N-Q 1 rq150_42754nq.txt RQ150_42754NQ.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: 09/30/2007 ---------- ITEM 1. SCHEDULE OF INVESTMENTS. Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- CERTIFICATES OF DEPOSIT--24.7% -------------------------------------------------------------------------------------------------------------------- DOMESTIC CERTIFICATES OF DEPOSIT--1.0% Citibank NA: 5.315%, 10/25/07 $ 100,000,000 $ 99,986,563 5.32%, 10/25/07 83,000,000 83,000,000 5.50%, 11/14/07 25,000,000 24,999,699 ----------------- 207,986,262 -------------------------------------------------------------------------------------------------------------------- YANKEE CERTIFICATES OF DEPOSIT--23.7% ABN AMRO Bank NV, Chicago: 5.15%, 12/27/07 100,000,000 100,000,000 5.395%, 3/14/08 300,000,000 300,000,000 -------------------------------------------------------------------------------------------------------------------- Bank of Nova Scotia, 5.33%, 11/2/07 200,000,000 200,000,000 -------------------------------------------------------------------------------------------------------------------- Barclays US Funding LLC, 5.32%, 10/22/07 288,000,000 288,000,000 -------------------------------------------------------------------------------------------------------------------- Calyon, New York, 5.325%, 10/19/07 268,000,000 268,000,000 -------------------------------------------------------------------------------------------------------------------- Canadian Imperial Bank of Commerce NY: 5.15%, 12/24/07 60,000,000 60,000,000 5.25%, 10/15/07 168,000,000 168,000,000 5.44%, 12/19/07 185,000,000 185,000,000 -------------------------------------------------------------------------------------------------------------------- Dexia Credit Local, New York, 5.50%, 10/4/07 240,000,000 240,000,000 -------------------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland, Stamford CT: 5.32%, 10/12/07 1 200,000,000 200,000,000 5.48%, 11/19/07 123,000,000 123,000,000 5.52%, 11/28/07 47,000,000 47,000,000 -------------------------------------------------------------------------------------------------------------------- Lloyds TSB Bank plc, New York: 5%, 10/31/07 250,500,000 250,500,000 5.45%, 3/10/08 262,000,000 262,000,000 -------------------------------------------------------------------------------------------------------------------- Nordea Bank Finland plc, New York, 5.14%, 1/11/08 70,000,000 70,000,000 -------------------------------------------------------------------------------------------------------------------- Rabobank Nederland NV, New York, 5.32%, 11/1/07 180,000,000 180,000,000 -------------------------------------------------------------------------------------------------------------------- Royal Bank of Scotland, New York: 5.13%, 1/31/08 135,200,000 135,200,000 5.44%, 3/13/08 180,000,000 180,000,000 -------------------------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken, New York: 5.465%, 12/19/07 90,000,000 90,000,000 5.55%, 11/30/07 212,000,000 212,000,000 -------------------------------------------------------------------------------------------------------------------- Societe Generale, New York, 5.33%, 10/31/07 150,000,000 150,000,000 -------------------------------------------------------------------------------------------------------------------- Svenska Handelsbanken NY, 5.33%, 11/5/07 125,000,000 125,000,000 -------------------------------------------------------------------------------------------------------------------- Swedbank AB, New York, 5.50%, 11/19/07 130,000,000 130,000,000 -------------------------------------------------------------------------------------------------------------------- Toronto Dominion Bank, New York, 5.15%, 12/27/07 81,500,000 81,500,000 -------------------------------------------------------------------------------------------------------------------- UBS AG Stamford CT: 5.455%, 3/7/08 45,000,000 45,000,000 5.48%, 3/7/08 304,000,000 304,000,000 5.55%, 2/1/08 214,700,000 214,700,000 -------------------------------------------------------------------------------------------------------------------- Westpac Banking Corp., New York, 5.32%, 10/10/07 217,000,000 217,000,000 ----------------- 4,825,900,000 ----------------- Total Certificates of Deposit (Cost $5,033,886,262) 5,033,886,262 -------------------------------------------------------------------------------------------------------------------- DIRECT BANK OBLIGATIONS--26.9% -------------------------------------------------------------------------------------------------------------------- Anglo Irish Bank Corp. plc: 5.255%, 10/26/07 1 218,000,000 217,204,451 5.43%, 11/16/07 1 99,000,000 98,313,105
1 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- 5.445%, 11/9/07 1 $ 100,000,000 $ 99,410,125 -------------------------------------------------------------------------------------------------------------------- Bank of America NA, 5.275%, 2/15/08 64,500,000 64,500,000 -------------------------------------------------------------------------------------------------------------------- Barclays US Funding LLC: 5.245%, 10/26/07 45,000,000 44,836,094 5.255%, 10/17/07 120,000,000 119,719,733 5.26%, 10/2/07 100,000,000 99,985,389 5.31%, 3/10/08 49,000,000 47,836,373 -------------------------------------------------------------------------------------------------------------------- Danske Corp.: 5.365%, 12/21/07 1 190,400,000 188,101,634 5.37%, 12/20/07 1 25,000,000 24,701,667 5.38%, 3/6/08 1 181,000,000 176,753,237 5.50%, 10/9/07 1 25,000,000 24,969,444 -------------------------------------------------------------------------------------------------------------------- Deutsche Bank Financial LLC: 5.25%, 10/24/07 375,000,000 373,742,188 5.25%, 10/25/07 200,000,000 199,300,000 -------------------------------------------------------------------------------------------------------------------- Dexia Delaware LLC, 5.32%, 11/20/07 110,000,000 109,187,222 -------------------------------------------------------------------------------------------------------------------- DnB NOR Bank ASA: 5.09%, 12/21/07 155,500,000 153,719,136 5.13%, 1/4/08 175,000,000 172,630,938 -------------------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland, 5.25%, 10/26/07 1 75,000,000 74,726,563 -------------------------------------------------------------------------------------------------------------------- HBOS Treasury Services: 5.245%, 10/26/07 60,000,000 59,781,458 5.255%, 10/5/07 83,000,000 82,951,537 5.26%, 11/5/07 10,650,000 10,595,537 5.26%, 11/8/07 155,000,000 154,139,406 5.50%, 11/1/07 25,000,000 24,881,597 -------------------------------------------------------------------------------------------------------------------- HBOS Treasury Services plc, Sydney: 5.25%, 10/26/07 51,800,000 51,611,146 5.46%, 10/11/07 100,000,000 99,848,333 -------------------------------------------------------------------------------------------------------------------- HSBC USA, Inc.: 5.30%, 1/31/08 170,000,000 166,946,611 5.30%, 3/10/08 79,500,000 77,615,629 5.365%, 2/29/08 76,000,000 74,289,757 -------------------------------------------------------------------------------------------------------------------- Nationwide Building Society: 5.25%, 10/22/07 1 113,500,000 113,152,406 5.25%, 10/26/07 1 54,000,000 53,803,125 5.255%, 10/9/07 1 63,500,000 63,425,846 5.66%, 12/13/07 1 75,000,000 74,139,208 -------------------------------------------------------------------------------------------------------------------- Nordea Bank Finland plc, Grand Cayman, 5.188%, 10/1/07 300,000,000 300,000,000 -------------------------------------------------------------------------------------------------------------------- Royal Bank of Scotland plc: 5.41%, 7/21/08 2,3 125,000,000 125,078,285 5.50%, 10/4/07 23,000,000 22,989,458 -------------------------------------------------------------------------------------------------------------------- Scotiabanc, Inc., 5.11%, 12/27/07 1 127,000,000 125,431,656 -------------------------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken, New York: 5.09%, 12/28/07 1 30,000,000 29,626,733 5.21%, 10/9/07 1 75,000,000 74,913,167 -------------------------------------------------------------------------------------------------------------------- Societe Generale North America: 5.09%, 12/27/07 19,000,000 18,766,284 5.245%, 10/24/07 71,000,000 70,762,081 5.25%, 10/5/07 170,000,000 169,900,833 5.25%, 10/10/07 63,000,000 62,917,313
2 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- St. George Bank Ltd.: 5.25%, 10/15/07 1 $ 150,000,000 $ 149,693,750 5.51%, 10/18/07 1 85,000,000 84,778,835 -------------------------------------------------------------------------------------------------------------------- Suntrust Bank, 5.44%, 4/2/08 3 38,430,000 38,450,710 -------------------------------------------------------------------------------------------------------------------- Svenska Handelsbanken, NY, 5.24%, 10/22/07 46,408,000 46,266,146 -------------------------------------------------------------------------------------------------------------------- Swedbank Mortgage AB: 5.425%, 11/8/07 119,000,000 118,318,560 5.425%, 11/9/07 73,000,000 72,570,973 5.50%, 10/4/07 5,770,000 5,767,355 5.50%, 12/14/07 69,500,000 68,714,264 -------------------------------------------------------------------------------------------------------------------- Toronto Dominion Holdings (USA), Inc.: 5.08%, 12/28/07 1 120,000,000 118,509,867 5.405%, 11/23/07 1 100,000,000 99,204,264 -------------------------------------------------------------------------------------------------------------------- UBS Finance (Delaware) LLC: 5.25%, 10/17/07 213,500,000 213,001,833 5.32%, 3/13/08 15,020,000 14,655,982 -------------------------------------------------------------------------------------------------------------------- Wachovia Bank NA, 5.19%, 6/27/08 3 43,850,000 43,855,855 ----------------- Total Direct Bank Obligations (Cost $5,470,993,099) 5,470,993,099 -------------------------------------------------------------------------------------------------------------------- SHORT-TERM NOTES--48.3% -------------------------------------------------------------------------------------------------------------------- ASSET-BACKED SECURITIES--25.0% Amsterdam Funding Corp.: 5.31%, 10/23/07 1 12,000,000 11,961,060 5.36%, 10/2/07 1 35,000,000 34,994,789 -------------------------------------------------------------------------------------------------------------------- Chesham Finance LLC: 5.29%, 10/12/07 73,000,000 72,882,004 5.30%, 10/3/07 36,000,000 35,987,600 5.40%, 10/4/07 162,700,000 162,626,785 5.70%, 10/1/07 140,000,000 140,000,000 -------------------------------------------------------------------------------------------------------------------- Concord Minutemen Capital Co. LLC: 5.30%, 10/31/07 59,000,000 58,739,417 5.31%, 11/7/07 30,000,000 29,836,275 6.20%, 10/23/07 6,200,000 6,178,214 6.50%, 10/18/07 122,000,000 121,626,047 6.50%, 10/19/07 199,900,000 199,251,825 -------------------------------------------------------------------------------------------------------------------- Crown Point Capital Co.: 5.30%, 10/31/07 80,000,000 79,646,667 5.37%, 10/22/07 34,347,000 34,241,612 6.45%, 10/18/07 209,500,000 208,861,898 6.50%, 10/25/07 93,000,000 92,597,000 -------------------------------------------------------------------------------------------------------------------- Fairway Finance Corp., 6.17%, 12/13/07 1 234,000,000 231,072,335 -------------------------------------------------------------------------------------------------------------------- Falcon Asset Securitization Co. LLC, 6.165%, 12/14/07 149,805,000 147,906,596 -------------------------------------------------------------------------------------------------------------------- FCAR Owner Trust II: 5.27%, 10/15/07 148,000,000 147,696,682 5.27%, 10/26/07 100,000,000 99,634,028 -------------------------------------------------------------------------------------------------------------------- Gemini Securitization Corp.: 5.255%, 10/23/07 1 91,500,000 91,206,158 5.80%, 12/13/07 1 37,000,000 36,564,839 6.15%, 10/10/07 1 100,000,000 99,846,250 6.15%, 10/11/07 1 68,200,000 68,083,492 -------------------------------------------------------------------------------------------------------------------- GOVCO, Inc., 5.25%, 10/29/07 1 50,000,000 49,795,833
3 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- Legacy Capital LLC: 5.30%, 11/9/07 $ 167,000,000 $ 166,041,142 5.40%, 10/16/07 128,050,000 127,761,888 -------------------------------------------------------------------------------------------------------------------- Lexington Parker Capital Co. LLC: 5.26%, 10/18/07 1 180,000,000 179,552,900 5.30%, 10/22/07 1 128,000,000 127,604,267 5.31%, 11/7/07 1 50,000,000 49,727,125 6.40%, 10/19/07 1 60,000,000 59,808,000 -------------------------------------------------------------------------------------------------------------------- New Center Asset Trust, 6.15%, 10/19/07 76,000,000 75,766,300 -------------------------------------------------------------------------------------------------------------------- Old Line Funding Corp.: 5.85%, 11/28/07 1 14,000,000 13,868,050 6%, 11/14/07 1 262,027,000 260,094,774 6.05%, 11/16/07 1 153,289,000 152,103,991 -------------------------------------------------------------------------------------------------------------------- Park Avenue Receivables Co. LLC: 6.05%, 12/17/07 184,000,000 181,618,989 6.09%, 10/12/07 50,000,000 49,906,958 6.165%, 12/14/07 175,000,000 172,782,313 -------------------------------------------------------------------------------------------------------------------- Perry Global Funding LLC, Series A: 5.27%, 10/5/07 1 36,000,000 35,978,920 5.27%, 10/24/07 1 150,000,000 149,496,236 -------------------------------------------------------------------------------------------------------------------- Regency Markets No. 1 LLC: 5.35%, 10/11/07 1 92,487,000 92,349,554 5.35%, 10/12/07 1 32,500,000 32,446,872 6.42%, 10/5/07 1 105,000,000 104,925,100 -------------------------------------------------------------------------------------------------------------------- Saint Germain Holdings, Inc.: 5.30%, 11/9/07 2 55,000,000 54,684,208 5.31%, 11/8/07 2 150,000,000 149,159,250 5.35%, 11/5/07 2 80,000,000 79,583,889 -------------------------------------------------------------------------------------------------------------------- Solitaire Funding LLC: 5.28%, 10/29/07 1 178,300,000 177,567,781 5.29%, 11/2/07 1 125,000,000 124,412,222 5.31%, 11/9/07 1 40,000,000 39,769,900 -------------------------------------------------------------------------------------------------------------------- Victory Receivables Corp.: 5.32%, 11/1/07 1 70,062,000 69,741,038 6.50%, 10/17/07 1 6,500,000 6,481,222 -------------------------------------------------------------------------------------------------------------------- Yorktown Capital LLC, 5.90%, 11/19/07 1 100,000,000 99,196,944 ----------------- 5,093,667,239 -------------------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--2.2% Banc of America Securities LLC, 4.99%, 10/1/07 3 180,000,000 180,000,000 -------------------------------------------------------------------------------------------------------------------- Citigroup Funding, Inc., 5.50%, 8/13/08 3 175,000,000 175,000,000 -------------------------------------------------------------------------------------------------------------------- Lehman Brothers, Inc., 4.65%, 10/1/07 3 43,000,000 43,000,000 -------------------------------------------------------------------------------------------------------------------- Merrill Lynch & Co., Inc., Series C, 5.485%, 10/19/07 3 50,000,000 50,003,707 ----------------- 448,003,707 -------------------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--0.3% Bank of America Corp., 5.21%, 3/14/08 53,000,000 51,734,404
4 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- COMMERCIAL FINANCE--0.3% Caterpillar Financial Services Corp., Series F, 5.36%, 4/17/08 3 $ 35,000,000 $ 35,005,409 -------------------------------------------------------------------------------------------------------------------- SDB Capital LLC, Series 2006A, 5.23%, 10/1/07 3 31,215,000 31,215,000 ----------------- 66,220,409 -------------------------------------------------------------------------------------------------------------------- DIVERSIFIED FINANCIAL SERVICES--2.8% General Electric Capital Services, 5.25%, 11/2/07 69,500,000 69,175,667 -------------------------------------------------------------------------------------------------------------------- Greenwich Capital Holdings, Inc., 4.65%, 11/15/07 3 170,000,000 170,000,000 -------------------------------------------------------------------------------------------------------------------- HSBC Finance Corp., 5.25%, 10/15/07 110,000,000 109,775,417 -------------------------------------------------------------------------------------------------------------------- Prudential Funding LLC: 5.25%, 10/17/07 4 169,500,000 169,104,500 5.25%, 10/18/07 4 52,500,000 52,369,844 ----------------- 570,425,428 -------------------------------------------------------------------------------------------------------------------- ENERGY EQUIPMENT & SERVICES--0.1% Mississippi Business Finance Corp. Revenue Bonds, Signal International LLC Project, Series 2004A, 5.13%, 10/1/07 3 13,400,000 13,400,000 -------------------------------------------------------------------------------------------------------------------- FOOD PRODUCTS--0.7% Nestle Capital Corp., 5.22%, 3/7/08 1 133,000,000 129,952,970 -------------------------------------------------------------------------------------------------------------------- HEALTH CARE EQUIPMENT & SUPPLIES--0.0% Heart Property LLC, Series 2001, 5.18%, 10/1/07 3 6,410,000 6,410,000 -------------------------------------------------------------------------------------------------------------------- INSURANCE--2.4% ING America Insurance Holdings, Inc.: 5.25%, 10/9/07 47,000,000 46,945,167 5.25%, 10/10/07 50,000,000 49,934,375 5.25%, 10/17/07 55,000,000 54,871,667 5.255%, 10/19/07 27,000,000 26,929,058 5.26%, 10/29/07 50,000,000 49,795,444 5.27%, 11/5/07 50,000,000 49,743,819 5.50%, 11/19/07 70,000,000 69,475,972 5.55%, 12/10/07 20,000,000 19,784,167 -------------------------------------------------------------------------------------------------------------------- Jackson National Life Global Funding, Series 2004-6, 5.843%, 10/15/07 3,4 50,000,000 50,000,000 -------------------------------------------------------------------------------------------------------------------- Metropolitan Life Global Funding I, Series 2003-5, 5.853%, 9/12/08 3,4 69,400,000 69,400,000 ----------------- 486,879,669 -------------------------------------------------------------------------------------------------------------------- LEASING & FACTORING--3.7% American Honda Finance Corp.: 3.668%, 12/6/07 2,3 140,000,000 140,000,000 5.33%, 10/30/07 2,3 30,000,000 30,000,000 5.33%, 11/9/07 2,3 50,000,000 50,000,000 5.36%, 8/6/08 2,3 52,500,000 52,500,000 5.38%, 1/23/08 2,3 20,000,000 20,002,927 5.47%, 10/22/07 2,3 20,000,000 20,001,568 5.50%, 2/13/08 2,3 25,000,000 25,002,709 -------------------------------------------------------------------------------------------------------------------- Toyota Motor Credit Corp.: 5.25%, 1/11/08 84,000,000 82,750,500 5.25%, 1/14/08 204,000,000 200,876,250
5 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- 5.674%, 9/15/08 3 $ 125,000,000 $ 125,000,000 ----------------- 746,133,954 -------------------------------------------------------------------------------------------------------------------- MUNICIPAL--0.1% City Parc at Golden Triangle Ltd. Partnership, Series 2006, 5.23%, 10/4/07 3 5,525,000 5,525,000 -------------------------------------------------------------------------------------------------------------------- Intrepid Museum Foundation Revenue Bonds, Series 2006, 5.15%, 10/1/07 3 7,080,000 7,080,000 -------------------------------------------------------------------------------------------------------------------- Okolona Christian Church Project, Series 2002, 5.18%, 10/1/07 3 6,756,000 6,756,000 ----------------- 19,361,000 -------------------------------------------------------------------------------------------------------------------- REAL ESTATE--0.0% D&H Enterprises of Ohio LLC, Series 2005, 5.18%, 10/1/07 3 6,710,000 6,710,000 -------------------------------------------------------------------------------------------------------------------- SPECIAL PURPOSE FINANCIAL--10.7% Cooperative Assn. of Tractor Dealers, Inc., Series B: 5.35%, 10/5/07 9,500,000 9,494,353 5.40%, 10/2/07 65,000,000 64,990,250 6.40%, 10/30/07 4,003,000 3,982,362 6.40%, 11/5/07 4,680,000 4,650,880 -------------------------------------------------------------------------------------------------------------------- K2 (USA) LLC: 5.26%, 10/1/07 50,000,000 50,000,000 5.26%, 10/3/07 90,000,000 89,973,700 5.26%, 10/5/07 100,000,000 99,941,556 5.28%, 11/1/07 68,000,000 67,690,827 5.32%, 7/15/08 2,3 100,000,000 99,984,231 5.355%, 10/26/07 2,3 50,000,000 50,000,514 -------------------------------------------------------------------------------------------------------------------- LINKS Finance LLC: 5.34%, 8/6/08 2,3 175,000,000 174,970,370 5.538%, 8/15/08 2,3 70,000,000 69,981,704 5.54%, 12/3/07 2,3 85,000,000 84,997,082 5.548%, 12/20/07 2,3 89,000,000 88,996,172 -------------------------------------------------------------------------------------------------------------------- Parkland (USA) LLC: 5.34%, 7/16/08 2,3 20,000,000 19,998,422 5.34%, 7/21/08 2,3 50,000,000 49,995,997 5.674%, 12/12/07 2,3 40,000,000 39,998,422 -------------------------------------------------------------------------------------------------------------------- RACERS Trust, Series 2004-6-MM, 5.186%, 1/22/08 2,3 156,500,000 156,500,000 -------------------------------------------------------------------------------------------------------------------- Sigma Finance, Inc.: 5.25%, 10/24/07 100,000,000 99,664,583 5.25%, 10/25/07 100,000,000 99,650,000 5.25%, 10/29/07 30,000,000 29,877,500 5.26%, 10/10/07 100,000,000 99,868,500 5.26%, 11/5/07 200,000,000 198,977,222 -------------------------------------------------------------------------------------------------------------------- Ticonderoga Funding LLC: 5.80%, 11/19/07 47,830,000 47,452,409 5.92%, 11/30/07 90,000,000 89,112,000 6.10%, 12/7/07 88,376,000 87,372,687 6.10%, 12/17/07 140,000,000 138,173,389 6.15%, 12/14/07 44,269,000 43,709,364
6 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS SEPTEMBER 30, 2007 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE -------------------------------------------------------------------------------------------------------------------- Wachovia Asset Securitization Issuance LLC 2004-HM1A Trust, Asset-Backed Certificates, Series 2004-H M1A, Cl. A, 5.655%, 10/25/07 3 $ 18,810,573 $ 18,810,433 ----------------- 2,178,814,929 ----------------- Total Short-Term Notes (Cost $9,817,713,709) 9,817,713,709 -------------------------------------------------------------------------------------------------------------------- TOTAL INVESTMENTS, AT VALUE (COST $20,322,593,070) 99.9% 20,322,593,070 -------------------------------------------------------------------------------------------------------------------- OTHER ASSETS NET OF LIABILITIES 0.1 24,684,095 ----------------------------------- NET ASSETS 100.0% $ 20,347,277,165 ===================================
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. Security issued in an exempt transaction without registration under the Securities Act of 1933. Such securities amount to $4,619,461,705, or 22.70% of the Trust's net assets, and have been determined to be liquid pursuant to guidelines adopted by the Board of Trustees. 2. 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 $1,581,435,750 or 7.77% of the Trust's net assets as of September 30, 2007. 3. Represents the current interest rate for a variable or increasing rate security. 4. Illiquid security. The aggregate value of illiquid securities as of September 30, 2007 was $340,874,344, which represents 1.68% of the Trust's net assets. See accompanying Notes. NOTES TO 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. As permitted under Rule 2a-7 of the Investment Company Act of 1940, portfolio securities are valued on the basis of amortized cost, which approximates market value. If amortized cost is determined not to approximate market value, the fair value of the portfolio securities will be determined under procedures approved by the Trust's Board of Trustees. ILLIQUID SECURITIES As of September 30, 2007, 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. RECENT ACCOUNTING PRONOUNCEMENTS In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards ("SFAS") No. 157, FAIR VALUE MEASUREMENTS. This standard establishes a single authoritative definition of fair value, sets out a framework for measuring fair value and expands disclosures about fair value measurements. SFAS No. 157 applies to fair value measurements already required or permitted by existing standards. SFAS No. 157 is effective for financial statements issued for fiscal years beginning after November 15, 2007, and interim periods within those fiscal years. As of September 30, 2007, the Manager does not believe the adoption of SFAS No. 157 will materially impact the financial statement amounts; however, additional disclosures may be required about the inputs used to develop the measurements and the effect of certain of the measurements on changes in net assets for the period. 7 | 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 09/30/2007, 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: 11/14/2007 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: 11/14/2007 By: /s/ Brian W. Wixted --------------------------- Brian W. Wixted Principal Financial Officer Date: 11/14/2007