-----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, FlgRpY166nqX0fCiN2SpfuBPGqV0+wV0AhbGvGtqKhuFw5hULiCFOsWOLzHuemNW OYv1KXYO8dZRdFbXK04vNA== 0000935069-05-001379.txt : 20050611 0000935069-05-001379.hdr.sgml : 20050611 20050527124918 ACCESSION NUMBER: 0000935069-05-001379 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050527 DATE AS OF CHANGE: 20050527 EFFECTIVENESS DATE: 20050527 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: 05862644 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_15565nq.txt RQ150_15565NQ.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: MARCH 31, 2005 ITEM 1. SCHEDULE OF INVESTMENTS. Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- CERTIFICATES OF DEPOSIT--14.4% - -------------------------------------------------------------------------------------------------------- Bank of Montreal Chicago, 2.70%, 4/15/05 $ 85,000,000 $ 85,000,000 - -------------------------------------------------------------------------------------------------------- Bank of Nova Scotia, 2.77%, 6/29/05 1 150,000,000 149,985,278 - -------------------------------------------------------------------------------------------------------- Barclays Bank plc, New York: 2.95%, 6/13/05 105,500,000 105,500,000 2.96%, 6/15/05 20,400,000 20,400,000 - -------------------------------------------------------------------------------------------------------- BNP Paribas, New York, 2.765%, 6/22/05 1 125,000,000 124,987,282 - -------------------------------------------------------------------------------------------------------- Calyon, New York: 2.55%, 4/6/05 200,000,000 200,000,000 2.78%, 5/5/05 170,000,000 170,000,000 - -------------------------------------------------------------------------------------------------------- Canadian Imperial Bank of Commerce NY, 2.78%, 6/28/05 1 90,000,000 89,993,449 - -------------------------------------------------------------------------------------------------------- Citibank NA: 2.645%, 4/25/05 145,000,000 145,000,000 2.95%, 6/15/05 45,000,000 45,000,000 - -------------------------------------------------------------------------------------------------------- Danske Bank, New York, 2.78%, 6/24/05 1 100,000,000 99,993,034 - -------------------------------------------------------------------------------------------------------- HBOS Treasury Services, New York: 2.555%, 4/11/05 35,000,000 35,000,000 2.575%, 4/13/05 14,000,000 14,000,000 - -------------------------------------------------------------------------------------------------------- Lloyds TSB Bank plc, New York, 2.84%, 5/27/05 100,000,000 100,000,000 - -------------------------------------------------------------------------------------------------------- Nordea Bank Finland plc, New York Branch: 2.55%, 4/7/05 50,000,000 50,000,000 2.775%, 6/29/05 1 73,000,000 72,993,731 2.82%, 5/20/05 129,000,000 129,000,000 2.915%, 6/10/05 71,000,000 70,993,634 - -------------------------------------------------------------------------------------------------------- Royal Bank of Canada, New York Branch, 2.78%, 6/27/05 1 150,000,000 149,989,204 - -------------------------------------------------------------------------------------------------------- Societe Generale, New York, 2.73%, 6/14/05 1 117,000,000 116,991,820 - -------------------------------------------------------------------------------------------------------- Svenska Handelsbanken NY: 2.60%, 4/4/05 65,000,000 65,000,000 2.71%, 4/18/05 80,000,000 80,000,000 2.92%, 5/31/05 100,000,000 100,000,000 - -------------------------------------------------------------------------------------------------------- Toronto Dominion Bank, New York: 2.51%, 4/4/05 50,000,000 49,999,913 2.645%, 4/15/05 50,000,000 50,000,000 - -------------------------------------------------------------------------------------------------------- UBS AG Stamford CT: 2.71%, 4/20/05 150,000,000 150,000,000 2.78%, 5/11/05 85,000,000 85,000,000 - -------------------------------------------------------------------------------------------------------- Washington Mutual Bank FA: 2.70%, 5/4/05 90,000,000 89,999,180 2.74%, 5/16/05 150,000,000 149,988,584 2.84%, 5/27/05 86,000,000 85,998,671 2.99%, 6/20/05 94,720,000 94,720,000 ----------------- Total Certificates of Deposit (Cost $2,975,533,780) 2,975,533,780 - -------------------------------------------------------------------------------------------------------- LETTERS OF CREDIT--0.5% - -------------------------------------------------------------------------------------------------------- Chase Manhattan Bank, guaranteeing commercial paper of NATC California LLC, 2.61%, 4/19/05 (Cost $112,852,535) 113,000,000 112,852,535 - -------------------------------------------------------------------------------------------------------- DIRECT BANK OBLIGATIONS--20.2% - -------------------------------------------------------------------------------------------------------- AB SPINTAB: 2.50%, 4/4/05 70,000,000 69,985,417 2.695%, 5/6/05 85,700,000 85,475,454 2.80%, 5/23/05 75,995,000 75,687,642 - -------------------------------------------------------------------------------------------------------- ABN AMRO North America Finance, Inc., 2.78%, 5/4/05 33,244,000 33,159,283 - --------------------------------------------------------------------------------------------------------
1 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- Bank of America NA, 2.70%, 5/5/05 $ 75,000,000 $ 75,000,000 - -------------------------------------------------------------------------------------------------------- Barclays US Funding Corp.: 2.595%, 4/4/05 42,000,000 41,990,918 2.70%, 5/6/05 130,000,000 129,658,750 2.83%, 5/26/05 139,150,000 138,548,370 2.83%, 5/27/05 115,000,000 114,493,744 - -------------------------------------------------------------------------------------------------------- BNP Paribas Finance, Inc., 2.544%, 4/11/05 50,000,000 49,964,667 - -------------------------------------------------------------------------------------------------------- Danske Corp., Series A, 2.54%, 4/5/05 69,500,000 69,480,386 - -------------------------------------------------------------------------------------------------------- DnB NOR Bank ASA: 2.55%, 4/13/05 218,500,000 218,314,275 2.78%, 5/20/05 49,750,000 49,561,752 2.85%, 6/1/05 140,000,000 139,323,917 - -------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland: 2.53%, 4/7/05 2 80,000,000 79,966,267 2.85%, 6/3/05 2 145,400,000 144,674,818 - -------------------------------------------------------------------------------------------------------- HBOS Treasury Services: 2.53%, 4/5/05 2 50,000,000 49,985,944 2.59%, 4/13/05 22,878,000 22,858,249 2.595%, 4/7/05 88,900,000 88,861,551 2.61%, 4/21/05 100,000,000 99,855,000 2.66%, 4/28/05 27,000,000 26,946,135 2.68%, 5/4/05 65,100,000 64,940,071 2.715%, 5/11/05 25,000,000 24,924,583 2.81%, 5/24/05 34,000,000 33,859,344 3%, 6/29/05 118,000,000 117,124,833 3%, 6/30/05 50,000,000 49,625,000 - -------------------------------------------------------------------------------------------------------- LaSalle Bank NA, 2.76%, 5/4/05 123,200,000 123,200,000 - -------------------------------------------------------------------------------------------------------- Nordea North America, Inc.: 2.54%, 4/8/05 24,000,000 23,988,147 2.63%, 4/13/05 45,340,000 45,300,252 2.82%, 5/25/05 13,000,000 12,945,010 - -------------------------------------------------------------------------------------------------------- Rabobank USA Financial Corp., 3%, 6/30/05 21,200,000 21,041,000 - -------------------------------------------------------------------------------------------------------- Royal Bank of Scotland plc, 3%, 6/28/05 50,000,000 49,633,333 - -------------------------------------------------------------------------------------------------------- Scotiabanc, Inc., 2.70%, 5/10/05 2 55,000,000 54,839,125 - -------------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken AB: 2.54%, 4/8/05 2 165,000,000 164,918,508 2.58%, 4/14/05 2 5,500,000 5,494,876 2.695%, 5/6/05 2 100,000,000 99,737,986 2.71%, 5/10/05 2 100,000,000 99,706,417 2.85%, 6/24/05 2 40,000,000 39,720,000 - -------------------------------------------------------------------------------------------------------- Societe Generale North America, 2.69%, 5/9/05 250,000,000 249,290,139 - -------------------------------------------------------------------------------------------------------- St. George Bank Ltd., 2.15%, 4/4/05 2 80,000,000 79,985,667 - -------------------------------------------------------------------------------------------------------- Standard Federal Bank, 2.62%, 4/1/05 85,000,000 85,000,000 - -------------------------------------------------------------------------------------------------------- Swedbank AB: 2.72%, 5/13/05 100,000,000 99,682,667 2.96%, 6/17/05 81,500,000 80,984,014 - -------------------------------------------------------------------------------------------------------- Toronto Dominion Holdings, Inc., 3%, 6/30/05 2 190,000,000 188,575,000 - -------------------------------------------------------------------------------------------------------- UBS Finance (Delaware) LLC: 2.625%, 4/7/05 200,000,000 199,912,500 2.625%, 4/8/05 150,000,000 149,923,438 2.86%, 5/12/05 49,500,000 49,338,768
2 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- 2.86%, 5/13/05 $ 150,000,000 $ 149,499,500 ----------------- Total Direct Bank Obligations (Cost $4,166,982,717) 4,166,982,717 - -------------------------------------------------------------------------------------------------------- SHORT-TERM NOTES--63.5% - -------------------------------------------------------------------------------------------------------- ASSET-BACKED--21.8% Amsterdam Funding Corp., 2.79%, 4/21/05 2 40,000,000 39,938,000 - -------------------------------------------------------------------------------------------------------- Barton Capital Corp., 2.80%, 4/5/05 2 2,729,000 2,728,151 - -------------------------------------------------------------------------------------------------------- Cable Beach LP, 2.592%, 4/11/05 2 75,000,000 74,946,000 - -------------------------------------------------------------------------------------------------------- Chesham Finance LLC: 2.59%, 4/13/05 2 97,180,000 97,096,101 2.90%, 4/1/05 2 69,000,000 69,000,000 2.90%, 5/9/05 2 85,800,000 85,537,805 2.90%, 6/2/05 2 68,000,000 67,660,378 - -------------------------------------------------------------------------------------------------------- Crown Point Capital Co.: 2.16%, 4/6/05 2 69,000,000 68,979,300 2.59%, 4/14/05 2 37,878,000 37,842,574 2.64%, 4/18/05 2 10,030,000 10,017,496 - -------------------------------------------------------------------------------------------------------- Eiffel Funding LLC: 2.57%, 4/11/05 2 33,500,000 33,476,085 2.58%, 4/14/05 2 21,000,000 20,980,435 - -------------------------------------------------------------------------------------------------------- Fairway Finance Corp., 2.85%, 5/27/05 2 19,222,000 19,136,782 - -------------------------------------------------------------------------------------------------------- FCAR Owner Trust I: 2.88%, 6/2/05 60,000,000 59,702,400 2.88%, 6/3/05 63,000,000 62,682,480 - -------------------------------------------------------------------------------------------------------- FCAR Owner Trust II, 2.74%, 5/11/05 168,570,000 168,056,798 - -------------------------------------------------------------------------------------------------------- Gemini Securitization Corp., 2.90%, 5/18/05 2 27,250,000 27,146,828 - -------------------------------------------------------------------------------------------------------- Gotham Funding Corp.: 2.67%, 4/1/05 2 96,283,000 96,283,000 2.70%, 4/11/05 2 24,150,000 24,131,217 2.79%, 4/14/05 2 85,000,000 84,914,363 2.80%, 4/8/05 2 85,855,000 85,808,257 2.81%, 4/4/05 2 99,000,000 98,976,818 2.82%, 4/25/05 2 19,725,000 19,687,917 2.83%, 4/26/05 2 24,000,000 23,952,833 - -------------------------------------------------------------------------------------------------------- GOVCO, Inc.: 2.56%, 4/8/05 2 28,000,000 27,986,062 2.725%, 5/11/05 2 75,000,000 74,772,917 2.83%, 5/26/05 2 85,000,000 84,632,493 - -------------------------------------------------------------------------------------------------------- Legacy Capital LLC: 2.63%, 4/4/05 2 83,000,000 82,981,602 2.82%, 5/17/05 2 50,000,000 49,819,833 2.89%, 6/6/05 2 161,511,000 160,655,261 - -------------------------------------------------------------------------------------------------------- Lexington Parker Capital Co. LLC: 2.15%, 4/5/05 2 57,000,000 56,986,383 2.57%, 4/11/05 2 81,100,000 81,042,104 2.63%, 4/18/05 2 26,902,000 26,868,450 2.705%, 5/6/05 2 41,786,000 41,676,109
3 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- 2.71%, 5/5/05 2 $ 65,495,000 $ 65,327,369 2.82%, 5/17/05 2 75,495,000 75,222,966 2.84%, 5/23/05 2 28,458,000 28,341,259 2.90%, 6/6/05 2 17,000,000 16,909,617 2.93%, 6/7/05 2 17,446,000 17,350,866 - -------------------------------------------------------------------------------------------------------- Neptune Funding Corp.: 2.56%, 4/1/05 2 100,000,000 100,000,000 2.61%, 4/15/05 2 47,068,000 47,020,226 2.67%, 4/18/05 2 157,500,000 157,302,363 2.71%, 4/28/05 2 9,500,000 9,480,798 2.81%, 4/11/05 2 20,000,000 19,984,389 2.86%, 5/23/05 2 25,000,000 24,896,722 3.04%, 6/22/05 2 54,242,000 53,866,404 - -------------------------------------------------------------------------------------------------------- New Center Asset Trust: 2.63%, 4/14/05 200,000,000 199,810,417 2.64%, 4/15/05 110,000,000 109,887,067 2.82%, 5/16/05 100,000,000 99,647,500 2.87%, 6/1/05 10,000,000 9,951,369 - -------------------------------------------------------------------------------------------------------- Perry Global Funding LLC, Series A: 2.61%, 4/4/05 2 34,601,000 34,593,474 2.93%, 5/23/05 2 100,000,000 99,576,778 2.98%, 6/16/05 2 100,000,000 99,370,889 2.98%, 6/17/05 2 75,722,000 75,239,356 3%, 6/20/05 2 99,703,000 99,038,313 - -------------------------------------------------------------------------------------------------------- Sheffield Receivables Corp., 2.80%, 4/19/05 2 35,000,000 34,951,000 - -------------------------------------------------------------------------------------------------------- Solitaire Funding LLC: 2.73%, 5/11/05 2 57,949,000 57,773,221 2.78%, 5/9/05 2 57,800,000 57,630,389 2.98%, 6/15/05 2 80,605,000 80,104,577 2.98%, 6/17/05 2 33,000,000 32,789,662 - -------------------------------------------------------------------------------------------------------- Thornburg Mortgage Capital Resources, 2.95%, 5/31/05 2 150,000,000 149,360,833 - -------------------------------------------------------------------------------------------------------- Victory Receivables Corp.: 2.65%, 4/22/05 2 27,568,000 27,525,384 2.66%, 4/1/05 2 62,939,000 62,939,000 2.71%, 4/6/05 2 11,000,000 10,995,860 2.72%, 5/5/05 2 97,000,000 96,750,818 2.80%, 4/12/05 2 5,008,000 5,003,715 2.80%, 4/20/05 2 30,107,000 30,062,509 2.80%, 4/21/05 2 63,338,000 63,239,474 2.80%, 4/26/05 2 108,770,000 108,565,115 2.81%, 4/18/05 2 1,802,000 1,799,609 - -------------------------------------------------------------------------------------------------------- Windmill Funding Corp.: 2.57%, 4/6/05 2 32,418,000 32,406,429 2.63%, 4/20/05 2 50,000,000 49,930,597 - -------------------------------------------------------------------------------------------------------- Yorktown Capital LLC, 2.58%, 4/14/05 2 94,858,000 94,769,624 ----------------- 4,505,519,190
4 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- BEVERAGES--0.1% Better Brands of South Georgia LLP, Series 2003, 2.91%, 8/1/05 1 $ 11,600,000 $ 11,600,000 - -------------------------------------------------------------------------------------------------------- BUILDING PRODUCTS--0.8% Illinois Tool Works, Inc.: 2.82%, 5/24/05 91,115,000 90,736,721 2.82%, 5/25/05 35,000,000 34,851,950 3%, 6/23/05 40,950,000 40,666,763 ----------------- 166,255,434 - -------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--10.3% Banc of America Securities LLC, 2.82%, 4/1/05 1 180,000,000 180,000,000 - -------------------------------------------------------------------------------------------------------- Bear Stearns Cos., Inc.: 2.54%, 4/11/05 90,000,000 89,936,500 2.69%, 5/9/05 100,000,000 99,716,056 2.72%, 5/12/05 219,500,000 218,820,038 - -------------------------------------------------------------------------------------------------------- Citigroup Global Markets Holdings, Inc.: 2.555%, 4/15/05 100,000,000 99,900,639 2.74%, 5/6/05 50,000,000 49,866,806 2.79%, 5/4/05 41,450,000 41,343,992 2.93%, 6/13/05 250,000,000 248,514,653 - -------------------------------------------------------------------------------------------------------- First Clearing LLC, 2.91%, 6/6/05 1 105,000,000 105,000,000 - -------------------------------------------------------------------------------------------------------- Goldman Sachs Group, Inc.: 2.23%, 4/6/05 165,000,000 165,000,000 2.76%, 10/31/05 1,3 180,000,000 180,000,000 2.76%, 10/31/05 1,3 70,000,000 70,000,000 - -------------------------------------------------------------------------------------------------------- Lehman Brothers, Inc., 3.125%, 12/15/05 1 229,000,000 229,000,000 - -------------------------------------------------------------------------------------------------------- Morgan Stanley: 2.80%, 4/27/05 200,000,000 199,595,556 2.80%, 5/2/05 150,000,000 149,638,333 ----------------- 2,126,332,573 - -------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--4.0% Bank of America Corp.: 2.60%, 4/20/05 200,000,000 199,725,556 2.61%, 4/21/05 180,000,000 179,739,000 2.72%, 5/13/05 117,000,000 116,628,720 2.82%, 5/12/05 50,000,000 49,839,417 2.95%, 6/15/05 71,500,000 71,060,573 - -------------------------------------------------------------------------------------------------------- Marshall & IIsley Corp., 2.61%, 4/1/05 20,000,000 20,000,000 - -------------------------------------------------------------------------------------------------------- Wachovia Corp., 2.62%, 4/25/05 196,500,000 196,156,780 ----------------- 833,150,046 - -------------------------------------------------------------------------------------------------------- COMMERCIAL FINANCE--0.9% American Express Credit Corp., Series B: 2.851%, 8/11/05 1 25,000,000 25,010,043 2.86%, 9/30/05 1 125,000,000 125,025,244 - -------------------------------------------------------------------------------------------------------- Caterpillar Financial Services Corp., Series F, 2.98%, 4/25/05 1 35,000,000 35,007,469 ----------------- 185,042,756 - -------------------------------------------------------------------------------------------------------- CONSUMER FINANCE--0.1% American Express Credit Corp., Series B, 2.86%, 10/26/05 1 10,000,000 10,001,801
5 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- DIVERSIFIED FINANCIAL SERVICES--7.6% General Electric Capital Corp.: 2.54%, 4/12/05 $ 70,000,000 $ 69,945,672 2.78%, 5/20/05 140,000,000 139,470,256 2.82%, 5/25/05 134,600,000 134,030,642 2.86%, 6/2/05 28,000,000 27,862,084 3%, 6/22/05 50,000,000 49,658,333 - -------------------------------------------------------------------------------------------------------- General Electric Capital Services: 2.60%, 4/20/05 100,000,000 99,862,778 2.96%, 6/15/05 25,000,000 24,845,833 2.96%, 6/16/05 190,000,000 188,812,711 - -------------------------------------------------------------------------------------------------------- Greenwich Capital Holdings, Inc.: 2.62%, 4/25/05 100,000,000 99,825,333 2.69%, 5/6/05 60,000,000 59,843,083 2.77%, 8/15/05 1 71,000,000 71,000,000 - -------------------------------------------------------------------------------------------------------- HSBC Finance Corp.: 2.62%, 4/22/05 150,000,000 149,770,750 2.63%, 4/15/05 85,000,000 84,913,064 2.67%, 4/27/05 65,000,000 64,874,658 2.97%, 6/16/05 20,000,000 19,874,600 2.97%, 6/17/05 100,000,000 99,366,889 - -------------------------------------------------------------------------------------------------------- Prudential Funding LLC: 2.13%, 4/4/05 79,000,000 78,985,978 2.56%, 4/13/05 100,000,000 99,914,667 ----------------- 1,562,857,331 - -------------------------------------------------------------------------------------------------------- ENERGY EQUIPMENT & SERVICES--0.1% Mississippi Business Finance Corp., 2.91%, 4/1/05 1 15,700,000 15,700,000 - -------------------------------------------------------------------------------------------------------- HEALTH CARE EQUIPMENT & SUPPLIES--0.0% Cambridge-Southlake Partners LP, Series 2003, 2.91%, 4/7/05 1 8,875,000 8,875,000 - -------------------------------------------------------------------------------------------------------- INSURANCE--4.6% ING America Insurance Holdings, Inc.: 2.59%, 4/12/05 30,000,000 29,976,258 2.62%, 4/19/05 50,000,000 49,934,500 2.86%, 6/2/05 50,000,000 49,753,722 2.86%, 6/3/05 50,000,000 49,749,750 2.93%, 5/31/05 25,000,000 24,877,917 2.95%, 6/13/05 63,000,000 62,623,138 2.97%, 6/16/05 50,000,000 49,686,500 3%, 6/22/05 40,000,000 39,726,667 - -------------------------------------------------------------------------------------------------------- ING Verzekeringen NV, 3.01%, 6/22/05 65,000,000 64,554,353 - -------------------------------------------------------------------------------------------------------- Jackson National Life Global Funding, Series 2004-6, 2.81%, 4/15/05 1,4 50,000,000 50,000,000 - -------------------------------------------------------------------------------------------------------- Jackson National Life Insurance Co., 2.70%, 4/1/05 1 48,000,000 48,000,000 - -------------------------------------------------------------------------------------------------------- Metropolitan Life Global Funding I, Series 2003-5, 2.85%, 4/15/05 1,3 69,400,000 69,400,000 - -------------------------------------------------------------------------------------------------------- Prudential Insurance Co. of America, 2.72%, 4/1/05 1,3 165,000,000 165,000,000 - -------------------------------------------------------------------------------------------------------- Security Life of Denver Insurance Co., 2.97%, 4/23/05 1,3 115,000,000 115,000,000 - -------------------------------------------------------------------------------------------------------- United of Omaha Life Insurance Co.: 2.79%, 4/1/05 1,3 50,000,000 50,000,000 2.79%, 11/17/05 1,3 16,000,000 16,000,000
6 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- 2.79%, 12/29/05 1,3 $ 15,000,000 $ 15,000,000 ----------------- 949,282,805 - -------------------------------------------------------------------------------------------------------- LEASING & FACTORING--0.8% American Honda Finance Corp., 2.711%, 12/6/05 1,4 35,000,000 34,998,806 - -------------------------------------------------------------------------------------------------------- Toyota Motor Credit Corp., 2.63%, 4/18/05 140,000,000 139,826,128 ----------------- 174,824,934 - -------------------------------------------------------------------------------------------------------- PERSONAL PRODUCTS--1.8% Procter & Gamble Co.: 2.70%, 5/9/05 2 30,000,000 29,914,500 2.72%, 5/12/05 2 135,000,000 134,581,800 2.81%, 5/25/05 2 82,670,000 82,321,546 2.86%, 6/2/05 2 115,000,000 114,433,561 ----------------- 361,251,407 - -------------------------------------------------------------------------------------------------------- PHARMACEUTICALS--0.5% Alcon Capital Corp., 2.605%, 4/5/05 2 50,000,000 49,985,528 - -------------------------------------------------------------------------------------------------------- Pfizer, Inc., 2.61%, 4/18/05 2 52,476,000 52,411,323 ----------------- 102,396,851 - -------------------------------------------------------------------------------------------------------- SPECIAL PURPOSE FINANCIAL--10.1% Blue Spice LLC: 2.51%, 4/1/05 2 114,750,000 114,750,000 2.63%, 4/22/05 2 85,000,000 84,869,596 - -------------------------------------------------------------------------------------------------------- K2 (USA) LLC: 2.705%, 11/8/05 1,4 120,000,000 119,981,836 2.80%, 4/20/05 1,4 90,000,000 89,978,252 2.81%, 6/30/05 1,4 65,500,000 65,496,716 2.85%, 5/26/05 2 51,000,000 50,777,938 3.02%, 6/30/05 2 50,000,000 49,622,500 - -------------------------------------------------------------------------------------------------------- LINKS Finance LLC: 2.73%, 5/13/05 2 50,000,000 49,840,750 2.76%, 10/17/05 1,3 150,000,000 149,975,599 2.76%, 12/15/05 1,4 187,000,000 186,960,346 2.80%, 10/31/05 1,4 175,000,000 174,969,530 - -------------------------------------------------------------------------------------------------------- Parkland (USA) LLC: 2.75%, 12/12/05 1,4 50,000,000 49,996,526 2.814%, 4/18/05 1,4 42,000,000 41,996,640 - -------------------------------------------------------------------------------------------------------- RACERS Trust, Series 2004-6-MM, 2.85%, 4/22/05 1,4 156,500,000 156,500,000 - -------------------------------------------------------------------------------------------------------- Sigma Finance, Inc.: 2.55%, 4/11/05 2 90,000,000 89,936,250 2.76%, 4/15/05 1,4 29,000,000 28,992,325 2.76%, 6/17/05 1,4 90,000,000 89,996,203 2.76%, 12/14/05 1,4 80,000,000 79,982,961 2.76%, 12/15/05 1,4 100,000,000 99,979,578 2.76%, 12/15/05 1,4 114,000,000 113,976,595
7 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2005/Unaudited - --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE - -------------------------------------------------------------------------------------------------------- 2.76%, 12/16/05 1,4 $ 80,000,000 $ 79,982,923 2.785%, 5/17/05 1,4 50,000,000 49,998,425 - -------------------------------------------------------------------------------------------------------- Wachovia Asset Securitization Issuance, Series 2004-HEMM1, Cl. A, 2.84%, 4/25/05 1 70,000,000 69,999,432 ----------------- 2,088,560,921 ----------------- Total Short-Term Notes (Cost $13,101,651,049) 13,101,651,049 - -------------------------------------------------------------------------------------------------------- U.S. GOVERNMENT AGENCIES--1.3% - -------------------------------------------------------------------------------------------------------- Federal Home Loan Bank, 1.40%, 4/1/05 35,000,000 35,000,000 - -------------------------------------------------------------------------------------------------------- Federal Home Loan Mortgage Corp., 2.815%, 6/7/05 25,000,000 24,868,792 - -------------------------------------------------------------------------------------------------------- Federal National Mortgage Assn.: 1.55%, 5/4/05 35,000,000 35,000,000 1.60%, 5/13/05 25,000,000 25,000,000 1.66%, 5/20/05 50,000,000 50,000,000 1.75%, 5/23/05 100,000,000 100,000,000 ----------------- Total U.S. Government Agencies (Cost $269,868,792) 269,868,792 - -------------------------------------------------------------------------------------------------------- TOTAL INVESTMENTS, AT VALUE (COST $20,626,888,873) 99.9% 20,626,888,873 - -------------------------------------------------------------------------------------------------------- OTHER ASSETS NET OF LIABILITIES 0.1 22,266,573 ----------------------------------- NET ASSETS 100.0% $ 20,649,155,446 ===================================
FOOTNOTES TO STATEMENT OF INVESTMENTS SHORT-TERM NOTES, DIRECT BANK OBLIGATIONS AND LETTERS OF CREDIT 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 $5,706,831,059, or 27.64% of the Trust's net assets, and have been determined to be liquid pursuant to guidelines adopted by the Board of Trustees. 3. Illiquid security. The aggregate value of illiquid securities as of March 31, 2005 was $830,375,599, which represents 4.02% of the Trust's net assets. See accompanying Notes to Quarterly Statement of Investments. 4. 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 $1,513,787,662 or 7.33% of the Trust's net assets as of March 31, 2005. NOTES TO QUARTERLY STATEMENT OF INVESTMENTS 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. ILLIQUID SECURITIES. As of March 31, 2005, investments in securities included issues that are illiquid. A security may be considered illiquid if it lacks a readily available market or if its valuation has not changed for a certain period of time. The Trust will not invest more than 10% of its net assets (determined at the time of purchase and reviewed periodically) in illiquid securities. 8 | CENTENNIAL MONEY MARKET TRUST 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 March 31, 2005, 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) 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. Centennial Money Market Trust By: /s/ John V. Murphy ---------------------------- John V. Murphy Principal Executive Officer Date: May 13, 2005 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/ John V. Murphy ---------------------------- John V. Murphy Principal Executive Officer Date: May 13, 2005 By: /s/ Brian W. Wixted ---------------------------- Brian W. Wixted Chief Financial Officer Date: May 13, 2005 EX-99.CERT 2 rq150_15565ex99cert.txt RQ150_15565EX99CERT.TXT Exhibit 99.CERT Section 302 Certifications 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 Principal Executive Officer Date: May 13, 2005 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: May 13, 2005 -----END PRIVACY-ENHANCED MESSAGE-----