-----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, QY1H48R4k/WuGUYXbR8NyLUPcxjqNqcCeSilPXANmzfGeZ/LTFiUHoDfcNzDq9Kk O4iGkHlKQzTHbiVihR8SXw== 0000935069-06-001468.txt : 20060525 0000935069-06-001468.hdr.sgml : 20060525 20060525130615 ACCESSION NUMBER: 0000935069-06-001468 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20060331 FILED AS OF DATE: 20060525 DATE AS OF CHANGE: 20060525 EFFECTIVENESS DATE: 20060525 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: 06866473 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 0000312538 S000011011 CENTENNIAL MONEY MARKET TRUST C000030406 A N-Q 1 rq150_32026nq.txt RQ150_32026NQ 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, 2006 ITEM 1. SCHEDULE OF INVESTMENTS. Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ----------------------------------------------------------------------------------------------------- CERTIFICATES OF DEPOSIT--20.5% - ----------------------------------------------------------------------------------------------------- DOMESTIC CERTIFICATES OF DEPOSIT--8.0% Bank of the West, 4.57%, 4/5/06 $ 100,000,000 $ 100,000,000 - ----------------------------------------------------------------------------------------------------- Citibank NA: 4.615%, 4/27/06 155,000,000 155,000,000 4.71%, 5/16/06 113,000,000 113,000,000 4.805%, 6/6/06 135,000,000 135,000,000 4.885%, 6/21/06 260,500,000 260,500,000 - ----------------------------------------------------------------------------------------------------- HBOS Treasury Services, New York, 4.485%, 4/3/06 100,000,000 100,000,000 - ----------------------------------------------------------------------------------------------------- Washington Mutual Bank FA: 4.76%, 5/11/06 250,000,000 250,000,000 4.76%, 5/12/06 138,000,000 138,000,000 4.78%, 5/12/06 50,000,000 50,000,000 - ----------------------------------------------------------------------------------------------------- Wells Fargo & Co., 4.75%, 4/19/06 107,000,000 107,000,000 - ----------------------------------------------------------------------------------------------------- Wells Fargo Bank NA: 4.77%, 4/24/06 48,200,000 48,200,000 4.77%, 4/26/06 33,100,000 33,100,000 4.77%, 4/27/06 133,000,000 133,000,000 4.77%, 4/28/06 84,300,000 84,300,000 4.78%, 5/5/06 33,500,000 33,500,000 ---------------- 1,740,600,000 - ----------------------------------------------------------------------------------------------------- YANKEE CERTIFICATES OF DEPOSIT--12.5% Barclays Bank plc, New York: 4.705%, 5/15/06 128,000,000 128,000,000 4.73%, 5/22/06 75,000,000 75,000,000 4.94%, 6/29/06 162,000,000 162,000,000 - ----------------------------------------------------------------------------------------------------- Calyon, New York: 4.48%, 4/3/06 150,000,000 150,000,000 4.555%, 4/19/06 150,000,000 150,000,000 4.73%, 5/22/06 100,000,000 100,000,000 4.81%, 5/24/06 25,000,000 25,000,000 - ----------------------------------------------------------------------------------------------------- Canadian Imperial Bank of Commerce NY: 4.69%, 4/24/06 92,500,000 92,500,000 4.715%, 4/28/06 47,900,000 47,900,000 4.76%, 4/27/06 200,000,000 200,000,000 4.81%, 5/23/06 100,000,000 100,000,000 - ----------------------------------------------------------------------------------------------------- Fortis Bank SA/NV, New York: 4.69%, 4/20/06 173,500,000 173,500,000 4.76%, 4/28/06 125,500,000 125,500,000 - ----------------------------------------------------------------------------------------------------- HBOS Treasury Services, New York, 4.685%, 5/12/06 50,000,000 50,000,000 - ----------------------------------------------------------------------------------------------------- Rabobank Nederland NV, New York: 4.29%, 4/18/06 43,000,000 42,994,686 4.76%, 4/20/06 150,000,000 150,000,000 - ----------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken, New York, 4.59%, 10/3/06 1 164,000,000 163,983,458 - ----------------------------------------------------------------------------------------------------- Societe Generale North America: 4.78%, 5/17/06 139,000,000 139,000,000 4.87%, 6/1/06 100,000,000 100,000,000 - ----------------------------------------------------------------------------------------------------- Svenska Handelsbanken NY, 4.815%, 5/25/06 199,000,000 199,000,000 - ----------------------------------------------------------------------------------------------------- Toronto Dominion Bank, New York, 3.755%, 5/11/06 43,000,000 42,951,992 - ----------------------------------------------------------------------------------------------------- UBS Finance (Delaware) LLC: 4.585%, 4/7/06 150,000,000 150,000,000
1 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ---------------------------------------------------------------------------------------------------------- 4.67%, 4/21/06 $ 165,000,000 $ 165,000,000 ---------------- 2,732,330,136 ---------------- Total Certificates of Deposit (Cost $4,472,930,136) 4,472,930,136 - ---------------------------------------------------------------------------------------------------------- DIRECT BANK OBLIGATIONS--27.3% - ---------------------------------------------------------------------------------------------------------- AB SPINTAB: 4.435%, 4/4/06 35,400,000 35,386,917 4.47%, 4/10/06 182,500,000 182,296,431 4.48%, 4/13/06 77,500,000 77,384,267 4.59%, 5/3/06 113,500,000 113,036,920 4.735%, 6/1/06 25,000,000 24,799,420 - ---------------------------------------------------------------------------------------------------------- Bank of America Corp.: 4.615%, 4/13/06 100,000,000 100,000,000 4.71%, 5/11/06 127,000,000 127,000,000 4.79%, 6/1/06 48,000,000 48,000,000 4.87%, 6/14/06 268,900,000 268,900,000 - ---------------------------------------------------------------------------------------------------------- Danske Corp.: 4.59%, 4/26/06 2 85,189,000 84,918,279 4.61%, 4/6/06 2 29,700,000 29,681,479 4.675%, 5/10/06 2 100,000,000 99,493,542 4.785%, 6/2/06 2 53,400,000 52,959,940 4.81%, 6/15/06 2 13,000,000 12,869,729 4.83%, 6/23/06 2 50,000,000 49,443,208 - ---------------------------------------------------------------------------------------------------------- Dexia Delaware LLC: 4.425%, 4/3/06 2 160,984,000 160,944,425 4.43%, 4/5/06 2 44,000,000 43,978,342 4.685%, 4/28/06 125,000,000 124,560,781 - ---------------------------------------------------------------------------------------------------------- DnB NOR Bank ASA: 4.55%, 4/5/06 110,000,000 109,944,511 4.80%, 6/15/06 250,000,000 247,500,000 - ---------------------------------------------------------------------------------------------------------- Fortis Funding LLC: 4.76%, 4/27/06 2 49,500,000 49,329,830 4.77%, 6/9/06 2 50,000,000 49,542,875 - ---------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland: 4.565%, 4/25/06 2 130,000,000 129,604,800 4.78%, 6/9/06 2 276,400,000 273,870,859 - ---------------------------------------------------------------------------------------------------------- HBOS Treasury Services: 4.435%, 4/3/06 60,000,000 59,985,217 4.435%, 4/6/06 25,300,000 25,284,416 4.61%, 5/8/06 95,150,000 94,699,174 4.615%, 5/10/06 126,500,000 125,867,553 4.65%, 5/9/06 48,100,000 47,864,648 4.65%, 5/15/06 8,100,000 8,053,965 4.805%, 6/15/06 135,900,000 134,539,584 - ---------------------------------------------------------------------------------------------------------- ICICI Bank Ltd., 4.74%, 5/30/06 50,000,000 49,611,583 - ---------------------------------------------------------------------------------------------------------- LaSalle Bank Midwest NA, 4.635%, 5/1/06 98,000,000 98,000,000 - ---------------------------------------------------------------------------------------------------------- National Australia Funding (Delaware), Inc., 4.62%, 4/4/06 2 80,000,000 79,969,200 - ---------------------------------------------------------------------------------------------------------- National City Credit Corp.: 4.575%, 4/6/06 50,000,000 49,968,229 4.575%, 4/7/06 43,000,000 42,967,213
2 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ---------------------------------------------------------------------------------------------------------- 4.63%, 4/17/06 $ 50,000,000 $ 49,897,111 4.72%, 5/12/06 56,000,000 55,698,969 - ---------------------------------------------------------------------------------------------------------- Nationwide Building Society: 4.51%, 4/12/06 2 19,000,000 18,973,817 4.575%, 5/2/06 2 100,000,000 99,606,042 4.595%, 5/3/06 2 50,000,000 49,795,778 4.675%, 5/22/06 2 100,000,000 99,337,708 - ---------------------------------------------------------------------------------------------------------- Nordea North America, Inc.: 4.595%, 5/3/06 110,000,000 109,550,378 4.60%, 5/2/06 68,800,000 68,527,476 4.625%, 5/9/06 113,770,000 113,214,581 4.63%, 5/8/06 49,000,000 48,767,835 4.645%, 5/1/06 100,000,000 99,612,917 - ---------------------------------------------------------------------------------------------------------- Scotiabanc, Inc., 4.89%, 6/30/06 2 72,500,000 71,614,594 - ---------------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken AB: 4.59%, 4/17/06 2 35,000,000 34,928,600 4.77%, 11/22/06 1,2 80,000,000 79,999,386 4.791%, 11/27/06 1,2 75,000,000 75,000,000 - ---------------------------------------------------------------------------------------------------------- Societe Generale North America: 4.43%, 4/5/06 190,000,000 189,906,478 4.57%, 4/20/06 17,000,000 16,958,997 4.73%, 4/4/06 44,200,000 44,183,527 - ---------------------------------------------------------------------------------------------------------- St. George Bank Ltd.: 4.43%, 4/5/06 2 78,000,000 77,961,607 4.615%, 5/9/06 2 60,000,000 59,707,717 - ---------------------------------------------------------------------------------------------------------- Stadshypotek Delaware, Inc.: 4.58%, 4/24/06 2 30,600,000 30,510,461 4.67%, 5/18/06 2 92,000,000 91,439,081 - ---------------------------------------------------------------------------------------------------------- Svenska Handelsbanken AB, Series S: 4.66%, 5/16/06 40,000,000 39,767,000 4.81%, 6/15/06 89,750,000 88,850,630 - ---------------------------------------------------------------------------------------------------------- Swedbank AB, 4.84%, 6/14/06 15,000,000 14,850,767 - ---------------------------------------------------------------------------------------------------------- UBS Finance (Delaware) LLC: 4.46%, 4/10/06 77,325,000 77,238,783 4.585%, 4/6/06 162,500,000 162,396,519 4.60%, 5/10/06 15,800,000 15,721,263 4.605%, 4/7/06 25,000,000 24,980,813 4.61%, 4/24/06 190,000,000 189,440,397 4.63%, 5/8/06 23,800,000 23,686,745 - ---------------------------------------------------------------------------------------------------------- Westpac Banking Corp.: 4.455%, 4/10/06 2 131,000,000 130,854,099 4.48%, 4/13/06 2 48,000,000 47,928,320 4.705%, 5/24/06 2 34,800,000 34,558,947 - ---------------------------------------------------------------------------------------------------------- Westpac Trust Securities NZ Ltd.: 4.57%, 4/26/06 2 73,000,000 72,768,326 4.65%, 5/15/06 2 50,000,000 49,715,833 4.67%, 5/17/06 2 37,500,000 37,276,229 4.89%, 6/30/06 2 37,500,000 37,041,563 ---------------- Total Direct Bank Obligations (Cost $5,944,526,631) 5,944,526,631
3 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ---------------------------------------------------------------------------------------------------------- SHORT-TERM NOTES--52.3% - ---------------------------------------------------------------------------------------------------------- ASSET-BACKED SECURITIES--23.6% Barton Capital Corp., 4.57%, 4/13/06 2 $ 100,000,000 $ 99,847,667 - ---------------------------------------------------------------------------------------------------------- Cable Beach LP, 4.56%, 4/13/06 2 75,000,000 74,886,000 - ---------------------------------------------------------------------------------------------------------- Cancara Asset Securitization LLC, 4.77%, 4/12/06 2 23,000,000 22,966,478 - ---------------------------------------------------------------------------------------------------------- Chesham Finance LLC: 4.64%, 5/1/06 20,000,000 19,922,667 4.695%, 5/5/06 244,500,000 243,415,846 4.76%, 5/12/06 111,500,000 110,895,546 - ---------------------------------------------------------------------------------------------------------- Crown Point Capital Co.: 4.65%, 5/12/06 2 19,924,000 19,818,486 4.655%, 5/8/06 2 64,852,000 64,542,127 4.685%, 5/16/06 2 87,000,000 86,490,506 4.81%, 6/9/06 2 94,245,000 93,376,140 - ---------------------------------------------------------------------------------------------------------- Eiffel Funding LLC, 4.68%, 4/20/06 2 20,844,000 20,792,515 - ---------------------------------------------------------------------------------------------------------- Fairway Finance Corp.: 4.56%, 4/4/06 2 40,441,000 40,425,632 4.68%, 5/2/06 2 66,497,000 66,229,017 4.685%, 5/12/06 2 40,590,000 40,373,424 4.685%, 5/18/06 2 44,513,000 44,240,735 4.75%, 4/26/06 2 39,466,000 39,335,817 4.86%, 6/19/06 2 92,035,000 91,053,447 - ---------------------------------------------------------------------------------------------------------- FCAR Owner Trust I: 4.54%, 4/17/06 40,000,000 39,919,289 4.81%, 6/2/06 92,000,000 91,237,882 4.865%, 6/15/06 50,000,000 49,493,229 - ---------------------------------------------------------------------------------------------------------- FCAR Owner Trust II: 4.69%, 5/15/06 154,500,000 153,614,036 4.69%, 5/17/06 50,000,000 49,700,361 4.77%, 6/5/06 21,000,000 20,819,138 - ---------------------------------------------------------------------------------------------------------- Gemini Securitization Corp.: 4.745%, 6/2/06 2 75,000,000 74,387,104 4.77%, 6/5/06 2 87,000,000 86,250,713 4.785%, 6/8/06 2 70,000,000 69,367,317 4.87%, 6/23/06 2 200,000,000 197,754,389 - ---------------------------------------------------------------------------------------------------------- Gotham Funding Corp.: 4.61%, 4/12/06 2 100,000,000 99,859,139 4.70%, 5/3/06 2 100,000,000 99,582,222 4.71%, 4/17/06 2 152,666,000 152,346,419 4.74%, 5/2/06 2 45,550,000 45,364,080 4.79%, 6/5/06 2 25,000,000 24,783,785 4.80%, 4/11/06 2 33,912,000 33,868,315 4.80%, 5/10/06 2 42,500,000 42,279,000 - ---------------------------------------------------------------------------------------------------------- GOVCO, Inc.: 4.445%, 4/6/06 2 75,000,000 74,953,698 4.48%, 4/12/06 2 86,500,000 86,381,591 4.58%, 4/28/06 2 98,000,000 97,663,370 4.585%, 5/1/06 2 30,000,000 29,885,375
4 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ---------------------------------------------------------------------------------------------------------- 4.67%, 5/19/06 2 $ 70,000,000 $ 69,564,133 4.69%, 5/22/06 2 30,000,000 29,800,675 4.805%, 6/12/06 2 44,000,000 43,577,160 - ---------------------------------------------------------------------------------------------------------- Grampian Funding LLC: 4.60%, 5/3/06 2 16,500,000 16,432,533 4.865%, 6/21/06 2 74,000,000 73,189,978 - ---------------------------------------------------------------------------------------------------------- Legacy Capital Co. LLC: 4.58%, 4/6/06 126,000,000 125,919,850 4.82%, 6/5/06 101,218,000 100,345,346 4.86%, 6/22/06 107,100,000 105,914,403 - ---------------------------------------------------------------------------------------------------------- Lexington Parker Capital Co. LLC: 4.49%, 4/10/06 2 142,271,000 142,111,702 4.55%, 4/19/06 2 24,576,000 24,520,090 4.65%, 5/10/06 2 139,184,000 138,483,336 4.695%, 5/22/06 2 75,000,000 74,501,156 4.78%, 4/5/06 2 68,000,000 67,963,884 - ---------------------------------------------------------------------------------------------------------- Neptune Funding Corp.: 4.48%, 4/5/06 2 15,500,000 15,492,284 4.52%, 4/13/06 2 131,300,000 131,102,175 4.54%, 4/19/06 2 32,500,000 32,426,225 4.68%, 5/5/06 2 25,000,000 24,889,500 4.86%, 6/1/06 2 43,128,000 42,772,841 4.87%, 6/7/06 2 71,861,000 71,209,680 4.87%, 6/14/06 2 72,734,000 72,005,892 - ---------------------------------------------------------------------------------------------------------- Old Line Funding Corp.: 4.59%, 4/11/06 2 51,953,000 51,886,760 4.59%, 4/12/06 2 46,507,000 46,441,774 4.67%, 4/17/06 2 24,000,000 23,950,187 - ---------------------------------------------------------------------------------------------------------- Ormond Quay Funding LLC, 4.82%, 4/24/06 2,3 66,500,000 66,295,428 - ---------------------------------------------------------------------------------------------------------- Perry Global Funding LLC, Series A: 4.57%, 4/18/06 2 37,590,000 37,508,879 4.61%, 5/3/06 2 47,657,000 47,461,712 4.66%, 5/4/06 2 216,000,000 215,083,407 4.67%, 5/15/06 2 83,766,000 83,287,882 - ---------------------------------------------------------------------------------------------------------- Regency Markets No. 1 LLC, 4.54%, 4/20/06 2 70,000,000 69,832,272 - ---------------------------------------------------------------------------------------------------------- Solitaire Funding LLC: 4.48%, 4/12/06 2 15,175,000 15,154,227 4.54%, 4/21/06 2 100,000,000 99,747,778 - ---------------------------------------------------------------------------------------------------------- Victory Receivables Corp.: 4.75%, 4/21/06 2 5,000,000 4,986,806 4.76%, 4/19/06 2 108,489,000 108,230,796 4.855%, 6/20/06 2 44,645,000 44,163,330 - ---------------------------------------------------------------------------------------------------------- Yorktown Capital LLC, 4.66%, 4/7/06 2 29,235,000 29,212,294 ---------------- 5,143,588,877 - ---------------------------------------------------------------------------------------------------------- BEVERAGES--0.1% Better Brands of South Georgia LLP, Series 2003, 4.83%, 4/6/06 1 11,600,000 11,600,000
5 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ---------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--6.0% Banc of America Securities LLC, 4.83%, 4/3/06 1 $ 180,000,000 $ 180,000,000 - ---------------------------------------------------------------------------------------------------------- Bear Stearns Cos., Inc.: 4.465%, 4/12/06 75,000,000 74,897,677 4.51%, 4/17/06 41,000,000 40,917,818 4.61%, 5/8/06 268,500,000 267,227,832 4.82%, 6/19/06 44,000,000 43,534,602 - ---------------------------------------------------------------------------------------------------------- First Clearing LLC, 4.93%, 12/6/06 1 90,500,000 90,500,000 - ---------------------------------------------------------------------------------------------------------- Goldman Sachs Group, Inc.: 4.72%, 4/7/06 1,4 160,000,000 160,000,000 4.873%, 10/30/06 1,4 233,000,000 233,000,000 - ---------------------------------------------------------------------------------------------------------- Lehman Brothers, Inc., 5%, 4/3/06 1 229,000,000 229,000,000 ---------------- 1,319,077,929 - ---------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--1.2% Deutsche Bank Financial LLC, 4.60%, 4/21/06 70,000,000 69,821,111 - ---------------------------------------------------------------------------------------------------------- HSBC USA, Inc.: 4.36%, 5/1/06 20,000,000 19,927,333 4.63%, 5/10/06 131,500,000 130,840,418 - ---------------------------------------------------------------------------------------------------------- Marshall & Ilsley Corp., 4.75%, 5/17/06 50,000,000 49,696,528 ---------------- 270,285,390 - ---------------------------------------------------------------------------------------------------------- COMMERCIAL FINANCE--1.2% Countrywide Financial Corp.: 4.79%, 4/17/06 37,000,000 36,921,231 4.79%, 4/20/06 97,500,000 97,253,251 4.80%, 4/19/06 34,000,000 33,918,400 4.80%, 4/26/06 100,000,000 99,666,667 ---------------- 267,759,549 - ---------------------------------------------------------------------------------------------------------- CONSUMER FINANCE--0.8% American Express Credit Corp., 4.52%, 4/18/06 150,000,000 149,679,833 - ---------------------------------------------------------------------------------------------------------- American Express Credit Corp., Series B, 4.839%, 12/15/06 1 25,000,000 25,021,087 ---------------- 174,700,920 - ---------------------------------------------------------------------------------------------------------- DIVERSIFIED FINANCIAL SERVICES--6.0% General Electric Capital Corp.: 4.47%, 4/12/06 133,700,000 133,517,388 4.59%, 5/3/06 75,000,000 74,694,000 4.645%, 5/1/06 50,000,000 49,806,458 - ---------------------------------------------------------------------------------------------------------- General Electric Capital Services: 4.44%, 4/6/06 70,000,000 69,956,833 4.65%, 5/15/06 92,900,000 92,372,018 4.66%, 5/5/06 112,000,000 111,507,076 4.75%, 4/24/06 140,000,000 139,575,139 4.75%, 4/26/06 97,000,000 96,680,035 - ---------------------------------------------------------------------------------------------------------- HSBC Finance Corp.: 4.52%, 4/21/06 200,000,000 199,497,778 4.58%, 5/1/06 148,000,000 147,435,133 4.81%, 6/16/06 50,000,000 49,492,278
6 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - ---------------------------------------------------------------------------------------------------------- Prudential Funding LLC, 4.575%, 5/4/06 4 $ 138,000,000 $ 137,421,263 ---------------- 1,301,955,399 - ---------------------------------------------------------------------------------------------------------- ENERGY EQUIPMENT & SERVICES--0.1% Mississippi Business Finance Corp., 4.83%, 4/3/06 1 15,200,000 15,200,000 - ---------------------------------------------------------------------------------------------------------- HEALTH CARE EQUIPMENT & SUPPLIES--0.0% Cambridge-Southlake Partners LP, Series 2003, 4.83%, 4/6/06 1 8,875,000 8,875,000 - ---------------------------------------------------------------------------------------------------------- INSURANCE--3.6% ING America Insurance Holdings, Inc.: 4.45%, 4/10/06 26,000,000 25,971,075 4.48%, 4/12/06 27,500,000 27,462,356 4.525%, 4/20/06 33,500,000 33,419,995 4.55%, 4/21/06 10,000,000 9,974,722 4.635%, 5/12/06 27,000,000 26,857,474 4.72%, 4/7/06 5,000,000 4,996,296 4.73%, 5/30/06 30,000,000 29,767,442 4.765%, 6/6/06 41,000,000 40,641,831 4.77%, 6/5/06 42,500,000 42,134,736 4.80%, 6/7/06 25,000,000 24,776,667 4.87%, 7/10/06 50,000,000 49,323,611 4.90%, 7/13/06 90,000,000 88,738,250 - ---------------------------------------------------------------------------------------------------------- Jackson National Life Global Funding, Series 2004-6, 4.789%, 4/18/06 1,4 50,000,000 50,000,000 - ---------------------------------------------------------------------------------------------------------- Jackson National Life Insurance Co., 4.64%, 8/1/06 1,4 48,000,000 48,000,000 - ---------------------------------------------------------------------------------------------------------- Metropolitan Life Global Funding I, Series 2003-5, 4.811%, 4/18/06 1,4 69,400,000 69,400,000 - ---------------------------------------------------------------------------------------------------------- Prudential Insurance Co. of America, 4.66%, 4/1/06 1,4 165,000,000 165,000,000 - ---------------------------------------------------------------------------------------------------------- United of Omaha Life Insurance Co., 4.73%, 4/1/06 1,4 50,000,000 50,000,000 ---------------- 786,464,455 - ---------------------------------------------------------------------------------------------------------- LEASING & FACTORING--2.0% Toyota Motor Credit Corp.: 4.60%, 5/5/06 140,000,000 139,391,778 4.60%, 5/11/06 90,000,000 89,540,000 4.65%, 5/1/06 2 100,000,000 99,612,500 4.68%, 4/28/06 21,000,000 20,926,290 4.79%, 5/17/06 90,000,000 89,449,150 ---------------- 438,919,718 - ---------------------------------------------------------------------------------------------------------- OIL & GAS--0.1% Total Capital, 4.80%, 6/7/06 2 26,652,000 26,413,909 - ---------------------------------------------------------------------------------------------------------- PHARMACEUTICALS--0.5% Sanofi-Aventis: 4.57%, 4/12/06 2 26,500,000 26,462,996 4.82%, 5/24/06 2 73,700,000 73,177,017 ---------------- 99,640,013 - ---------------------------------------------------------------------------------------------------------- SPECIAL PURPOSE FINANCIAL--7.1% Blue Spice LLC, 4.54%, 4/3/06 2 75,000,000 74,981,083 - ---------------------------------------------------------------------------------------------------------- Cooperative Assn. of Tractor Dealers, Inc., Series A, 4.80%, 4/18/06 6,607,000 6,592,024 - ---------------------------------------------------------------------------------------------------------- Cooperative Assn. of Tractor Dealers, Inc., Series B, 4.77%, 5/31/06 27,395,000 27,177,210
7 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - --------------------------------------------------------------------------------
Principal Amount Value - --------------------------------------------------------------------------------------------------------------------------- K2 (USA) LLC: 4.51%, 4/18/06 $ 44,600,000 $ 44,505,014 4.69%, 5/22/06 119,300,000 118,507,896 - --------------------------------------------------------------------------------------------------------------------------- LINKS Finance LLC: 4.60%, 4/26/06 143,000,000 142,543,840 4.61%, 4/25/06 15,200,000 15,153,285 4.83%, 6/9/06 40,000,000 39,629,700 - --------------------------------------------------------------------------------------------------------------------------- Parkland (USA) LLC: 4.70%, 12/12/06 1,3 16,000,000 15,998,882 4.729%, 4/18/06 1,3 50,000,000 49,995,704 - --------------------------------------------------------------------------------------------------------------------------- RACERS Trust, Series 2004-6-MM, 4.794%, 4/24/06 1 156,500,000 156,500,000 - --------------------------------------------------------------------------------------------------------------------------- Sigma Finance, Inc.: 4.62%, 5/3/06 42,600,000 42,425,056 4.625%, 5/8/06 50,000,000 49,762,326 4.76%, 6/5/06 129,600,000 128,486,160 4.835%, 6/12/06 170,000,000 168,360,820 - --------------------------------------------------------------------------------------------------------------------------- Ticonderoga Funding LLC, 4.625%, 5/4/06 3 151,705,000 151,061,834 - --------------------------------------------------------------------------------------------------------------------------- Union Hamilton Special Purpose Funding LLC, 4.965%, 9/28/06 1,3 100,000,000 100,000,000 - --------------------------------------------------------------------------------------------------------------------------- Wachovia Asset Securitization, Inc., Home Equity Asset-Backed Securities, Series 2004-HM1A, Cl. A, 4.808%, 11/25/34, 4.808%, 4/25/06 1 40,037,001 40,036,682 - --------------------------------------------------------------------------------------------------------------------------- Wind Master Trust Nts.: 4.581%, 4/25/06 1,4 35,106,000 35,106,000 4.818%, 6/26/06 1,4 70,235,000 70,235,000 4.818%, 8/25/06 1,4 80,370,000 80,370,000 ---------------- 1,557,428,516 ---------------- Total Short-Term Notes (Cost $11,421,909,675) 11,421,909,675 - --------------------------------------------------------------------------------------------------------------------------- Total Investments, at Value (Cost $21,839,366,442) 100.1% 21,839,366,442 - --------------------------------------------------------------------------------------------------------------------------- Liabilities in Excess of Other Assets (0.1) (11,554,509) ----------------------------------- Net Assets 100.0% $ 21,827,811,933 ===================================
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 $6,648,663,405, or 30.46% 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 $383,351,848 or 1.76% of the Trust's net assets as of March 31, 2006. 4. Illiquid security. The aggregate value of illiquid securities as of March 31, 2006 was $1,098,532,263, which represents 5.03% of the Trust's net assets. See accompanying Notes. 8 | Centennial Money Market Trust Centennial Money Market Trust STATEMENT OF INVESTMENTS March 31, 2006 / Unaudited - -------------------------------------------------------------------------------- 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, 2006, 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. Securities that are illiquid are marked with the applicable footnote on the Statement of Investments. 9 | Centennial Money Market Trust ITEM 2. CONTROLS AND PROCEDURES. (a) Based on their evaluation of the registrant's disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940 (17 CFR 270.30a-3(c)) as of March 31, 2006, the registrant's principal executive officer and principal financial officer found the registrant's disclosure controls and procedures to provide reasonable assurances that information required to be disclosed by the registrant in the reports that it files under the Securities Exchange Act of 1934 (a) is accumulated and communicated to the registrant's management, including its principal executive officer and principal financial officer, to allow timely decisions regarding required disclosure, and (b) is recorded, processed, summarized and reported, within the time periods specified in the rules and forms adopted by the U.S. Securities and Exchange Commission. (b) There have been no significant changes in the registrant's internal controls over financial reporting that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting. ITEM 3. EXHIBITS. Exhibits attached hereto. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. Centennial Money Market Trust By: /s/ John V. Murphy ---------------------------- John V. Murphy Principal Executive Officer Date: May 15, 2006 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 15, 2006 By: /s/ Brian W. Wixted ---------------------------- Brian W. Wixted Principal Financial Officer Date: May 15, 2006 EX-99.CERT 2 rq150_32026cert302.txt RQ150_32026CERT302 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 and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; (c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and (d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of Trustees (or persons performing the equivalent functions): (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. /s/ John V. Murphy - ---------------------------- John V. Murphy Principal Executive Officer Date: May 15, 2006 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 and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; (b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; (c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and (d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of Trustees (or persons performing the equivalent functions): (a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and (b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. /s/ Brian W. Wixted - ---------------------------- Brian W. Wixted Principal Financial Officer Date: May 15, 2006 -----END PRIVACY-ENHANCED MESSAGE-----