-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SXuzSXLMnnbbX2ep2nA5cAfDOkklUu5cbntn88BP0nMXWykaUUIg8cXAKlHoDW2w y8pfMqLuNJw6la0xT5p5hA== 0000935069-04-001876.txt : 20041124 0000935069-04-001876.hdr.sgml : 20041124 20041124172338 ACCESSION NUMBER: 0000935069-04-001876 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041124 DATE AS OF CHANGE: 20041124 EFFECTIVENESS DATE: 20041124 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CENTENNIAL MONEY MARKET TRUST CENTRAL INDEX KEY: 0000312538 IRS NUMBER: 840856138 STATE OF INCORPORATION: MA FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-02945 FILM NUMBER: 041168108 BUSINESS ADDRESS: STREET 1: 6803 SOUTH TUCSON WAY CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 BUSINESS PHONE: 303-768-3200 MAIL ADDRESS: STREET 2: 6803 SOUTH TUCSON CITY: CENTENNIAL STATE: CO ZIP: 80112-3924 FORMER COMPANY: FORMER CONFORMED NAME: DAILY CASH INSTITUTIONAL TRUST DATE OF NAME CHANGE: 19810624 N-Q 1 rq150_11967nq.txt RQ150_11967NQ.TXT 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 811-02945 Centennial Money Market Trust (Exact name of registrant as specified in charter) 6803 South Tucson Way, Centennial, Colorado 80112-3924 (Address of principal executive offices) (Zip code) Robert G. Zack, Esq. OppenheimerFunds, 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: June 30 Date of reporting period: September 30, 2004 ITEM 1. SCHEDULE OF INVESTMENTS. STATEMENT OF INVESTMENTS September 30, 2004 (Unaudited) ================================================================================ Centennial Money Market Trust
Principal Amount Value - --------------------------------------------------------------------------------------------------------- CERTIFICATES OF DEPOSIT--18.0% DOMESTIC CERTIFICATES OF DEPOSIT--3.8% Citibank NA: 1.67%, 11/23/04 $ 120,000,000 $ 120,000,000 1.81%, 12/13/04 85,000,000 85,000,000 - --------------------------------------------------------------------------------------------------------- M&I Marshall & Ilsley Bank: 1.81%, 12/20/04 10,000,000 9,998,658 1.92%, 12/29/04 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------- National Bank of Commerce, Tennessee, 1.64%, 10/1/04 1 80,000,000 80,000,000 - --------------------------------------------------------------------------------------------------------- Washington Mutual Bank, 1.63%, 11/1/04 100,000,000 99,991,465 - --------------------------------------------------------------------------------------------------------- Washington Mutual Bank FA: 1.78%, 11/10/04 100,000,000 100,000,000 1.86%, 12/16/04 50,000,000 50,000,000 - --------------------------------------------------------------------------------------------------------- Wells Fargo Bank NA: 1.60%, 10/5/04 50,000,000 50,000,000 1.61%, 10/7/04 85,000,000 85,000,000 ------------------- 779,990,123 - --------------------------------------------------------------------------------------------------------- YANKEE CERTIFICATES OF DEPOSIT--14.2% Bank of Nova Scotia: 1.59%, 11/10/04 50,000,000 49,997,226 1.76%, 6/29/05 1 150,000,000 149,955,174 - --------------------------------------------------------------------------------------------------------- BNP Paribas, Chicago, 1.525%, 10/18/04 29,000,000 29,000,000 - --------------------------------------------------------------------------------------------------------- BNP Paribas, New York, 1.743%, 6/22/05 1 125,000,000 124,959,053 - --------------------------------------------------------------------------------------------------------- Calyon, New York, 1.52%, 10/15/04 35,000,000 35,000,000 - --------------------------------------------------------------------------------------------------------- Canadian Imperial Bank of Commerce NY: 1.765%, 12/22/04 40,000,000 40,000,453 1.77%, 6/28/05 1 90,000,000 89,979,901 1.84%, 12/9/04 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------- Danske Bank, New York, 1.77%, 6/24/05 1 100,000,000 99,977,940 - --------------------------------------------------------------------------------------------------------- Deutsche Bank, New York, 1.81%, 12/13/04 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------- Fortis Bank SA/NV, New York, 1.75%, 12/8/04 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------- HBOS Treasury Services, New York: 1.51%, 10/14/04 100,000,000 100,000,000 1.65%, 10/29/04 187,000,000 187,000,000 1.83%, 12/13/04 50,000,000 50,000,000 - --------------------------------------------------------------------------------------------------------- Lloyds TSB Bank plc, New York: 1.56%, 10/21/04 150,000,000 150,000,000 1.72%, 12/15/04 40,000,000 40,000,000 - --------------------------------------------------------------------------------------------------------- Nordea Bank Finland plc, New York Branch: 1.615%, 10/29/04 150,000,000 150,000,000 1.72%, 12/20/04 50,000,000 50,000,000 1.75%, 12/15/04 44,400,000 44,400,000 1.765%, 6/29/05 1 73,000,000 72,980,912 - --------------------------------------------------------------------------------------------------------- Rabobank Nederland NV, New York, 1.315%, 12/20/04 25,000,000 24,976,785 - --------------------------------------------------------------------------------------------------------- Royal Bank of Canada, New York Branch, 1.77%, 6/27/05 1 150,000,000 149,966,621 - --------------------------------------------------------------------------------------------------------- Royal Bank of Scotland, New York: 1.77%, 12/22/04 93,000,000 93,000,000 1.85%, 12/17/04 39,500,000 39,500,000 - --------------------------------------------------------------------------------------------------------- Societe Generale, New York: 1.688%, 6/14/05 1 117,000,000 116,971,701 1.76%, 12/23/04 150,000,000 150,000,000 1.91%, 12/31/04 133,000,000 132,996,586 - --------------------------------------------------------------------------------------------------------- Svenska Handelsbanken NY, 1.72%, 12/20/04 200,000,000 200,000,000 - --------------------------------------------------------------------------------------------------------- Toronto Dominion Bank, New York: 1.61%, 10/14/04 100,000,000 100,000,000 1.72%, 12/17/04 40,000,000 40,000,000 1.74%, 12/2/04 8,000,000 8,000,000 1.82%, 12/16/04 45,000,000 45,000,000 1.84%, 12/10/04 100,000,000 100,000,000 ------------------- 2,963,662,352 ------------------- Total Certificates of Deposit (Cost $3,743,652,475) 3,743,652,475 - --------------------------------------------------------------------------------------------------------- DIRECT BANK OBLIGATIONS--17.7% AB SPINTAB: 1.58%, 10/25/04 36,126,000 36,087,947 1.66%, 12/7/04 195,000,000 194,397,558 1.71%, 12/8/04 115,000,000 114,628,550 1.74%, 12/3/04 32,000,000 31,902,560 1.82%, 12/13/04 50,000,000 49,815,472 - --------------------------------------------------------------------------------------------------------- ABN AMRO North America Finance, Inc., 1.70%, 12/10/04 72,500,000 72,260,347 - --------------------------------------------------------------------------------------------------------- Bank of Nova Scotia: 1.54%, 10/20/04 50,000,000 50,000,000 1.54%, 10/21/04 50,000,000 49,957,222 1.54%, 10/22/04 50,000,000 49,955,083 - --------------------------------------------------------------------------------------------------------- BNP Paribas Finance, Inc., 1.70%, 12/13/04 50,000,000 49,827,639 - --------------------------------------------------------------------------------------------------------- Calyon North America, Inc.: 1.84%, 12/17/04 150,000,000 149,409,667 1.905%, 12/30/04 75,000,000 74,642,813 2%, 3/4/05 100,000,000 99,144,444 - --------------------------------------------------------------------------------------------------------- Danske Corp., Series A: 1.62%, 10/8/04 43,230,000 43,216,383 1.65%, 10/7/04 25,526,000 25,518,980 1.84%, 12/9/04 31,000,000 30,890,673 1.84%, 12/17/04 100,000,000 99,606,444 - --------------------------------------------------------------------------------------------------------- Danske Corp., Series B, 1.51%, 10/13/04 100,000,000 99,949,667 - --------------------------------------------------------------------------------------------------------- Deutsche Bank Financial LLC, 1.84%, 12/16/04 150,000,000 149,417,333 - --------------------------------------------------------------------------------------------------------- DnB NOR Bank ASA: 1.51%, 10/8/04 50,000,000 49,985,319 1.52%, 10/12/04 50,000,000 49,976,778 1.73%, 11/19/04 4,600,000 4,589,168 1.805%, 12/10/04 122,300,000 121,870,761 - --------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland: 1.73%, 12/21/04 2 100,000,000 99,610,750 1.74%, 12/23/04 2 150,000,000 149,398,250 2.08%, 3/29/05 2 148,000,000 146,469,351 - --------------------------------------------------------------------------------------------------------- HBOS Treasury Services: 1.51%, 10/14/04 66,500,000 66,463,739 1.635%, 11/2/04 36,000,000 35,947,680 1.645%, 11/5/04 32,000,000 31,948,822 1.69%, 11/23/04 38,000,000 37,905,454 1.70%, 12/9/04 46,000,000 45,849,983 1.84%, 12/3/04 65,000,000 64,811,175 1.84%, 12/16/04 15,090,000 15,031,384 - --------------------------------------------------------------------------------------------------------- National Australia Funding (Delaware), Inc., 1.61%, 10/1/04 50,000,000 50,000,000 - --------------------------------------------------------------------------------------------------------- Nationwide Building Society: 1.50%, 10/6/04 137,000,000 136,971,458 1.82%, 12/14/04 2 95,000,000 94,644,594 1.91%, 12/29/04 2 70,000,000 69,669,464 1.91%, 2/25/05 115,000,000 114,103,096 - --------------------------------------------------------------------------------------------------------- Nordea North America, Inc.: 1.60%, 10/14/04 58,000,000 57,966,489 1.615%, 10/15/04 50,000,000 49,968,597 - --------------------------------------------------------------------------------------------------------- Royal Bank of Scotland plc, 1.53%, 10/20/04 200,000,000 199,838,500 - --------------------------------------------------------------------------------------------------------- Scotiabanc, Inc., 1.62%, 11/10/04 2 60,000,000 59,892,000 - --------------------------------------------------------------------------------------------------------- St. George Bank Ltd., 1.65%, 11/10/04 2 42,500,000 42,422,083 - --------------------------------------------------------------------------------------------------------- Stadshypotek Delaware, Inc., 1.62%, 10/4/04 2 27,000,000 26,996,355 - --------------------------------------------------------------------------------------------------------- Svenska Handelsbanken, Inc., Series S, 2.08%, 3/29/05 130,000,000 128,655,511 - --------------------------------------------------------------------------------------------------------- UBS Finance (Delaware) LLC: 1.75%, 12/22/04 40,000,000 39,840,556 1.75%, 12/23/04 40,000,000 39,838,611 1.83%, 11/30/04 27,600,000 27,515,820 1.84%, 12/3/04 9,900,000 9,868,122 1.84%, 12/7/04 23,500,000 23,419,526 1.88%, 10/1/04 125,000,000 125,000,000 ------------------- Total Direct Bank Obligations (Cost $3,687,098,178) 3,687,098,178 - --------------------------------------------------------------------------------------------------------- SHORT-TERM NOTES--59.8% - --------------------------------------------------------------------------------------------------------- ASSET-BACKED--23.8% Barton Capital Corp.: 1.655%, 11/12/04 2 38,624,000 38,549,423 1.80%, 11/8/04 2 44,111,000 44,027,189 - --------------------------------------------------------------------------------------------------------- Bryant Park Funding LLC: 1.60%, 10/13/04 2 29,152,000 29,136,452 1.64%, 10/20/04 2 39,332,000 39,297,956 1.80%, 10/27/04 50,000,000 49,935,000 1.87%, 12/8/04 25,324,000 25,234,550 - --------------------------------------------------------------------------------------------------------- Crown Point Capital Co.: 1.61%, 10/18/04 2 34,046,000 34,020,116 1.67%, 11/4/04 2 76,212,000 76,091,797 1.85%, 12/6/04 2 70,000,000 69,762,583 1.85%, 1/21/05 2 79,366,000 78,909,205 2.09%, 3/8/05 2 60,000,000 59,449,633 2.11%, 3/21/05 2 38,625,000 38,237,881 - --------------------------------------------------------------------------------------------------------- Eiffel Funding LLC: 1.55%, 10/18/04 2 50,000,000 49,963,403 1.61%, 10/25/04 2 65,000,000 64,930,233 1.67%, 11/17/04 2 42,000,000 41,908,428 1.68%, 11/16/04 2 104,121,000 103,898,178 1.68%, 11/18/04 2 32,500,000 32,427,200 1.87%, 12/16/04 2 17,585,000 17,515,578 - --------------------------------------------------------------------------------------------------------- Fairway Finance Corp.: 1.625%, 10/1/04 2 19,276,000 19,276,000 1.64%, 10/13/04 2 39,847,000 39,825,217 1.92%, 2/23/05 2 27,126,000 26,916,226 - --------------------------------------------------------------------------------------------------------- FCAR Owner Trust I: 1.61%, 10/15/04 115,000,000 114,927,997 1.61%, 10/18/04 135,000,000 134,897,363 1.65%, 11/3/04 89,000,000 88,865,388 1.74%, 12/14/04 80,000,000 79,713,867 - --------------------------------------------------------------------------------------------------------- Gemini Securitization Corp., 1.62%, 10/1/04 2 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------- Gotham Funding Corp.: 1.82%, 10/25/04 2 32,664,000 32,624,368 1.83%, 10/4/04 2 91,094,000 91,080,788 1.85%, 10/5/04 2 24,636,000 24,631,429 - --------------------------------------------------------------------------------------------------------- GOVCO, Inc.: 1.52%, 10/8/04 2 50,000,000 49,985,222 1.55%, 10/19/04 2 102,900,000 102,820,253 1.58%, 10/21/04 2 25,000,000 24,978,056 1.59%, 10/25/04 2 70,000,000 69,925,800 1.65%, 11/3/04 2 113,000,000 112,829,088 1.66%, 11/15/04 2 50,000,000 49,896,250 1.81%, 12/6/04 2 10,000,000 9,966,817 - --------------------------------------------------------------------------------------------------------- Grampian Funding LLC: 1.63%, 10/27/04 2 32,957,000 32,918,202 1.73%, 11/9/04 2 34,000,000 33,936,278 1.86%, 12/16/04 2 65,000,000 64,744,767 1.88%, 12/21/04 2 50,000,000 49,788,500 - --------------------------------------------------------------------------------------------------------- Legacy Capital LLC: 1.82%, 12/6/04 2 15,822,000 15,769,207 2.02%, 3/4/05 2 53,145,000 52,685,768 2.03%, 3/7/05 2 184,281,000 182,649,550 - --------------------------------------------------------------------------------------------------------- Lexington Parker Capital Co. LLC: 1.49%, 10/5/04 2 50,000,000 49,991,722 1.55%, 10/19/04 2 55,233,000 55,190,194 1.61%, 10/25/04 2 100,000,000 99,892,667 1.64%, 11/8/04 2 62,302,000 62,193,255 1.65%, 11/2/04 2 40,889,000 40,829,029 1.74%, 11/22/04 2 6,105,000 6,089,656 2%, 3/1/05 2 75,000,000 74,370,833 2.08%, 3/2/05 2 29,000,000 28,745,316 - --------------------------------------------------------------------------------------------------------- Neptune Funding Corp.: 1.58%, 10/19/04 2 16,682,000 16,668,821 1.59%, 10/22/04 2 33,000,000 32,969,393 1.63%, 10/15/04 2 50,000,000 49,968,306 1.63%, 10/18/04 2 100,000,000 99,923,028 1.67%, 10/27/04 2 42,200,000 42,149,102 1.75%, 12/13/04 2 65,263,000 65,031,407 1.86%, 12/1/04 2 65,500,000 65,293,566 2.04%, 3/7/05 2 24,000,000 23,786,480 2.08%, 3/24/05 3 25,000,000 24,748,667 - --------------------------------------------------------------------------------------------------------- New Center Asset Trust, 1.60%, 10/7/04 123,000,000 122,967,200 - --------------------------------------------------------------------------------------------------------- Perry Global Funding LLC, Series A: 1.52%, 10/6/04 2 95,000,000 94,979,944 1.55%, 10/21/04 2 191,432,000 191,267,156 1.56%, 10/19/04 2 84,000,000 83,934,480 1.81%, 12/2/04 2 58,000,000 57,819,201 - --------------------------------------------------------------------------------------------------------- Regency Markets No. 1 LLC: 1.79%, 10/15/04 2 101,419,000 101,348,401 1.84%, 12/7/04 2 25,000,000 24,914,389 - --------------------------------------------------------------------------------------------------------- Sheffield Receivables Corp., 1.67%, 10/4/04 2 78,280,000 78,269,432 - --------------------------------------------------------------------------------------------------------- Solitaire Funding LLC: 1.62%, 10/1/04 2 30,043,000 30,043,000 1.72%, 11/15/04 2 125,308,000 125,044,236 1.86%, 12/6/04 2 37,607,000 37,478,760 1.935%, 2/15/05 2 45,481,000 45,146,089 1.94%, 12/29/04 2 17,000,000 16,919,307 1.96%, 2/4/05 2 150,000,000 148,971,000 1.96%, 2/8/05 2 20,276,000 20,132,491 - --------------------------------------------------------------------------------------------------------- Thornburg Mortgage Capital Resources, 1.685%, 11/1/04 2 105,000,000 104,896,794 - --------------------------------------------------------------------------------------------------------- Victory Receivables Corp.: 1.69%, 10/6/04 2 98,000,000 97,978,131 1.69%, 10/7/04 2 62,639,000 62,621,357 1.70%, 10/12/04 2 29,897,000 29,882,840 1.77%, 12/2/04 2 49,622,000 49,470,736 1.89%, 12/13/04 3 11,877,000 11,831,481 - --------------------------------------------------------------------------------------------------------- Yorktown Capital LLC, 1.79%, 10/7/04 2 70,000,000 69,979,117 ------------------- 4,942,684,190 - --------------------------------------------------------------------------------------------------------- AUTOMOBILES--0.0% BMW US Capital Corp., 1.86%, 10/1/04 2 2,100,000 2,100,000 - --------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--8.3% Banc of America Securities LLC, 1.86%, 10/1/04 1 180,000,000 180,000,000 - --------------------------------------------------------------------------------------------------------- Bear Stearns Cos., Inc.: 1.83%, 12/2/04 100,000,000 99,684,833 1.83%, 12/3/04 90,000,000 89,711,775 - --------------------------------------------------------------------------------------------------------- Citigroup Global Markets Holdings, Inc.: 1.50%, 10/12/04 100,000,000 99,954,167 1.50%, 10/13/04 100,000,000 99,950,000 1.555%, 10/22/04 136,000,000 135,876,100 1.65%, 10/7/04 40,000,000 39,989,000 1.68%, 11/22/04 74,000,000 73,820,427 1.70%, 10/1/04 43,000,000 43,000,000 - --------------------------------------------------------------------------------------------------------- First Clearing LLC, 1.93%, 6/6/05 1 140,000,000 140,000,000 - --------------------------------------------------------------------------------------------------------- Goldman Sachs Group, Inc.: 1.25%, 10/20/04 4 94,500,000 94,500,000 1.64%, 10/8/04 4 50,000,000 50,000,000 1.68%, 10/18/04 4 102,000,000 102,000,000 1.81%, 12/15/04 4 55,000,000 55,000,000 - --------------------------------------------------------------------------------------------------------- Lehman Brothers, Inc., 2.13%, 12/15/04 1 152,000,000 152,000,000 - --------------------------------------------------------------------------------------------------------- Morgan Stanley: 1.78%, 10/22/04 50,000,000 49,948,083 1.79%, 11/5/04 215,000,000 214,625,840 ------------------- 1,720,060,225 - --------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--4.0% Bank of America Corp.: 1.52%, 10/4/04 150,000,000 149,981,000 1.60%, 10/26/04 150,000,000 149,833,333 1.64%, 11/3/04 64,600,000 64,502,885 - --------------------------------------------------------------------------------------------------------- Citicorp, 1.745%, 12/3/04 123,500,000 123,122,862 - --------------------------------------------------------------------------------------------------------- HSBC USA, Inc.: 1.61%, 10/28/04 100,000,000 99,879,250 1.635%, 11/1/04 255,000,000 254,640,981 ------------------- 841,960,311 - --------------------------------------------------------------------------------------------------------- COMMERCIAL FINANCE--0.6% Caterpillar Financial Services Corp., Series F: 1.70%, 1/14/05 1 20,000,000 20,008,241 1.94%, 4/25/05 1 35,000,000 35,064,109 - --------------------------------------------------------------------------------------------------------- Private Export Funding Corp.: 1.54%, 10/20/04 2 18,000,000 17,985,370 1.80%, 1/13/05 2 47,200,000 46,954,560 ------------------- 120,012,280 - --------------------------------------------------------------------------------------------------------- CONSUMER FINANCE--0.8% American Express Credit Corp., Series B: 1.83%, 8/11/05 1 25,000,000 25,023,891 1.85%, 9/30/05 1 125,000,000 125,050,488 1.899%, 12/16/04 1 10,000,000 10,003,106 ------------------- 160,077,485 - --------------------------------------------------------------------------------------------------------- DIVERSIFIED FINANCIAL SERVICES--5.9% General Electric Capital Corp.: 1.60%, 10/12/04 15,000,000 14,992,667 1.66%, 11/24/04 150,000,000 149,626,500 1.80%, 12/8/04 48,000,000 47,836,800 1.80%, 12/9/04 43,000,000 42,853,088 - --------------------------------------------------------------------------------------------------------- General Electric Capital Services: 1.61%, 10/27/04 145,000,000 144,831,397 1.64%, 11/4/04 145,000,000 144,775,411 2%, 3/8/05 30,000,000 29,736,667 - --------------------------------------------------------------------------------------------------------- Greenwich Capital Holdings, Inc., 1.58%, 10/8/04 46,500,000 46,485,714 - --------------------------------------------------------------------------------------------------------- Household Finance Corp.: 1.51%, 10/8/04 92,500,000 92,472,841 1.54%, 10/22/04 30,000,000 29,973,050 1.60%, 10/13/04 135,200,000 135,129,060 1.60%, 10/14/04 100,000,000 99,942,222 1.63%, 11/1/04 50,000,000 49,929,819 1.735%, 12/2/04 24,000,000 23,928,287 - --------------------------------------------------------------------------------------------------------- Prudential Funding LLC: 1.62%, 10/28/04 132,000,000 131,839,620 1.64%, 11/5/04 50,000,000 49,920,278 ------------------- 1,234,273,421 - --------------------------------------------------------------------------------------------------------- INSURANCE--6.3% ING America Insurance Holdings, Inc.: 1.50%, 10/6/04 25,000,000 24,994,792 1.52%, 10/13/04 40,000,000 39,979,733 1.57%, 10/20/04 33,000,000 32,972,656 1.60%, 10/18/04 30,000,000 29,977,333 1.62%, 10/27/04 40,000,000 39,953,200 1.62%, 10/28/04 68,860,000 68,776,335 1.64%, 11/2/04 35,000,000 34,948,978 1.72%, 11/29/04 28,500,000 28,419,662 1.74%, 12/13/04 42,500,000 42,350,046 - --------------------------------------------------------------------------------------------------------- ING USA Annuity & Life Insurance Co., 1.76%, 11/17/04 72,600,000 72,600,000 - --------------------------------------------------------------------------------------------------------- Jackson National Life Global Funding, Series 2004-6, 1.76%, 10/15/04 1,3 50,000,000 50,000,000 - --------------------------------------------------------------------------------------------------------- Jackson National Life Insurance Co.: 1.65%, 3/1/05 1 70,000,000 70,000,000 1.66%, 10/1/04 1 48,000,000 48,000,000 - --------------------------------------------------------------------------------------------------------- Marsh & McLennan Cos., Inc.: 1.51%, 10/6/04 2 95,000,000 94,980,076 1.51%, 10/7/04 2 50,000,000 49,987,417 1.79%, 11/3/04 2 75,000,000 74,876,938 1.79%, 11/4/04 2 32,355,000 32,300,302 - --------------------------------------------------------------------------------------------------------- Metropolitan Life Global Funding I, Series 2003-5, 1.80%, 10/15/04 1,4 69,400,000 69,400,000 - --------------------------------------------------------------------------------------------------------- Prudential Insurance Co. of America, 1.65%, 1/31/05 1 165,000,000 165,000,000 - --------------------------------------------------------------------------------------------------------- Security Life of Denver Insurance Co.: 1.75%, 10/27/04 1 65,000,000 65,000,000 1.75%, 12/17/04 1 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------- United of Omaha Life Insurance Co.: 1.75%, 10/1/04 1,4 16,000,000 16,000,000 1.75%, 10/1/04 1,4 15,000,000 15,000,000 1.75%, 10/1/04 1,4 50,000,000 50,000,000 ------------------- 1,315,517,468 - --------------------------------------------------------------------------------------------------------- LEASING & FACTORING--0.8% American Honda Finance Corp.: 1.31%, 12/6/04 1,3 50,000,000 49,999,101 1.68%, 11/19/04 1,3 40,000,000 39,999,462 - --------------------------------------------------------------------------------------------------------- Toyota Motor Credit Corp., 1.64%, 11/4/04 2 75,000,000 74,883,833 ------------------- 164,882,396 - --------------------------------------------------------------------------------------------------------- MULTILINE RETAIL--0.2% Wal-Mart Stores, Inc., 1.53%, 10/5/04 2 40,800,000 40,793,064 - --------------------------------------------------------------------------------------------------------- SPECIAL PURPOSE FINANCIAL--9.1% Blue Spice LLC, 1.54%, 10/12/04 2 61,300,000 61,271,155 - --------------------------------------------------------------------------------------------------------- Cooperative Assn. of Tractor Dealers, Inc., Series B, 1.80%, 12/7/04 5,300,000 5,282,245 - --------------------------------------------------------------------------------------------------------- Independence Funding LLC, 1.80%, 10/27/04 2,3 58,869,000 58,792,470 - --------------------------------------------------------------------------------------------------------- K2 (USA) LLC: 1.53%, 10/12/04 2 23,200,000 23,189,154 1.55%, 10/20/04 2 55,300,000 55,254,762 1.62%, 10/25/04 2 106,100,000 105,986,470 1.65%, 11/1/04 2 15,600,000 15,577,835 1.72%, 12/10/04 2 25,000,000 24,916,389 1.75%, 12/2/04 2 82,000,000 81,754,756 1.80%, 6/30/05 1,3 65,500,000 65,490,075 2.07%, 3/22/05 2 45,000,000 44,554,950 - --------------------------------------------------------------------------------------------------------- LINKS Finance LLC: 1.51%, 10/8/04 2 120,000,000 119,964,767 1.66%, 11/17/04 2 50,000,000 49,891,639 1.73%, 10/15/04 1,3 100,000,000 100,000,000 1.77%, 1/21/05 1,3 90,000,000 89,994,507 - --------------------------------------------------------------------------------------------------------- Parkland (USA) LLC: 1.72%, 12/10/04 1,3 50,000,000 49,999,044 1.74%, 10/15/04 1,3 40,000,000 39,999,847 1.74%, 1/14/05 1,3 23,000,000 22,999,338 1.801%, 11/19/04 1,3 50,000,000 50,000,000 - --------------------------------------------------------------------------------------------------------- RACERS Trust, Series 2004-6-MM, 1.828%, 10/22/04 1,3 156,500,000 156,500,000 - --------------------------------------------------------------------------------------------------------- Sigma Finance, Inc.: 1.58%, 10/5/04 2 11,000,000 10,998,069 1.58%, 12/1/04 1,3 100,000,000 99,997,500 1.63%, 10/28/04 2 42,000,000 41,948,655 1.66%, 12/6/04 1,3 40,000,000 39,998,565 1.71%, 6/17/05 1,3 90,000,000 89,987,227 1.73%, 12/15/04 1,3 75,000,000 74,997,696 1.743%, 5/17/05 1,3 50,000,000 49,992,192 1.77%, 12/20/04 1,3 87,000,000 86,996,150 1.81%, 11/26/04 1,3 150,000,000 149,996,567 - --------------------------------------------------------------------------------------------------------- Ticonderoga Funding LLC, 1.64%, 10/4/04 3 19,700,000 19,697,308 ------------------- 1,886,029,332 ------------------- Total Short-Term Notes (Cost $12,428,390,172) 12,428,390,172 - --------------------------------------------------------------------------------------------------------- U.S. GOVERNMENT AGENCIES--4.3% Federal Home Loan Bank: 1.40%, 4/1/05 35,000,000 34,991,749 1.50%, 2/28/05 50,000,000 50,000,000 - --------------------------------------------------------------------------------------------------------- Federal Home Loan Mortgage Corp., 1.72%, 12/27/04 96,500,000 96,098,882 - --------------------------------------------------------------------------------------------------------- Federal National Mortgage Assn.: 1.375%, 2/18/05 50,000,000 50,000,000 1.40%, 2/25/05 25,000,000 25,000,000 1.55%, 5/4/05 35,000,000 35,000,000 1.60%, 5/13/05 25,000,000 25,000,000 1.61%, 10/4/04 100,000,000 99,986,583 1.66%, 5/20/05 50,000,000 50,000,000 1.75%, 5/23/05 100,000,000 100,000,000 1.80%, 12/15/04 100,000,000 99,625,000 - --------------------------------------------------------------------------------------------------------- FNMA Master Credit Facility: 1.61%, 10/1/04 50,000,000 50,000,000 1.75%, 12/1/04 88,000,000 87,739,052 1.77%, 12/1/04 100,000,000 99,700,083 ------------------- Total U.S. Government Agencies (Cost $903,141,349) 903,141,349 - --------------------------------------------------------------------------------------------------------- JOINT REPURCHASE AGREEMENTS--0.1% Undivided interest of 6.65% in joint repurchase agreement (Principal Amount/Value $200,000,000, with a maturity value of $200,010,500) with Bear Stearns & Co., Inc., 1.89%, dated 9/30/04, to be repurchased at $13,300,698 on 10/1/04, collateralized by Federal National Mortgage Assn., 5%-- 5.50%, 7/1/33--9/1/34, with a value of $205,464,103 (Cost $13,300,000) 13,300,000 13,300,000 - --------------------------------------------------------------------------------------------------------- Total Investments, at Value (Cost $20,775,582,174) 99.9% 20,775,582,174 - --------------------------------------------------------------------------------------------------------- Other Assets Net of Liabilities 0.1 27,499,224 ---------------------------------- Net Assets 100.0% $ 20,803,081,398 ================================== Footnotes to Statement of Investments Short-term notes and direct bank obligations are generally traded on a discount basis; the interest rate shown is the discount rate received by the Trust at the time of purchase. Other securities normally bear interest at the rates shown. 1. Represents the current interest rate for a variable or increasing rate security. 2. Security issued in an exempt transaction without registration under the Securities Act of 1933. Such securities amount to $6,107,628,155, or 29.36% of the Trust's net assets, and have been determined to be liquid pursuant to guidelines adopted by the Board of Trustees. 3. 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 $1,422,017,197 or 6.84% of the Trust's net assets as of September 30, 2004. 4. Illiquid security.
SECURITIES VALUATION. The net asset value of shares of the Trust is normally determined twice each day, at 12:00 Noon Eastern time and at 4:00 P.M. Eastern time on each day The New York Stock Exchange (the Exchange) is open for trading. Portfolio securities are valued on the basis of amortized cost, which approximates market value. ITEM 2. CONTROLS AND PROCEDURES. (a) Based on their evaluation of 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 September 30, 2004, registrant's principal executive officer and principal financial officer found registrant's disclosure controls and procedures to provide reasonable assurances that information required to be disclosed by registrant in the reports that it files under the Securities Exchange Act of 1934 (a) is accumulated and communicated to 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 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. (a) Exhibits attached hereto. (Attach certifications as exhibits) EX-99.CERT 2 rq150_11967ex99cert.txt RQ150_11967EX99CERT.TXT Exhibit 99.CERT CERTIFICATIONS I, JOHN V. MURPHY, certify that: 1. I have reviewed this report on Form N-Q of Centennial Money Market Trust; 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(s) 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(s) 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/ John V. Murphy - ---------------------------- John V. Murphy Chief Executive Officer Date: 11/16/04 Exhibit 99.CERT Section 302 Certifications CERTIFICATIONS I, BRIAN W. WIXTED, certify that: 1. I have reviewed this report on Form N-Q of Centennial Money Market Trust; 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(s) 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(s) 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 Chief Financial Officer Date: 11/16/04 -----END PRIVACY-ENHANCED MESSAGE-----