Invesco Core Fixed Income Trust
| CUSIP |
Security Name |
Share/Par |
Market Value |
% TNA |
Moody
Rating |
Coupon / Div Yield |
Maturity Date |
| IF1057002 | IFIT Invesco Credit Fund | 4,019,418 | $47,780,642 | 32.28% | NA | | |
| 01F052615 | FNCL TBA | 7,195,000 | $7,531,143 | 5.09% | AGY | 5.50 | 12/08/2039 |
| 01F050619 | FNCL TBA | 7,000,000 | $7,182,658 | 4.85% | AGY | 5.00 | 12/08/2039 |
| 02R052610 | FGLMC TBA | 5,600,000 | $5,866,000 | 3.96% | AGY | 5.50 | 01/01/2040 |
| 02R050614 | FGLMC TBA | 5,100,000 | $5,229,091 | 3.53% | AGY | 5.00 | 01/01/2040 |
| 912828LS7 | US TREASURY N/B | 5,000,000 | $4,945,700 | 3.34% | TRS | 2.38 | 10/31/2014 |
| 02R042413 | FGCI TBA | 4,000,000 | $4,110,000 | 2.78% | AGY | 4.50 | 01/01/2025 |
| 912828LF5 | US TREASURY N/B | 4,000,000 | $4,016,248 | 2.71% | TRS | 1.13 | 06/30/2011 |
| 02R042611 | FGLMC TBA | 4,000,000 | $3,990,000 | 2.70% | AGY | 4.50 | 01/01/2040 |
| 912828LJ7 | US TREASURY NOTE | 4,000,000 | $3,932,500 | 2.66% | TRS | 3.63 | 08/15/2019 |
| 31410G7L1 | FNCL 889299 | 3,011,338 | $3,192,488 | 2.16% | AGY | 6.00 | 04/01/2038 |
| 33736XCV9 | FUNBC 2001-C3 A3 | 2,642,465 | $2,759,106 | 1.86% | NA | 6.42 | 08/15/2033 |
| 31415RJG0 | FNCL 986863 | 2,564,535 | $2,749,117 | 1.86% | AGY | 6.50 | 08/01/2038 |
| 01F050411 | FNCI TBA | 2,500,000 | $2,612,500 | 1.77% | AGY | 5.00 | 01/01/2025 |
| 31396PBC4 | FNR 2006-123 BO PO | 2,955,372 | $2,521,290 | 1.70% | AGY | | 01/25/2037 |
| 912828KY5 | US TREASURY N/B | 2,500,000 | $2,518,165 | 1.70% | TRS | 2.63 | 06/30/2014 |
| 3137EABP3 | FHLMC | 2,200,000 | $2,353,314 | 1.59% | Aaa | 4.88 | 06/13/2018 |
| 912810FE3 | US TREASURY BOND | 2,000,000 | $2,228,750 | 1.51% | TRS | 5.50 | 08/15/2028 |
| 31395MDW6 | FHR 2934 MA | 2,102,712 | $2,198,308 | 1.49% | AGY | 4.50 | 02/15/2018 |
| 466247TX1 | JPMMT 2005-A6 3A3 | 2,980,000 | $2,110,061 | 1.43% | NA | 5.20 | 09/25/2035 |
| 94982CAG3 | WFMBS 2004-DD 2A6 | 2,480,000 | $2,052,478 | 1.39% | A2 | 4.49 | 01/25/2035 |
| 07388NAB2 | BSCMS 2006-T24 A2 | 2,000,000 | $2,041,228 | 1.38% | Aaa | 5.48 | 10/12/2041 |
| 912828KU3 | US TREASURY NOTE | 2,000,000 | $2,002,422 | 1.35% | TRS | 0.88 | 05/31/2011 |
| 617451CL1 | MSC 2005-HQ7 A4 | 2,000,000 | $1,971,838 | 1.33% | Aaa | 5.21 | 11/14/2042 |
| 31415PX86 | FNCL 985503 | 1,716,774 | $1,820,049 | 1.23% | AGY | 6.00 | 08/01/2038 |
| 921796MP0 | VMF 2002-C A4 | 1,684,472 | $1,693,821 | 1.14% | Aaa | 6.57 | 08/07/2024 |
| 31403UYK1 | FNARM 758614 | 1,573,552 | $1,604,089 | 1.08% | AGY | 2.28 | 11/01/2033 |
| 02R052412 | FGCI TBA | 1,500,000 | $1,586,016 | 1.07% | AGY | 5.50 | 01/01/2025 |
| 31390L5X0 | FNCL 649862 | 1,416,963 | $1,551,108 | 1.05% | AGY | 6.50 | 07/01/2032 |
| 617451BN8 | MSC 2005-HQ7 A2 | 1,500,000 | $1,536,948 | 1.04% | Aaa | 5.38 | 11/14/2042 |
| 07383F5K0 | BSCMS 2005-T18 A4 | 1,550,000 | $1,515,210 | 1.02% | Aaa | 4.93 | 02/13/2042 |
| 52108H4S0 | LBUBS 2005-C3 A3 | 1,500,000 | $1,506,755 | 1.02% | Aaa | 4.65 | 07/15/2030 |
| 07383F5G9 | BSCMS 2005-T18 A2 | 1,469,021 | $1,467,956 | 0.99% | Aaa | 4.56 | 02/13/2042 |
| 07387MAD1 | BSCMS 2006-PW11 AAB | 1,400,000 | $1,466,308 | 0.99% | NA | 5.46 | 03/11/2039 |
| 912795UU3 | US TREASURY BILL 06-17-10 | 1,420,000 | $1,418,851 | 0.96% | NA | | 06/17/2010 |
| 073945AG2 | BSCMS 2007-T28 AM | 1,750,000 | $1,414,137 | 0.96% | N.A. | 5.84 | 09/11/2042 |
| 31405RNE2 | FNARM 796989 | 1,334,184 | $1,371,055 | 0.93% | AGY | 2.76 | 08/01/2034 |
| 36228CVP5 | GSMS 2005-GG4 A2 | 1,370,000 | $1,369,216 | 0.93% | Aaa | 4.48 | 07/10/2039 |
| 50179RAC4 | LBUBS 2001-WM A2 | 1,300,000 | $1,368,871 | 0.92% | NA | 6.53 | 07/14/2016 |
| 07387MAE9 | BSCMS 2006-PW11 A4 | 1,350,000 | $1,319,531 | 0.89% | NA | 5.62 | 03/11/2039 |
| 07388NAE6 | BSCMS 2006-T24 A4 | 1,300,000 | $1,292,619 | 0.87% | Aaa | 5.54 | 10/12/2041 |
| 31404NAB2 | FNARM 773202 | 1,226,857 | $1,255,705 | 0.85% | AGY | 2.90 | 11/01/2034 |
| 86359BKA8 | SARM 2004-3AC A1 | 1,334,260 | $1,133,860 | 0.77% | Aaa | 3.26 | 03/25/2034 |
| 921796ME5 | VMF 2002-B A4 | 1,124,351 | $1,112,206 | 0.75% | Aaa | 5.84 | 02/07/2026 |
| 86359BFN6 | SASC 2004-2AC A1 | 1,297,955 | $1,084,367 | 0.73% | Aa3 | 3.11 | 02/25/2034 |
| 9292274D5 | WAMU 2003-AR6 A1 | 1,122,578 | $1,047,456 | 0.71% | Aaa | 3.05 | 06/25/2033 |
| 31407HYY6 | FNCI 831527 | 977,164 | $1,045,384 | 0.71% | AGY | 6.00 | 06/01/2021 |
| 05947ULJ5 | BACM 2003-1 A2 | 1,000,000 | $1,007,715 | 0.68% | NA | 4.65 | 09/11/2036 |
| SPF407RP2 | OFFST EI DU PONT DE NEMOURS | 1,000,000 | $1,000,000 | 0.68% | A2 | | 12/20/2014 |
| 912828LQ1 | UNITED STATES TREASURY NOTE | 1,000,000 | $991,560 | 0.67% | TRS | 2.38 | 09/30/2014 |
| 31394L6E7 | FHR 2682 XJ | 925,709 | $948,219 | 0.64% | AGY | 4.50 | 05/15/2027 |
| 59020UAB1 | MLMI 2004-A1 2A1 | 906,496 | $880,859 | 0.60% | NA | 3.79 | 02/25/2034 |
| 12669GBZ3 | CWHL 2004-HYB7 1A2 | 1,060,598 | $840,097 | 0.57% | Baa2 | 3.68 | 11/20/2034 |
| 92922FG44 | WAMU 2005-AR4 A3 | 837,153 | $835,515 | 0.56% | A1 | 4.59 | 04/25/2035 |
| 31388XYM0 | FNKL 618216 | 737,443 | $809,856 | 0.55% | AGY | 7.00 | 11/01/2031 |
| 07383FX37 | BSCMS 2004-PWR6 A4 | 800,000 | $793,649 | 0.54% | Aaa | 4.52 | 11/11/2041 |
| 05946XLZ4 | BAFC 2004-C 3A1 | 1,001,842 | $774,181 | 0.52% | Baa1 | 3.53 | 12/20/2034 |
| 00130HBP9 | AES CORPORATION 144A | 705,000 | $771,975 | 0.52% | B1 | 9.75 | 04/15/2016 |
| 07383F7W2 | BSCMS 2005-PWR8 A4 | 750,000 | $717,453 | 0.48% | Aaa | 4.67 | 06/11/2041 |
| 912810QB7 | US TREASURY NOTE | 750,000 | $703,594 | 0.48% | TRS | 4.25 | 05/15/2039 |
| 41161PFR9 | HVMLT 2004-6 3A1 | 883,158 | $634,884 | 0.43% | A2 | 4.05 | 08/19/2034 |
| 86359BTA9 | SARM 2004-6 1A | 762,400 | $633,389 | 0.43% | Aa3 | 2.99 | 06/25/2034 |
| 863579KY3 | SARM 2005-1 1A1 | 924,235 | $590,417 | 0.40% | Baa3 | 3.79 | 02/25/2035 |
| 552953BF7 | MGM MIRAGE INC 144A | 500,000 | $542,500 | 0.37% | B1 | 10.38 | 05/15/2014 |
| 22541SRP5 | CSFB 2004-AR7 2A1 | 624,467 | $527,810 | 0.36% | Aa1 | 3.75 | 11/25/2034 |
| 22541SDW5 | CSFB 2004-AR3 5A1 | 572,511 | $491,135 | 0.33% | Aaa | 3.78 | 04/25/2034 |
| 863579EF1 | SARM 2004-16 1A1 | 598,519 | $449,163 | 0.30% | A3 | 3.02 | 11/25/2034 |
| 86358RDX2 | SASC 2001-SB1 A5 | 514,840 | $423,047 | 0.29% | Aaa | 3.38 | 08/25/2031 |
| 863579EG9 | SARM 2004-16 1A2 | 570,633 | $393,955 | 0.27% | Baa1 | 3.02 | 11/25/2034 |
| 36225BW46 | GNJO 781567 | 359,410 | $380,314 | 0.26% | AGY | 5.00 | 02/15/2018 |
| 61744CBD7 | MSAC 2004-SD1 A | 461,401 | $368,580 | 0.25% | Aaa | 0.63 | 08/25/2034 |
| 31400FD79 | FNARM 686026 | 356,186 | $366,394 | 0.25% | AGY | 2.91 | 04/01/2033 |
| 36228CJT1 | GSMS 2001-ROCK A1 | 355,576 | $358,787 | 0.24% | Aaa | 6.22 | 05/03/2018 |
| 61748HBN0 | MSM 2004-6AR 2A2 | 420,577 | $340,825 | 0.23% | A2 | 3.93 | 08/25/2034 |
| 81180VAA1 | SEAGATE TECHNOLOGY INTL 144A | 300,000 | $331,500 | 0.22% | Ba1 | 10.00 | 05/01/2014 |
| 31391SMH0 | FN 675460 | 246,851 | $267,618 | 0.18% | AGY | 6.50 | 03/01/2018 |
| 81743PAP1 | SEMT 2003-2 A1 | 329,552 | $265,297 | 0.18% | Aa1 | 0.89 | 06/20/2033 |
| 31401H2H4 | FNCL 709176 | 230,975 | $242,764 | 0.16% | AGY | 5.50 | 06/01/2033 |
| 36209SDF5 | GNSF 479902 | 209,742 | $236,305 | 0.16% | AGY | 7.50 | 01/15/2031 |
| 1266716G6 | CWL 2004-5 4A3 | 254,929 | $221,675 | 0.15% | Aaa | 0.55 | 10/25/2034 |
| 12668WAT4 | CWL 2007-4 A1B | 221,702 | $218,694 | 0.15% | Aa2 | 5.81 | 09/25/2037 |
| 31386FUZ6 | FNCL 562300 | 177,032 | $200,110 | 0.14% | AGY | 7.50 | 01/01/2031 |
| 589929G28 | MLCC 2003-A 2A1 | 229,803 | $179,770 | 0.12% | Aa2 | 0.62 | 03/25/2028 |
| 36207LGU6 | GNSF 435011 | 153,258 | $176,324 | 0.12% | AGY | 8.00 | 01/15/2031 |
| 31287RP94 | FGLMC C65848 | 161,523 | $174,680 | 0.12% | AGY | 6.50 | 04/01/2032 |
| 949812AA9 | WFMBS 2004-I 1A1 | 169,546 | $160,690 | 0.11% | Aaa | 5.28 | 07/25/2034 |
| 86359BGB1 | SARM 2004-1 3A1 | 182,622 | $155,480 | 0.11% | A1 | 3.65 | 02/25/2034 |
| 36209SDN8 | GNSF 479909 | 132,726 | $152,702 | 0.10% | AGY | 8.00 | 01/15/2031 |
| 94980QAA7 | WFMBS 2004-W A1 | 146,180 | $135,528 | 0.09% | Aa2 | 4.55 | 11/25/2034 |
| 86359BCK5 | SASC 2003-37A 7A | 141,855 | $109,704 | 0.07% | Aa2 | 3.87 | 12/25/2033 |
| 31391SL32 | FNCI 675446 | 98,078 | $106,406 | 0.07% | AGY | 6.50 | 01/01/2018 |
| 36213R2R7 | GNSF 562484 | 98,599 | $104,961 | 0.07% | AGY | 6.00 | 02/15/2034 |
| 31401DFF3 | FN 704966 | 84,359 | $89,728 | 0.06% | AGY | 7.00 | 03/01/2018 |
| 31385WV55 | FN 555136 | 82,542 | $88,599 | 0.06% | AGY | 6.50 | 11/01/2017 |
| 31283KCA4 | FHLMC G10965 | 75,140 | $80,479 | 0.05% | AGY | 7.50 | 10/01/2014 |
| 86359BPM7 | SARM 2004-5 1A | 81,781 | $71,482 | 0.05% | Aa2 | 3.14 | 05/25/2034 |
| 31401DFG1 | FN 704967 | 58,582 | $63,538 | 0.04% | AGY | 7.50 | 03/01/2018 |
| 31295MYW4 | FHARM POOL 788825 | 56,927 | $58,602 | 0.04% | AGY | 3.07 | 11/01/2031 |
| 31400JAM1 | FNCL 688612 | 48,664 | $51,573 | 0.03% | AGY | 5.50 | 03/01/2033 |
| 31391SNF3 | FNARM 675490 | 45,283 | $46,830 | 0.03% | AGY | 4.24 | 03/01/2033 |
| 31391SM64 | FNARM 675481 | 39,808 | $41,761 | 0.03% | AGY | 4.52 | 02/01/2033 |
| 31392DAV4 | FNA 2002-M1 C | 40,150 | $41,520 | 0.03% | AGY | 6.17 | 02/25/2016 |
| 86359BEF4 | SASC 2003-40A 1A | 50,705 | $41,005 | 0.03% | A2 | 3.44 | 01/25/2034 |
| 36206PRG7 | GNMA 417287 | 34,352 | $38,620 | 0.03% | AGY | 7.50 | 03/15/2026 |
| 36212GWQ1 | GNSF 533555 | 32,524 | $37,407 | 0.03% | AGY | 8.00 | 12/15/2030 |
| 36212K3L5 | GNSF 536403 | 31,992 | $36,070 | 0.02% | AGY | 7.50 | 12/15/2030 |
| 36207UKJ6 | GNMA 442297 | 31,397 | $34,883 | 0.02% | AGY | 7.00 | 01/15/2027 |
| 31336RTZ3 | FH 1B0068 | 33,671 | $34,853 | 0.02% | AGY | 3.71 | 08/01/2031 |
| 3128FKNL5 | FHLMC D77595 | 29,884 | $33,065 | 0.02% | AGY | 7.00 | 01/01/2027 |
| 31336RUW8 | FH 1B0097 | 31,454 | $32,629 | 0.02% | AGY | 3.53 | 08/01/2031 |
| 31290LCD7 | FHLMC 555468 | 28,751 | $31,679 | 0.02% | AGY | 8.25 | 09/01/2017 |
| 31374GT64 | FNMA 313873 | 26,673 | $29,582 | 0.02% | AGY | 7.00 | 12/01/2027 |
| 31400DEV0 | FNCI 684248 | 25,892 | $27,570 | 0.02% | AGY | 5.50 | 01/01/2018 |
| 31283HUA1 | FGLMC G01477 | 24,575 | $26,318 | 0.02% | AGY | 6.00 | 12/01/2032 |
| 1266716Q4 | CWL 2004-5 M6 | 217,094 | $25,144 | 0.02% | Baa2 | 2.23 | 04/25/2034 |
| 31391DPP2 | FNCI 663830 | 21,302 | $22,458 | 0.02% | AGY | 5.00 | 01/01/2018 |
| 36202DBW0 | G2SF 2753 | 19,654 | $21,028 | 0.01% | AGY | 6.00 | 05/20/2029 |
| 31371KHS3 | FNCI 254141 | 16,776 | $17,978 | 0.01% | AGY | 6.00 | 01/01/2017 |
| 31386FVP7 | FNCL 562322 | 15,427 | $17,436 | 0.01% | AGY | 7.50 | 01/01/2031 |
| 31293R5K3 | FGLMC C28050 | 15,153 | $16,242 | 0.01% | AGY | 6.00 | 06/01/2029 |
| 31295MSR2 | FHARM 788628 FLT 08-01-31 | 13,173 | $13,556 | 0.01% | AGY | 3.25 | 08/01/2031 |
| 31384V4V1 | FNCL 535536 | 11,914 | $13,022 | 0.01% | AGY | 8.25 | 08/01/2018 |
| 3128GMG53 | FGCI E84720 | 11,680 | $12,618 | 0.01% | AGY | 6.50 | 07/01/2016 |
| 31371HB72 | FNMA 252162 | 9,679 | $10,489 | 0.01% | AGY | 6.50 | 12/01/2028 |
| 36210JXA1 | GNSF 493973 | 8,863 | $9,574 | 0.01% | AGY | 6.50 | 06/15/2029 |
| 31336RT34 | FH 1B0070 FLT 08-01-31 | 8,831 | $9,146 | 0.01% | AGY | 3.53 | 08/01/2031 |
| 31389GF21 | FNCL 624885 | 7,306 | $7,900 | 0.01% | AGY | 6.50 | 01/01/2032 |
| 31383LUF0 | FNCL 506482 | 7,225 | $7,824 | 0.01% | AGY | 6.50 | 07/01/2029 |
| 31292GU53 | FGLMC C00604 | 7,266 | $7,792 | 0.01% | AGY | 6.00 | 04/01/2028 |
| 36200ACN7 | GNSF 595077 | 6,618 | $7,070 | 0.00% | AGY | 6.00 | 10/15/2032 |
| 36209Y4T2 | GNSF 486034 | 5,988 | $6,887 | 0.00% | AGY | 8.00 | 11/15/2030 |
| 3128GSDX2 | FGCI E89118 | 6,209 | $6,652 | 0.00% | AGY | 6.00 | 04/01/2017 |
| 31383C3J2 | FNMA 499501 | 5,816 | $6,287 | 0.00% | AGY | 6.50 | 06/01/2014 |
| 36206FVG4 | GNMA 410215 | 5,576 | $6,273 | 0.00% | AGY | 7.50 | 12/15/2025 |
| 31375EPM7 | FNMA 332628 | 5,642 | $6,269 | 0.00% | AGY | 7.00 | 08/01/2023 |
| 36225AQ37 | GNMA 780474 | 4,672 | $5,251 | 0.00% | AGY | 7.50 | 12/15/2023 |
| 36210F6D3 | GNMA 491468 | 4,541 | $5,055 | 0.00% | AGY | 7.00 | 05/15/2029 |
| 31374TV48 | FNMA 323835 | 4,444 | $4,816 | 0.00% | AGY | 6.50 | 05/01/2029 |
| 36209RNG4 | GNMA 479291 | 3,839 | $4,415 | 0.00% | AGY | 8.00 | 04/15/2030 |
| 31384RHW4 | FNMA 531345 | 3,842 | $4,405 | 0.00% | AGY | 8.00 | 06/01/2030 |
| 36213SYK5 | GNSF 563314 | 3,922 | $4,236 | 0.00% | AGY | 6.50 | 11/15/2031 |
| 36210AWV5 | GNMA 486760 | 3,711 | $4,009 | 0.00% | AGY | 6.50 | 12/15/2028 |
| 31389KSH5 | FNCI 627920 | 3,582 | $3,839 | 0.00% | AGY | 6.00 | 02/01/2017 |
| 31290LCE5 | FHLMC 555469 | 3,347 | $3,811 | 0.00% | AGY | 9.00 | 11/01/2019 |
| 36209WPA4 | GNMA 483817 | 3,410 | $3,794 | 0.00% | AGY | 7.00 | 12/15/2028 |
| 36208VZV0 | GNSF 462556 | 3,389 | $3,661 | 0.00% | AGY | 6.50 | 02/15/2028 |
| 31389JGZ1 | FNCI 626716 | 3,284 | $3,520 | 0.00% | AGY | 6.00 | 01/01/2017 |
| 31379EG68 | FNCL 417021 | 3,096 | $3,483 | 0.00% | AGY | 7.50 | 09/01/2025 |
| 31283HLN3 | FGLMC G01233 | 3,051 | $3,370 | 0.00% | AGY | 7.00 | 04/01/2031 |
| 31293PAV7 | FHLMC C25420 | 3,074 | $3,328 | 0.00% | AGY | 6.50 | 04/01/2029 |
| 31387DGA1 | FNCI 580793 | 3,082 | $3,303 | 0.00% | AGY | 6.00 | 04/01/2016 |
| 36212KAS2 | GNSF 535617 | 2,947 | $3,282 | 0.00% | AGY | 7.00 | 12/15/2030 |
| 36225ATP5 | GNSF 780558 | 2,882 | $3,192 | 0.00% | AGY | 7.00 | 12/15/2023 |
| 36204DHK8 | GNSF 366634 | 2,159 | $2,430 | 0.00% | AGY | 7.50 | 11/15/2023 |
| 31293EME7 | FGLMC C18457 | 2,170 | $2,327 | 0.00% | AGY | 6.00 | 12/01/2028 |
| 31382DWR1 | FNCL 479556 | 1,796 | $2,026 | 0.00% | AGY | 7.50 | 09/01/2029 |
| 3128GGT86 | FHLMC E80575 | 1,797 | $1,957 | 0.00% | AGY | 7.50 | 05/01/2015 |
| 36209MGJ7 | GNSF 475501 | 1,734 | $1,873 | 0.00% | AGY | 6.50 | 08/15/2028 |
| 36207ADE9 | GNMA 425901 | 1,740 | $1,870 | 0.00% | AGY | 6.50 | 02/15/2026 |
| 31374GG27 | FNCL 313517 | 1,606 | $1,770 | 0.00% | AGY | 9.00 | 08/01/2017 |
| 31380G5H8 | FNCL 440148 | 1,627 | $1,763 | 0.00% | AGY | 6.50 | 08/01/2028 |
| 31283KAR9 | FHLMC G10916 | 1,622 | $1,743 | 0.00% | AGY | 6.50 | 06/01/2014 |
| 36203DQU7 | GNMA 346167 | 1,448 | $1,666 | 0.00% | AGY | 8.50 | 05/15/2023 |
| 36206FWN8 | GNSF 410253 | 1,442 | $1,600 | 0.00% | AGY | 7.00 | 12/15/2025 |
| 31294B6N0 | FGLMC C35377 | 1,387 | $1,532 | 0.00% | AGY | 7.00 | 01/01/2030 |
| 31336RVK3 | FH 1B0118 | 1,432 | $1,483 | 0.00% | AGY | 3.62 | 08/01/2031 |
| 31383SSP6 | FNCI 511826 | 1,118 | $1,198 | 0.00% | AGY | 6.00 | 07/01/2016 |
| 31378S2F3 | FNCL 407674 | 1,040 | $1,172 | 0.00% | AGY | 7.50 | 12/01/2027 |
| 31283G4H7 | FHLMC G00824 | 907 | $1,034 | 0.00% | AGY | 8.00 | 12/01/2023 |
| 31379D7G8 | FNCL 416795 | 901 | $974 | 0.00% | AGY | 6.50 | 02/01/2028 |
| 31283JSF9 | FHLMC G10518 | 803 | $821 | 0.00% | AGY | 8.00 | 10/01/2010 |
| 31376CDJ0 | FNCL 351205 | 690 | $767 | 0.00% | AGY | 7.00 | 07/01/2026 |
| 31283JNW7 | FHLMC G10405 | 714 | $732 | 0.00% | AGY | 6.50 | 11/01/2010 |
| 3128FSRY6 | FGLMC D83203 | 625 | $676 | 0.00% | AGY | 6.50 | 10/01/2027 |
| 36225A3F5 | GNSF 780798 | 593 | $667 | 0.00% | AGY | 7.50 | 12/15/2027 |
| 31374FY94 | FNMA 313136 | 41 | $42 | 0.00% | AGY | 8.50 | 03/01/2010 |
| TYH0 CM | US 10YR NOTE MAR10 FUTURE | 132 | $0 | 0.00% | NA | | |
| TUH0 CM | US 2YR NOTE (CBT) MAR10 FUTURE | 223 | $0 | 0.00% | NA | | |
| JYH0 FX | JPN YEN CURR FUT MAR10 | 8 | $0 | 0.00% | NA | | |
| JBH0 CM | JPN 10Y BOND(TSE) MAR10 FUTURE | 2 | $0 | 0.00% | NA | | |
| FVH0 CM | US 5YR NOTE (CBT) MAR10 FUTURE | 97 | $0 | 0.00% | NA | | |
| EDZ1 CM | 90DAY EURO$ DEC11 FUTURE | 36 | $0 | 0.00% | NA | | |
| EDZ0 CM | 90DAY EURO$ DEC10 FUTURE | 36 | $0 | 0.00% | NA | | |
| ADH0 FX | A$ CURRENCY MAR10 FUTURE | 12 | $0 | 0.00% | NA | | |
| EDH1 CM | 90DAY EURO$ MAR11 FUTURE | 36 | $0 | 0.00% | NA | | |
| EDU0 CM | 90DAY EURO$ SEP10 FUTURE | 36 | $0 | 0.00% | NA | | |
| EDM1 CM | 90DAY EURO$ JUN11 FUTURE | 36 | $0 | 0.00% | NA | | |
| EDH0 CM | 90DAY EURO$ MAR10 FUTURE | 36 | $0 | 0.00% | NA | | |
| EDM0 CM | 90DAY EURO$ JUN10 FUTURE | 36 | $0 | 0.00% | NA | | |
| ECH0 FX | EURO FX CURR MAR10 FUTURE | 6 | $0 | 0.00% | NA | | |
| USH0 CM | US LONG BOND(CBT) MAR10 FUTURE | 7 | $0 | 0.00% | NA | | |
| 962166BP8 | WEYERHAEUSER CO | 0 | $0 | 0.00% | Ba1 | 6.75 | 03/15/2012 |
| 31359MEY5 | FNMA | 0 | $0 | 0.00% | WR | 6.63 | 09/15/2009 |
| EDU1 CM | 90DAY EURO$ SEP11 FUTURE | 36 | $0 | 0.00% | NA | | |
| SPF407RO5 | CDS EI DU PONT DE NEMOURS & CO 1 12-14 | 1,000,000 | -$1,020,523 | -0.69% | NA | 1.00 | 12/20/2014 |
Portfolio holdings are unaudited. Quarterly portfolio holdings include open derivatives positions and any collateral supporting those positions but excludes any idle cash and cash equivalents awaiting investment and/or collateral supporting securities on loan.
For audited portfolio holdings of this or any other Institutional Retirement Trust collective trust fund, please refer to our most recent annual financial statements.
Portfolio characteristics are subject to change and current holdings may differ. It should not be assumed that any of the holdings discussed were or will prove to be profitable, or that the investment recommendations or decisions we make in the future will be profitable or will equal the investment performance of the holdings discussed herein.
If you are an institutional investor and would like more recent holdings, please log on to your account(s). If you are a plan participant and would like more recent holdings, please contact your plan sponsor or recordkeeper.
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