N-Q 1 rq150_46582nq.txt RQ150_46582NQ.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: 03/31/2008 ---------- ITEM 1. SCHEDULE OF INVESTMENTS. Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------------- CERTIFICATES OF DEPOSIT--26.6% ---------------------------------------------------------------------------------------------------------- DOMESTIC CERTIFICATES OF DEPOSIT--4.1% Barclays Bank plc, New York, 3.06%, 5/23/08 $ 30,500,000 $ 30,500,000 ---------------------------------------------------------------------------------------------------------- Citibank NA, 3.04%, 5/29/08 45,000,000 45,000,000 ---------------------------------------------------------------------------------------------------------- HSBC Bank USA NA: 2.33%, 8/25/08 130,000,000 130,000,000 2.66%, 9/5/08 127,000,000 127,000,000 3%, 5/27/08 23,400,000 23,400,000 3.01%, 4/21/08 200,000,000 200,000,000 4.23%, 4/10/08 36,000,000 36,000,267 ---------------------------------------------------------------------------------------------------------- JPMorgan Chase Bank NA, 3.25%, 4/23/08 334,550,000 334,550,000 ------------------- 926,450,267 ---------------------------------------------------------------------------------------------------------- YANKEE CERTIFICATES OF DEPOSIT--22.5% Abbey National Treasury Services plc, Stamford, CT: 2.85%, 5/19/08 200,000,000 200,000,000 2.87%, 5/19/08 50,000,000 50,000,000 ---------------------------------------------------------------------------------------------------------- Banco Santander Central Hispano SA, 2.91%, 6/6/08 100,000,000 100,000,000 ---------------------------------------------------------------------------------------------------------- Bank of Nova Scotia, Houston, TX, 3%, 4/16/08 215,000,000 215,000,000 ---------------------------------------------------------------------------------------------------------- Bank of Nova Scotia, Portland, OR, 3.25%, 4/28/08 50,000,000 50,003,700 ---------------------------------------------------------------------------------------------------------- Bank of Scotland plc, New York, 3.01%, 5/15/08 63,000,000 63,000,000 ---------------------------------------------------------------------------------------------------------- Barclays Bank plc, New York: 2.45%, 6/13/08 80,000,000 80,000,000 4.38%, 4/8/08 14,000,000 14,000,000 4.87%, 4/24/08 244,000,000 244,000,000 5.07%, 4/18/08 127,000,000 127,000,000 5.16%, 4/2/08 89,900,000 89,900,000 ---------------------------------------------------------------------------------------------------------- BNP Paribas, New York: 2.55%, 6/23/08 133,500,000 133,500,000 2.70%, 6/17/08 150,000,000 150,000,000 2.91%, 6/4/08 164,000,000 164,000,000 2.92%, 5/19/08 50,000,000 50,000,000 4.56%, 4/2/08 19,000,000 19,000,000 ---------------------------------------------------------------------------------------------------------- Deutsche Bank AG, New York: 3.80%, 4/17/08 45,000,000 45,000,000 4.30%, 4/7/08 115,000,000 115,000,000 ---------------------------------------------------------------------------------------------------------- Fortis Bank SA/NV, New York: 2.57%, 6/17/08 140,000,000 140,000,000 3.02%, 4/14/08 75,000,000 75,000,000 3.05%, 5/28/08 50,000,000 50,000,000 3.20%, 4/25/08 166,200,000 166,200,000 4.15%, 4/10/08 100,000,000 100,000,000 4.30%, 4/4/08 100,000,000 100,000,000 ---------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland, Stamford, CT, 3.84%, 4/18/08 83,000,000 83,000,000 ---------------------------------------------------------------------------------------------------------- Lloyds TSB Bank plc, New York: 2.98%, 4/21/08 182,000,000 182,000,000 2.98%, 5/1/08 100,000,000 100,000,000 3%, 5/7/08 92,000,000 92,000,000 ---------------------------------------------------------------------------------------------------------- Rabobank Nederland NV, New York: 2.85%, 5/19/08 150,000,000 150,000,000 2.86%, 5/19/08 250,000,000 250,000,000 3%, 4/7/08 155,000,000 155,000,000
1 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- 3.07%, 4/1/08 $ 51,000,000 $ 51,000,000 ---------------------------------------------------------------------------------------------------------- Royal Bank of Canada, New York: 3%, 5/14/08 85,000,000 85,000,000 3%, 5/15/08 100,000,000 100,000,000 3%, 5/19/08 100,000,000 100,000,000 3.81%, 4/16/08 150,000,000 150,000,000 ---------------------------------------------------------------------------------------------------------- Royal Bank of Scotland, New York, 2.70%, 6/12/08 277,500,000 277,500,000 ---------------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken, New York: 2.65%, 6/23/08 74,000,000 74,000,848 2.995%, 5/29/08 215,000,000 215,000,000 3.885%, 4/15/08 15,000,000 15,000,000 ---------------------------------------------------------------------------------------------------------- Toronto Dominion Bank, New York, 4.60%, 4/3/08 284,500,000 284,500,000 ---------------------------------------------------------------------------------------------------------- UBS AG, Stamford, CT: 2.57%, 4/14/08 200,000,000 200,000,000 4.17%, 4/9/08 7,500,000 7,500,000 ------------------- 5,112,104,548 ------------------- Total Certificates of Deposit (Cost $6,038,554,815) 6,038,554,815 ---------------------------------------------------------------------------------------------------------- DIRECT BANK OBLIGATIONS--26.6% ---------------------------------------------------------------------------------------------------------- Anglo Irish Bank Corp. plc, 2.54%, 4/14/08 1 50,000,000 49,954,139 ---------------------------------------------------------------------------------------------------------- Bank of America NA: 2.56%, 6/12/08 50,000,000 50,000,000 3%, 5/23/08 100,000,000 100,000,000 4.47%, 4/4/08 209,000,000 209,000,000 ---------------------------------------------------------------------------------------------------------- Bank of Scotland plc: 3%, 5/15/08 100,000,000 99,633,333 3.01%, 5/6/08 44,200,000 44,070,654 3.01%, 5/8/08 190,000,000 189,413,242 3.015%, 5/16/08 58,000,000 57,781,413 3.03%, 5/1/08 87,000,000 86,780,325 3.05%, 5/21/08 78,000,000 77,669,583 ---------------------------------------------------------------------------------------------------------- Danske Corp.: 2.56%, 6/18/08 1 193,600,000 192,526,165 2.64%, 5/19/08 1 250,000,000 249,120,000 ---------------------------------------------------------------------------------------------------------- Dexia Delaware LLC: 2.70%, 5/19/08 170,000,000 169,388,000 3.03%, 4/21/08 117,000,000 116,803,050 4.07%, 4/9/08 58,000,000 57,947,542 ---------------------------------------------------------------------------------------------------------- DnB NOR Bank ASA: 2.65%, 6/11/08 1 74,290,000 73,899,542 2.65%, 6/16/08 1 27,710,000 27,554,978 2.80%, 4/30/08 1 29,500,000 29,433,461 2.94%, 4/16/08 26,000,000 25,965,875 3%, 5/28/08 15,100,000 15,028,275 3.35%, 4/8/08 5,200,000 5,196,613 3.86%, 5/13/08 33,000,000 32,851,390 4.25%, 4/9/08 20,000,000 19,981,111 4.45%, 4/7/08 40,000,000 39,970,333 4.54%, 4/4/08 125,000,000 124,952,708 ---------------------------------------------------------------------------------------------------------- Governor & Co. of the Bank of Ireland: 3.03%, 5/19/08 1 117,500,000 117,025,300
2 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------------- 3.04%, 5/28/08 1 $ 13,000,000 $ 12,937,427 3.07%, 5/5/08 1 25,500,000 25,426,064 3.14%, 4/18/08 1 50,000,000 49,925,861 3.815%, 4/9/08 1 98,500,000 98,416,494 ---------------------------------------------------------------------------------------------------------- HSBC USA, Inc.: 2.67%, 8/25/08 50,000,000 49,458,583 2.93%, 5/14/08 75,000,000 74,737,521 2.98%, 5/15/08 75,000,000 74,726,833 3%, 6/3/08 70,500,000 70,129,875 ---------------------------------------------------------------------------------------------------------- Lloyds TSB Bank plc, 2.70%, 5/19/08 300,000,000 298,920,000 ---------------------------------------------------------------------------------------------------------- National Australia Funding (Delaware), Inc.: 2.54%, 6/12/08 1 100,000,000 99,492,000 2.89%, 5/21/08 1 200,000,000 199,197,222 2.995%, 4/11/08 1 100,000,000 99,916,806 ---------------------------------------------------------------------------------------------------------- Nordea North America, Inc.: 2.70%, 5/19/08 350,000,000 348,740,000 3.01%, 4/25/08 115,700,000 115,467,829 ---------------------------------------------------------------------------------------------------------- Royal Bank of Scotland plc, 3.944%, 7/21/08 2,3 125,000,000 125,029,557 ---------------------------------------------------------------------------------------------------------- Santander Central Hispano Finance (Delaware), Inc., 2.58%, 7/31/08 47,000,000 46,592,432 ---------------------------------------------------------------------------------------------------------- Scotiabanc, Inc.: 3.01%, 5/12/08 1 7,000,000 6,976,004 4.55%, 4/3/08 1 39,000,000 38,990,142 ---------------------------------------------------------------------------------------------------------- Skandinaviska Enskilda Banken AB: 2.60%, 6/17/08 1 10,000,000 9,944,389 3.82%, 4/15/08 1 41,500,000 41,438,349 ---------------------------------------------------------------------------------------------------------- Societe Generale North America, Inc.: 2.90%, 4/17/08 199,000,000 198,679,276 2.90%, 4/23/08 58,000,000 57,866,552 3%, 4/14/08 30,000,000 29,967,500 4.57%, 4/3/08 8,900,000 8,897,740 ---------------------------------------------------------------------------------------------------------- Stadshypotek Delaware, Inc.: 3%, 5/20/08 1 217,000,000 216,113,917 4.40%, 4/9/08 1 197,000,000 196,807,378 ---------------------------------------------------------------------------------------------------------- Suntrust Bank, 4.809%, 4/2/08 3 38,430,000 38,430,113 ---------------------------------------------------------------------------------------------------------- Swedbank AB: 2.78%, 5/19/08 200,000,000 199,258,667 2.78%, 5/22/08 25,500,000 25,399,573 ---------------------------------------------------------------------------------------------------------- Swedbank Mortgage AB: 2.70%, 5/19/08 135,000,000 134,514,000 3.05%, 4/4/08 100,000,000 99,974,583 ---------------------------------------------------------------------------------------------------------- Toronto Dominion Holdings (USA), Inc., 2.925%, 6/20/08 1 10,000,000 9,935,000 ---------------------------------------------------------------------------------------------------------- UBS Finance (Delaware) LLC: 2.45%, 4/14/08 100,000,000 99,911,528 2.95%, 4/7/08 30,000,000 29,985,250 4.385%, 4/3/08 32,000,000 31,992,204 ---------------------------------------------------------------------------------------------------------- US Bank NA: 2.65%, 8/25/08 200,000,000 200,000,000 2.70%, 9/8/08 150,000,000 150,000,000 ---------------------------------------------------------------------------------------------------------- Wachovia Bank NA, 2.645%, 6/27/08 3 43,850,000 43,851,887 ----------------------------------------------------------------------------------------------------------
3 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- Windmill Funding Corp., 3.16%, 4/7/08 1 $ 116,000,000 $ 115,939,062 ------------------- Total Direct Bank Obligations (Cost $6,035,934,650) 6,035,934,650 ---------------------------------------------------------------------------------------------------------- SHORT-TERM NOTES--45.8% ---------------------------------------------------------------------------------------------------------- ASSET-BACKED SECURITIES--24.2% Amsterdam Funding Corp.: 3.05%, 4/2/08 1 250,000,000 249,975,278 3.90%, 4/3/08 1 70,000,000 69,984,833 ---------------------------------------------------------------------------------------------------------- Chariot Funding LLC: 3.07%, 4/24/08 2 80,034,000 79,868,397 3.07%, 5/7/08 2 221,801,000 221,120,071 3.10%, 5/21/08 2 179,000,000 178,229,306 ---------------------------------------------------------------------------------------------------------- Falcon Asset Securitization Co. LLC: 2.55%, 6/23/08 110,000,000 109,353,292 3.25%, 4/22/08 59,224,000 59,111,721 ---------------------------------------------------------------------------------------------------------- FCAR Owner Trust I, 3.35%, 4/30/08 200,000,000 199,460,278 ---------------------------------------------------------------------------------------------------------- Gemini Securitization Corp.: 2.60%, 6/11/08 1 40,000,000 39,794,889 2.75%, 6/23/08 1 100,000,000 99,365,972 2.80%, 6/19/08 1 29,356,000 29,181,110 3.10%, 5/12/08 1 60,000,000 59,790,160 3.10%, 5/28/08 1 122,800,000 122,197,257 3.20%, 4/23/08 1 50,000,000 49,902,222 3.88%, 4/18/08 1 22,700,000 22,658,409 ---------------------------------------------------------------------------------------------------------- Gotham Funding Corp.: 2.75%, 5/19/08 1 118,000,000 117,567,333 2.80%, 6/18/08 1 19,676,000 19,556,632 2.85%, 6/23/08 1 50,000,000 49,671,458 2.85%, 6/24/08 1 30,000,000 29,800,500 3.23%, 5/29/08 1 100,000,000 99,484,444 3.25%, 4/15/08 1 77,780,000 77,681,695 3.25%, 4/16/08 1 12,000,000 11,983,750 ---------------------------------------------------------------------------------------------------------- GOVCO, Inc.: 2.60%, 6/5/08 1 75,000,000 74,647,917 2.65%, 6/13/08 1 45,000,000 44,758,188 2.80%, 5/19/08 1 46,500,000 46,326,400 3.02%, 5/14/08 1 150,000,000 149,458,917 3.15%, 4/18/08 1 72,000,000 71,892,900 ---------------------------------------------------------------------------------------------------------- Kitty Hawk Funding Corp., 3.12%, 4/21/08 1 67,000,000 66,883,867 ---------------------------------------------------------------------------------------------------------- Legacy Capital LLC: 3.28%, 5/8/08 68,500,000 68,269,079 3.28%, 5/9/08 100,000,000 99,653,778 3.30%, 6/4/08 119,523,000 118,821,798 3.50%, 4/7/08 76,607,000 76,562,313 ---------------------------------------------------------------------------------------------------------- Lexington Parker Capital Co. LLC: 3.28%, 5/8/08 1 75,000,000 74,747,167 3.32%, 4/23/08 1 100,000,000 99,797,111 3.35%, 6/20/08 1 93,000,000 92,307,667
4 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ----------------------------------------------------------------------------------------------------------- 4%, 4/25/08 1 $ 142,500,000 $ 142,120,000 ---------------------------------------------------------------------------------------------------------- New Center Asset Trust: 3.20%, 5/22/08 143,000,000 142,351,733 3.50%, 4/28/08 60,000,000 59,842,500 3.50%, 5/12/08 163,500,000 162,848,271 3.60%, 5/2/08 58,000,000 57,820,200 ---------------------------------------------------------------------------------------------------------- Old Line Funding Corp.: 3.13%, 4/8/08 1 58,503,000 58,467,394 3.20%, 4/18/08 1 20,000,000 19,969,778 3.26%, 4/21/08 1 141,120,000 140,864,416 ---------------------------------------------------------------------------------------------------------- Park Avenue Receivables Co. LLC: 2.80%, 6/18/08 100,000,000 99,393,333 3.10%, 4/7/08 75,396,000 75,357,045 3.15%, 5/6/08 50,000,000 49,846,875 3.25%, 4/22/08 50,416,000 50,320,420 3.82%, 4/18/08 50,000,000 49,909,806 ---------------------------------------------------------------------------------------------------------- Ranger Funding Co. LLC: 3.23%, 4/17/08 2 185,000,000 184,734,422 3.28%, 4/25/08 2 104,018,000 103,790,547 3.45%, 4/11/08 2 127,390,000 127,267,918 ---------------------------------------------------------------------------------------------------------- Victory Receivables Corp.: 2.75%, 6/19/08 1 20,000,000 19,879,306 2.80%, 6/23/08 1 66,000,000 65,573,933 3.10%, 4/28/08 1 37,000,000 36,913,975 3.15%, 4/23/08 1 77,261,000 77,112,273 3.25%, 4/18/08 1 73,500,000 73,387,198 3.90%, 4/4/08 1 45,300,000 45,285,278 3.90%, 4/14/08 1 100,000,000 99,859,167 4.31%, 4/10/08 1 29,324,000 29,292,403 ---------------------------------------------------------------------------------------------------------- Windmill Funding Corp.: 3.05%, 4/2/08 1 96,000,000 95,991,867 3.14%, 4/10/08 1 100,000,000 99,921,500 3.19%, 4/21/08 1 41,500,000 41,426,453 4.22%, 4/4/08 1 32,500,000 32,488,571 4.45%, 4/8/08 1 12,000,000 11,989,617 ---------------------------------------------------------------------------------------------------------- Yorktown Capital LLC: 3.28%, 4/24/08 1 58,516,000 58,393,376 4.12%, 4/11/08 1 109,380,000 109,254,821 ------------------- 5,501,540,505 ---------------------------------------------------------------------------------------------------------- CAPITAL MARKETS--2.7% Banc of America Securities LLC, 3.08%, 4/1/08 3 180,000,000 180,000,000 ---------------------------------------------------------------------------------------------------------- BNP Paribas Finance, Inc.: 2.665%, 8/12/08 180,000,000 178,227,775 4.145%, 4/9/08 44,000,000 43,959,471 ---------------------------------------------------------------------------------------------------------- Citigroup Funding, Inc.: 3.07%, 8/13/08 3 175,000,000 175,000,000
5 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- 3.125%, 5/5/08 $ 50,000,000 $ 49,852,431 ------------------- 627,039,677 ---------------------------------------------------------------------------------------------------------- COMMERCIAL BANKS--0.6% Bank of America Corp., 2.99%, 5/1/08 105,400,000 105,137,378 ---------------------------------------------------------------------------------------------------------- JPMorgan Chase & Co., 3.05%, 4/24/08 24,000,000 23,953,233 ------------------- 129,090,611 ---------------------------------------------------------------------------------------------------------- COMMERCIAL FINANCE--0.6% Caterpillar Financial Services Corp., Series F: 3.20%, 11/26/08 3 70,000,000 70,000,000 3.998%, 4/17/08 3 35,000,000 35,000,435 ---------------------------------------------------------------------------------------------------------- SDB Capital LLC, Series 2006A, 2.93%, 4/1/08 3 30,765,000 30,765,000 ------------------- 135,765,435 ---------------------------------------------------------------------------------------------------------- CONSUMER FINANCE--2.0% American Express Credit Corp.: 2.53%, 6/13/08 145,000,000 144,256,110 3.05%, 5/27/08 158,500,000 157,748,006 4.08%, 4/10/08 160,000,000 159,836,800 ------------------- 461,840,916 ---------------------------------------------------------------------------------------------------------- DIVERSIFIED FINANCIAL SERVICES--5.7% General Electric Capital Corp.: 2.46%, 6/23/08 285,000,000 283,401,651 3.88%, 5/12/08 7,400,000 7,367,300 ---------------------------------------------------------------------------------------------------------- General Electric Capital Services: 2.64%, 6/23/08 250,000,000 248,478,333 3%, 5/7/08 141,000,000 140,577,000 3.20%, 7/21/08 102,000,000 100,993,600 4.24%, 4/10/08 80,000,000 79,915,200 ---------------------------------------------------------------------------------------------------------- Prudential Funding LLC: 2.35%, 6/23/08 4 100,000,000 99,458,194 3%, 5/1/08 4 100,000,000 99,750,000 3%, 5/9/08 4 245,000,000 244,224,167 ------------------- 1,304,165,445 ---------------------------------------------------------------------------------------------------------- ENERGY EQUIPMENT & SERVICES--0.1% Mississippi Business Finance Corp. Revenue Bonds, Signal International LLC Project, Series 2004A, 2.77%, 4/1/08 3 12,800,000 12,800,000 ---------------------------------------------------------------------------------------------------------- FOOD PRODUCTS--1.2% Nestle Capital Corp., 3.84%, 5/9/08 1 278,000,000 276,873,173 ---------------------------------------------------------------------------------------------------------- INSURANCE--1.8% ING America Insurance Holdings, Inc.: 2.60%, 6/20/08 130,000,000 129,255,000 2.72%, 6/16/08 9,000,000 8,948,320 2.75%, 6/23/08 50,000,000 49,682,986 2.94%, 6/3/08 7,500,000 7,461,413 3.85%, 4/16/08 42,500,000 42,431,823 4.10%, 4/11/08 46,000,000 45,947,611 ----------------------------------------------------------------------------------------------------------
6 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- Jackson National Life Global Funding, Series 2004-6, 2.908%, 5/15/08 3,4 $ 50,000,000 $ 50,000,000 ---------------------------------------------------------------------------------------------------------- Metropolitan Life Global Funding I, Series 2003-5, 2.918%, 9/12/08 2,3 69,400,000 69,400,000 ------------------- 403,127,153 ---------------------------------------------------------------------------------------------------------- LEASING & FACTORING--3.4% American Honda Finance Corp.: 3.09%, 12/10/08 2,3 143,500,000 143,500,000 3.145%, 8/6/08 2,3 52,500,000 52,500,000 3.17%, 11/20/08 2,3 162,000,000 162,000,000 ---------------------------------------------------------------------------------------------------------- Toyota Motor Credit Corp.: 2.77%, 9/15/08 3 125,000,000 125,000,000 3.75%, 5/16/08 300,000,000 298,593,750 ------------------- 781,593,750 ---------------------------------------------------------------------------------------------------------- MUNICIPAL--0.1% Chicago, IL Tax Increment Allocation Bonds, Near North Redevelopment Project, Sr. Lien, Series 1999B, 2.75%, 4/1/08 3 4,900,000 4,900,000 ---------------------------------------------------------------------------------------------------------- Intrepid Museum Foundation Revenue Bonds, Series 2006, 2.697%, 4/1/08 3 7,080,000 7,080,000 ------------------- 11,980,000 ---------------------------------------------------------------------------------------------------------- PERSONAL PRODUCTS--2.0% Procter & Gamble International Funding SCA, 2.75%, 4/1/08 1 50,000,000 50,000,000 ---------------------------------------------------------------------------------------------------------- Reckitt Benckiser Treasury Services plc: 2.58%, 6/13/08 1 24,000,000 23,874,440 2.73%, 6/12/08 1 45,000,000 44,754,300 3%, 4/22/08 1 114,300,000 114,081,534 3.12%, 4/21/08 1 122,500,000 122,286,833 3.15%, 5/15/08 1 50,000,000 49,807,500 3.93%, 4/11/08 1 41,000,000 40,955,242 ------------------- 445,759,849 ---------------------------------------------------------------------------------------------------------- SPECIAL PURPOSE FINANCIAL--1.4% LINKS Finance LLC: 3.045%, 8/15/08 3,4 70,000,000 69,992,233 3.125%, 8/6/08 3,4 175,000,000 174,987,918 ---------------------------------------------------------------------------------------------------------- Parkland (USA) LLC: 3.874%, 7/21/08 3,4 50,000,000 49,998,497 4.035%, 7/16/08 3,4 20,000,000 19,999,425 ------------------- 314,978,073 ------------------- Total Short-Term Notes (Cost $10,406,554,587) 10,406,554,587 ---------------------------------------------------------------------------------------------------------- U.S. GOVERNMENT AGENCIES--1.1% ---------------------------------------------------------------------------------------------------------- Federal Home Loan Bank, 2.50%, 8/6/08 222,000,000 220,057,006
7 | CENTENNIAL MONEY MARKET TRUST Centennial Money Market Trust STATEMENT OF INVESTMENTS MARCH 31, 2008 / UNAUDITED --------------------------------------------------------------------------------
PRINCIPAL AMOUNT VALUE ---------------------------------------------------------------------------------------------------------- Federal Home Loan Mortgage Corp., 2.48%, 5/19/08 $ 25,000,000 $ 24,916,659 ----------------- Total U.S. Government Agencies (Cost $244,973,665) 244,973,665 ---------------------------------------------------------------------------------------------------------- TOTAL INVESTMENTS, AT VALUE (COST $22,726,017,717) 100.1% 22,726,017,717 ---------------------------------------------------------------------------------------------------------- LIABILITIES IN EXCESS OF OTHER ASSETS (0.1) (21,871,731) ---------------------------------- NET ASSETS 100.0% $ 22,704,145,986 ==================================
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 $5,811,210,124, or 25.60% 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 $1,447,440,218 or 6.38% of the Trust's net assets as of March 31, 2008. 3. Represents the current interest rate for a variable or increasing rate security. 4. Illiquid security. The aggregate value of illiquid securities as of March 31, 2008 was $808,410,434, which represents 3.56% 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 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. Securities are valued at cost adjusted by the amortization of discount or premium to maturity (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 March 31, 2008, investments in securities included issues that are illiquid. Investments may be illiquid because they do not have an active trading market, making it difficult to value them or dispose of them promptly at an acceptable price. 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 an applicable footnote on the Statement of Investments. RECENT ACCOUNTING PRONOUNCEMENT In September 2006, Financial Accounting Standards Board ("FASB") 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 March 31, 2008, 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. 8 | 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 03/31/2008, 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: 05/14/2008 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: 05/14/2008 By: /s/ Brian W. Wixted --------------------------- Brian W. Wixted Principal Financial Officer Date: 05/14/2008