with a dealer in an OTC transaction (“OTC swaps”) or executed on a regulated market. Certain swaps, regardless of the venue of their execution, are required to be cleared through a clearinghouse (“cleared swaps”). Swap contracts may include interest rate, equity, debt, index, total return, credit default, currency, and volatility swaps.

Swap contracts are reported on a schedule following the Statement of Investments. Daily changes in the value of cleared swaps are reported as variation margin receivable or payable on the Statement of Assets and Liabilities in the annual and semiannual reports. The values of OTC swap contracts are aggregated by positive and negative values and disclosed separately on the Statement of Assets and Liabilities in the annual and semiannual reports. The

Risk Exposures and the Use of Derivative Instruments (Continued)

unrealized appreciation (depreciation) related to the change in the valuation of the notional amount of the swap is combined with the accrued interest due to (owed by) the Fund, if any, at termination or settlement. The net change in this amount during the period is included on the Statement of Operations in the annual and semiannual reports. The Fund also records any periodic payments received from (paid to) the counterparty, including at termination, under such contracts as realized gain (loss) on the Statement of Operations in the annual and semiannual reports.

Swap contract agreements are exposed to the market risk factor of the specific underlying reference rate or asset. Swap contracts are typically more attractively priced compared to similar investments in related cash securities because they isolate the risk to one market risk factor and eliminate the other market risk factors. Investments in cash securities (for instance bonds) have exposure to multiple risk factors (credit and interest rate risk). Because swaps have embedded leverage, they can expose the Fund to substantial risk in the isolated market risk factor.

Credit Default Swap Contracts. A credit default swap is a contract that enables an investor to buy or sell protection against a defined-issuer credit event, such as the issuer’s failure to make timely payments of interest or principal on a debt security, bankruptcy or restructuring. The Fund may enter into credit default swaps either by buying or selling protection on a corporate issuer, sovereign issuer, or a basket or index of issuers (the “reference asset”).

The buyer of protection pays a periodic fee to the seller of protection based on the notional amount of the swap contract. The seller of protection agrees to compensate the buyer of protection for future potential losses as a result of a credit event on the reference asset. The contract effectively transfers the credit event risk of the reference asset from the buyer of protection to the seller of protection.

The ongoing value of the contract will fluctuate throughout the term of the contract based primarily on the credit risk of the reference asset. If the credit quality of the reference asset improves relative to the credit quality at contract initiation, the buyer of protection may have an unrealized loss greater than the anticipated periodic fee owed. This unrealized loss would be the result of current credit protection being cheaper than the cost of credit protection at contract initiation. If the buyer elects to terminate the contract prior to its maturity, and there has been no credit event, this unrealized loss will become realized. If the contract is held to maturity, and there has been no credit event, the realized loss will be equal to the periodic fee paid over the life of the contract.

25      Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

If there is a credit event, the buyer of protection can exercise its rights under the contract and receive a payment from the seller of protection equal to the notional amount of the swap less the market value of specified debt securities issued by the reference asset. Upon exercise of the contract the difference between such value and the notional amount is recorded as realized gain (loss) and is included on the Statement of Operations in the annual and semiannual reports.

The Fund has purchased credit protection through credit default swaps to decrease exposure to the credit risk of individual issuers and/or indexes of issuers.

For the period ended September 30, 2013, the Fund had ending monthly average notional amounts of $5,000,000 on credit default swaps to buy protection.

Risk Exposures and the Use of Derivative Instruments (Continued)

Additional associated risks to the Fund include counterparty credit risk and liquidity risk.

Counterparty Credit Risk. Derivative positions are subject to the risk that the counterparty will not fulfill its obligation to the Fund. The Fund intends to enter into derivative transactions with counterparties that the Manager believes to be creditworthy at the time of the transaction.

For financial reporting purposes, the Fund does not offset derivative assets and derivative liabilities that are subject to netting arrangements in the Statement of Assets and Liabilities in the annual and semiannual reports. Bankruptcy or insolvency laws of a particular jurisdiction may impose restrictions on or prohibitions against the right of offset in bankruptcy, insolvency or other events.

The Fund’s risk of loss from counterparty credit risk on exchange-traded derivatives cleared through a clearinghouse and for cleared swaps is generally considered lower than as compared to OTC derivatives. However, counterparty credit risk exists with respect to initial and variation margin deposited/paid by the Fund that is held in futures commission merchant, broker and/or clearinghouse accounts for such exchange-traded derivatives and for cleared swaps.

With respect to cleared swaps, such transactions will be submitted for clearing, and if cleared, will be held in accounts at futures commission merchants or brokers that are members of clearinghouses. While brokers, futures commission merchants and clearinghouses are required to segregate customer margin from their own assets, in the event that a broker, futures commission merchant or clearinghouse becomes insolvent or goes into bankruptcy and at that time there is a shortfall in the aggregate amount of margin held by the broker, futures commission merchant or clearinghouse for all its customers, U.S. bankruptcy laws will typically allocate that shortfall on a pro-rata basis across all the broker’s, futures commission merchant’s or clearinghouse’s customers, potentially resulting in losses to the Fund.

There is the risk that a broker, futures commission merchant or clearinghouse will decline to clear a transaction on the Fund’s behalf, and the Fund may be required to pay a termination fee to the executing broker with whom the Fund initially enters into the transaction. Clearinghouses may also be permitted to terminate cleared swaps at any time. The Fund is also subject to the risk that the broker or futures commission merchant will improperly use the Fund’s assets deposited/paid as initial or variation margin to satisfy payment obligations of another customer. In the event of a default by another customer of the broker or futures commission merchant, the Fund might not receive its variation margin payments from the clearinghouse, due to the manner in which variation margin payments are aggregated for all customers of the broker/futures commission merchant.

Collateral and margin requirements differ by type of derivative. Margin requirements are established by the broker, futures commission merchant or clearinghouse for exchange-traded and cleared derivatives, including cleared swaps. Brokers, futures commission merchants and clearinghouses can ask for margin in excess of the regulatory minimum, or increase the margin amount, in certain circumstances.

26      Oppenheimer Core Bond Fund

NOTES TO STATEMENT OF INVESTMENTS    Unaudited / Continued

For financial reporting purposes, cash collateral that has been pledged to cover obligations of the Fund, if any, is reported separately on the Statement of Assets and Liabilities in the annual and semiannual reports as cash pledged as collateral. Non-cash collateral pledged by the Fund, if any, is noted in the Statement of Investments. Generally, the amount of collateral

Risk Exposures and the Use of Derivative Instruments (Continued)

due from or to a party must exceed a minimum transfer amount threshold (e.g. $250,000) before a transfer has to be made. To the extent amounts due to the Fund from its counterparties are not fully collateralized, contractually or otherwise, the Fund bears the risk of loss from counterparty nonperformance.

Restricted Securities

As of September 30, 2013, 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 30, 2013 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	$	1,360,916,517
Federal tax cost of other investments		(195,694,591)
Total federal tax cost	$	1,165,221,926
Gross unrealized appreciation	$	36,734,727
Gross unrealized depreciation		(19,504,458)
Net unrealized appreciation	$	17,230,269

27      Oppenheimer Core Bond Fund

Item 2. Controls and Procedures.

(a) Based on their evaluation of the registrant’s 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 9/30/2013, the registrant’s principal executive officer and principal financial officer found the registrant’s 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 registrant’s 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 registrant’s internal controls over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s 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:	11/11/2013

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:	11/11/2013
By:	/s/ Brian W. Wixted
	Brian W. Wixted
	Principal Financial Officer
Date:	11/11/2013

EX-99.CERT

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 registrant’s 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 registrant’s 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 registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s 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 registrant’s 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 registrant’s internal control over financial reporting.

/s/ William F. Glavin, Jr.

William F. Glavin, Jr.

Principal Executive Officer

Date: 11/11/2013

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 registrant’s 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 registrant’s 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 registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed to the registrant’s auditors and the audit committee of the registrant’s 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 registrant’s 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 registrant’s internal control over financial reporting.

/s/ Brian W. Wixted

Brian W. Wixted

Principal Financial Officer

Date: 11/11/2013