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Collective Trust Funds

Quarterly Portfolio Holdings

as of 09/30/2020

Invesco Macro Allocation Strategy Trust - Class C

CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
CASHUSD00 USD CURRENCY CASH 125703747 $125,703,746.59 32.51% 0.00
IRTGOVTT8 IRT GOVT TRUST 63600000 $63,600,000.00 16.45% N/A
FUTURES CASH COLLATERAL & VM 40870000 $40,870,000.00 10.57% N/A
912796XE4 UNITED STATES TREASURY BILL B 02/25/21 28900000 $28,887,314.06 7.47% Aaa 0.00 02/25/2021
912796TU3 UNITED STATES TREASURY BILL B 12/03/20 24100000 $24,095,782.50 6.23% Aaa 0.00 12/03/2020
OPTIONS CASH COLLATERAL 15250000 $15,250,000.00 3.94% N/A
037833100 APPLE INC 23418 $2,712,038.58 0.70% N/A
023135106 AMAZON.COM INC 628 $1,977,402.44 0.51% N/A
02079K305 ALPHABET INC 1346 $1,972,697.60 0.51% N/A
30303M102 FACEBOOK INC 7357 $1,926,798.30 0.50% N/A
N07059202 ASML HOLDING NV 4486 $1,655,905.36 0.43% N/A
92343V104 VERIZON COMMUNICATIONS INC 25482 $1,515,924.18 0.39% N/A
H57312649 NESTLE SA 12831 $1,527,177.42 0.39% N/A
7110388 ROCHE HOLDING AG 4396 $1,508,081.86 0.39% N/A
CASHJPY06 JPY CURRENCY CASH 121729369 $1,153,504.87 0.30% 0.00
742718109 PROCTER & GAMBLE CO/THE 7896 $1,097,465.04 0.28% N/A
67066G104 NVIDIA CORP 1884 $1,019,658.48 0.26% N/A
458140100 INTEL CORP 16419 $850,175.82 0.22% N/A
BHC8X90 NOVO NORDISK A/S 12382 $857,204.13 0.22% N/A
H5820Q150 NOVARTIS AG 9780 $850,726.39 0.22% N/A
BZ1HM42 ADYEN NV 449 $828,164.28 0.21% N/A
Soymeal GSCI 1-2 month ER Swap (Long) (Leg A) 10100 $797,298.04 0.21% 0.00 06/24/2021
81141R100 SEA LTD 5294 $815,487.76 0.21% N/A
6185495 CSL LTD 3948 $816,290.72 0.21% N/A
437076102 HOME DEPOT INC/THE 2871 $797,305.41 0.21% N/A
6900643 TOYOTA MOTOR CORP 11000 $722,562.30 0.19% N/A
6267359 HONG KONG EXCHANGES & CLEARING LTD 14900 $695,589.68 0.18% N/A
6490995 KEYENCE CORP 1300 $604,605.33 0.16% N/A
5671735 SANOFI 6101 $610,635.81 0.16% N/A
747525103 QUALCOMM INC 5383 $633,471.44 0.16% N/A
57636Q104 MASTERCARD INC 1884 $637,112.28 0.16% N/A
SWAP COLLATERAL USD 600000 $600,000.00 0.16% N/A
6129277 NTT DOCOMO INC 15900 $594,762.15 0.15% N/A
58933Y105 MERCK & CO INC 6729 $562,275.24 0.15% N/A
6086253 FORTESCUE METALS GROUP LTD 46926 $585,259.80 0.15% N/A
46625H100 JPMORGAN CHASE & CO 5922 $570,110.94 0.15% N/A
88160R101 TESLA INC 1346 $577,447.46 0.15% N/A
B0SWJX3 LONDON STOCK EXCHANGE GROUP PLC 4755 $545,778.87 0.14% N/A
G1510J102 BRITISH AMERICAN TOBACCO PLC 15163 $544,613.13 0.14% N/A
060505104 BANK OF AMERICA CORP 20188 $486,328.92 0.13% N/A
00724F101 ADOBE INC 987 $484,054.41 0.13% N/A
6639550 NINTENDO CO LTD 900 $514,090.78 0.13% N/A
00287Y109 ABBVIE INC 5923 $518,785.76 0.13% N/A
BBJPFY1 VONOVIA SE 7268 $499,394.54 0.13% N/A
F86921107 SCHNEIDER ELECTRIC SE 4038 $502,292.26 0.13% N/A
S X0 SOYBEAN FUTURE Nov20S X0 COMB 323 $492,575.00 0.13% N/A 11/13/2020
031162100 AMGEN INC 1794 $455,963.04 0.12% N/A
0989529 ASTRAZENECA PLC 4127 $451,335.72 0.12% N/A
5679591 INVESTOR AB 7268 $476,936.47 0.12% N/A
4061412 LVMH MOET HENNESSY LOUIS VUITTON SE 987 $462,386.04 0.12% N/A
D66992104 SAP SE 3051 $475,104.29 0.12% A2 N/A
6821506 SONY CORP 6100 $465,722.55 0.12% N/A
17275R102 CISCO SYSTEMS INC 10946 $431,162.94 0.11% N/A
931142103 WALMART INC 2961 $414,273.51 0.11% N/A
7021963 DEUTSCHE BOERSE AG 2512 $441,378.27 0.11% N/A
4057808 LOREAL SA 1346 $438,272.30 0.11% N/A
0718875 RIO TINTO PLC 7357 $442,910.52 0.11% N/A
70450Y103 PAYPAL HOLDINGS INC 2064 $406,669.92 0.11% N/A
BD97BN2 ATLAS COPCO AB 8703 $417,187.49 0.11% N/A
LNX0 LME NICKEL FUTURE Nov20LNX0 -70 $440,794.20 0.11% N/A 11/16/2020
B0YZ0Z5 DEUTSCHE WOHNEN SE 8434 $422,317.67 0.11% N/A
6610403 MURATA MANUFACTURING CO LTD 6400 $414,092.67 0.11% N/A
110122108 BRISTOL-MYERS SQUIBB CO 6101 $367,829.29 0.10% N/A
7144569 ENEL SPA 44054 $383,311.35 0.10% N/A
68389X105 ORACLE CORP 6550 $391,035.00 0.10% N/A
65339F101 NEXTERA ENERGY INC 1436 $398,576.16 0.10% N/A
11135F101 BROADCOM INC 1077 $392,372.64 0.10% N/A
B288C92 IBERDROLA SA 32929 $405,938.98 0.10% N/A
5980613 GIVAUDAN SA 90 $388,940.29 0.10% N/A
MFSZ0 MSCI EAFE Dec20MFSZ0 -709 $372,225.00 0.10% N/A 12/18/2020
B02K2M3 M3 INC 6100 $375,722.54 0.10% N/A
B1YXBJ7 AIR LIQUIDE SA 2333 $370,794.71 0.10% N/A
B24CGK7 RECKITT BENCKISER GROUP PLC 4038 $394,763.52 0.10% N/A
6196408 CHUGAI PHARMACEUTICAL CO LTD 8600 $384,241.45 0.10% N/A
Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg A) -227000 $352,254.06 0.09% N/A 07/19/2021
532457108 ELI LILLY AND CO 2333 $345,330.66 0.09% N/A
594918104 MICROSOFT CORP 1615 $339,682.95 0.09% N/A
882508104 TEXAS INSTRUMENTS INC 2512 $358,688.48 0.09% N/A
0925288 GLAXOSMITHKLINE PLC 19021 $361,117.30 0.09% N/A
16119P108 CHARTER COMMUNICATIONS INC 538 $335,894.92 0.09% N/A
CASHCAD09 CAD CURRENCY CASH 480600 $359,744.00 0.09% 0.00
09062X103 BIOGEN INC 1166 $330,770.88 0.09% N/A
172967424 CITIGROUP INC 7985 $344,233.35 0.09% N/A
6641373 NIPPON TELEGRAPH & TELEPHONE CORP 17300 $360,655.74 0.09% N/A
6220103 RIO TINTO LTD 5383 $363,911.58 0.09% N/A
6859927 SUN HUNG KAI PROPERTIES LTD 27000 $344,206.45 0.09% N/A
907818108 UNION PACIFIC CORP 1615 $317,945.05 0.08% N/A
6513126 TOKIO MARINE HOLDINGS INC 6600 $293,944.85 0.08% N/A
F5433L103 KERING SA 449 $298,929.12 0.08% N/A
09857L108 BOOKING HOLDINGS INC 179 $306,211.72 0.08% N/A
02209S103 ALTRIA GROUP INC 7537 $297,711.50 0.08% N/A
194162103 COLGATE-PALMOLIVE CO 3320 $256,138.00 0.07% N/A
6307200 EISAI CO LTD 2900 $265,569.98 0.07% N/A
438516106 HONEYWELL INTERNATIONAL INC 1615 $265,845.15 0.07% N/A
548661107 LOWES COS INC 1705 $282,791.30 0.07% N/A
580135101 MCDONALDS CORP 1256 $275,679.44 0.07% N/A
6763965 SMC CORP/JAPAN 500 $277,456.65 0.07% N/A
91324P102 UNITEDHEALTH GROUP INC 808 $251,910.16 0.07% N/A
166764100 CHEVRON CORP 3499 $251,928.00 0.07% N/A
G1151C101 ACCENTURE PLC 1256 $283,843.44 0.07% N/A
6483809 KAO CORP 3800 $284,000.76 0.07% N/A
BDR05C0 NATIONAL GRID PLC 24943 $287,005.35 0.07% N/A
BZCNB42 DELIVERY HERO SE 2423 $278,862.72 0.07% N/A
6895675 TOKYO ELECTRON LTD 1000 $261,878.14 0.07% N/A
BC9140528 CELLNEX TELECOM SA 4217 $257,209.17 0.07% N/A
W Z0 WHEAT FUTURE(CBT) Dec20W Z0 COMB 197 $280,725.00 0.07% N/A 12/14/2020
MESZ0 MSCI EmgMkt Dec20MESZ0 297 $258,390.00 0.07% N/A 12/18/2020
78409V104 S&P GLOBAL INC 718 $258,910.80 0.07% N/A
BD0Q398 KONINKLIJKE AHOLD DELHAIZE NV 9331 $276,356.11 0.07% N/A
375558103 GILEAD SCIENCES INC 4127 $260,785.13 0.07% N/A
149123101 CATERPILLAR INC 1436 $214,179.40 0.06% N/A
6870445 TAKEDA PHARMACEUTICAL CO LTD 6400 $232,517.76 0.06% N/A
87612E106 TARGET CORP 1525 $240,065.50 0.06% N/A
949746101 WELLS FARGO & CO 9959 $234,136.09 0.06% N/A
6441506 HOYA CORP 2200 $248,185.35 0.06% N/A
5962343 STMICROELECTRONICS NV 7447 $229,292.66 0.06% N/A
6804585 SHIN-ETSU CHEMICAL CO LTD 1700 $222,225.91 0.06% N/A
BYYHL23 ANHEUSER-BUSCH INBEV SA/NV 4127 $223,764.35 0.06% N/A
78410G104 SBA COMMUNICATIONS CORP 718 $228,668.64 0.06% N/A
6467803 ITOCHU CORP 9600 $248,255.47 0.06% N/A
6356945 FUJITSU LTD 1600 $218,933.01 0.06% N/A
BWXC0Z1 FLUTTER ENTERTAINMENT PLC 1436 $227,478.02 0.06% N/A
BF2DSG3 SIKA AG 987 $243,137.32 0.06% N/A
LXX0 LME ZINC FUTURE Nov20LXX0 -59 $220,202.75 0.06% N/A 11/16/2020
126650100 CVS HEALTH CORP 3679 $214,853.60 0.06% N/A
B8FMRX8 COLOPLAST A/S 1166 $184,373.61 0.05% N/A
461202103 INTUIT INC 628 $204,859.88 0.05% N/A
773903109 ROCKWELL AUTOMATION INC 808 $178,309.44 0.05% N/A
718172109 PHILIP MORRIS INTERNATIONAL INC 2512 $191,389.28 0.05% N/A
6643108 NOMURA HOLDINGS INC 46500 $212,208.85 0.05% N/A
6435145 HONDA MOTOR CO LTD 8300 $195,407.47 0.05% N/A
29444U700 EQUINIX INC 269 $204,474.97 0.05% N/A
6250724 DAIKIN INDUSTRIES LTD 1100 $202,008.91 0.05% N/A
38141G104 GOLDMAN SACHS GROUP INC/THE 987 $198,357.39 0.05% N/A
6084848 Z HOLDINGS CORP 29800 $197,386.53 0.05% N/A
BH0P3Z9 BHP GROUP PLC 8972 $191,876.22 0.05% N/A
B0J7D91 DAIICHI SANKYO CO LTD 5700 $175,137.41 0.05% N/A
6911485 UNICHARM CORP 4100 $183,068.32 0.05% N/A
6985383 ASTELLAS PHARMA INC 12000 $180,574.25 0.05% N/A
0884709 TESCO PLC 72407 $198,970.36 0.05% N/A
Sugar BARC GSCI Mar-Mar ER Swap (Long) (Leg A) 18000 $204,075.00 0.05% 0.00 01/28/2021
025816109 AMERICAN EXPRESS CO 1794 $179,848.50 0.05% N/A
126408103 CSX CORP 2333 $181,204.11 0.05% N/A
HIV0 HANG SENG IDX FUT Oct20HIV0 COMB 181 $196,180.65 0.05% N/A 10/29/2020
539830109 LOCKHEED MARTIN CORP 538 $206,204.64 0.05% N/A
92532F100 VERTEX PHARMACEUTICALS INC 718 $195,382.16 0.05% N/A
J61240107 OLYMPUS CORP 9400 $195,250.64 0.05% N/A
717081103 PFIZER INC 4935 $181,114.50 0.05% N/A
855244109 STARBUCKS CORP 2153 $184,985.76 0.05% N/A
6144690 BHP GROUP LTD 7268 $185,452.47 0.05% N/A
88579Y101 3M CO 1166 $186,769.88 0.05% N/A
CASHGBP00 GBP CURRENCY CASH 157976 $204,286.55 0.05% 0.00
6981239 WOOLWORTHS GROUP LTD 7985 $211,742.73 0.05% N/A
20030N101 COMCAST CORP 4038 $186,797.88 0.05% N/A
H0010V101 ABB LTD 6550 $167,199.15 0.04% N/A
6597045 MITSUBISHI ELECTRIC CORP 10100 $137,005.11 0.04% N/A
37045V100 GENERAL MOTORS CO 5204 $153,986.36 0.04% N/A
20825C104 CONOCOPHILLIPS 5114 $167,943.76 0.04% N/A
278865100 ECOLAB INC 718 $143,822.58 0.04% N/A
444859102 HUMANA INC 351 $145,494.77 0.04% N/A
617446448 MORGAN STANLEY 3499 $169,176.65 0.04% N/A
B601QS4 DAI-ICHI LIFE HOLDINGS INC 11900 $166,552.64 0.04% N/A
7333378 LONZA GROUP AG 269 $166,498.01 0.04% N/A
BYT16L4 ORSTED A/S 987 $136,146.51 0.04% N/A
038222105 APPLIED MATERIALS INC 2692 $160,039.40 0.04% N/A
B1VQ252 SANDVIK AB 6909 $135,859.04 0.04% N/A
5962280 CHOCOLADEFABRIKEN LINDT & SPRUENGLI AG 16 $135,416.10 0.04% N/A
6248990 KDDI CORP 6500 $167,288.92 0.04% N/A
6770620 SOFTBANK GROUP CORP 2300 $141,469.72 0.04% N/A
BYWR0T5 COLES GROUP LTD 12831 $156,342.53 0.04% N/A
Q95870103 WESFARMERS LTD 4755 $155,215.61 0.04% N/A
B09M9D2 KONE OYJ 1615 $142,187.23 0.04% N/A
5964651 VESTAS WIND SYSTEMS A/S 987 $160,190.66 0.04% N/A
5253973 HERMES INTERNATIONAL 179 $154,571.12 0.04% N/A
87165B103 SYNCHRONY FINANCIAL 5473 $143,228.41 0.04% N/A
W26049119 TELEFONAKTIEBOLAGET LM ERICSSON 15074 $165,615.57 0.04% N/A
744573106 PUBLIC SERVICE ENTERPRISE GROUP INC 3140 $172,417.40 0.04% N/A
452308109 ILLINOIS TOOL WORKS INC 808 $157,034.80 0.04% N/A
052769106 AUTODESK INC 628 $145,074.28 0.04% N/A
58155Q103 MCKESSON CORP 987 $147,327.39 0.04% N/A
278642103 EBAY INC 3320 $172,972.00 0.04% N/A
4942904 E.ON SE 11305 $125,017.16 0.03% N/A
6356525 FUJIFILM HOLDINGS CORP 2400 $118,999.34 0.03% N/A
N6596X109 NXP SEMICONDUCTORS NV 897 $112,290.95 0.03% N/A
N53745100 LYONDELLBASELL INDUSTRIES NV 1615 $113,841.35 0.03% N/A
B3MSM28 AMADEUS IT GROUP SA 1884 $105,166.18 0.03% N/A
744320102 PRUDENTIAL FINANCIAL INC 1525 $96,868.00 0.03% N/A
40412C101 HCA HEALTHCARE INC 808 $100,741.44 0.03% N/A
291011104 EMERSON ELECTRIC CO 1794 $117,632.58 0.03% N/A
518439104 ESTEE LAUDER COS INC/THE 538 $117,418.50 0.03% N/A
053332102 AUTOZONE INC 90 $105,987.60 0.03% N/A
459200101 INTERNATIONAL BUSINESS MACHINES CORP 897 $109,137.99 0.03% N/A
478160104 JOHNSON & JOHNSON 718 $106,895.84 0.03% N/A
5727973 SIEMENS AG 897 $113,504.45 0.03% N/A
494368103 KIMBERLY-CLARK CORP 897 $133,410.81 0.03% N/A
512807108 LAM RESEARCH CORP 351 $116,900.55 0.03% N/A
571748102 MARSH & MCLENNAN COS INC 1077 $123,531.90 0.03% N/A
595112103 MICRON TECHNOLOGY INC 2692 $126,416.32 0.03% N/A
31428X106 FEDEX CORP 449 $113,224.33 0.03% N/A
666807102 NORTHROP GRUMMAN CORP 351 $110,736.99 0.03% N/A
4741844 MERCK KGAA 718 $104,893.28 0.03% N/A
655844108 NORFOLK SOUTHERN CORP 628 $134,385.72 0.03% N/A
28176E108 EDWARDS LIFESCIENCES CORP 1346 $107,437.72 0.03% N/A
824348106 SHERWIN-WILLIAMS CO/THE 179 $124,716.46 0.03% N/A
192446102 COGNIZANT TECHNOLOGY SOLUTIONS CORP 1436 $99,687.12 0.03% N/A
6572707 PANASONIC CORP 12100 $103,055.81 0.03% N/A
5086577 BASF SE 1615 $98,466.45 0.03% N/A
Y1660Q104 CLP HOLDINGS LTD 10500 $97,548.39 0.03% N/A
5671519 WOLTERS KLUWER NV 1525 $130,292.46 0.03% N/A
BD6G507 FERRARI NV 538 $98,853.53 0.03% N/A
071813109 BAXTER INTERNATIONAL INC 1256 $101,280.45 0.03% N/A
007903107 ADVANCED MICRO DEVICES INC 1615 $132,413.85 0.03% N/A
4519579 KERRY GROUP PLC 808 $103,777.92 0.03% N/A
RXZ0 EURO-BUND FUTURE Dec20RXZ0 -237 $97,296.20 0.03% N/A 12/08/2020
G0403H108 AON PLC 628 $129,556.40 0.03% N/A
5231485 ALLIANZ SE 628 $120,524.55 0.03% N/A
B1XH026 VINCI SA 1256 $105,365.07 0.03% N/A
H84989104 TE CONNECTIVITY LTD 1166 $113,964.84 0.03% N/A
B15C557 TOTAL SE 3320 $115,560.98 0.03% N/A
6640507 NIPPON PAINT HOLDINGS CO LTD 1300 $133,165.92 0.03% N/A
6791591 SECOM CO LTD 1100 $101,014.87 0.03% N/A
B0HZL93 KONINKLIJKE DSM NV 808 $133,252.75 0.03% N/A
260557103 DOW INC 2243 $105,533.15 0.03% N/A
4768962 RWE AG 2781 $104,317.93 0.03% N/A
BF1K7P7 ESSITY AB 3499 $118,442.44 0.03% N/A
5889505 INFINEON TECHNOLOGIES AG 3589 $101,517.34 0.03% N/A
5843329 SARTORIUS AG 269 $110,559.45 0.03% N/A
64110L106 NETFLIX INC 269 $134,508.07 0.03% N/A
J44497105 MITSUBISHI UFJ FINANCIAL GROUP INC 25900 $105,190.37 0.03% N/A
J7771X109 SUMITOMO MITSUI FINANCIAL GROUP INC 4000 $114,185.54 0.03% N/A
J44690139 MITSUI & CO LTD 7300 $127,488.87 0.03% N/A
931427108 WALGREENS BOOTS ALLIANCE INC 3051 $109,591.92 0.03% N/A
B798FW0 NOVOZYMES A/S 1884 $118,717.60 0.03% N/A
718546104 PHILLIPS 66 1974 $102,332.16 0.03% N/A
G29183103 EATON CORP PLC 1256 $128,149.68 0.03% N/A
252131107 DEXCOM INC 269 $110,889.87 0.03% N/A
6480048 AEON CO LTD 4700 $126,544.11 0.03% N/A
B0FS5D6 SEVEN & I HOLDINGS CO LTD 3500 $109,094.57 0.03% N/A
G06940103 BAE SYSTEMS PLC 17676 $110,174.21 0.03% N/A
5051252 UPM-KYMMENE OYJ 3858 $117,611.02 0.03% N/A
743315103 PROGRESSIVE CORP/THE 1346 $127,425.82 0.03% N/A
21036P108 CONSTELLATION BRANDS INC 538 $101,956.38 0.03% N/A
902973304 US BANCORP 3320 $120,416.40 0.03% N/A
00206R102 AT&T INC 2961 $84,418.11 0.02% N/A
0790873 SSE PLC 6101 $95,305.26 0.02% N/A
G92087165 UNILEVER PLC 1256 $77,571.62 0.02% N/A
4595739 GENMAB A/S 179 $64,872.96 0.02% N/A
5330047 DASSAULT SYSTEMES SE 449 $84,133.06 0.02% N/A
L8681T102 SPOTIFY TECHNOLOGY SA 359 $87,082.63 0.02% N/A
4352097 FRESENIUS SE & CO KGAA 1346 $61,304.44 0.02% N/A
H7485A108 SGS SA 22 $59,128.07 0.02% N/A
5129074 FRESENIUS MEDICAL CARE AG & CO KGAA 1077 $90,980.50 0.02% N/A
5596991 UCB SA 718 $81,691.28 0.02% N/A
030420103 AMERICAN WATER WORKS CO INC 538 $77,945.44 0.02% N/A
BLLHKZ1 WH GROUP LTD 92000 $75,056.13 0.02% N/A
G7690A100 ROYAL DUTCH SHELL PLC 7178 $89,471.42 0.02% N/A
497350108 KIRIN HOLDINGS CO LTD 4000 $74,803.37 0.02% N/A
89417E109 TRAVELERS COS INC/THE 628 $67,943.32 0.02% N/A
036752103 ANTHEM INC 269 $72,250.71 0.02% N/A
B63QM77 NEXON CO LTD 3100 $77,022.65 0.02% N/A
03027X100 AMERICAN TOWER CORP 269 $65,332.03 0.02% N/A
94106L109 WASTE MANAGEMENT INC 718 $81,256.06 0.02% N/A
983919101 XILINX INC 628 $65,462.72 0.02% N/A
337932107 FIRSTENERGY CORP 2423 $69,564.33 0.02% N/A
482480100 KLA CORP 351 $68,002.74 0.02% N/A
B1FJ0C0 BRAMBLES LTD 9959 $75,889.02 0.02% N/A
209115104 CONSOLIDATED EDISON INC 787 $61,228.60 0.02% N/A
59156R108 METLIFE INC 1794 $66,682.98 0.02% N/A
871607107 SYNOPSYS INC 359 $76,818.82 0.02% N/A
0798059 BP PLC 24405 $71,071.60 0.02% A2 N/A
5983816 ZURICH INSURANCE GROUP AG 179 $62,488.76 0.02% N/A
45337C102 INCYTE CORP 773 $69,369.02 0.02% N/A
57060D108 MARKETAXESS HOLDINGS INC 179 $86,204.61 0.02% N/A
B5ZQ9D3 EVONIK INDUSTRIES AG 2871 $74,422.62 0.02% N/A
6804820 SHIMANO INC 400 $78,536.91 0.02% N/A
086516101 BEST BUY CO INC 808 $90,366.72 0.02% N/A
988498101 YUM! BRANDS INC 808 $73,770.40 0.02% N/A
592688105 METTLER-TOLEDO INTERNATIONAL INC 90 $86,917.50 0.02% N/A
45168D104 IDEXX LABORATORIES INC 179 $70,366.69 0.02% N/A
0216238 AVIVA PLC 17765 $65,633.32 0.02% N/A
G6095L109 APTIV PLC 808 $74,077.44 0.02% N/A
369604103 GENERAL ELECTRIC CO 14625 $91,260.00 0.02% N/A
30231G102 EXXON MOBIL CORP 2153 $73,912.49 0.02% N/A
501044101 KROGER CO/THE 2781 $94,303.71 0.02% N/A
693506107 PPG INDUSTRIES INC 628 $76,666.24 0.02% N/A
69351T106 PPL CORP 2153 $59,476.63 0.02% N/A
5902941 NOKIA OYJ 16868 $66,280.82 0.02% N/A
857477103 STATE STREET CORP 1166 $69,785.10 0.02% N/A
871829107 SYSCO CORP 987 $61,411.14 0.02% N/A
345370860 FORD MOTOR CO 11574 $77,082.84 0.02% N/A
7309681 BNP PARIBAS SA 1884 $68,449.73 0.02% N/A
4163437 CAPGEMINI SE 538 $69,257.42 0.02% N/A
30161N101 EXELON CORP 2512 $89,829.12 0.02% N/A
74144T108 T ROWE PRICE GROUP INC 628 $80,522.16 0.02% N/A
6885074 TERUMO CORP 2200 $87,432.96 0.02% N/A
G06242104 ATLASSIAN CORP PLC 421 $76,533.59 0.02% N/A
BYZ2QP5 SARTORIUS STEDIM BIOTECH 179 $61,853.64 0.02% N/A
5533976 SWISSCOM AG 179 $95,204.27 0.02% N/A
03076C106 AMERIPRISE FINANCIAL INC 449 $69,195.39 0.02% N/A
55354G100 MSCI INC 269 $95,973.82 0.02% N/A
42824C109 HEWLETT PACKARD ENTERPRISE CO 6998 $66,411.02 0.02% N/A
40434L105 HP INC 3051 $58,476.08 0.02% N/A
G42089113 DIAGEO PLC 2781 $96,573.67 0.02% N/A
6804682 SHIONOGI & CO LTD 1100 $59,226.76 0.02% N/A
N8981F289 UNILEVER NV 1525 $92,120.56 0.02% N/A
020002101 ALLSTATE CORP/THE 987 $93,409.20 0.02% N/A
5069211 BAYER AG 1525 $95,358.20 0.02% N/A
22160K105 COSTCO WHOLESALE CORP 179 $63,545.00 0.02% N/A
127387108 CADENCE DESIGN SYSTEMS INC 718 $76,560.34 0.02% N/A
156782104 CERNER CORP 987 $71,527.89 0.02% N/A
75513E101 RAYTHEON TECHNOLOGIES CORP 1346 $77,448.84 0.02% N/A
219350105 CORNING INC 2512 $81,413.92 0.02% N/A
231021106 CUMMINS INC 449 $94,810.84 0.02% N/A
244199105 DEERE & CO 269 $59,822.91 0.02% N/A
6596785 MITSUBISHI CORP 2500 $61,108.22 0.02% N/A
G5960L103 MEDTRONIC PLC 718 $75,031.00 0.02% N/A
928856301 VOLVO AB 3948 $76,375.89 0.02% N/A
B1XFTL2 HEXAGON AB 1166 $88,350.22 0.02% N/A
B1XZS82 ANGLO AMERICAN PLC 3051 $74,007.83 0.02% N/A
550021109 LULULEMON ATHLETICA INC 269 $88,600.53 0.02% N/A
61174X109 MONSTER BEVERAGE CORP 843 $67,608.60 0.02% N/A
67103H107 OREILLY AUTOMOTIVE INC 179 $82,533.32 0.02% N/A
92939U106 WEC ENERGY GROUP INC 718 $69,574.20 0.02% N/A
6465874 GALAXY ENTERTAINMENT GROUP LTD 11000 $73,735.48 0.02% N/A
6499260 KYOCERA CORP 1300 $74,861.18 0.02% N/A
6644800 NITORI HOLDINGS CO LTD 400 $82,982.09 0.02% N/A
6660107 ONO PHARMACEUTICAL CO LTD 2700 $85,108.98 0.02% N/A
6793906 SEKISUI HOUSE LTD 3800 $66,886.19 0.02% N/A
125523100 CIGNA CORP 538 $91,142.58 0.02% N/A
BF5M0K5 SOFTBANK CORP 5500 $63,609.88 0.02% N/A
BOZ0 SOYBEAN OIL FUTR Dec20BOZ0 COMB 240 $63,360.00 0.02% N/A 12/14/2020
KCZ0 COFFEE 'C' FUTURE Dec20KCZ0 161 $84,525.00 0.02% N/A 12/18/2020
B06YV46 NESTE OYJ 1794 $94,629.13 0.02% N/A
B1WT5G2 DSV PANALPINA A/S 449 $73,403.58 0.02% N/A
83088M102 SKYWORKS SOLUTIONS INC 538 $78,279.00 0.02% N/A
6895448 TOKYO GAS CO LTD 3900 $90,025.59 0.02% N/A
B0C2CQ3 ENGIE SA 4845 $64,899.21 0.02% N/A
D94523103 VOLKSWAGEN AG 421 $67,849.76 0.02% NR N/A
G5533W248 LLOYDS BANKING GROUP PLC 142571 $48,589.58 0.01% N/A
7145056 ENI SPA 4486 $35,191.28 0.01% N/A
B5LTM93 OTSUKA HOLDINGS CO LTD 1300 $54,793.90 0.01% N/A
339041105 FLEETCOR TECHNOLOGIES INC 90 $21,429.00 0.01% N/A
15135B101 CENTENE CORP 359 $20,940.47 0.01% N/A
3134865 BARCLAYS PLC 26379 $33,296.73 0.01% N/A
H3698D419 CREDIT SUISSE GROUP AG 3051 $30,700.97 0.01% N/A
14040H105 CAPITAL ONE FINANCIAL CORP 359 $25,797.74 0.01% N/A
670346105 NUCOR CORP 987 $44,674.09 0.01% N/A
701094104 PARKER-HANNIFIN CORP 269 $54,429.46 0.01% N/A
526057104 LENNAR CORP 449 $36,674.32 0.01% N/A
053015103 AUTOMATIC DATA PROCESSING INC 179 $25,131.60 0.01% N/A
B4T3BW6 GLENCORE PLC 14266 $29,694.03 0.01% N/A
H8431B109 SWISS RE AG 538 $39,987.63 0.01% N/A
74340W103 PROLOGIS INC 351 $35,317.62 0.01% N/A
G7945M107 SEAGATE TECHNOLOGY PLC 656 $32,747.52 0.01% N/A
23331A109 DR HORTON INC 269 $20,344.47 0.01% N/A
962166104 WEYERHAEUSER CO 1124 $32,056.48 0.01% N/A
285512109 ELECTRONIC ARTS INC 359 $46,817.19 0.01% N/A
57667L107 MATCH GROUP INC 269 $29,764.85 0.01% N/A
4588825 DANSKE BANK A/S 1475 $20,011.42 0.01% N/A
0560399 LEGAL & GENERAL GROUP PLC 14356 $34,966.16 0.01% N/A
416515104 HARTFORD FINANCIAL SERVICES GROUP INC/THE 773 $28,744.01 0.01% N/A
0408284 STANDARD CHARTERED PLC 6281 $28,923.42 0.01% N/A
693718108 PACCAR INC 289 $24,645.92 0.01% N/A
032095101 AMPHENOL CORP 211 $22,897.72 0.01% N/A
4598589 CONTINENTAL AG 211 $22,888.10 0.01% N/A
654106103 NIKE INC 351 $44,150.54 0.01% N/A
713448108 PEPSICO INC 351 $48,648.60 0.01% N/A
92345Y106 VERISK ANALYTICS INC 269 $49,848.39 0.01% N/A
369550108 GENERAL DYNAMICS CORP 179 $24,778.97 0.01% N/A
842587107 SOUTHERN CO/THE 808 $43,809.76 0.01% N/A
844741108 SOUTHWEST AIRLINES CO 538 $20,175.00 0.01% N/A
34959E109 FORTINET INC 351 $41,351.31 0.01% N/A
50540R409 LABORATORY CORP OF AMERICA HOLDINGS 269 $50,644.63 0.01% N/A
883556102 THERMO FISHER SCIENTIFIC INC 90 $39,756.60 0.01% N/A
91913Y100 VALERO ENERGY CORP 1077 $46,655.64 0.01% N/A
6858946 SUMITOMO CORP 2200 $26,965.79 0.01% N/A
941848103 WATERS CORP 179 $35,026.72 0.01% N/A
485170302 KANSAS CITY SOUTHERN 269 $48,750.87 0.01% N/A
969457100 WILLIAMS COS INC/THE 2692 $52,897.80 0.01% N/A
7088429 AXA SA 1974 $36,527.80 0.01% N/A
J04578126 BRIDGESTONE CORP 1800 $56,577.28 0.01% N/A
6172323 CANON INC 1300 $21,514.74 0.01% N/A
5641567 CARREFOUR SA 1756 $28,145.80 0.01% N/A
615369105 MOODYS CORP 90 $26,086.50 0.01% N/A
5986622 KONINKLIJKE PHILIPS NV 1077 $50,783.34 0.01% N/A
7103526 PEUGEOT SA 1405 $25,543.92 0.01% N/A
6435327 POWER ASSETS HOLDINGS LTD 4500 $23,574.19 0.01% N/A
6183552 CENTRAL JAPAN RAILWAY CO 200 $28,740.64 0.01% N/A
7380482 CIE DE SAINT-GOBAIN 1166 $49,249.43 0.01% N/A
00507V109 ACTIVISION BLIZZARD INC 421 $34,079.95 0.01% N/A
BZ57390 ING GROEP NV 6729 $47,806.57 0.01% Ba1 N/A
0240549 SCHRODERS PLC 1436 $50,045.16 0.01% N/A
0454492 IMPERIAL BRANDS PLC 2064 $36,499.42 0.01% N/A
BYY3DX6 GRIFOLS SA 1077 $31,063.74 0.01% N/A
H1467J104 CHUBB LTD 211 $24,665.90 0.01% N/A
6640682 NIDEC CORP 500 $46,598.12 0.01% N/A
631103108 NASDAQ INC 269 $33,008.99 0.01% N/A
247361702 DELTA AIR LINES INC 702 $21,467.16 0.01% N/A
5705946 BANCO SANTANDER SA 28532 $53,533.19 0.01% Ba2 N/A
156700106 CENTURYLINK INC 3020 $30,471.80 0.01% N/A
002824100 ABBOTT LABORATORIES 421 $45,817.43 0.01% N/A
032654105 ANALOG DEVICES INC 197 $22,997.78 0.01% N/A
92556H206 VIACOMCBS INC 983 $27,769.75 0.01% N/A
89832Q109 TRUIST FINANCIAL CORP 987 $37,555.35 0.01% N/A
26875P101 EOG RESOURCES INC 1525 $54,808.50 0.01% N/A
6661144 ORIX CORP 4000 $50,791.25 0.01% N/A
101137107 BOSTON SCIENTIFIC CORP 562 $21,474.02 0.01% N/A
4263304 DNB ASA 2153 $29,762.43 0.01% N/A
79466L302 SALESFORCE.COM INC 179 $44,986.28 0.01% N/A
177376100 CITRIX SYSTEMS INC 359 $49,437.89 0.01% N/A
571903202 MARRIOTT INTERNATIONAL INC/MD 421 $38,976.18 0.01% N/A
00971T101 AKAMAI TECHNOLOGIES INC 393 $43,442.22 0.01% N/A
S N1 SOYBEAN FUTURE Jul21S N1 COMB 30 $36,375.00 0.01% N/A 07/14/2021
235851102 DANAHER CORP 179 $38,576.29 0.01% N/A
6356934 FANUC CORP 200 $38,231.60 0.01% N/A
023608102 AMEREN CORP 538 $42,545.04 0.01% N/A
BVRZ8L1 AENA SME SA 179 $25,048.00 0.01% N/A
6474535 JAPAN TOBACCO INC 1600 $29,110.21 0.01% N/A
G82343164 SMITH & NEPHEW PLC 1615 $31,671.15 0.01% N/A
BW9P816 CK HUTCHISON HOLDINGS LTD 7500 $45,096.77 0.01% N/A
254709108 DISCOVER FINANCIAL SERVICES 983 $56,797.74 0.01% N/A
D1668R123 DAIMLER AG 808 $43,629.38 0.01% N/A
Y80267126 SINO LAND CO LTD 28000 $32,516.13 0.01% N/A
500754106 KRAFT HEINZ CO/THE 1615 $48,369.25 0.01% N/A
009707209 AJINOMOTO CO INC 2300 $47,403.59 0.01% N/A
370334104 GENERAL MILLS INC 492 $30,346.56 0.01% N/A
427866108 HERSHEY CO/THE 269 $38,558.46 0.01% N/A
256163106 DOCUSIGN INC 269 $57,899.56 0.01% N/A
693475105 PNC FINANCIAL SERVICES GROUP INC/THE 211 $23,191.01 0.01% N/A
B60DQV3 MEIJI HOLDINGS CO LTD 600 $46,138.54 0.01% N/A
G5494J103 LINDE PLC 90 $21,431.70 0.01% N/A
60770K107 MODERNA INC 281 $19,880.75 0.01% N/A
XBX0 GASOLINE RBOB FUT Nov20XBX0 COMB 120 $52,920.00 0.01% N/A 10/30/2020
H36940130 LAFARGEHOLCIM LTD 897 $41,000.41 0.01% N/A
7635610 EMS-CHEMIE HOLDING AG 43 $38,686.66 0.01% N/A
B01CP21 SIEMENS GAMESA RENEWABLE ENERGY SA 983 $26,623.00 0.01% N/A
B10RB15 INPEX CORP 4000 $21,358.86 0.01% N/A
B119QG0 PARTNERS GROUP HOLDING AG 29 $26,757.09 0.01% N/A
B19NLV4 EXPERIAN PLC 1256 $47,426.53 0.01% N/A
B1Y1SQ7 JERONIMO MARTINS SGPS SA 1475 $23,711.04 0.01% N/A
016255101 ALIGN TECHNOLOGY INC 90 $29,462.40 0.01% N/A
98980L101 ZOOM VIDEO COMMUNICATIONS INC 90 $42,309.90 0.01% N/A
682680103 ONEOK INC 913 $23,719.74 0.01% N/A
BJVNSS4 FERGUSON PLC 449 $45,358.37 0.01% N/A
015351109 ALEXION PHARMACEUTICALS INC 281 $32,154.83 0.01% N/A
812578102 SEATTLE GENETICS INC 179 $35,028.51 0.01% N/A
4056719 ASSICURAZIONI GENERALI SPA 2064 $29,112.15 0.01% N/A
4076836 INTESA SANPAOLO SPA 19380 $36,439.03 0.01% N/A
4617859 DEUTSCHE POST AG 702 $32,030.68 0.01% N/A
Y33370100 HONG KONG & CHINA GAS CO LTD 16500 $23,632.26 0.01% N/A
BYSLCX9 EXOR NV 449 $24,478.90 0.01% N/A
6195609 CHUBU ELECTRIC POWER CO INC 4400 $54,452.76 0.01% N/A
43300A203 HILTON WORLDWIDE HOLDINGS INC 458 $39,076.56 0.01% N/A
BYMXPS7 UNICREDIT SPA 4666 $38,557.18 0.01% N/A
BYZQ077 CK ASSET HOLDINGS LTD 6000 $29,225.81 0.01% N/A
46266C105 IQVIA HOLDINGS INC 359 $56,589.17 0.01% N/A
M22465104 CHECK POINT SOFTWARE TECHNOLOGIES LTD 269 $32,371.46 0.01% N/A
K0514G101 AP MOLLER - MAERSK A/S 26 $41,296.83 0.01% N/A
45866F104 INTERCONTINENTAL EXCHANGE INC 211 $21,110.55 0.01% N/A
R21882106 TELENOR ASA 1545 $25,842.22 0.01% N/A
3091357 BT GROUP PLC 22615 $28,770.82 0.01% N/A
679580100 OLD DOMINION FREIGHT LINE INC 269 $48,667.48 0.01% N/A
H7258G209 SCHINDLER HOLDING AG 179 $49,005.06 0.01% N/A
6429104 HITACHI LTD 1500 $51,070.79 0.01% N/A
6483489 KANSAI ELECTRIC POWER CO INC/THE 2500 $24,755.99 0.01% N/A
5501906 BANCO BILBAO VIZCAYA ARGENTARIA SA 8147 $22,666.89 0.01% N/A
B142S60 KUEHNE + NAGEL INTERNATIONAL AG 269 $52,502.80 0.01% N/A
BH4HKS3 VODAFONE GROUP PLC 28263 $37,527.79 0.01% N/A
75886F107 REGENERON PHARMACEUTICALS INC 90 $50,380.20 0.01% N/A
BP9DL90 INDUSTRIA DE DISENO TEXTIL SA 702 $19,597.18 0.01% N/A
J7864H102 SYSMEX CORP 600 $57,231.12 0.01% N/A
N31738102 FIAT CHRYSLER AUTOMOBILES NV 3933 $48,291.11 0.01% N/A
J6433A101 RECRUIT HOLDINGS CO LTD 1300 $51,430.87 0.01% N/A
49338L103 KEYSIGHT TECHNOLOGIES INC 328 $32,399.84 0.01% N/A
87236Y108 TD AMERITRADE HOLDING CORP 913 $35,743.95 0.01% N/A
09247X101 BLACKROCK INC 90 $50,719.50 0.01% N/A
22822V101 CROWN CASTLE INTERNATIONAL CORP 269 $44,788.50 0.01% N/A
6591014 MIZUHO FINANCIAL GROUP INC 3200 $40,875.58 0.01% N/A
189054109 CLOROX CO/THE 269 $56,535.73 0.01% N/A
5966516 SOCIETE GENERALE SA 3589 $47,645.58 0.01% N/A
81762P102 SERVICENOW INC 90 $43,650.00 0.01% N/A
26441C204 DUKE ENERGY CORP 562 $49,770.72 0.01% N/A
723787107 PIONEER NATURAL RESOURCES CO 628 $54,347.12 0.01% N/A
609207105 MONDELEZ INTERNATIONAL INC 843 $48,695.90 0.01% N/A
B2B0DG9 RELX PLC 1794 $40,041.67 0.01% N/A
4031976 ADIDAS AG 179 $57,969.42 0.01% N/A
384802104 WW GRAINGER INC 90 $32,109.30 0.01% N/A
5294121 MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN 179 $45,476.91 0.01% N/A
0709954 PRUDENTIAL PLC 3679 $52,760.66 0.01% N/A
7591EP100 REGIONS FINANCIAL CORP 2388 $27,903.78 0.01% N/A
058498106 BALL CORP 632 $52,531.84 0.01% N/A
253868103 DIGITAL REALTY TRUST INC 179 $26,270.04 0.01% N/A
55261F104 M&T BANK CORP 351 $32,323.59 0.01% N/A
G5480U120 LIBERTY GLOBAL PLC 2602 $53,432.07 0.01% N/A
57772K101 MAXIM INTEGRATED PRODUCTS INC 562 $37,996.82 0.01% N/A
828806109 SIMON PROPERTY GROUP INC 421 $27,230.28 0.01% N/A
4588364 CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 359 $38,622.29 0.01% N/A
651639106 NEWMONT CORP 913 $57,929.85 0.01% N/A
CASHAUD07 AUD CURRENCY CASH 39264 $28,142.25 0.01% 0.00
001055102 AFLAC INC 1405 $51,071.75 0.01% N/A
460146103 INTERNATIONAL PAPER CO 1346 $54,566.84 0.01% N/A
G5876H105 MARVELL TECHNOLOGY GROUP LTD 492 $19,532.40 0.01% N/A
64110D104 NETAPP INC 562 $24,638.08 0.01% N/A
76680R206 RINGCENTRAL INC 90 $24,714.90 0.01% N/A
150870103 CELANESE CORP 382 $41,045.90 0.01% N/A
90184L102 TWITTER INC 449 $19,980.50 0.01% N/A
5176177 ORANGE SA 2037 $21,226.53 0.01% N/A
879382109 TELEFONICA SA 5829 $20,080.64 0.01% N/A
4002121 BOUYGUES SA 628 $21,818.47 0.01% N/A
B058TZ6 SAFRAN SA 351 $34,764.41 0.01% N/A
CASHEUR08 EUR CURRENCY CASH 10863 $12,741.85 0.00% 0.00
CASHCHF02 CHF CURRENCY CASH 4668 $5,081.12 0.00% 0.00
CASHSEK06 SEK CURRENCY CASH 23694 $2,648.74 0.00% 0.00
5669354 REPSOL SA 2599 $17,443.50 0.00% N/A
6596729 MITSUBISHI ESTATE CO LTD 1100 $16,667.30 0.00% N/A
6298542 EAST JAPAN RAILWAY CO 300 $18,563.44 0.00% N/A
NOK CURRENCY CASH 42072 $4,498.02 0.00% N/A
B0PB4M7 LINK REIT 2300 $18,696.77 0.00% N/A
B11ZRK9 LEGRAND SA 211 $16,874.04 0.00% N/A
BD6K457 COMPASS GROUP PLC 1053 $15,918.12 0.00% N/A
B1WGG93 GEBERIT AG 27 $16,041.58 0.00% N/A
CASHSGD09 SGD CURRENCY CASH 1027 $752.20 0.00% N/A
040413106 ARISTA NETWORKS INC 72 $14,898.96 0.00% N/A
J1346E100 FAST RETAILING CO LTD 0 $227.42 0.00% N/A
5687431 HENNES & MAURITZ AB 1053 $18,216.57 0.00% N/A
CASH SECURITY USD 0 $744.59 0.00% N/A
7742468 GECINA SA 140 $18,506.81 0.00% N/A
W25918116 EPIROC AB 1299 $18,899.96 0.00% N/A
24703L202 DELL TECHNOLOGIES INC 269 $18,208.61 0.00% N/A
CTZ0 COTTON NO.2 FUTR Dec20CTZ0 75 $18,750.00 0.00% N/A 12/08/2020
NGZ20 NATURAL GAS FUTR Dec20NGZ20 COMB -377 $3,770.00 0.00% N/A 11/25/2020
7667163 ATLANTIA SPA 1053 $16,587.61 0.00% N/A
B038516 FERROVIAL SA 650 $15,820.16 0.00% N/A
35137L105 FOX CORP 628 $17,477.24 0.00% N/A
B0CCH46 HEINEKEN HOLDING NV 211 $16,445.87 0.00% Baa1 N/A
6431897 SUMITOMO MITSUI TRUST HOLDINGS INC 600 $16,303.42 0.00% N/A
90384S303 ULTA BEAUTY INC 70 $15,678.60 0.00% N/A
7184725 SWATCH GROUP AG/THE 76 $17,778.70 0.00% N/A
G25839104 COCA-COLA EUROPEAN PARTNERS PLC 492 $19,094.52 0.00% N/A
026874784 AMERICAN INTERNATIONAL GROUP INC 562 $15,471.86 0.00% N/A
Kansas Wheat MS F0 Swap (Short) (Leg B) 8880894 -$182.48 0.00% -0.05 12/10/2020
Kansas Wheat MS F0 Swap (Short) 55000 $0.00 0.00% N/A 12/10/2020
5271782 ENDESA SA 632 $16,923.98 0.00% N/A
Sugar BARC GSCI Mar-Mar ER Swap (Long) (Leg B) -3242198 -$582.71 0.00% 0.41 01/28/2021
Sugar BARC GSCI Mar-Mar ER Swap (Long) 18000 $0.00 0.00% N/A 01/28/2021
Live Cattle BARC OY ER Swap (Short) (Leg B) 594862 -$122.56 0.00% -0.47 04/29/2021
Live Cattle BARC OY ER Swap (Short) (Leg A) -6000 $1,511.40 0.00% N/A 04/29/2021
Live Cattle BARC OY ER Swap (Short) 6000 $0.00 0.00% N/A 04/29/2021
Soymeal GSCI 1-2 month ER Swap (Long) (Leg B) -8894681 -$2,354.05 0.00% 0.42 06/24/2021
Soymeal GSCI 1-2 month ER Swap (Long) 10100 $0.00 0.00% N/A 06/24/2021
Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg B) 18680111 -$2,303.03 0.00% -0.30 07/19/2021
Aluminum MS GSCI Dynamic Roll Swap (Short) 227000 $0.00 0.00% N/A 07/19/2021
Copper BARC Optim Idx ER Swap (Long) (Leg B) -21796006 -$2,484.15 0.00% 0.26 07/19/2021
Copper BARC Optim Idx ER Swap (Long) 40700 $0.00 0.00% N/A 07/19/2021
G8994E103 TRANE TECHNOLOGIES PLC 144 $17,460.00 0.00% N/A
COK1 BRENT CRUDE FUTR May21COK1 15 $12,300.00 0.00% N/A 03/31/2021
JBZ0 JPN 10Y BOND(OSE) Dec20JBZ0 COMB -22 $0.00 0.00% N/A 12/14/2020
6496584 KOMATSU LTD 800 $17,648.06 0.00% N/A
XMZ0 AUST 10Y BOND FUT Dec20XMZ0 COMB 174 -$15,130.36 0.00% N/A 12/15/2020
BM94GQ4 NEW WORLD DEVELOPMENT CO LTD 3750 $18,145.16 0.00% N/A
902494103 TYSON FOODS INC 281 $16,713.88 0.00% N/A
BMTVQK9 SIEMENS ENERGY AG 448 $12,099.57 0.00% N/A
6640381 DENSO CORP 400 $17,689.76 0.00% N/A
256677105 DOLLAR GENERAL CORP 90 $18,865.80 0.00% N/A
7133608 EQUINOR ASA 983 $13,956.53 0.00% N/A
7262610 CREDIT AGRICOLE SA 1756 $15,390.08 0.00% N/A
DKK CURRENCY CASH 27165 $4,280.47 0.00% N/A
QSZ0 Low Su Gasoil G Dec20QSZ0 -85 -$29,750.00 -0.01% N/A 12/10/2020
RTYZ0 E-Mini Russ 2000 Dec20RTYZ0 383 -$49,790.00 -0.01% N/A 12/18/2020
G Z0 LONG GILT FUTURE Dec20G Z0 77 -$44,807.65 -0.01% N/A 12/29/2020
CLJ1 WTI CRUDE FUTURE Apr21CLJ1 COMB -29 -$26,100.00 -0.01% N/A 03/22/2021
GCZ0 GOLD 100 OZ FUTR Dec20GCZ0 COMB 110 -$84,700.00 -0.02% N/A 12/29/2020
October 20 Puts on MXEFMXEF US 10/16/20 P1050 -103 -$89,095.00 -0.02% N/A 10/16/2020
USZ0 US LONG BOND(CBT) Dec20USZ0 COMB 96 -$90,000.00 -0.02% N/A 12/21/2020
HOH1 NY Harb ULSD Fut Mar21HOH1 COMB -84 -$113,954.40 -0.03% N/A 02/26/2021
VGZ0 EURO STOXX 50 Dec20VGZ0 940 -$99,231.57 -0.03% N/A 12/18/2020
CNZ0 CAN 10YR BOND FUT Dec20CNZ0 354 -$119,240.99 -0.03% N/A 12/18/2020
Z Z0 FTSE 100 IDX FUT Dec20Z Z0 328 -$125,125.19 -0.03% N/A 12/18/2020
LHZ0 LEAN HOGS FUTURE Dec20LHZ0 COMB -360 -$162,000.00 -0.04% N/A 12/14/2020
ESZ0 S&P500 EMINI FUT Dec20ESZ0 -193 -$176,595.00 -0.05% N/A 12/18/2020
October 20 Puts on MXEAMXEA US 10/16/20 P1800 -118 -$182,900.00 -0.05% N/A 10/16/2020
HKD CURRENCY CASH -1441677 -$186,022.80 -0.05% N/A
PTZ0 S&P/TSX 60 IX FUT Dec20PTZ0 255 -$240,503.01 -0.06% N/A 12/17/2020
CCZ0 COCOA FUTURE Dec20CCZ0 600 -$252,000.00 -0.07% N/A 12/15/2020
Copper BARC Optim Idx ER Swap (Long) (Leg A) 40700 -$278,151.94 -0.07% 0.00 07/19/2021
SIZ0 SILVER FUTURE Dec20SIZ0 COMB 73 -$347,115.00 -0.09% N/A 12/29/2020
October 20 Puts on XSPXSP US 10/16/20 P331 -645 -$330,240.00 -0.09% N/A 10/16/2020
C Z0 CORN FUTURE Dec20C Z0 COMB -750 -$534,375.00 -0.14% N/A 12/14/2020
Kansas Wheat MS F0 Swap (Short) (Leg A) -55000 -$649,709.50 -0.17% N/A 12/10/2020
TPZ0 TOPIX INDX FUTR Dec20TPZ0 COMB 360 -$1,142,802.99 -0.30% N/A 12/10/2020

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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