Oppenheimer Capital Appreciation Fund Fund Holdings Report

446 Pages·2017·2.55 MB·English

Oppenheimer Capital Appreciation Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
00507V109 ATVI Activision Blizzard, Inc. 1,048,680.00
012653101 ALB Albemarle Corp. 273,432.00
BY9D546 AGN Allergan plc 348,450.00
02079K107 GOOG Alphabet, Inc., Cl. C 207,500.00
023135106 AMZN Amazon.com, Inc. 165,560.00
030975106 APU AmeriGas Partners LP 1,803,958.00
037833100 AAPL Apple, Inc. 1,514,918.00
038222105 AMAT Applied Materials Inc. 965,640.00
05329W102 AN AutoNation, Inc. 1,526,060.00
053332102 AZO AutoZone, Inc. 105,420.00
084670702 BRK/B Berkshire Hathaway, Inc., Cl. B 254,050.00
09062X103 BIIB Biogen Idec, Inc. 222,780.00
09857L108 BKNG Booking Holdings, Inc. 48,010.00
0287580 BATS LN British American Tobacco plc 967,400.00
11135F101 AVGO Broadcom Inc. 212,930.00
136375102 CNI Canadian National Railway Co. 475,010.00
143130102 KMX CarMax, Inc. 744,890.00
150185106 FUN Cedar Fair LP 1,558,035.00
151020104 CELG Celgene Corp. 683,742.00
156782104 CERN Cerner Corp. 592,740.00
808513105 SCHW Charles Schwab Corp. 2,299,460.00
12572Q105 CME CME Group, Inc. 246,420.00
20030N101 CMCSA Comcast Corp. 553,118.00
20451N101 CMP Compass Minerals International, Inc. 824,870.00
244199105 DE Deere & Co. 290,350.00
278642103 EBAY eBay, Inc. 1,950,090.00
30063P105 EXAS Exact Sciences Corp. 430,530.00
30303M102 FB Facebook, Inc. 1,523,452.00
311900104 FAST Fastenal Co. 619,150.00
32008D106 FDC First Data Corp. 2,015,820.00
B07Q2V5 GLPG NA Galapagos NV 206,532.00
375558103 GILD Gilead Sciences, Inc. 704,080.00
2623836 HSE CN Husky Energy, Inc. 2,535,031.00
45866F104 ICE Intercontinental Exchange, Inc. 1,137,130.00
46120E602 ISRG Intuitive Surgical, Inc. 123,740.00
BY7QL61 JCI Johnson Controls International plc 489,130.00
48238T109 KAR KAR Auction Services 1,294,490.00
50540R409 LH Laboratory Corp of America Holdings 467,930.00
539830109 LMT Lockheed Martin Corp. 121,600.00
548661107 LOW Lowe's Cos., Inc. 1,285,340.00
559080106 MMP Magellan Midstream Partners LP 1,058,060.00
57636Q104 MA MasterCard, Inc. 1,236,780.00
594918104 MSFT Microsoft Corp. 3,177,840.00
609207105 MDLZ Mondelez Intl, Inc., Cl. A 695,350.00
620076307 MSI Motorola Solutions, Inc. 280,740.00
67066G104 NVDA NVIDIA Corp. 266,930.00
68383G108 IOEXX Oppenheimer Institutional Government Money Market Fund Cl. E 6,953,636.83
68389X105 ORCL Oracle Corp. 1,510,340.00
70450Y103 PYPL PayPal Holdings, Inc. 240,660.00
756577102 RHT Red Hat, Inc. 259,620.00
79466L302 CRM Salesforce.com, Inc. 941,650.00
81762P102 NOW ServiceNow, Inc. 465,200.00
83304A106 SNAP Snap, Inc. 1,162,017.00
84790A105 SPB Spectrum Brands Holdings Inc 521,370.00
848574109 SPR Spirit AeroSystems Holdings, Inc. 800,990.00
848577102 SAVE Spirit Airlines, Inc. 1,800,310.00
854502101 SWK Stanley Black & Decker, Inc. 243,830.00
855244109 SBUX Starbucks Corp. 1,586,710.00
1
Oppenheimer Capital Appreciation Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
882508104 TXN Texas Instruments, Inc. 750,800.00
500754106 KHC The Kraft Heinz Co. 503,510.00
907818108 UNP Union Pacific Corp. 391,530.00
91324P102 UNH UnitedHealth Group, Inc. 588,690.00
92532F100 VRTX Vertex Pharmaceuticals, Inc. 324,550.00
929740108 WAB Wabtec Corp. 457,470.00
1Security descriptions may not reflect changes due to corporate actions.
2Represents the current interest rate for variable or increasing rate securities.
3Represents either Shares of Stock, Principal Amount, Notional Value, or Number of Contracts.
4Quantity may not reflect any changes in position that were executed on the day of the closing report period.
Holdings are subject to change, do not constitute recommendations by OppenheimerFunds, Inc., and are dollar weighted based on assets. The portfolio holdings are provided on a delayed basis
and will not necessarily represent all of the actual current investments held by the relevant Oppenheimer fund.
Shares of Oppenheimer funds are not deposits or obligations of any bank, are not guaranteed by any bank, are not insured by the FDIC or any other agency and involve investment
risks, including the possible loss of the principal amount invested.
Before investing in any of the Oppenheimer funds, investors should carefully consider a fund's investment objectives, risks, charges and expenses. Fund prospectuses and summary prospectuses
contain this and other information about the funds, and may be obtained by asking your financial advisor, visiting oppenheimerfunds.com or calling 1.800.CALL OPP (225.5677). Read prospectuses
and summary prospectuses carefully before investing.
Oppenheimer funds are distributed by OppenheimerFunds Distributor, Inc.
225 Liberty Street, New York, NY 10281-1008.
© 2018 OppenheimerFunds Distributor, Inc. All rights reserved.
2
Oppenheimer Capital Appreciation Fund/VA
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
00507V109 ATVI Activision Blizzard, Inc. 154,243.00
012653101 ALB Albemarle Corp. 40,093.00
BY9D546 AGN Allergan plc 50,840.00
02079K107 GOOG Alphabet, Inc., Cl. C 30,768.00
023135106 AMZN Amazon.com, Inc. 24,544.00
030975106 APU AmeriGas Partners LP 265,380.00
037833100 AAPL Apple, Inc. 224,613.00
038222105 AMAT Applied Materials Inc. 143,340.00
05329W102 AN AutoNation, Inc. 227,050.00
053332102 AZO AutoZone, Inc. 15,663.00
084670702 BRK/B Berkshire Hathaway, Inc., Cl. B 37,045.00
09062X103 BIIB Biogen Idec, Inc. 33,100.00
09857L108 BKNG Booking Holdings, Inc. 7,198.00
0287580 BATS LN British American Tobacco plc 143,240.00
11135F101 AVGO Broadcom Inc. 31,600.00
136375102 CNI Canadian National Railway Co. 70,430.00
143130102 KMX CarMax, Inc. 110,260.00
150185106 FUN Cedar Fair LP 230,697.00
151020104 CELG Celgene Corp. 102,394.00
156782104 CERN Cerner Corp. 86,380.00
808513105 SCHW Charles Schwab Corp. 340,533.00
12572Q105 CME CME Group, Inc. 36,555.00
20030N101 CMCSA Comcast Corp. 82,057.00
20451N101 CMP Compass Minerals International, Inc. 122,458.00
244199105 DE Deere & Co. 43,463.00
278642103 EBAY eBay, Inc. 289,580.00
30063P105 EXAS Exact Sciences Corp. 64,470.00
30303M102 FB Facebook, Inc. 225,888.00
311900104 FAST Fastenal Co. 90,685.00
32008D106 FDC First Data Corp. 298,940.00
B07Q2V5 GLPG NA Galapagos NV 30,950.00
375558103 GILD Gilead Sciences, Inc. 102,740.00
2623836 HSE CN Husky Energy, Inc. 379,591.00
45866F104 ICE Intercontinental Exchange, Inc. 166,343.00
46120E602 ISRG Intuitive Surgical, Inc. 18,053.00
BY7QL61 JCI Johnson Controls International plc 73,270.00
48238T109 KAR KAR Auction Services 193,990.00
50540R409 LH Laboratory Corp of America Holdings 69,445.00
539830109 LMT Lockheed Martin Corp. 18,100.00
548661107 LOW Lowe's Cos., Inc. 192,460.00
559080106 MMP Magellan Midstream Partners LP 156,814.00
57636Q104 MA MasterCard, Inc. 183,518.00
594918104 MSFT Microsoft Corp. 470,233.00
609207105 MDLZ Mondelez Intl, Inc., Cl. A 100,958.00
620076307 MSI Motorola Solutions, Inc. 42,100.00
67066G104 NVDA NVIDIA Corp. 39,720.00
68383G108 IOEXX Oppenheimer Institutional Government Money Market Fund Cl. E 4,869,219.32
68389X105 ORCL Oracle Corp. 223,950.00
70450Y103 PYPL PayPal Holdings, Inc. 36,065.00
756577102 RHT Red Hat, Inc. 42,930.00
79466L302 CRM Salesforce.com, Inc. 140,000.00
81762P102 NOW ServiceNow, Inc. 70,950.00
83304A106 SNAP Snap, Inc. 171,949.00
84790A105 SPB Spectrum Brands Holdings Inc 77,308.00
848574109 SPR Spirit AeroSystems Holdings, Inc. 119,240.00
848577102 SAVE Spirit Airlines, Inc. 269,850.00
854502101 SWK Stanley Black & Decker, Inc. 36,290.00
855244109 SBUX Starbucks Corp. 235,240.00
3
Oppenheimer Capital Appreciation Fund/VA
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
882508104 TXN Texas Instruments, Inc. 109,438.00
500754106 KHC The Kraft Heinz Co. 73,525.00
907818108 UNP Union Pacific Corp. 58,280.00
91324P102 UNH UnitedHealth Group, Inc. 87,380.00
92532F100 VRTX Vertex Pharmaceuticals, Inc. 48,840.00
929740108 WAB Wabtec Corp. 67,940.00
1Security descriptions may not reflect changes due to corporate actions.
2Represents the current interest rate for variable or increasing rate securities.
3Represents either Shares of Stock, Principal Amount, Notional Value, or Number of Contracts.
4Quantity may not reflect any changes in position that were executed on the day of the closing report period.
Holdings are subject to change, do not constitute recommendations by OppenheimerFunds, Inc., and are dollar weighted based on assets. The portfolio holdings are provided on a delayed basis
and will not necessarily represent all of the actual current investments held by the relevant Oppenheimer fund.
Shares of Oppenheimer funds are not deposits or obligations of any bank, are not guaranteed by any bank, are not insured by the FDIC or any other agency and involve investment
risks, including the possible loss of the principal amount invested.
Before investing in any of the Oppenheimer funds, investors should carefully consider a fund's investment objectives, risks, charges and expenses. Fund prospectuses and summary prospectuses
contain this and other information about the funds, and may be obtained by asking your financial advisor, visiting oppenheimerfunds.com or calling 1.800.CALL OPP (225.5677). Read prospectuses
and summary prospectuses carefully before investing.
Oppenheimer funds are distributed by OppenheimerFunds Distributor, Inc.
225 Liberty Street, New York, NY 10281-1008.
© 2018 OppenheimerFunds Distributor, Inc. All rights reserved.
4
Oppenheimer Capital Income Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
I99999990 1236 (Cayman) Opp. Capital Income Fund Ltd. 10,486.93
90131HCD5 FOXA 21st Century Fox America, Inc., 4.75% Sr. Unsec. Unsub. Nts., 11/15/46 856,000.00
002824100 ABT Abbott Laboratories 107,567.00
002824BC3 ABT Abbott Laboratories, 2.35% Sr. Unsec. Unsub. Nts., 11/22/19 421,000.00
002824BF6 ABT Abbott Laboratories, 3.75% Sr. Unsec. Unsub. Nts., 11/30/26 2,038,000.00
00287YAQ2 ABBV AbbVie, Inc., 3.60% Sr. Unsec. Unsub. Nts., 5/14/25 1,422,000.00
00287YAS8 ABBV AbbVie, Inc., 4.70% Sr. Unsec. Unsub. Nts., 5/15/45 420,000.00
04542BNL2 ABFC ABFC Asset-Backed Certificates, Asset-Back Certificates, Series 2005-HE2, Cl. M3, FLT%, 6/25/35 3,616,198.18
BDCVW50 ABNANV ABN AMRO Bank NV,VAR% Unsec. Sub. Nts., 3/27/28 2,800,000.00
004375DW8 ACCR Accredited Mortgage Loan Trust, (ACCR 2005-3 M3), FLT%, 9/25/35 7,222,280.00
004375EK3 ACCR Accredited Mortgage Loan Trust, (ACCR 2005-4 M1), FLT%, 12/25/35 1,919,000.00
00485YAB5 ACORNR Acorn Re Ltd. Catastrophe Linked Nts., FLT%, 11/10/21 2,250,000.00
00507UAP6 AGN Actavis Funding SCS, 3.00% Sr. Unsec. Unsub. Nts., 3/12/20 2,382,000.00
00108WAG5 AEP AEP Texas Inc, 3.95% Sr. Unsec. Unsub. Nts., 6/01/28 1,166,000.00
00912XBA1 AL Air Lease Corp, 3.25% Sr. Unsec. Unsub. Nts., 3/01/25 737,000.00
00912XAV6 AL Air Lease Corp., 3.63% Sr. Unsec. Unsub. Nts., 4/1/27 763,000.00
00973XAA8 AKIBRE Akibare II Ltd. Catastrophe Linked Nts., FLT%, 4/7/20 2,250,000.00
00973XAB6 AKIBRE Akibare Re Ltd. Catastrophe Linked Nts., FLT%, 4/07/22 250,000.00
011395AE0 ALALTD Alamo Re Ltd. Catastrophe Linked Nts., FLT%, 6/07/21 1,375,000.00
01626PAK2 ATDBCN Alimentation Couche-Tard Inc, 2.35% Sr. Unsec. Unsub. Nts., 12/13/19 2,505,000.00
01748NAE4 ALLE Allegion US Holding Co Inc, 3.55% Sr. Unsec. Unsub. Nts., 10/01/27 1,951,000.00
BY9D546 AGN Allergan plc 37,960.00
020002101 ALL Allstate Corp. (The) 46,334.00
02079K305 GOOGL Alphabet, Inc. 23,876.00
12667GKG7 CWALT Alternative Loan Trust 2005-21CB Ser 2005-21Cb Cl A7 Regd 638,642.74
02209S103 MO Altria Group, Inc. 241,365.00
02209SAS2 MO Altria Group, Inc., 4.00% Sr. Unsec. Unsub. Nts., 1/31/24 1,613,000.00
023135AQ9 AMZN Amazon.com, Inc., 4.95% Sr. Unsec. Unsub. Nts., 12/5/44 816,000.00
02529BAG8 ACAR American Credit Acceptance Rec, (ACAR 2015-3 D), 5.86%, 7/12/22 955,000.00
02529FAC8 ACAR American Credit Acceptance Rec, (ACAR 2016-4 B), 2.11%, 2/12/21 318,519.45
02527TAC0 ACAR American Credit Acceptance Rec, (ACAR 2017-3I A), 1.82%, 3/10/20 425,000.00
02529JAC0 ACAR American Credit Acceptance Rec, (ACAR 2017-4 B), 2.61%, 5/10/21 477,000.00
02529JAE6 ACAR American Credit Acceptance Rec, (ACAR 2017-4 C), 2.94%, 1/10/24 1,351,000.00
02529JAG1 ACAR American Credit Acceptance Rec, (ACAR 2017-4 D), 3.57%, 1/10/24 1,952,000.00
02529KAC7 ACAR American Credit Acceptance Rec, (ACAR 2018-2 B), 3.46%, 8/10/22 1,860,000.00
02529KAE3 ACAR American Credit Acceptance Rec, (ACAR 2018-2 C), 3.70%, 7/10/24 1,835,000.00
025537101 AEP American Electric Power Co., Inc. 210,180.00
025816BM0 AXP American Express Co., 2.50% Sr. Unsec. Unsub. Nts., 8/1/22 762,000.00
0258M0EL9 AXP American Express Credit Corp., 3.30% Sr. Unsec. Unsub. Nts., 5/3/27 1,393,000.00
03027XAQ3 AMT American Tower Corp, 3.00% Sr. Unsec. Unsub. Nts., 6/15/23 1,889,000.00
03027XAR1 AMT American Tower Corp, 3.60% Sr. Unsec. Unsub. Nts., 1/15/28 1,249,000.00
03027XAF7 AMT American Tower Corp., 2.80% Sr. Unsec. Unsub. Nts., 6/1/20 472,000.00
029912BC5 AMT American Tower Corp., 5.05% Sr. Unsec. Unsub. Nts., 9/1/20 1,354,000.00
03065GAG5 AMCAR Americredit Automobile Receiva, (AMCAR 2017-2 D), 3.42%, 4/18/23 2,065,000.00
03066FAH4 AMCAR Americredit Automobile Receiva, (AMCAR 2017-4 D), 3.08%, 12/18/23 940,000.00
03065LAG4 AMCAR Americredit Automobile Receivables Trust, (AMCAR 2015-2 D), 3.00%, 6/8/21 1,555,000.00
031162CD0 AMGN Amgen Inc, 4.56% Sr. Unsec. Unsub. Nts., 6/15/48 827,000.00
001744101 AMN AMN Healthcare Services Inc. 68,930.00
032511BK2 APC Anadarko Petroleum Corp., 4.50% Sr. Unsec. Unsub. Nts., 7/15/44 431,000.00
032510AC3 APC Anadarko Petroleum Corp., 6.20% Sr. Unsec. Nts., 3/15/40 380,000.00
03350WAC3 ANDX Andeavor Logistics LP / Tesoro Logistics Finance Corp, 4.25% Sr. Unsec. Unsub. Nts., 12/01/27 1,208,000.00
03349MAA3 ANDV Andeavor, 3.80% Sr. Unsec. Unsub. Nts., 4/01/28 1,893,000.00
034863AS9 AALLN Anglo American Capital PLC, 3.63% Sr. Unsec. Unsub. Nts., 9/11/24 582,000.00
034863AT7 AALLN Anglo American Capital PLC, 4.00% Sr. Unsec. Unsub. Nts., 9/11/27 1,010,000.00
035242AP1 ABIBB Anheuser-Busch InBev Finance, Inc., 3.65% Sr. Unsec. Unsub. Nts., 2/1/26 764,000.00
035242AN6 ABIBB Anheuser-Busch InBev Finance, Inc., 4.90% Sr. Unsec. Unsub. Nts., 2/1/46 333,000.00
03523TBF4 ABIBB Anheuser-Busch InBev Worldwide, Inc., 8.20% Sr. Unsec. Unsub. Nts., 1/15/39 1,355,000.00
037401AD8 AOZLTD Aozora Re Ltd. Catastrophe Linked Nts., FLT%, 4/07/21 2,250,000.00
5
Oppenheimer Capital Income Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
037411BE4 APA Apache Corp, 4.38% Sr. Unsec. Unsub. Nts., 10/15/28 2,306,000.00
03765HAA9 APO Apollo Management Holdings LP, 4.00% Sr. Unsec. Unsub. Nts., 5/30/24 1,355,000.00
037833100 AAPL Apple, Inc. 142,315.00
037833BH2 AAPL Apple, Inc., 4.38% Sr. Unsec. Unsub. Nts., 5/13/45 1,407,000.00
038522AP3 ARMK Aramark Services, Inc., 5.00% Sr. Unsec. Unsub. Nts., 4/1/25 1,210,000.00
03938LAZ7 MTNA ArcelorMittal, 6.13% Sr. Unsec. Unsub. Nts., 6/1/25 2,055,000.00
040555CX0 PNW Arizona Public Service Co, 4.20% Sr. Unsec. Unsub. Nts., 8/15/48 777,000.00
042735BF6 ARW Arrow Electronics, Inc., 3.88% Sr. Unsec. Unsub. Nts., 1/12/28 1,701,000.00
00206RDJ8 T AT&T Inc, 4.50% Sr. Unsec. Unsub. Nts., 3/09/48 980,000.00
00206R102 T AT&T, Inc. 631,170.00
00206RES7 T AT&T, Inc., 4.3% Sr. Unsec. Unsub. Nts., 2/15/30 1,849,000.00
00206RBK7 T AT&T, Inc., 4.35% Sr. Unsec. Unsub. Nts., 6/15/45 1,843,000.00
052769AD8 ADSK Autodesk, Inc., 4.38% Sr. Unsec. Unsub. Nts., 6/15/25 708,000.00
053332AU6 AZO AutoZone, Inc., 1.63% Sr. Unsec. Unsub. Nts., 4/21/19 412,000.00
054561AG0 EQH AXA Equitable Holdings Inc, 4.35% Sr. Unsec. Unsub. Nts., 4/20/28 1,243,000.00
BL2670166 AXTA Axalta Coating Systems US Holdings, Inc., Sr. Sec. Credit Facilities 1st Lien Term Loan, FLT%, 6/1/24 18,686,989.70
05464HAB6 AXS AXIS Specialty Finance plc, 5.15% Sr. Unsec. Unsub. Nts., 4/1/45 1,226,000.00
067316AF6 BACARD Bacardi Ltd, 4.70% Sr. Unsec. Unsub. Nts., 5/15/28 1,181,000.00
05523UAP5 BALN BAE Systems Holdings Inc, 3.85% Sr. Unsec. Unsub. Nts., 12/15/25 1,889,000.00
05963SAX0 BAFC Banc of America Funding Corp. (BAFC 2014-R7 3A1), FLT%, 3/26/36 761,767.90
05951FBD5 BAFC Banc Of America Funding Corpor (BAFC 2007-1 1A3), 6.00%, 1/25/37 127,292.38
059522AW2 BAFC Banc Of America Funding Corpor (BAFC 2007-C 1A4), FLT%, 5/20/36 119,834.70
05952HAZ2 BOAMS Banc of America Mortgage Securities Trust, Collateralized Mtg. Obligations, Series 2007-1, Cl. 1A24, 6%, 3/25/37 387,083.70
06051GHM4 BAC Bank of America Corp,VAR%Sr. Unsec. Unsub. Nts., 7/23/29 1,803,000.00
06051GGA1 BAC Bank of America Corp., 3.25% Sr. Unsec. Unsub. Nts., 10/21/27 1,973,000.00
060505EH3 BAC Bank of America Corp.,VAR% Unsec. Sub. Nts., Perpetual 28,813,000.00
06051GGF0 BAC Bank of America Corp.,VAR%Sr. Unsec. Unsub. Nts., 1/20/28 1,353,000.00
06051GGZ6 BAC Bank of America Corp.,VAR%Sr. Unsec. Unsub. Nts., 1/23/26 1,965,000.00
SL1G14KS USD Barclays Bank plc, Interest Rate Swaption (European); Swap Terms: Paid 2.60% Received: US0003M Index; Termination Date 11/25/30 3,000,000.00
SL31069K USD Barclays Bank plc, Interest Rate Swaption (European); Swap Terms: Paid 2.62% Received: US0003M Index; Termination Date 12/16/30 30,000,000.00
05526DAQ8 BATSLN BAT Capital Corp, 2.30% Sr. Unsec. Unsub. Nts., 8/14/20 2,410,000.00
05526DBA2 BATSLN BAT Capital Corp., 3.56% Sr. Unsec. Unsub. Nts., 8/15/27 1,257,000.00
07274NAE3 BAYNGR Bayer US Finance II LLC, 3.88% Sr. Unsec. Unsub. Nts., 12/15/23 2,244,000.00
07274NAL7 BAYNGR Bayer US Finance II LLC, 4.38% Sr. Unsec. Unsub. Nts., 12/15/28 1,624,000.00
05531FBB8 BBT BB&T Corp, 2.85% Sr. Unsec. Unsub. Nts., 10/26/24 1,831,000.00
05533FFD8 BCAP BCAP LLC Trust (BCAP 2011-R11 18A5), FLT%, 9/26/35 218,543.34
05534B760 BCE BCE, Inc. 238,140.00
07387AEG6 BSARM Bear Stearns Adjustable Rate M (BSARM 2005-9 A1), FLT%, 10/25/35 721,893.45
07387AGZ2 BSARM Bear Stearns Adjustable Rate Mtg Trust (BSARM 2006-1 A1), FLT%, 2/25/36 1,013,288.51
073879XZ6 BSABS Bear Stearns Asset Backed Securities Trust (BSABS 2005-HE6 M2), FLT%, 6/25/35 2,935,975.07
07402LAB8 BSSP Bear Stearns Structured Products, (BSSP 2007-EMX1 A2), FLT%, 3/25/37 5,900,000.00
07402LAC6 BSSP Bear Stearns Structured Products, (BSSP 2007-EMX1 M1), FLT%, 3/25/37 8,000,000.00
075887BR9 BDX Becton Dickinson and Co., 2.40% Sr. Unsec. Unsub. Nts., 6/5/20 1,442,000.00
075887BW8 BDX Becton Dickinson and Co., 3.70% Sr. Unsec. Unsub. Nts., 6/6/27 1,806,000.00
08162PAY7 BMARK Benchmark Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (BMARK 2018-B1 XA), VAR%, 1/15/51 16,702,696.55
084659AP6 BRKHEC BERKSHIRE HATHAWAY ENERG 548,000.00
59562VAX5 BRKHEC Berkshire Hathaway Energy Co., 2.00% Sr. Unsec. Unsub. Nts., 11/15/18 690,000.00
086516AL5 BBY Best Buy Co., Inc, 5.50% Sr. Unsec. Unsub. Nts., 3/15/21 2,216,000.00
09062XAD5 BIIB Biogen, Inc., 5.20% Sr. Unsec. Unsub. Nts., 9/15/45 599,000.00
092113AK5 BKH Black Hills Corp, 2.50% Sr. Unsec. Unsub. Nts., 1/11/19 1,228,000.00
09256BAJ6 BX Blackstone Holdings Finance Co LLC, 3.15% Sr. Unsec. Unsub. Nts., 10/02/27 877,000.00
09257W100 BXMT Blackstone Mortgage Trust, Inc. 747,750.00
09659W2F0 BNP BNP Paribas SA, 4.40% Sr. Unsec. Unsub. Nts., 8/14/28 900,000.00
05581KAC5 BNP BNP Paribas SA, 4.63% Unsec. Sub. Nts., 3/13/27 1,361,000.00
096630AD0 BWP Boardwalk Pipelines LP, 4.95% Sr. Unsec. Unsub. Nts., 12/15/24 1,165,000.00
05578QAD5 BPCEGP BPCE SA, 4.50% Unsec. Sub. Nts., 3/15/25 1,371,000.00
10922NAC7 BHF Brighthouse Financial Inc, 3.70% Sr. Unsec. Unsub. Nts., 6/22/27 478,000.00
111021AE1 BRITEL British Telecommunications plc, 9.625% Sr. Unsec. Nts., 12/15/30 1,965,000.00
6
Oppenheimer Capital Income Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
112585AH7 BAMACN Brookfield Asset Management, Inc., 4.00% Sr. Unsec. Unsub. Nts., 1/15/25 1,851,000.00
118230AQ4 BPL Buckeye Partners LP, 3.95% Sr. Unsec. Unsub. Nts., 12/01/26 557,000.00
120568AX8 BG Bunge Ltd. Finance Corp., 3.25% Sr. Unsec. Unsub. Nts., 8/15/26 1,427,000.00
120568AW0 BG Bunge Ltd. Finance Corp., 3.50% Sr. Unsec. Unsub. Nts., 11/24/20 2,226,000.00
126802DJ3 CABMT Cabela'S Master Credit Card Tr, (CABMT 2015-2 A2), FLT%, 7/17/23 3,170,000.00
126802DP9 CABMT Cabela'S Master Credit Card Tr, (CABMT 2016-1 A2), FLT%, 6/15/22 1,745,000.00
126802DN4 CABMT Cabela's Master Credit Card Trust, (CABMT 2016-1 A1), 1.78%, 6/15/22 3,735,000.00
126802DD6 CABMT Cabela'S Master Credit Card Trust, Credit Card Receivables, Series 2015-1A, Cl. A2, FLT%, 3/15/23 2,855,000.00
134429BD0 CPB Campbell Soup Co, 3.30% Sr. Unsec. Unsub. Nts., 3/15/21 2,322,000.00
2171573 CNQ CN Canadian Natural Resources Ltd. 146,947.00
13975WAG8 AFIN Capital Auto Receivables Asset, (AFIN 2017-1 D), 3.15%, 2/20/25 275,000.00
14040HBN4 COF Capital One Financial Corp., 3.75% Sr. Unsec. Unsub. Nts., 3/9/27 761,000.00
143127AG3 CARMX Carmax Auto Owner Trust, (CARMX 2015-2 D), 3.04%, 11/15/21 655,000.00
14313VAG9 CARMX Carmax Auto Owner Trust, (CARMX 2015-3 D), 3.27%, 3/15/22 1,975,000.00
14313YAG3 CARMX Carmax Auto Owner Trust, (CARMX 2016-1 D), 3.86%, 8/15/22 1,300,000.00
14314JAG5 CARMX Carmax Auto Owner Trust, (CARMX 2017-1 D), 3.66%, 7/17/23 1,565,000.00
14314RAG7 CARMX Carmax Auto Owner Trust, (CARMX 2017-4 D), 3.30%, 5/15/24 705,000.00
14314AAG4 CARMX Carmax Auto Owner Trust, Automobile Receivables Nts., Series 2018-1, Cl. D, 3.37%, 7/15/24 515,000.00
12508UAC9 CCG CCG Receivables Trust, (CCG 2017-1 B), 2.75%, 11/14/23 1,580,000.00
12508VAC7 CCG Ccg Receivables Trust, (CCG 2018-1 B), 3.09%, 6/16/25 620,000.00
12508VAD5 CCG Ccg Receivables Trust, (CCG 2018-1 C), 3.42%, 6/16/25 175,000.00
12509KAD8 CCG Ccg Receivables Trust, (CCG 2018-2 C), 3.87%, 12/15/25 415,000.00
125039AG2 CD Cd Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (CD 2017-CD6 XA), VAR%, 11/13/50 5,843,896.76
12513GBA6 CDWC CDW LLC / CDW Finance Corp., 5.50% Sr. Unsec. Unsub. Nts., 12/1/24 368,000.00
150870103 CE Celanese Corp. 129,241.00
151020AS3 CELG Celgene Corp., 3.875% Sr. Unsec. Nts., 8/15/25 1,384,000.00
151020AU8 CELG Celgene Corp., 5.00% Sr. Unsec. Nts., 8/15/45 257,000.00
15189WAG5 CNP CenterPoint Energy Resources Corp., 4.50% Sr. Unsec. Unsub. Nts., 1/15/21 820,000.00
14179GAA8 CFCAT CFC LLC, (CFCAT 2015-1A A), 1.75%, 6/15/21 41,223.50
12541WAA8 CHRW CH Robinson Worldwide Inc, 4.20% Sr. Unsec. Unsub. Nts., 4/15/28 1,170,000.00
161175BL7 CHTR Charter Communications Operating LLC / Charter Communications Operating Capital, 5.375% Sr. Sec. Unsub. Nts., 5/01/47 1,012,000.00
16162WPX1 CHASE Chase Mortgage Finance Corp. (CHASE 2005-A2 1A3), FLT%, 1/25/36 759,754.21
166764100 CVX Chevron Corp. 68,018.00
B3BQMF6 CB Chubb Ltd. 218,727.00
171787AA2 CIGAR Cig Auto Receivables Trust, (CIGAR 2017-1A A), 2.71%, 5/15/23 542,289.37
125509BM0 CI Cigna Corp, 5.13% Sr. Unsec. Unsub. Nts., 6/15/20 2,090,000.00
125509109 CI Cigna Corp. 72,671.00
17275R102 CSCO Cisco Systems, Inc. 499,676.00
17305EFS9 CCCIT Citibank Credit Card Issuance, (CCCIT 2014-A6 A6), 2.15%, 7/15/21 3,545,000.00
SPA010S1 HY21 Citibank NA, HY21 Index, Credit Default Swap 1,542,916.68
SP9I0VQB IG25 Citibank NA, IG25 Index, Credit Default Swap 4,800,000.00
173080201 C 7.875 Citigroup Capital XIII 1,133,000.00
17326FAF4 CGCMT Citigroup Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, Series 2017-C4, Cl. XA, FLT% 10/12/50 15,324,818.10
17318UAE4 CGCMT Citigroup Commercial Mortgage, Commercial Mtg. Pass-Through Certificates, (CGCMT 2012-GC8 AAB), 2.61%, 9/10/45 712,151.82
17321RAF3 CGCMT Citigroup Commercial Mortgage, Commercial Mtg. Pass-Through Certificates, (CGCMT 2013-GC17 XA), VAR%, 11/10/46 2,555,641.40
17322MAX4 CGCMT Citigroup Commercial Mortgage, Commercial Mtg. Pass-Through Certificates, (CGCMT 2014-GC21 AAB), 3.48%, 5/10/47 710,000.00
172967LW9 C Citigroup Inc,VAR%Sr. Unsec. Unsub. Nts., 4/23/29 1,856,000.00
17307G2Z0 CMLTI Citigroup Mortgage Group Loan Trust 2006-AR1 SER 2006-AR1 CL 1A1 V/R REGD 2,055,541.56
17307GJK5 CMLTI Citigroup Mortgage Loan Trust, Inc., (CMLTI 2004-OPT1 M3), FLT%, 10/25/34 3,750,000.00
172967KR1 C Citigroup, Inc., 4.75% Unsec. Sub. Nts., 5/18/46 910,000.00
172967LJ8 C Citigroup, Inc.,VAR%Sr. Unsec. Unsub. Nts., 4/24/48 1,840,000.00
17401QAE1 CFG Citizens Bank NA/Providence RI, 2.55% Sr. Unsec. Unsub. Nts., 5/13/21 1,124,000.00
17401QAL5 CFG Citizens Bank NA/Providence RI, 2.65% Sr. Unsec. Unsub. Nts., 5/26/22 471,000.00
125896100 CMS CMS Energy Corp. 319,016.00
126117AU4 CNAFNL CNA Financial Corp., 3.45% Sr. Unsec. Unsub. Nts., 8/15/27 1,749,000.00
18978CAE3 CNH Cnh Equipment Trust, (CNH 2017-C B), 2.54%, 5/15/25 475,000.00
198280AD1 CPGX Columbia Pipeline Group, Inc. 3.30% Sr. Unsec. Unsub. Nts., 6/1/20 2,069,000.00
198280AF6 CPGX Columbia Pipeline Group, Inc., 4.50% Sr. Unsec. Unsub. Nts., 6/1/25 1,122,000.00
7
Oppenheimer Capital Income Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
00209TAB1 CMCSA Comcast Cable Communication REGD 2,206,000.00
20030NCK5 CMCSA Comcast Corp, 4.00% Sr. Unsec. Unsub. Nts., 3/01/48 1,175,000.00
12624PAD7 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2012-CR3 ASB), 2.37%, 10/15/45 133,479.53
126192AC7 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2012-LC4 A3), 3.07%, 12/10/44 278,443.23
12630BAY4 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2013-CR13 ASB), 3.71%, 11/12/46 1,355,000.00
12631DAZ6 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2014-CR17 ASB), 3.60%, 5/10/47 1,955,000.00
12592LBG6 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2014-CR20 ASB), 3.31%, 11/10/47 475,000.00
12592RBJ7 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2014-CR21 AM), 4.064%, 12/10/47 4,410,000.00
12591TAG1 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2014-LC15 AM), 4.20%, 4/10/47 980,000.00
12592PBH5 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2014-UBS6 AM), 4.05%, 12/10/47 3,020,000.00
12592XAZ9 COMM Comm Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2015-CR22 A2), 2.86%, 3/10/48 865,000.00
12623SAF7 COMM Commercial Mortgage Pass-Through Certf. Ser. 2012-CR5 Regd. 4,455,204.56
12624XAM0 COMM Commercial Mortgage Trust, Commercial Mtg. Pass-Through Certificates, (COMM 2013-CR6 AM), 3.15%, 3/10/46 1,520,000.00
20337X109 COMM CommScope Holding Co., Inc. 280,590.00
191216100 KO CommVault Systems, Inc. 404,900.00
20453KAB1 BCOMPS Compass Bank, 2.88% Sr. Unsec. Unsub. Nts., 6/29/22 2,120,000.00
30711XCK8 CAS Connecticut Avenue Securities (CAS 2016-C03 1M1), FLT%, 10/25/28 494,098.72
20825C104 COP ConocoPhillips 126,054.00
20826FAQ9 COP ConocoPhillips Co., 4.95% Sr. Unsec. Unsub. Nts., 3/15/26 247,000.00
20826FAR7 COP ConocoPhillips Co., 5.95% Sr. Unsec. Unsub. Nts., 3/15/46 511,000.00
12668ABP9 CWALT Countrywide Alternative Loan Trust 2005-J10, Mtg.Pass-Through Certificates, Series 2005-J10, Cl. 1A17, 5.50%, 10/1/35 2,397,789.24
126694MS4 CWHL Countrywide Home Loans (CWHL 2005-26 1A8), 5.50%, 11/25/35 491,440.44
126694K56 CWHL Countrywide Home Loans (CWHL 2006-6 A3), 6.00%, 4/25/36 274,682.83
12594TAB9 CPS Cps Auto Trust, (CPS 2017-A B), 2.68%, 5/17/21 210,000.00
22411YAA0 CPS CPS Auto Trust, (CPS 2017-C A), 1.78%, 9/15/20 201,547.32
22411YAB8 CPS CPS Auto Trust, (CPS 2017-C B), 2.30%, 7/15/21 685,000.00
12652BAB7 CPS Cps Auto Trust, (CPS 2017-D B), 2.43%, 1/18/22 1,180,000.00
12595MAB3 CPS Cps Auto Trust, (CPS 2018-A B), 2.77%, 4/18/22 975,000.00
12595PAB6 CPS Cps Auto Trust, (CPS 2018-B B), 3.23%, 7/15/22 1,090,000.00
224287AB8 CBRYRE Cranberry Re Ltd. Catastrophe Linked Nts., FLT%, 7/13/20 2,250,000.00
22534UAE2 CAALT Credit Acceptance Auto Loan Tr, (CAALT 2017-2A C), 3.35%, 6/15/26 1,415,000.00
22534BAC8 CAALT Credit Acceptance Auto Loan Tr, (CAALT 2018-1A B), 3.60%, 4/15/27 920,000.00
22534BAE4 CAALT Credit Acceptance Auto Loan Tr, (CAALT 2018-1A C), 3.77%, 6/15/27 1,305,000.00
22535FAC8 CAALT Credit Acceptance Auto Loan Tr, (CAALT 2018-2A C), 4.16%, 9/15/27 770,000.00
225313AF2 ACAFP Credit Agricole SA, 4.38% Unsec. Sub. Nts., 3/17/25 2,296,000.00
225401AF5 CS Credit Suisse Group AG,VAR%Sr. Unsec. Unsub. Nts., 1/12/29 1,396,000.00
225433AR2 CS Credit Suisse Group Funding Ltd., 4.55% Sr. Unsec. Unsub. Nts., 4/17/26 1,064,000.00
22546QAP2 CS Credit Suisse/New York NY, 3.63% Sr. Unsec. Unsub. Nts., 9/9/24 1,389,000.00
22822VAH4 CCI Crown Castle International Corp., 3.65% Sr. Unsec. Unsub. Nts., 9/1/27 1,156,000.00
22942JAD5 CSMC CSMC Mortgage-Backed Trust 2006-6 SER 2006-6 CL 1A4 REGD 1,049,914.05
126650CZ1 CVS CVS Health Corp, 5.05% Sr. Unsec. Unsub. Nts., 3/25/48 2,113,000.00
126650CT5 CVS CVS Health Corp., 2.13% Sr. Unsec. Unsub. Nts., 6/1/21 2,440,000.00
233851CY8 DAIGR Daimler Finance North America LLC, 2.20% Sr. Unsec. Unsub. Nts., 5/05/20 1,947,000.00
233851DF8 DAIGR Daimler Finance North America LLC, 3.75% Sr. Unsec. Unsub. Nts., 2/22/28 1,891,000.00
24702JAE9 DEFT Dell Equipment Finance Trust, (DEFT 2017-1 B), 2.52%, 4/22/22 470,000.00
24704AAE6 DEFT Dell Equipment Finance Trust, (DEFT 2018-1 B), 3.34%, 6/22/23 590,000.00
25272KAD5 DELL Dell, Inc., 4.42% Sr. Sec. Unsub. Nts., 6/15/21 1,975,000.00
25272KAK9 DELL Dell, Inc., 6.02% Sr. Sec. Unsub. Nts., 6/15/26 1,460,000.00
BL2645325 AER Delos Finance Sarl, Sr. Sec. Credit Facilities 1st Lien Term Loan, Tranche B, FLT%, 10/6/23 17,000,000.00
25156PBB8 DT Deutsche Telekom International Finance BV, 4.38% Sr. Unsec. Unsub. Nts., 6/21/28 1,079,000.00
25179MAN3 DVN Devon Energy Corp, 4.75% Sr. Unsec. Unsub. Nts., 5/15/42 545,000.00
25389JAN6 DLR Digital Realty Trust LP, 3.40% Sr. Unsec. Unsub. Nts., 10/01/20 208,000.00
25389JAH9 DLR Digital Realty Trust LP, 5.88% Sr. Unsec. Unsub. Nts., 2/01/20 860,000.00
254709AL2 DFS Discover Financial Services, 3.75% Sr. Unsec. Unsub. Nts., 3/4/25 926,000.00
254709AM0 DFS Discover Financial Services, 4.10% Sr. Unsec. Unsub. Nts., 2/09/27 963,000.00
25470M109 DISH DISH Network Corp. 266,644.00
256746AG3 DLTR Dollar Tree Inc, 4.00% Sr. Unsec. Unsub. Nts., 5/15/25 2,334,000.00
25746UCT4 D Dominion Energy, Inc., 2.58% Unsec. Sub. Nts., 7/1/20 2,122,000.00
8
Oppenheimer Capital Income Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
25746UBM0 D Dominion Resources Inc/VA, 4.90% Sr. Unsec. Unsub. Nts., 8/01/41 857,000.00
23331ABL2 DHI DR Horton Inc, 2.55% Sr. Unsec. Unsub. Nts., 12/01/20 2,284,000.00
26207UAG4 DRIVE Drive Auto Receivables Trust, (DRIVE 2015-BA D), 3.84%, 7/15/21 113,603.75
26208BAN0 DRIVE Drive Auto Receivables Trust, (DRIVE 2016-CA D), 4.18%, 3/15/24 1,070,000.00
26207KAF8 DRIVE Drive Auto Receivables Trust, (DRIVE 2017-3 C), 2.80%, 7/15/22 785,000.00
26208CAL2 DRIVE Drive Auto Receivables Trust, (DRIVE 2017-AA C), 2.98%, 1/18/22 1,210,000.00
26208DAF3 DRIVE Drive Auto Receivables Trust, (DRIVE 2017-BA D), 3.72%, 10/17/22 1,525,000.00
26208GAG4 DRIVE Drive Auto Receivables Trust, (DRIVE 2018-1 D), 3.81%, 5/15/24 1,190,000.00
26208JAG8 DRIVE Drive Auto Receivables Trust, (DRIVE 2018-2 D), 4.14%, 8/15/24 2,160,000.00
26208KAG5 DRIVE Drive Auto Receivables Trust, (DRIVE 2018-3 D), 4.30%, 9/16/24 1,420,000.00
23340FAD9 DTAOT DT Auto Owner Trust, (DTAOT 2015-2A D), 4.25%, 2/15/22 685,869.75
23341JAE8 DTAOT Dt Auto Owner Trust, (DTAOT 2016-4A E), 6.49%, 9/15/23 495,000.00
23341LAG8 DTAOT Dt Auto Owner Trust, (DTAOT 2017-1A D), 3.55%, 11/15/22 1,060,000.00
23341LAJ2 DTAOT Dt Auto Owner Trust, (DTAOT 2017-1A E), 5.79%, 2/15/24 1,025,000.00
23341TAG1 DTAOT Dt Auto Owner Trust, (DTAOT 2017-2A D), 3.89%, 1/15/23 1,165,000.00
23342EAB4 DTAOT Dt Auto Owner Trust, (DTAOT 2017-3A B), 2.40%, 5/17/21 1,235,000.00
23342LAG7 DTAOT Dt Auto Owner Trust, (DTAOT 2017-3A D), 3.58%, 5/15/23 1,675,000.00
23342EAE8 DTAOT Dt Auto Owner Trust, (DTAOT 2017-3A E), 5.60%, 8/15/24 1,015,000.00
23342LAJ1 DTAOT Dt Auto Owner Trust, (DTAOT 2017-3A E), 5.60%, 8/15/24 990,000.00
23342LAE2 DTAOT Dt Auto Owner Trust, (DTAOT 2017-4A C), 2.86%, 7/17/23 285,000.00
23342WAC2 DTAOT Dt Auto Owner Trust, (DTAOT 2018-1A B), 3.04%, 1/18/22 1,055,000.00
23343DAC3 DTAOT Dt Auto Owner Trust, (DTAOT 2018-2 B), 3.43%, 5/16/22 555,000.00
23341LAE3 DTAOT Dt Auto Owner Trust, Series 17-1A, Cl. C, 2.70%, 11/15/22 565,000.00
26441CAX3 DUK Duke Energy Corp., 3.15% Sr. Unsec. Unsub. Nts., 8/15/27 1,179,000.00
26441CAT2 DUK Duke Energy Corp., 3.75% Sr. Unsec. Unsub. Nts., 9/1/46 1,117,000.00
23355LAB2 DXC DXC Technology Co., 2.88% Sr. Unsec. Unsub. Nts., 3/27/20 1,678,000.00
23355LAD8 DXC DXC Technology Co., 4.75% Sr. Unsec. Unsub. Nts., 4/15/27 1,734,000.00
269246BN3 ETFC E*TRADE Financial Corp.,VAR% Unsec. Sub. Nts., Perpetual 2,245,000.00
281020107 EIX Edison International 91,620.00
281020AK3 EIX Edison International, 2.13% Sr. Unsec. Unsub. Nts., 4/15/20 868,000.00
281020AJ6 EIX Edison International, 2.95% Sr. Unsec. Unsub. Nts., 3/15/23 1,392,000.00
26835PAF7 EDPPL EDP Finance BV, 3.63% Sr. Unsec. Unsub. Nts., 7/15/24 1,587,000.00
28414HAB9 ELAN Elanco Animal Health Inc, 4.90% Sr. Unsec. Unsub. Nts., 8/28/28 974,000.00
268317AB0 EDF Electricite de France SA, 6.50% Sr. Unsec. Unsub. Nts., 1/26/19 1,657,000.00
28618WAA2 ERL Element Rail Leasing I LLC, (ERL 2014-1A A1), 2.30%, 4/19/44 872,514.71
29103DAC0 EMACN Emera US Finance LP, 2.15% Sr. Unsec. Unsub. Nts., 6/15/19 1,968,000.00
29273VAG5 ETE Energy Transfer Equity LP, 4.25% Sr. Sec. Unsub. Nts., 3/15/23 1,755,000.00
29273RBL2 ETP Energy Transfer Partners LP, 5.30% Sr. Unsec. Unsub. Nts., 4/15/47 638,000.00
29379VAW3 EPD Enterprise Products Operating LLC, 4.85% Sr. Unsec. Unsub. Nts., 8/15/42 541,000.00
29379VBJ1 EPD Enterprise Products Operating LLC, 4.90% Sr. Unsec. Unsub. Nts., 5/15/46 271,000.00
29414D100 EVHC Envision Healthcare Corp. 113,090.00
26875P101 EOG EOG Resources, Inc. 34,830.00
891160RM7 891160RM EPD TD 6/6/19 2,407,000.00
891160RN5 891160RN EPD TD 6/6/19 2,113,000.00
26884LAC3 EQT EQT Corp, 2.50% Sr. Unsec. Unsub. Nts., 10/01/20 2,304,000.00
RXU8 RXU8 Euro-Bund Future, 2018-09- 250.00
30023JAV0 EVGRN Evergreen Credit Card Trust, (EVGRN 2018-2 A), FLT%, 7/15/22 2,755,000.00
30161NAT8 EXC Exelon Corp., 2.45% Sr. Unsec. Unsub. Nts., 4/15/21 1,131,000.00
30161NAV3 EXC Exelon Corp., 4.45% Sr. Unsec. Unsub. Nts., 4/15/46 644,000.00
301656AC8 EART Exeter Automobile Receivables, (EART 2018-1A B), 2.75%, 4/15/22 1,065,000.00
30711XAE4 CAS Fannie Mae - Cas (CAS 2014-C02 1M1), FLT%, 5/25/24 607,919.20
30711XAK0 CAS Fannie Mae - Cas (CAS 2014-C03 1M2), FLT%, 7/25/24 2,257,172.69
30711XDZ4 CAS Fannie Mae - Cas (CAS 2016-C07 2M1), FLT%, 4/25/29 837,560.75
30711XGK4 CAS Fannie Mae - Cas (CAS 2017-C02 2M1), FLT%, 9/25/29 2,664,989.63
30711XJS4 CAS Fannie Mae - Cas (CAS 2017-C03 1M1), FLT%, 10/25/29 2,437,621.96
30711XLS1 CAS Fannie Mae - Cas (CAS 2017-C04 2M1), FLT%, 11/25/29 2,007,307.26
30711XNS9 CAS Fannie Mae - Cas (CAS 2017-C05 1M1), FLT%, 1/25/30 523,544.72
30711XQS6 CAS Fannie Mae - Cas (CAS 2017-C06 1M1), FLT%, 2/25/30 829,707.70
9
Oppenheimer Capital Income Fund
Fund Holdings Report
Holdings As Of : Aug 31, 2018
Security Bloomberg
1,2 3, 4
Identifier Ticker Security Description Quantity
30711XUS1 CAS Fannie Mae - Cas (CAS 2017-C07 1M1), FLT%, 5/25/30 1,989,609.42
30711XUX0 CAS Fannie Mae - Cas (CAS 2017-C07 1M2), FLT%, 5/25/30 1,475,000.00
30711XWS9 CAS Fannie Mae - Cas (CAS 2017-C07 2M1), FLT%, 5/25/30 1,484,622.12
30711XYS7 CAS Fannie Mae - Cas (CAS 2018-C01 1M1), FLT%, 7/25/30 1,814,945.11
30711XC28 CAS Fannie Mae - Cas (CAS 2018-C02 2M1), FLT%, 8/25/30 768,079.47
30711XJ21 CAS Fannie Mae - Cas (CAS 2018-C03 1M1), FLT%, 10/25/30 1,720,889.65
30711XQ31 CAS Fannie Mae - Cas (CAS 2018-C04 2M1), FLT%, 12/25/30 1,907,331.83
30711XX25 CAS Fannie Mae - Cas (CAS 2018-C05 1M1), FLT%, 1/25/31 729,211.11
31364HVW4 FNS Fannie Mae Interest Strip SER 222 CL 2 130,821.62
31364HF69 FNS Fannie Mae Interest Strip SER 252 CL 2 109,736.85
31364JF57 FNS Fannie Mae Interest Strip SER 303 CL IO 64,235.29
3136FAJF8 FNS Fannie Mae Interest Strip SER 320 CL 2 584,209.81
3136FAKM1 FNS Fannie Mae Interest Strip SER 321 CL 2 403,509.11
3136FAXN5 FNS Fannie Mae Interest Strip SER 331 CL 9 156,202.46
3136FAB58 FNS Fannie Mae Interest Strip SER 334 CL 17 V/R 83,412.72
3136FA2E9 FNS Fannie Mae Interest Strip SER 339 CL 12 279,172.13
3136FAZ94 FNS Fannie Mae Interest Strip SER 339 CL 7 330,876.46
3136FA6K1 FNS Fannie Mae Interest Strip SER 343 CL 13 289,308.75
3136FA6Q8 FNS Fannie Mae Interest Strip SER 343 CL 18 V/R 78,622.62
3136FCCL8 FNS Fannie Mae Interest Strip SER 345 CL 9 134,396.89
3136FCHZ2 FNS Fannie Mae Interest Strip SER 351 CL 10 88,303.10
3136FCHX7 FNS Fannie Mae Interest Strip SER 351 CL 8 156,555.00
3136FCQE9 FNS Fannie Mae Interest Strip SER 356 CL 10 111,532.38
3136FCQG4 FNS Fannie Mae Interest Strip SER 356 CL 12 54,848.79
3136FCWD4 FNS Fannie Mae Interest Strip SER 362 CL 13 197,936.45
3136FCYZ3 FNS Fannie Mae Interest Strip SER 364 CL 16 V/R 239,061.52
3136FCZR0 FNS Fannie Mae Interest Strip SER 365 CL 16 520,400.38
31385XQT7 FN Fannie Mae Pool P#555866 658,381.26
31391AKD0 FN Fannie Mae Pool P#660992 2,423.39
31402QYV7 FN Fannie Mae Pool P#735224 76,179.79
31402RDK2 FN Fannie Mae Pool P#735506 4,296.93
31402RHV4 FN Fannie Mae Pool P#735644 268,432.47
31403C5V9 FN Fannie Mae Pool P#745260 660,188.42
31403DTF6 FN Fannie Mae Pool P#745850 37.76
31410FV77 FN Fannie Mae Pool P#888138 185.54
31410GVK6 FN Fannie Mae Pool P#889018 321,748.74
31359DKG7 FNR Fannie Mae REMICS SER 1993-184 CL M ZCP 51,327.51
31359AYN3 FNR Fannie Mae REMICS SER 1993-87 CL Z 113,480.17
31359UT21 FNR Fannie Mae REMICS SER 1998-61 CL PL 64,947.45
31359XCD9 FNR Fannie Mae REMICS SER 1999-54 CL LH 105,633.96
31359SPS3 FNR Fannie Mae REMICS SER 2001-15 CL S.A. V/R 9,373.39
313921SS8 FNR Fannie Mae REMICS SER 2001-51 CL OD 154,761.52
313921A65 FNR Fannie Mae REMICS SER 2001-65 CL S V/R 137,247.83
31392BMY9 FNR Fannie Mae REMICS SER 2001-81 CL S V/R 36,298.97
31392DVZ2 FNR Fannie Mae REMICS SER 2002-47 CL NS V/R 87,766.10
31392DWM0 FNR Fannie Mae REMICS SER 2002-51 CL S V/R 80,581.43
31392EGP9 FNR Fannie Mae REMICS SER 2002-52 CL SD V/R 123,550.58
31392EWW6 FNR Fannie Mae REMICS SER 2002-60 CL SM V/R 108,086.83
31392B3D6 FNR Fannie Mae REMICS SER 2002-7 CL SK V/R 34,285.76
31392FMV6 FNR Fannie Mae REMICS SER 2002-75 CL S.A. V/R 176,131.44
31392F7F8 FNR Fannie Mae REMICS SER 2002-77 CL BS V/R 76,273.52
31392F6J1 FNR Fannie Mae REMICS SER 2002-77 CL SH V/R 51,938.91
31392GNQ4 FNR Fannie Mae REMICS SER 2002-89 CL S V/R 275,068.71
31392BJ98 FNR Fannie Mae REMICS SER 2002-9 CL MS V/R 46,553.94
31392GEE1 FNR Fannie Mae REMICS SER 2002-90 CL SN V/R 55,657.89
31392GDW2 FNR Fannie Mae REMICS SER 2002-90 CL SY V/R 28,232.05
31393UVH3 FNR Fannie Mae REMICS SER 2003-130 CL CS V/R 42,982.83
31393ADJ3 FNR Fannie Mae REMICS SER 2003-28 CL KG 242,993.42
10