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The factory screws/bolts used to hold the center caps on are of the self-threading type. I think only three holes have threads because only three holes have ever had bolts run through them. If you have an original hex-headed center cap bolt, it should have a notch cut in the end of the bolt, which gives it away as a self-threader.
I always thought the extra holes were there in case you stripped out the original holes. And yes I seem to remember the original bolts as self-tapping on my old rallys.