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Quarterly Portfolio Holdings
as of
06/30/2023
Invesco Balanced-Risk Allocation Trust - Class C
| CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
|---|---|---|---|---|---|---|---|
| IRTGOVTT8 | IRT GOVT TRUST | 956093000 | $956,093,000.00 | 49.72% | N/A | ||
| CASHUSD00 | USD CURRENCY CASH | 679387759 | $679,387,759.18 | 35.33% | 0.00 | ||
| FUTURES CASH COLLATERAL & VM | 123960000 | $123,960,000.00 | 6.45% | N/A | |||
| 912796ZY8 | TREASURY BILL 0 1/25/2024 | 109000000 | $105,864,860.25 | 5.51% | Aaa | 0.00 | 01/25/2024 |
| CASHJPY06 | JPY CURRENCY CASH | 2748141462 | $19,009,728.92 | 0.99% | 0.00 | ||
| SWAP COLLATERAL USD | 10730559 | $10,730,559.36 | 0.56% | N/A | |||
| CASHEUR08 | EUR CURRENCY CASH | 8998390 | $9,819,492.74 | 0.51% | 0.00 | ||
| CASHGBP00 | GBP CURRENCY CASH | 6994721 | $8,892,738.69 | 0.46% | 0.00 | ||
| SoyBean Oil Ssnl GS (Long) (Leg A) | 120000 | $3,045,658.80 | 0.16% | 0.00 | 02/21/2024 | ||
| CASHAUD07 | AUD CURRENCY CASH | 4708502 | $3,133,272.42 | 0.16% | 0.00 | ||
| SoyBean Oil Ssnl CARG (Long) (Leg A) | 55000 | $1,871,556.50 | 0.10% | 0.00 | 02/21/2024 | ||
| Soymeal Frnt CIBC ER Swap (Long) (Leg A) | 85000 | $1,290,359.50 | 0.07% | 0.00 | 02/21/2024 | ||
| CNU3 | CAN 10YR BOND FUT Sep23CNU3 | 1565 | $1,135,343.46 | 0.06% | N/A | 09/20/2023 | |
| MSCI EURO EMU Momentum TR Swap (Leg A) | 5300 | $910,880.45 | 0.05% | 0.00 | 01/24/2024 | ||
| MSCI EURO EMU LowVol TR Swap (Leg A) | 8800 | $568,305.54 | 0.03% | 0.00 | 01/25/2024 | ||
| SoyBeans BARC Seasonal ER Swap (Long) (Leg A) | 39000 | $623,832.30 | 0.03% | 0.00 | 02/21/2024 | ||
| XBQ3 | GASOLINE RBOB FUT Aug23XBQ3 COMB | 354 | $617,022.00 | 0.03% | N/A | 07/31/2023 | |
| IVZ Idx USA Quality TR Swap (Leg A) | 2320 | $314,429.60 | 0.02% | 0.00 | 10/25/2023 | ||
| HOZ3 | NY Harb ULSD Fut Dec23HOZ3 COMB | 215 | $353,073.00 | 0.02% | N/A | 11/30/2023 | |
| February 24 Puts on MXEFMXEF US 02/16/24 P1040 | 78 | $478,140.00 | 0.02% | N/A | 02/16/2024 | ||
| GasOil JPM Opt Roll Swap (Long) (Leg A) | 79000 | $319,199.50 | 0.02% | 0.00 | 02/06/2024 | ||
| April 24 Puts on MXEFMXEF US 04/19/24 P975 | 78 | $318,630.00 | 0.02% | N/A | 04/19/2024 | ||
| MSCI Japan Quality TR Swap (Leg A) | 2189811 | $480,330.00 | 0.02% | 0.00 | 07/24/2023 | ||
| IVZ Idx USA Momentum TR Swap (Leg A) | 3200 | $330,304.00 | 0.02% | 0.00 | 11/29/2023 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 1226388 | $344,676.41 | 0.02% | 0.00 | 07/24/2023 | ||
| March 24 Puts on MXEFMXEF US 03/15/24 P970 | 78 | $294,060.00 | 0.02% | N/A | 03/15/2024 | ||
| June 24 Puts on MXEFMXEF US 06/21/24 P960 | 78 | $336,960.00 | 0.02% | N/A | 06/21/2024 | ||
| RTYU3 | E-Mini Russ 2000 Sep23RTYU3 | 1035 | $289,800.00 | 0.02% | N/A | 09/15/2023 | |
| May 24 Puts on MXEFMXEF US 05/17/24 P960 | 78 | $309,270.00 | 0.02% | N/A | 05/17/2024 | ||
| May 24 Puts on SPXSPX US 05/17/24 P4200 | 8 | $103,520.00 | 0.01% | N/A | 05/17/2024 | ||
| DE000C7T3N61 | May 24 Puts on SX5ESX5E 05/17/24 P4200 | 100 | $174,054.38 | 0.01% | N/A | 05/17/2024 | |
| GB00KHKVX033 | June 24 Puts on UKXUKX 06/21/24 P7575 | 55 | $220,261.39 | 0.01% | N/A | 06/21/2024 | |
| DE000C1WBJ35 | June 24 Puts on SX5ESX5E 06/21/24 P4250 | 100 | $206,028.00 | 0.01% | N/A | 06/21/2024 | |
| June 24 Puts on SPXSPX US 06/21/24 P4275 | 8 | $123,640.00 | 0.01% | N/A | 06/21/2024 | ||
| COZ3 | BRENT CRUDE FUTR Dec23COZ3 | 305 | $216,550.01 | 0.01% | N/A | 10/31/2023 | |
| GB00C01RQ558 | May 24 Puts on UKXUKX 05/17/24 P7800 | 55 | $253,825.03 | 0.01% | N/A | 05/17/2024 | |
| DE000C7QG8F0 | April 24 Puts on SX5ESX5E 04/19/24 P4200 | 100 | $149,828.63 | 0.01% | N/A | 04/19/2024 | |
| June 24 Puts on NKYNKY 06/14/24 P29750 | 28 | $235,326.67 | 0.01% | N/A | 06/14/2024 | ||
| June 24 Puts on NKYNKY 06/14/24 P28250 | 28 | $170,442.36 | 0.01% | N/A | 06/14/2024 | ||
| June 24 Puts on NKYNKY 06/14/24 P27000 | 28 | $130,737.04 | 0.01% | N/A | 06/14/2024 | ||
| GB00KHKDMJ18 | April 24 Puts on UKXUKX 04/19/24 P7575 | 55 | $176,908.35 | 0.01% | N/A | 04/19/2024 | |
| IVZ Idx USA Low Vol TR Swap (Leg A) | 3700 | $215,636.00 | 0.01% | 0.00 | 11/28/2023 | ||
| DE000C7NUJ29 | March 24 Puts on SX5ESX5E 03/15/24 P4150 | 100 | $123,966.00 | 0.01% | N/A | 03/15/2024 | |
| GB00KHJ0Q802 | March 24 Puts on UKXUKX 03/15/24 P7800 | 55 | $249,979.19 | 0.01% | N/A | 03/15/2024 | |
| DE000C7KYDW8 | February 24 Puts on SX5ESX5E 02/16/24 P4100 | 100 | $103,232.25 | 0.01% | N/A | 02/16/2024 | |
| GB00KFNZHW86 | February 24 Puts on UKXUKX 02/16/24 P7650 | 55 | $181,453.43 | 0.01% | N/A | 02/16/2024 | |
| January 24 Puts on MXEFMXEF US 01/19/24 P960 | 78 | $228,540.00 | 0.01% | N/A | 01/19/2024 | ||
| GB00KFMV5Q78 | January 24 Puts on UKXUKX 01/19/24 P7450 | 55 | $135,653.05 | 0.01% | N/A | 01/19/2024 | |
| USU3 | US LONG BOND(CBT) Sep23USU3 COMB | 285 | $213,750.00 | 0.01% | N/A | 09/20/2023 | |
| RXU3 | EURO-BUND FUTURE Sep23RXU3 | 1730 | $188,786.25 | 0.01% | N/A | 09/07/2023 | |
| GB00H1PJWF19 | December 23 Puts on UKXUKX 12/15/23 P7450 | 55 | $116,423.88 | 0.01% | N/A | 12/15/2023 | |
| Z U3 | FTSE 100 IDX FUT Sep23Z U3 | 220 | $166,419.72 | 0.01% | N/A | 09/15/2023 | |
| Soymeal BARC GSCI 1-2 month ER Swap (Long) (Leg A) | 3300 | $136,253.70 | 0.01% | 0.00 | 02/21/2024 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 541382 | $152,155.44 | 0.01% | 0.00 | 08/23/2023 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 591769 | $166,316.70 | 0.01% | 0.00 | 07/25/2023 | ||
| December 23 Puts on MXEFMXEF US 12/15/23 P970 | 78 | $213,720.00 | 0.01% | N/A | 12/15/2023 | ||
| SIU3 | SILVER FUTURE Sep23SIU3 COMB | 108 | $119,880.00 | 0.01% | N/A | 09/27/2023 | |
| ESU3 | S&P500 EMINI FUT Sep23ESU3 | 47 | $123,375.00 | 0.01% | N/A | 09/15/2023 | |
| VGU3 | EURO STOXX 50 Sep23VGU3 | 450 | $230,799.38 | 0.01% | N/A | 09/15/2023 | |
| Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) | -38452714 | -$4,740.74 | 0.00% | 0.30 | 07/10/2023 | ||
| Aluminum MS GSCI Dynamic Roll Swap (Long) | 365000 | $0.00 | 0.00% | N/A | 07/10/2023 | ||
| Aluminum BAML OY ER Swap (Long) (Leg B) | -5238302 | -$1,303.12 | 0.00% | 0.28 | 10/03/2023 | ||
| Aluminum BAML OY ER Swap (Long) (Leg A) | 48000 | $0.00 | 0.00% | 0.00 | 10/03/2023 | ||
| Aluminum BAML OY ER Swap (Long) | 48000 | $0.00 | 0.00% | N/A | 10/03/2023 | ||
| GB00K6ZQGL84 | July 23 Puts on UKXUKX 07/21/23 P6950 | 55 | $2,097.73 | 0.00% | N/A | 07/21/2023 | |
| September 23 Puts on NKYNKY 09/08/23 P25750 | 28 | $5,810.54 | 0.00% | N/A | 09/08/2023 | ||
| July 23 Puts on SPXSPX US 07/21/23 P3750 | 8 | $1,160.00 | 0.00% | N/A | 07/21/2023 | ||
| DE000C6ZTS77 | July 23 Puts on SX5ESX5E 07/21/23 P3400 | 100 | $545.63 | 0.00% | N/A | 07/21/2023 | |
| GB00F76DVC62 | August 23 Puts on UKXUKX 08/18/23 P7200 | 55 | $21,676.52 | 0.00% | N/A | 08/18/2023 | |
| September 23 Puts on NKYNKY 09/08/23 P26500 | 28 | $8,134.75 | 0.00% | N/A | 09/08/2023 | ||
| September 23 Puts on NKYNKY 09/08/23 P27750 | 28 | $12,976.86 | 0.00% | N/A | 09/08/2023 | ||
| August 23 Puts on MXEFMXEF US 08/18/23 P970 | 78 | $88,530.00 | 0.00% | N/A | 08/18/2023 | ||
| August 23 Puts on SPXSPX US 08/18/23 P4100 | 8 | $10,120.00 | 0.00% | N/A | 08/18/2023 | ||
| DE000C615E54 | August 23 Puts on SX5ESX5E 08/18/23 P3500 | 100 | $3,055.50 | 0.00% | N/A | 08/18/2023 | |
| GB00K43Q2Q38 | September 23 Puts on UKXUKX 09/15/23 P7000 | 55 | $22,375.76 | 0.00% | N/A | 09/15/2023 | |
| DE000C1TNAE9 | September 23 Puts on SX5ESX5E 09/15/23 P3350 | 100 | $5,019.75 | 0.00% | N/A | 09/15/2023 | |
| September 23 Puts on SPXSPX US 09/15/23 P3900 | 8 | $11,280.00 | 0.00% | N/A | 09/15/2023 | ||
| September 23 Puts on MXEFMXEF US 09/15/23 P950 | 78 | $84,240.00 | 0.00% | N/A | 09/15/2023 | ||
| GCQ3 | GOLD 100 OZ FUTR Aug23GCQ3 COMB | 53 | $60,950.00 | 0.00% | N/A | 08/29/2023 | |
| NKU3 | NIKKEI 225 (OSE) Sep23NKU3 COMB | 486 | -$33,618.10 | 0.00% | N/A | 09/07/2023 | |
| July 23 Puts on MXEFMXEF US 07/21/23 P975 | 78 | $46,410.00 | 0.00% | N/A | 07/21/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -18767559 | -$47,443.55 | 0.00% | N/A | 07/26/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -14547233 | -$36,774.76 | 0.00% | N/A | 07/28/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 2766 | $0.00 | 0.00% | N/A | 07/26/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 2144 | $0.00 | 0.00% | N/A | 07/28/2023 | ||
| December 23 Puts on SPXSPX US 12/15/23 P4100 | 8 | $48,880.00 | 0.00% | N/A | 12/15/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -23229532 | -$58,413.50 | 0.00% | N/A | 08/25/2023 | ||
| MSCI Emerg Low Vol TR Swap | 12200 | $0.00 | 0.00% | N/A | 08/25/2023 | ||
| MSCI Japan Quality TR Swap (Leg B) | -582615303 | $867.89 | 0.00% | N/A | 07/21/2023 | ||
| MSCI Japan Quality TR Swap (Leg A) | 186916 | $40,999.59 | 0.00% | 0.00 | 07/21/2023 | ||
| MSCI Japan Quality TR Swap | 186916 | $0.00 | 0.00% | N/A | 07/21/2023 | ||
| MSCI Japan Quality TR Swap (Leg B) | -6825618989 | $10,167.74 | 0.00% | N/A | 07/24/2023 | ||
| MSCI Japan LowVol TR Swap (Leg B) | -3768862019 | $7,435.62 | 0.00% | N/A | 07/24/2023 | ||
| MSCI Japan Quality TR Swap | 2189811 | $0.00 | 0.00% | N/A | 07/24/2023 | ||
| MSCI Japan LowVol TR Swap | 1226388 | $0.00 | 0.00% | N/A | 07/24/2023 | ||
| MSCI Japan LowVol TR Swap (Leg B) | -1818588985 | $3,587.91 | 0.00% | N/A | 07/25/2023 | ||
| MSCI Japan LowVol TR Swap | 591769 | $0.00 | 0.00% | N/A | 07/25/2023 | ||
| MSCI EURO EMU Quality TR Swap (Leg B) | -29332659 | -$29,075.08 | 0.00% | N/A | 07/27/2023 | ||
| MSCI EURO EMU Quality TR Swap (Leg A) | 6900 | -$82,072.91 | 0.00% | 0.00 | 07/27/2023 | ||
| MSCI EURO EMU Quality TR Swap | 6900 | $0.00 | 0.00% | N/A | 07/27/2023 | ||
| BNP - BNPP US DV PAY SONIO/N + 15BPS | -2101589 | -$5,257.88 | 0.00% | 4.59 | 08/23/2023 | ||
| CIT - CITI US DV PAY SOFRRATE + 62BPS | -3808120 | -$9,609.83 | 0.00% | 0.62 | 08/28/2023 | ||
| GSI - GOLD US DV PAY MUTKCALM - 50BPS | -1014136200 | $1,870.11 | 0.00% | -0.54 | 07/25/2023 | ||
| BNP - BNPP US DV PAY MUTKCALM - 33BPS | -716907700 | $929.35 | 0.00% | -0.38 | 08/23/2023 | ||
| BNP - BNPP US DV TRS REC IIBBMPN | 350 | -$21,914.90 | 0.00% | 0.00 | 08/23/2023 | ||
| CIT - CITI US DV TRS REC M1EFMVOL | 2000 | -$36,520.00 | 0.00% | 0.00 | 08/28/2023 | ||
| GSI - GOLD US DV TRS REC M4JPVOJ | 330000 | $92,746.52 | 0.00% | 0.00 | 07/21/2023 | ||
| BNP - BNPP US DV TRS REC M4JPQU | 230000 | $50,449.97 | 0.00% | 0.00 | 08/21/2023 | ||
| IVZ Idx UK Momentum TR Swap NET | 350 | $0.00 | 0.00% | N/A | 08/23/2023 | ||
| MSCI Emerg Low Vol TR Swap | 2000 | $0.00 | 0.00% | N/A | 08/28/2023 | ||
| MSCI Japan LowVol TR Swap | 330000 | $0.00 | 0.00% | N/A | 07/25/2023 | ||
| MSCI Japan Quality TR Swap | 230000 | $0.00 | 0.00% | N/A | 08/23/2023 | ||
| BNP - BNPP US DV PAY SONIO/N + 14BPS | -2022052 | -$5,048.33 | 0.00% | 4.58 | 08/24/2023 | ||
| BNP - BNPP US DV TRS REC IIBBLPN | 400 | -$11,986.29 | 0.00% | 0.00 | 08/24/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET | 400 | $0.00 | 0.00% | N/A | 08/24/2023 | ||
| GasOil JPM Opt Roll Swap (Long) (Leg B) | -25639490 | -$1,580.52 | 0.00% | 0.25 | 02/06/2024 | ||
| GasOil JPM Opt Roll Swap (Long) | 79000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
| Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -18777740 | -$2,639.17 | 0.00% | 0.27 | 02/06/2024 | ||
| Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 185000 | -$29,100.50 | 0.00% | 0.00 | 02/06/2024 | ||
| Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 185000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
| MSCI Japan LowVol TR Swap (Leg B) | -1663742679 | $2,907.20 | 0.00% | N/A | 08/23/2023 | ||
| MSCI Japan LowVol TR Swap | 541382 | $0.00 | 0.00% | N/A | 08/23/2023 | ||
| MSCI Japan LowVol TR Swap (Leg B) | -554581918 | $969.07 | 0.00% | N/A | 08/24/2023 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 180461 | $50,718.57 | 0.00% | 0.00 | 08/24/2023 | ||
| MSCI Japan LowVol TR Swap | 180461 | $0.00 | 0.00% | N/A | 08/24/2023 | ||
| MSCI Japan Quality TR Swap (Leg B) | -436266388 | $579.61 | 0.00% | N/A | 08/23/2023 | ||
| MSCI Japan Quality TR Swap (Leg B) | -290843220 | $386.40 | 0.00% | N/A | 08/24/2023 | ||
| MSCI Japan Quality TR Swap (Leg A) | 139964 | $30,700.79 | 0.00% | 0.00 | 08/23/2023 | ||
| MSCI Japan Quality TR Swap (Leg A) | 93309 | $20,467.11 | 0.00% | 0.00 | 08/24/2023 | ||
| MSCI Japan Quality TR Swap | 139964 | $0.00 | 0.00% | N/A | 08/23/2023 | ||
| MSCI Japan Quality TR Swap | 93309 | $0.00 | 0.00% | N/A | 08/24/2023 | ||
| Corn Ssnl BAML Swap (Long) (Leg B) | -9084405 | -$974.77 | 0.00% | 0.12 | 02/21/2024 | ||
| Corn Ssnl GSl Swap (Long) (Leg B) | -8497466 | -$1,005.73 | 0.00% | 0.18 | 02/21/2024 | ||
| Corn Ssnl BAML Swap (Long) (Leg A) | 165000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| Corn Ssnl BAML Swap (Long) | 165000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Corn Ssnl GSl Swap (Long) | 240000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Sugar CARG Mar-Mar ER Swap (Long) (Leg B) | -18966056 | -$2,598.08 | 0.00% | 0.20 | 02/21/2024 | ||
| SoyBean Oil Ssnl GS (Long) (Leg B) | -14807472 | -$2,434.10 | 0.00% | 0.25 | 02/21/2024 | ||
| Sugar CARG Mar-Mar ER Swap (Long) | 36000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| SoyBean Oil Ssnl GS (Long) | 120000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Cotton BAML Seasonal Swap (Long) (Leg B) | -15107951 | -$2,286.92 | 0.00% | 0.18 | 02/21/2024 | ||
| SoyBeans RBC Seasonal ER Swap (Long) (Leg B) | -14411350 | -$1,859.57 | 0.00% | 0.18 | 02/21/2024 | ||
| Cotton BAML Seasonal Swap (Long) (Leg A) | 170000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| SoyBeans RBC Seasonal ER Swap (Long) (Leg A) | 100000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| Cotton BAML Seasonal Swap (Long) | 170000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| SoyBeans RBC Seasonal ER Swap (Long) | 100000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Cotton CIBC Seasonal Swap (Long) (Leg B) | -14410035 | -$2,100.32 | 0.00% | 0.28 | 02/21/2024 | ||
| SoyBeans BARC Seasonal ER Swap (Long) (Leg B) | -15806805 | -$1,316.52 | 0.00% | 0.19 | 02/21/2024 | ||
| Soymeal BARC GSCI 1-2 month ER Swap (Long) (Leg B) | -3873722 | -$322.63 | 0.00% | 0.19 | 02/21/2024 | ||
| Soymeal Frnt CIBC ER Swap (Long) (Leg B) | -18750303 | -$1,366.46 | 0.00% | 0.14 | 02/21/2024 | ||
| SoyBean Oil Ssnl CARG (Long) (Leg B) | -9133316 | -$1,501.36 | 0.00% | 0.24 | 02/21/2024 | ||
| Soymeal Frnt MACQ ER Swap (Long) (Leg B) | -20122105 | -$468.60 | 0.00% | 0.17 | 02/21/2024 | ||
| Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg B) | -8090518 | -$1,488.08 | 0.00% | 0.20 | 02/21/2024 | ||
| Soymeal Frnt MACQ ER Swap (Long) (Leg A) | 47000 | -$80,708.40 | 0.00% | 0.00 | 02/21/2024 | ||
| Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg A) | 44000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| Cotton CIBC Seasonal Swap (Long) | 90000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| SoyBeans BARC Seasonal ER Swap (Long) | 39000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Soymeal BARC GSCI 1-2 month ER Swap (Long) | 3300 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Soymeal Frnt CIBC ER Swap (Long) | 85000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| SoyBean Oil Ssnl CARG (Long) | 55000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Soymeal Frnt MACQ ER Swap (Long) | 47000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Sugar RBC Mar-Oct-Mar ER Swap (Long) | 44000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| JP - JPMS US DV PAY SOFRRATE + 63BPS | -5767326 | -$14,579.55 | 0.00% | 0.63 | 08/25/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -2856090 | -$7,207.37 | 0.00% | N/A | 08/28/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 1500 | -$27,390.00 | 0.00% | 0.00 | 08/28/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 850 | $0.00 | 0.00% | N/A | 08/25/2023 | ||
| MSCI Emerg Low Vol TR Swap | 1500 | $0.00 | 0.00% | N/A | 08/28/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -17898164 | -$45,086.67 | 0.00% | N/A | 09/25/2023 | ||
| MSCI Emerg Low Vol TR Swap | 9400 | $0.00 | 0.00% | N/A | 09/25/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -4474541 | -$11,271.67 | 0.00% | N/A | 09/28/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 2350 | -$42,911.00 | 0.00% | 0.00 | 09/28/2023 | ||
| MSCI Emerg Low Vol TR Swap | 2350 | $0.00 | 0.00% | N/A | 09/28/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg B) | -1263782 | -$3,194.83 | 0.00% | N/A | 08/24/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg B) | -1200908 | -$3,035.88 | 0.00% | N/A | 08/23/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg A) | 250 | -$7,491.43 | 0.00% | 0.00 | 08/24/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 200 | -$12,522.80 | 0.00% | 0.00 | 08/23/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET | 250 | $0.00 | 0.00% | N/A | 08/24/2023 | ||
| IVZ Idx UK Momentum TR Swap NET | 200 | $0.00 | 0.00% | N/A | 08/23/2023 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -3023440 | -$7,651.11 | 0.00% | N/A | 10/25/2023 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 449 | -$74,379.95 | 0.00% | 0.00 | 10/25/2023 | ||
| IVZ Idx UK Quality TR Swap NET | 449 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -9393539 | -$23,746.72 | 0.00% | N/A | 10/26/2023 | ||
| IVZ Idx UK Quality TR Swap NET | 1395 | $0.00 | 0.00% | N/A | 10/26/2023 | ||
| GB00K8XMPR16 | October 23 Puts on UKXUKX 10/20/23 P6800 | 55 | $26,571.22 | 0.00% | N/A | 10/20/2023 | |
| December 23 Puts on NKYNKY 12/08/23 P25000 | 28 | $27,115.83 | 0.00% | N/A | 12/08/2023 | ||
| October 23 Puts on MXEFMXEF US 10/20/23 P850 | 78 | $33,150.00 | 0.00% | N/A | 10/20/2023 | ||
| October 23 Puts on SPXSPX US 10/20/23 P3625 | 8 | $11,320.00 | 0.00% | N/A | 10/20/2023 | ||
| DE000C68GQH6 | October 23 Puts on SX5ESX5E 10/20/23 P3200 | 100 | $6,984.00 | 0.00% | N/A | 10/20/2023 | |
| GB00KCCTMC53 | November 23 Puts on UKXUKX 11/17/23 P7050 | 55 | $52,093.57 | 0.00% | N/A | 11/17/2023 | |
| December 23 Puts on NKYNKY 12/08/23 P26250 | 28 | $36,800.06 | 0.00% | N/A | 12/08/2023 | ||
| December 23 Puts on NKYNKY 12/08/23 P27000 | 28 | $46,484.28 | 0.00% | N/A | 12/08/2023 | ||
| November 23 Puts on MXEFMXEF US 11/17/23 P840 | 78 | $42,900.00 | 0.00% | N/A | 11/17/2023 | ||
| November 23 Puts on SPXSPX US 11/17/23 P3875 | 8 | $25,760.00 | 0.00% | N/A | 11/17/2023 | ||
| DE000C7BXXH8 | November 23 Puts on SX5ESX5E 11/17/23 P3500 | 100 | $17,241.75 | 0.00% | N/A | 11/17/2023 | |
| DE000C7DEQT3 | December 23 Puts on SX5ESX5E 12/15/23 P3875 | 100 | $47,251.13 | 0.00% | N/A | 12/15/2023 | |
| CLF4 | WTI CRUDE FUTURE Jan24CLF4 COMB | 95 | $49,400.00 | 0.00% | N/A | 12/19/2023 | |
| March 24 Puts on NKYNKY 03/08/24 P24250 | 28 | $43,579.01 | 0.00% | N/A | 03/08/2024 | ||
| March 24 Puts on NKYNKY 03/08/24 P26000 | 28 | $65,852.73 | 0.00% | N/A | 03/08/2024 | ||
| March 24 Puts on NKYNKY 03/08/24 P26250 | 28 | $69,726.42 | 0.00% | N/A | 03/08/2024 | ||
| January 24 Puts on SPXSPX US 01/19/24 P3900 | 8 | $40,280.00 | 0.00% | N/A | 01/19/2024 | ||
| DE000C7G2QY9 | January 24 Puts on SX5ESX5E 01/19/24 P3900 | 100 | $60,782.63 | 0.00% | N/A | 01/19/2024 | |
| February 24 Puts on SPXSPX US 02/16/24 P4100 | 8 | $65,880.00 | 0.00% | N/A | 02/16/2024 | ||
| March 24 Puts on SPXSPX US 03/15/24 P4000 | 8 | $63,000.00 | 0.00% | N/A | 03/15/2024 | ||
| Copper Citi Cubes LME Idx ER Swap (Long) (Leg B) | -28917196 | -$2,614.43 | 0.00% | 0.30 | 05/17/2024 | ||
| Copper Citi Cubes LME Idx ER Swap (Long) | 28874 | $0.00 | 0.00% | N/A | 05/17/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg B) | -667277 | -$1,693.83 | 0.00% | N/A | 11/23/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg A) | 132 | -$3,955.47 | 0.00% | 0.00 | 11/23/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET | 132 | $0.00 | 0.00% | N/A | 11/23/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -7616240 | -$18,915.02 | 0.00% | N/A | 11/24/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 4000 | -$73,040.00 | 0.00% | 0.00 | 11/24/2023 | ||
| MSCI Emerg Low Vol TR Swap | 4000 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -19303581 | -$48,198.04 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 2845 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -19303581 | -$48,198.04 | 0.00% | N/A | 11/27/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 2845 | $0.00 | 0.00% | N/A | 11/27/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg B) | -22333564 | -$56,925.64 | 0.00% | N/A | 05/23/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET | 4418 | $0.00 | 0.00% | N/A | 05/23/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -13804435 | -$34,283.47 | 0.00% | N/A | 11/27/2023 | ||
| MSCI Emerg Low Vol TR Swap | 7250 | $0.00 | 0.00% | N/A | 11/27/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg B) | -2846152 | -$7,202.46 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 474 | -$29,679.03 | 0.00% | 0.00 | 11/24/2023 | ||
| IVZ Idx UK Momentum TR Swap NET | 474 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx USA Low Vol TR Swap (Leg B) | -23533036 | -$34,882.76 | 0.00% | N/A | 11/28/2023 | ||
| IVZ Idx USA Low Vol TR Swap | 3700 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg B) | -19971100 | -$50,382.27 | 0.00% | N/A | 11/28/2023 | ||
| IVZ Idx UK Momentum TR Swap NET | 3326 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
| IVZ Idx USA Momentum TR Swap (Leg B) | -23794784 | -$35,270.74 | 0.00% | N/A | 11/29/2023 | ||
| IVZ Idx USA Momentum TR Swap | 3200 | $0.00 | 0.00% | N/A | 11/29/2023 | ||
| IVZ Idx USA Quality TR Swap (Leg B) | -23859785 | -$35,300.82 | 0.00% | N/A | 10/25/2023 | ||
| IVZ Idx USA Quality TR Swap | 2320 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg B) | -1197904 | -$4,746.22 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -1676510 | -$6,642.50 | 0.00% | N/A | 10/25/2023 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 200 | -$8,703.66 | 0.00% | 0.00 | 11/24/2023 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 250 | -$32,616.48 | 0.00% | 0.00 | 10/25/2023 | ||
| IVZ Idx UK Momentum TR Swap NET | 200 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
| IVZ Idx UK Quality TR Swap NET | 250 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
| MSCI EURO EMU Momentum TR Swap (Leg B) | -27769912 | -$8,204.78 | 0.00% | N/A | 01/24/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -7136919 | -$3,858.53 | 0.00% | N/A | 01/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 1092 | $94,099.94 | 0.00% | 0.00 | 01/25/2024 | ||
| MSCI EURO EMU Momentum TR Swap | 5300 | $0.00 | 0.00% | N/A | 01/24/2024 | ||
| IVZ Idx UK Quality TR Swap NET | 1092 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
| Copper BARC Optim Idx ER Swap (Long) (Leg B) | -9854043 | -$413.06 | 0.00% | 0.17 | 06/20/2024 | ||
| Copper BARC Optim Idx ER Swap (Long) | 14000 | $0.00 | 0.00% | N/A | 06/20/2024 | ||
| MSCI EURO EMU LowVol TR Swap (Leg B) | -27639216 | -$5,372.06 | 0.00% | N/A | 01/25/2024 | ||
| MSCI EURO EMU LowVol TR Swap | 8800 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -5975613 | -$2,159.82 | 0.00% | N/A | 01/26/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 914 | $76,170.01 | 0.00% | 0.00 | 01/26/2024 | ||
| IVZ Idx UK Quality TR Swap NET | 914 | $0.00 | 0.00% | N/A | 01/26/2024 | ||
| Nat Gas Seasonal BAML Swap (Long) (Leg B) | -7279494 | -$448.74 | 0.00% | 0.25 | 06/24/2024 | ||
| Nat Gas Seasonal BAML Swap (Long) (Leg A) | 85000 | $71,026.00 | 0.00% | 0.00 | 06/24/2024 | ||
| Nat Gas Seasonal BAML Swap (Long) | 85000 | $0.00 | 0.00% | N/A | 06/24/2024 | ||
| April 24 Puts on SPXSPX US 04/19/24 P4150 | 8 | $89,120.00 | 0.00% | N/A | 04/19/2024 | ||
| HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| CASH SECURITY USD | 0 | $0.07 | 0.00% | N/A | |||
| MESU3 | MSCI EmgMkt Sep23MESU3 | -345 | -$131,100.00 | -0.01% | N/A | 09/15/2023 | |
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 3326 | -$208,254.12 | -0.01% | 0.00 | 11/28/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 7250 | -$132,385.00 | -0.01% | 0.00 | 11/27/2023 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg A) | 4418 | -$132,388.55 | -0.01% | 0.00 | 05/23/2024 | ||
| JBU3 | JPN 10Y BOND(OSE) Sep23JBU3 COMB | 367 | -$279,251.55 | -0.01% | N/A | 09/12/2023 | |
| IVZ Idx UK Quality TR Swap NET (Leg A) | 1395 | -$231,091.38 | -0.01% | 0.00 | 10/26/2023 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 9400 | -$171,644.00 | -0.01% | 0.00 | 09/25/2023 | ||
| JP - JPMS US DV TRS REC IIEELBMN | 850 | -$225,598.50 | -0.01% | 0.00 | 08/25/2023 | ||
| Cotton CIBC Seasonal Swap (Long) (Leg A) | 90000 | -$168,336.00 | -0.01% | 0.00 | 02/21/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 12200 | -$222,772.00 | -0.01% | 0.00 | 08/25/2023 | ||
| Copper BARC Optim Idx ER Swap (Long) (Leg A) | 14000 | -$293,983.20 | -0.02% | 0.00 | 06/20/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2144 | -$569,039.04 | -0.03% | 0.00 | 07/28/2023 | ||
| Corn Ssnl GSl Swap (Long) (Leg A) | 240000 | -$630,820.80 | -0.03% | 0.00 | 02/21/2024 | ||
| G U3 | LONG GILT FUTURE Sep23G U3 | 1340 | -$579,227.06 | -0.03% | N/A | 09/27/2023 | |
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2845 | -$755,091.45 | -0.04% | 0.00 | 11/27/2023 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2845 | -$755,091.45 | -0.04% | 0.00 | 11/24/2023 | ||
| Copper Citi Cubes LME Idx ER Swap (Long) (Leg A) | 28874 | -$774,747.16 | -0.04% | 0.00 | 05/17/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2766 | -$734,124.06 | -0.04% | 0.00 | 07/26/2023 | ||
| Sugar CARG Mar-Mar ER Swap (Long) (Leg A) | 36000 | -$967,176.00 | -0.05% | 0.00 | 02/21/2024 | ||
| CASHCAD09 | CAD CURRENCY CASH | -1502400 | -$1,135,343.46 | -0.06% | 0.00 | ||
| Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) | 365000 | -$1,668,597.50 | -0.09% | 0.00 | 07/10/2023 | ||
| XMU3 | AUST 10Y BOND FUT Sep23XMU3 COMB | 4185 | -$3,133,272.42 | -0.16% | N/A | 09/15/2023 |
For the Invesco Stable Value Trust and IBEW-NECA Stable Value Trust, the underlying Invesco Group Trust portfolio holdings information is available every 10th business day following month end. Please contact your client representative to obtain this information.
** Not Annualized if less than one year. Since Inception performance is as of the first full month the fund was open.
Total return assumes reinvestment of dividends and capital gains for the periods indicated. Past performance is no guarantee of future results.
The monthly adjusted returns are compounded and then annualized to compute the long-term results. Individual Plan performance may vary depending upon the timing of contributions and withdrawals. Investment return and principal value will fluctuate so that, when redeemed, an investor's shares may be worth more or less than when originally purchased.
As with all investments, there are associated risks. Please obtain and read all information carefully before making investment decisions.
Indices presented for comparison are unmanaged and considered to be representative of the stock or bond markets in general. Investors cannot invest directly in an index.
The Invesco Collective Trust Funds are bank collective trust funds for which Invesco Trust Company serves as trustee and investment manager. The funds are not FDIC-insured or registered with the Securities and Exchange Commission. Fund investors and potential investors are strongly encouraged to review the funds' Declaration of Trust for additional information regarding the operation and investment objectives of the funds.
All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments. It is not our intention to state, indicate or imply in any manner that current or past results are indicative of future profitability or expectations. As with all investments there are associated inherent risks. Please obtain and review all financial material carefully before investing.
When evaluating whether a fund is appropriate for your investment goals, fund performance, fees and expenses are only a few of the criteria you should consider. You may also consider the investment objective, strategy and risks.
Invesco Custom Intermediate Index, consisting of the following percentages of the Bloomberg Barclays US bond indices (the "Underlying Benchmark Indices"): 30% Intermediate US Treasury, 25% US MBS, 5% CMBS ERISA eligible AAA, 30% USD Corporate 1-5 Year, and 10% Intermediate Corporate (the "Index"). The Underlying Benchmark Indices, including percentages, may be changed from time to time when the investment manager and sub-adviser believe that such changes will benefit the Fund and its investors, without prior notice to investors. Information about the Index and the Underlying Benchmark Indices is available upon request.
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