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Quarterly Portfolio Holdings
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 | 50.91% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 708519632 | $708,519,631.64 | 37.73% | 0.00 | ||
912796ZY8 | TREASURY BILL 0 1/25/2024 | 109000000 | $107,150,216.59 | 5.71% | Aaa | 0.00 | 01/25/2024 |
FUTURES CASH COLLATERAL & VM | 59450000 | $59,450,000.00 | 3.17% | N/A | |||
SWAP COLLATERAL USD | 15940559 | $15,940,559.36 | 0.85% | N/A | |||
CASHEUR08 | EUR CURRENCY CASH | 10891816 | $11,531,710.59 | 0.61% | 0.00 | ||
CASHJPY06 | JPY CURRENCY CASH | 1602602084 | $10,740,940.87 | 0.57% | 0.00 | ||
CASHGBP00 | GBP CURRENCY CASH | 7689245 | $9,384,339.56 | 0.50% | 0.00 | ||
RXZ3 | EURO-BUND FUTURE Dec23RXZ3 | 1317 | $2,161,279.31 | 0.12% | N/A | 12/07/2023 | |
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) | 380000 | $2,031,784.00 | 0.11% | 0.00 | 07/08/2024 | ||
G Z3 | LONG GILT FUTURE Dec23G Z3 | 937 | $1,463,758.91 | 0.08% | N/A | 12/27/2023 | |
August 24 Puts on MXEFMXEF US 08/16/24 P1050 | 82 | $894,210.00 | 0.05% | N/A | 08/16/2024 | ||
Aluminum BAML OY ER Swap (Long) (Leg A) | 150000 | $888,195.00 | 0.05% | 0.00 | 09/25/2024 | ||
February 24 Puts on MXEFMXEF US 02/16/24 P1040 | 82 | $700,690.00 | 0.04% | N/A | 02/16/2024 | ||
September 24 Puts on MXEFMXEF US 09/20/24 P990 | 83 | $710,065.00 | 0.04% | N/A | 09/20/2024 | ||
September 24 Puts on NKYNKY 09/13/24 P32250 | 29 | $514,091.35 | 0.03% | N/A | 09/13/2024 | ||
GasOil JPM Opt Roll Swap (Long) (Leg A) | 92000 | $590,391.60 | 0.03% | 0.00 | 02/06/2024 | ||
September 24 Puts on NKYNKY 09/13/24 P32000 | 29 | $488,824.10 | 0.03% | N/A | 09/13/2024 | ||
July 24 Puts on MXEFMXEF US 07/19/24 P1000 | 82 | $630,990.00 | 0.03% | N/A | 07/19/2024 | ||
March 24 Puts on MXEFMXEF US 03/15/24 P970 | 82 | $380,890.00 | 0.02% | N/A | 03/15/2024 | ||
DE000C6XN851 | September 24 Puts on SX5ESX5E 09/20/24 P4200 | 110 | $303,151.89 | 0.02% | N/A | 09/20/2024 | |
DE000C7Y9VZ9 | July 24 Puts on SX5ESX5E 07/19/24 P4300 | 110 | $330,869.96 | 0.02% | N/A | 07/19/2024 | |
DE000C717F43 | August 24 Puts on SX5ESX5E 08/16/24 P4400 | 110 | $397,602.98 | 0.02% | N/A | 08/16/2024 | |
April 24 Puts on MXEFMXEF US 04/19/24 P975 | 82 | $441,570.00 | 0.02% | N/A | 04/19/2024 | ||
May 24 Puts on MXEFMXEF US 05/17/24 P960 | 82 | $408,770.00 | 0.02% | N/A | 05/17/2024 | ||
December 23 Puts on MXEFMXEF US 12/15/23 P970 | 82 | $286,590.00 | 0.02% | N/A | 12/15/2023 | ||
DE000C1WBJ35 | June 24 Puts on SX5ESX5E 06/21/24 P4250 | 110 | $295,348.90 | 0.02% | N/A | 06/21/2024 | |
June 24 Puts on MXEFMXEF US 06/21/24 P960 | 82 | $443,210.00 | 0.02% | N/A | 06/21/2024 | ||
CNZ3 | CAN 10YR BOND FUT Dec23CNZ3 | 1350 | $389,394.28 | 0.02% | N/A | 12/18/2023 | |
September 24 Puts on NKYNKY 09/13/24 P31250 | 29 | $417,881.44 | 0.02% | N/A | 09/13/2024 | ||
GB00C026HF85 | July 24 Puts on UKXUKX 07/19/24 P7575 | 60 | $209,795.36 | 0.01% | N/A | 07/19/2024 | |
June 24 Puts on SPXSPX US 06/21/24 P4275 | 8 | $146,680.00 | 0.01% | N/A | 06/21/2024 | ||
GB00KHKVX033 | June 24 Puts on UKXUKX 06/21/24 P7575 | 60 | $201,374.25 | 0.01% | N/A | 06/21/2024 | |
DE000C7T3N61 | May 24 Puts on SX5ESX5E 05/17/24 P4200 | 110 | $248,530.98 | 0.01% | N/A | 05/17/2024 | |
May 24 Puts on SPXSPX US 05/17/24 P4200 | 8 | $118,840.00 | 0.01% | N/A | 05/17/2024 | ||
GB00C01RQ558 | May 24 Puts on UKXUKX 05/17/24 P7800 | 60 | $244,212.05 | 0.01% | N/A | 05/17/2024 | |
DE000C7QG8F0 | April 24 Puts on SX5ESX5E 04/19/24 P4200 | 110 | $210,214.81 | 0.01% | N/A | 04/19/2024 | |
April 24 Puts on SPXSPX US 04/19/24 P4150 | 8 | $100,280.00 | 0.01% | N/A | 04/19/2024 | ||
June 24 Puts on NKYNKY 06/14/24 P29750 | 29 | $237,123.42 | 0.01% | N/A | 06/14/2024 | ||
June 24 Puts on NKYNKY 06/14/24 P28250 | 29 | $160,349.85 | 0.01% | N/A | 06/14/2024 | ||
June 24 Puts on NKYNKY 06/14/24 P27000 | 29 | $117,589.89 | 0.01% | N/A | 06/14/2024 | ||
GB00KHKDMJ18 | April 24 Puts on UKXUKX 04/19/24 P7575 | 60 | $159,268.73 | 0.01% | N/A | 04/19/2024 | |
USZ3 | US LONG BOND(CBT) Dec23USZ3 COMB | 987 | $277,593.75 | 0.01% | N/A | 12/19/2023 | |
DE000C7NUJ29 | March 24 Puts on SX5ESX5E 03/15/24 P4150 | 110 | $168,987.09 | 0.01% | N/A | 03/15/2024 | |
GB00KHJ0Q802 | March 24 Puts on UKXUKX 03/15/24 P7800 | 60 | $220,779.41 | 0.01% | N/A | 03/15/2024 | |
DE000C7KYDW8 | February 24 Puts on SX5ESX5E 02/16/24 P4100 | 110 | $135,562.35 | 0.01% | N/A | 02/16/2024 | |
GB00KFNZHW86 | February 24 Puts on UKXUKX 02/16/24 P7650 | 60 | $157,804.19 | 0.01% | N/A | 02/16/2024 | |
January 24 Puts on MXEFMXEF US 01/19/24 P960 | 82 | $281,260.00 | 0.01% | N/A | 01/19/2024 | ||
CASHAUD07 | AUD CURRENCY CASH | 393164 | $253,689.14 | 0.01% | 0.00 | ||
September 24 Puts on SPXSPX US 09/20/24 P4600 | 8 | $264,320.00 | 0.01% | N/A | 09/20/2024 | ||
GB00C03YH625 | September 24 Puts on UKXUKX 09/20/24 P7500 | 60 | $218,948.73 | 0.01% | N/A | 09/20/2024 | |
August 24 Puts on SPXSPX US 08/16/24 P4650 | 8 | $279,360.00 | 0.01% | N/A | 08/16/2024 | ||
GB00C035R871 | August 24 Puts on UKXUKX 08/16/24 P7500 | 60 | $206,500.14 | 0.01% | N/A | 08/16/2024 | |
July 24 Puts on SPXSPX US 07/19/24 P4525 | 8 | $227,360.00 | 0.01% | N/A | 07/19/2024 | ||
Aluminum BAML OY ER Swap (Long) (Leg B) | -16744455 | -$770.70 | 0.00% | 0.28 | 09/25/2024 | ||
Aluminum BAML OY ER Swap (Long) | 150000 | $0.00 | 0.00% | N/A | 09/25/2024 | ||
CASH SECURITY USD | 0 | $0.07 | 0.00% | N/A | |||
NKZ3 | NIKKEI 225 (OSE) Dec23NKZ3 COMB | 325 | $21,782.11 | 0.00% | N/A | 12/07/2023 | |
HOZ3 | NY Harb ULSD Fut Dec23HOZ3 COMB | 313 | $56,527.80 | 0.00% | N/A | 11/30/2023 | |
MESZ3 | MSCI EmgMkt Dec23MESZ3 | -10 | $0.00 | 0.00% | N/A | 12/15/2023 | |
ESZ3 | S&P500 EMINI FUT Dec23ESZ3 | -21 | $12,600.00 | 0.00% | N/A | 12/15/2023 | |
VGZ3 | EURO STOXX 50 Dec23VGZ3 | 420 | $88,935.00 | 0.00% | N/A | 12/15/2023 | |
December 23 Puts on SPXSPX US 12/15/23 P4100 | 8 | $43,760.00 | 0.00% | N/A | 12/15/2023 | ||
GasOil JPM Opt Roll Swap (Long) (Leg B) | -39939077 | -$2,462.00 | 0.00% | 0.25 | 02/06/2024 | ||
GasOil JPM Opt Roll Swap (Long) | 92000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -18922818 | -$2,799.54 | 0.00% | 0.27 | 02/06/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 185000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
Corn Ssnl BAML Swap (Long) (Leg B) | -8791365 | -$899.23 | 0.00% | 0.12 | 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 | ||
Sugar CARG Mar-Mar ER Swap (Long) (Leg B) | -20235744 | -$2,772.02 | 0.00% | 0.20 | 02/21/2024 | ||
SoyBean Oil Ssnl GS (Long) (Leg B) | -14874222 | -$2,445.08 | 0.00% | 0.25 | 02/21/2024 | ||
Sugar CARG Mar-Mar ER Swap (Long) (Leg A) | 35000 | $7,633.49 | 0.00% | 0.00 | 02/21/2024 | ||
Sugar CARG Mar-Mar ER Swap (Long) | 35000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
SoyBean Oil Ssnl GS (Long) | 97000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
Cotton BAML Seasonal Swap (Long) (Leg B) | -14604630 | -$2,228.18 | 0.00% | 0.18 | 02/21/2024 | ||
SoyBeans RBC Seasonal ER Swap (Long) (Leg B) | -14026160 | -$2,242.52 | 0.00% | 0.18 | 02/21/2024 | ||
Cotton BAML Seasonal Swap (Long) (Leg A) | 150000 | $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) | 150000 | $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 | ||
SoyBeans GS Seasonal ER Swap (Long) (Leg B) | -6639654 | -$611.21 | 0.00% | 0.14 | 02/21/2024 | ||
Cotton CIBC Seasonal Swap (Long) (Leg B) | -15554385 | -$2,386.42 | 0.00% | 0.28 | 02/21/2024 | ||
Cotton RBC Seasonal Swap (Long) (Leg B) | -4909065 | -$1,165.04 | 0.00% | 0.28 | 02/21/2024 | ||
SoyBeans BARC Seasonal ER Swap (Long) (Leg B) | -14292162 | -$1,190.36 | 0.00% | 0.19 | 02/21/2024 | ||
Soymeal BARC GSCI 1-2 month ER Swap (Long) (Leg B) | -4197336 | -$349.59 | 0.00% | 0.19 | 02/21/2024 | ||
Soymeal Frnt CIBC ER Swap (Long) (Leg B) | -19222616 | -$1,474.62 | 0.00% | 0.14 | 02/21/2024 | ||
SoyBean Oil Ssnl CARG (Long) (Leg B) | -15239434 | -$2,505.10 | 0.00% | 0.24 | 02/21/2024 | ||
Soymeal Frnt MACQ ER Swap (Long) (Leg B) | -19663066 | -$549.48 | 0.00% | 0.17 | 02/21/2024 | ||
Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg B) | -10155749 | -$1,653.49 | 0.00% | 0.20 | 02/21/2024 | ||
Cotton RBC Seasonal Swap (Long) (Leg A) | 35000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg A) | 48000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
SoyBeans GS Seasonal ER Swap (Long) | 13000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
Cotton CIBC Seasonal Swap (Long) | 90000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
Cotton RBC Seasonal Swap (Long) | 35000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
SoyBeans BARC Seasonal ER Swap (Long) | 34000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
Soymeal BARC GSCI 1-2 month ER Swap (Long) | 3500 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
Soymeal Frnt CIBC ER Swap (Long) | 80000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
SoyBean Oil Ssnl CARG (Long) | 72000 | $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) | 48000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -2394220 | -$5,614.90 | 0.00% | N/A | 10/25/2023 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 349 | -$19,554.77 | 0.00% | 0.00 | 10/25/2023 | ||
IVZ Idx UK Quality TR Swap NET | 349 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -9570021 | -$22,422.72 | 0.00% | N/A | 10/26/2023 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 1395 | -$78,163.05 | 0.00% | 0.00 | 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 | 60 | $2,196.81 | 0.00% | N/A | 10/20/2023 | |
December 23 Puts on NKYNKY 12/08/23 P25000 | 29 | $6,413.99 | 0.00% | N/A | 12/08/2023 | ||
October 23 Puts on MXEFMXEF US 10/20/23 P850 | 82 | $4,920.00 | 0.00% | N/A | 10/20/2023 | ||
October 23 Puts on SPXSPX US 10/20/23 P3625 | 8 | $1,440.00 | 0.00% | N/A | 10/20/2023 | ||
DE000C68GQH6 | October 23 Puts on SX5ESX5E 10/20/23 P3200 | 110 | $582.31 | 0.00% | N/A | 10/20/2023 | |
GB00KCCTMC53 | November 23 Puts on UKXUKX 11/17/23 P7050 | 60 | $13,913.13 | 0.00% | N/A | 11/17/2023 | |
December 23 Puts on NKYNKY 12/08/23 P26250 | 29 | $9,718.17 | 0.00% | N/A | 12/08/2023 | ||
December 23 Puts on NKYNKY 12/08/23 P27000 | 29 | $14,577.26 | 0.00% | N/A | 12/08/2023 | ||
November 23 Puts on MXEFMXEF US 11/17/23 P840 | 82 | $18,450.00 | 0.00% | N/A | 11/17/2023 | ||
November 23 Puts on SPXSPX US 11/17/23 P3875 | 8 | $10,840.00 | 0.00% | N/A | 11/17/2023 | ||
DE000C7BXXH8 | November 23 Puts on SX5ESX5E 11/17/23 P3500 | 110 | $6,754.83 | 0.00% | N/A | 11/17/2023 | |
DE000C7DEQT3 | December 23 Puts on SX5ESX5E 12/15/23 P3875 | 110 | $42,741.74 | 0.00% | N/A | 12/15/2023 | |
GB00H1PJWF19 | December 23 Puts on UKXUKX 12/15/23 P7450 | 60 | $70,297.92 | 0.00% | N/A | 12/15/2023 | |
Z Z3 | FTSE 100 IDX FUT Dec23Z Z3 | 35 | $8,329.57 | 0.00% | N/A | 12/15/2023 | |
GB00KFMV5Q78 | January 24 Puts on UKXUKX 01/19/24 P7450 | 60 | $88,970.81 | 0.00% | N/A | 01/19/2024 | |
March 24 Puts on NKYNKY 03/08/24 P24250 | 29 | $26,239.07 | 0.00% | N/A | 03/08/2024 | ||
March 24 Puts on NKYNKY 03/08/24 P26000 | 29 | $45,675.41 | 0.00% | N/A | 03/08/2024 | ||
March 24 Puts on NKYNKY 03/08/24 P26250 | 29 | $49,562.68 | 0.00% | N/A | 03/08/2024 | ||
January 24 Puts on SPXSPX US 01/19/24 P3900 | 8 | $34,200.00 | 0.00% | N/A | 01/19/2024 | ||
DE000C7G2QY9 | January 24 Puts on SX5ESX5E 01/19/24 P3900 | 110 | $65,102.54 | 0.00% | N/A | 01/19/2024 | |
February 24 Puts on SPXSPX US 02/16/24 P4100 | 8 | $68,560.00 | 0.00% | N/A | 02/16/2024 | ||
March 24 Puts on SPXSPX US 03/15/24 P4000 | 8 | $63,840.00 | 0.00% | N/A | 03/15/2024 | ||
Copper Citi Cubes LME Idx ER Swap (Long) (Leg B) | -28421313 | -$3,036.80 | 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 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -7452800 | -$19,353.86 | 0.00% | N/A | 11/24/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 4000 | -$70,960.00 | 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) | -18883830 | -$49,290.40 | 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) | -18883830 | -$49,290.40 | 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) | -22755042 | -$53,711.09 | 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) | -13508200 | -$35,078.87 | 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) | -465983 | -$1,092.82 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 74 | -$4,282.66 | 0.00% | 0.00 | 11/24/2023 | ||
IVZ Idx UK Momentum TR Swap NET | 74 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -21309886 | -$36,416.70 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx USA Low Vol TR Swap | 3350 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -20944055 | -$48,981.22 | 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) | -21872924 | -$37,378.88 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Momentum TR Swap | 2850 | $0.00 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -22000022 | -$37,528.86 | 0.00% | N/A | 10/25/2023 | ||
IVZ Idx USA Quality TR Swap | 2070 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -1259414 | -$2,934.40 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 200 | -$11,574.75 | 0.00% | 0.00 | 11/24/2023 | ||
IVZ Idx UK Momentum TR Swap NET | 200 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
MSCI EURO EMU Momentum TR Swap (Leg B) | -26002864 | -$32,871.46 | 0.00% | N/A | 01/24/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -7491371 | -$17,698.94 | 0.00% | N/A | 01/25/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 1092 | -$61,185.70 | 0.00% | 0.00 | 01/25/2024 | ||
MSCI EURO EMU Momentum TR Swap | 4900 | $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) | -17531967 | -$1,306.49 | 0.00% | 0.17 | 06/20/2024 | ||
Copper BARC Optim Idx ER Swap (Long) | 25500 | $0.00 | 0.00% | N/A | 06/20/2024 | ||
MSCI EURO EMU LowVol TR Swap (Leg B) | -27984088 | -$35,129.11 | 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) | -6270250 | -$14,854.83 | 0.00% | N/A | 01/26/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 914 | -$51,212.21 | 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) | -6721409 | -$1,547.67 | 0.00% | 0.25 | 06/24/2024 | ||
Nat Gas Seasonal BAML Swap (Long) (Leg A) | 85000 | $0.00 | 0.00% | 0.00 | 06/24/2024 | ||
Nat Gas Seasonal BAML Swap (Long) | 85000 | $0.00 | 0.00% | N/A | 06/24/2024 | ||
Wheat Chicago Ssnl CARG (Long) (Leg B) | -2162892 | -$325.92 | 0.00% | 0.22 | 07/03/2024 | ||
Wheat Chicago Ssnl CARG (Long) | 40000 | $0.00 | 0.00% | N/A | 07/03/2024 | ||
Coffee Front CARG Swap ER (Long) (Leg B) | -1488521 | -$203.91 | 0.00% | 0.20 | 07/03/2024 | ||
Coffee Front CARG Swap ER (Long) (Leg A) | 10000 | -$74,039.00 | 0.00% | 0.00 | 07/03/2024 | ||
Coffee Front CARG Swap ER (Long) | 10000 | $0.00 | 0.00% | N/A | 07/03/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -2833682 | -$6,700.95 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -4978162 | -$13,038.21 | 0.00% | N/A | 01/25/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -1967502 | -$4,635.55 | 0.00% | N/A | 11/23/2023 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -2744092 | -$6,548.74 | 0.00% | N/A | 01/25/2024 | ||
MSCI EURO EMU Momentum TR Swap (Leg B) | -2122683 | -$2,750.80 | 0.00% | N/A | 01/24/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 450 | -$26,043.18 | 0.00% | 0.00 | 11/24/2023 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 382 | -$9,016.54 | 0.00% | 0.00 | 11/23/2023 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 400 | -$22,412.34 | 0.00% | 0.00 | 01/25/2024 | ||
MSCI EURO EMU Momentum TR Swap (Leg A) | 400 | -$66,619.51 | 0.00% | 0.00 | 01/24/2024 | ||
IVZ Idx UK Momentum TR Swap NET | 450 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 750 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 382 | $0.00 | 0.00% | N/A | 11/23/2023 | ||
IVZ Idx UK Quality TR Swap NET | 400 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
MSCI EURO EMU Momentum TR Swap | 400 | $0.00 | 0.00% | N/A | 01/24/2024 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) | -39026912 | -$4,170.00 | 0.00% | 0.30 | 07/08/2024 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) | 380000 | $0.00 | 0.00% | N/A | 07/08/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -2801964514 | $3,618.00 | 0.00% | N/A | 01/29/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -5073282881 | $4,255.00 | 0.00% | N/A | 01/29/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -1347617833 | $1,130.00 | 0.00% | N/A | 01/30/2024 | ||
MSCI Japan LowVol TR Swap | 856388 | $0.00 | 0.00% | N/A | 01/29/2024 | ||
MSCI Japan Quality TR Swap | 1648765 | $0.00 | 0.00% | N/A | 01/29/2024 | ||
MSCI Japan Quality TR Swap | 437962 | $0.00 | 0.00% | N/A | 01/30/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -3015880685 | $3,847.00 | 0.00% | N/A | 01/30/2024 | ||
MSCI Japan LowVol TR Swap | 921769 | $0.00 | 0.00% | N/A | 01/30/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -18359463 | -$48,900.88 | 0.00% | N/A | 02/22/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 2766 | $0.00 | 0.00% | N/A | 02/22/2024 | ||
MSCI EURO EMU Quality TR Swap (Leg B) | -28075341 | -$37,274.86 | 0.00% | N/A | 01/26/2024 | ||
MSCI EURO EMU Quality TR Swap | 6900 | $0.00 | 0.00% | N/A | 01/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -14230907 | -$37,904.37 | 0.00% | N/A | 02/23/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 2144 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
JP - JPMS US SWAT PAY SOFRRATE + 54BPS | -2226406 | -$3,981.61 | 0.00% | 5.84 | 11/28/2023 | ||
JP - JPMS US SWAT TRS REC IIULT | 350 | -$78,025.50 | 0.00% | 0.00 | 11/28/2023 | ||
IVZ Idx USA Low Vol TR Swap | 350 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
CIT - CITI US DV PAY MUTKCALM - 37.5B | -719804800 | $941.00 | 0.00% | -0.38 | 01/30/2024 | ||
JP - JPMS US SWAT PAY EUR001M + 1BPS | -2388018 | -$3,178.93 | 0.00% | 3.62 | 01/24/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -1715058 | -$4,122.78 | 0.00% | N/A | 01/26/2024 | ||
BNP - BNPP US DV PAY MUTKCALM - 18BPS | -769255000 | $537.00 | 0.00% | -0.24 | 01/30/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -2060212 | -$4,925.61 | 0.00% | N/A | 05/23/2024 | ||
JP - JPMS US SWAT PAY EUR001M - 5BPS | -2544008 | -$3,332.72 | 0.00% | 3.56 | 01/25/2024 | ||
JP - JPMS US SWAT PAY EUR001M | -2034445 | -$2,701.07 | 0.00% | 3.61 | 01/26/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -1259414 | -$2,989.15 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx USA Momentum TR Swap (Leg B) | -1534942 | -$2,745.02 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -1381644 | -$2,462.43 | 0.00% | N/A | 02/27/2024 | ||
CIT - CITI US DV TRS REC M4JPVOJ | 220000 | -$62,621.23 | 0.00% | 0.00 | 01/30/2024 | ||
JP - JPMS US SWAT TRS REC MXEMUMNE | 450 | -$74,946.95 | 0.00% | 0.00 | 01/24/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 250 | -$14,007.71 | 0.00% | 0.00 | 01/26/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 400 | -$9,441.40 | 0.00% | 0.00 | 05/23/2024 | ||
JP - JPMS US SWAT TRS REC M7CXDBFR | 800 | -$83,878.41 | 0.00% | 0.00 | 01/25/2024 | ||
JP - JPMS US SWAT TRS REC M7CXEMQ | 500 | -$69,041.09 | 0.00% | 0.00 | 01/26/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 200 | -$11,574.75 | 0.00% | 0.00 | 11/28/2023 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 200 | -$50,678.00 | 0.00% | 0.00 | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 130 | -$51,897.30 | 0.00% | 0.00 | 02/27/2024 | ||
MSCI Japan LowVol TR Swap | 220000 | $0.00 | 0.00% | N/A | 01/30/2024 | ||
MSCI EURO EMU Momentum TR Swap | 450 | $0.00 | 0.00% | N/A | 01/24/2024 | ||
IVZ Idx UK Quality TR Swap NET | 250 | $0.00 | 0.00% | N/A | 01/26/2024 | ||
MSCI Japan Quality TR Swap | 250000 | $0.00 | 0.00% | N/A | 01/30/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 400 | $0.00 | 0.00% | N/A | 05/23/2024 | ||
MSCI EURO EMU LowVol TR Swap | 800 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
MSCI EURO EMU Quality TR Swap | 500 | $0.00 | 0.00% | N/A | 01/26/2024 | ||
IVZ Idx UK Momentum TR Swap NET | 200 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx USA Momentum TR Swap | 200 | $0.00 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap | 130 | $0.00 | 0.00% | N/A | 02/27/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -1771315283 | $2,066.00 | 0.00% | N/A | 02/22/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -1138386627 | $848.00 | 0.00% | N/A | 02/22/2024 | ||
MSCI Japan LowVol TR Swap | 541382 | $0.00 | 0.00% | N/A | 02/22/2024 | ||
MSCI Japan Quality TR Swap | 369964 | $0.00 | 0.00% | N/A | 02/22/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -3463388 | -$8,310.48 | 0.00% | N/A | 02/26/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 550 | -$31,830.56 | 0.00% | 0.00 | 02/26/2024 | ||
IVZ Idx UK Momentum TR Swap NET | 550 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -1048497118 | $1,207.00 | 0.00% | N/A | 02/26/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 320461 | -$91,216.64 | 0.00% | 0.00 | 02/26/2024 | ||
MSCI Japan LowVol TR Swap | 320461 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -717896459 | $512.00 | 0.00% | N/A | 02/26/2024 | ||
MSCI Japan Quality TR Swap | 233309 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -3347844 | -$8,047.79 | 0.00% | N/A | 02/27/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 650 | -$15,342.28 | 0.00% | 0.00 | 02/27/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 650 | $0.00 | 0.00% | N/A | 02/27/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -22731040 | -$60,645.71 | 0.00% | N/A | 03/22/2024 | ||
MSCI Emerg Low Vol TR Swap | 12200 | $0.00 | 0.00% | N/A | 03/22/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -2323142 | -$6,146.45 | 0.00% | N/A | 03/28/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 350 | -$55,478.50 | 0.00% | 0.00 | 03/28/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 350 | $0.00 | 0.00% | N/A | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -6521200 | -$17,253.44 | 0.00% | N/A | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 3500 | -$62,090.00 | 0.00% | 0.00 | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap | 3500 | $0.00 | 0.00% | N/A | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -16130563 | -$15,871.67 | 0.00% | N/A | 04/26/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 8734 | -$12,314.94 | 0.00% | 0.00 | 04/26/2024 | ||
MSCI Emerg Low Vol TR Swap | 8734 | $0.00 | 0.00% | N/A | 04/26/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -10767159 | -$5,318.17 | 0.00% | N/A | 05/30/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 5850 | $28,782.00 | 0.00% | 0.00 | 05/30/2024 | ||
MSCI Emerg Low Vol TR Swap | 5850 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
MSCI Japan Quality TR Swap (Leg A) | 369964 | -$158,568.40 | -0.01% | 0.00 | 02/22/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 4418 | -$104,280.28 | -0.01% | 0.00 | 05/23/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 750 | -$118,882.50 | -0.01% | 0.00 | 01/25/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 856388 | -$243,763.94 | -0.01% | 0.00 | 01/29/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 3326 | -$192,488.06 | -0.01% | 0.00 | 11/28/2023 | ||
MSCI Japan Quality TR Swap (Leg A) | 437962 | -$187,712.67 | -0.01% | 0.00 | 01/30/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 7250 | -$128,615.00 | -0.01% | 0.00 | 11/27/2023 | ||
XMZ3 | AUST 10Y BOND FUT Dec23XMZ3 COMB | 1530 | -$253,689.14 | -0.01% | N/A | 12/15/2023 | |
Cotton CIBC Seasonal Swap (Long) (Leg A) | 90000 | -$111,636.00 | -0.01% | 0.00 | 02/21/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 541382 | -$154,100.02 | -0.01% | 0.00 | 02/22/2024 | ||
Soymeal BARC GSCI 1-2 month ER Swap (Long) (Leg A) | 3500 | -$116,690.00 | -0.01% | 0.00 | 02/21/2024 | ||
BNP - BNPP US DV TRS REC M4JPQU | 250000 | -$107,151.23 | -0.01% | 0.00 | 01/30/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 921769 | -$262,374.11 | -0.01% | 0.00 | 01/30/2024 | ||
CLZ3 | WTI CRUDE FUTURE Dec23CLZ3 COMB | 220 | -$173,800.00 | -0.01% | N/A | 11/20/2023 | |
MSCI Emerg Low Vol TR Swap (Leg A) | 12200 | -$216,428.00 | -0.01% | 0.00 | 03/22/2024 | ||
JBZ3 | JPN 10Y BOND(OSE) Dec23JBZ3 COMB | 262 | -$263,396.00 | -0.01% | N/A | 12/13/2023 | |
Copper Citi Cubes LME Idx ER Swap (Long) (Leg A) | 28874 | -$158,893.62 | -0.01% | 0.00 | 05/17/2024 | ||
MSCI Japan Quality TR Swap (Leg A) | 233309 | -$99,997.39 | -0.01% | 0.00 | 02/26/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 185000 | -$170,144.50 | -0.01% | 0.00 | 02/06/2024 | ||
Wheat Chicago Ssnl CARG (Long) (Leg A) | 40000 | -$239,732.00 | -0.01% | 0.00 | 07/03/2024 | ||
Copper BARC Optim Idx ER Swap (Long) (Leg A) | 25500 | -$309,251.24 | -0.02% | 0.00 | 06/20/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2845 | -$450,960.95 | -0.02% | 0.00 | 11/27/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2845 | -$450,960.95 | -0.02% | 0.00 | 11/24/2023 | ||
COF4 | BRENT CRUDE FUTR Jan24COF4 | 370 | -$303,400.00 | -0.02% | N/A | 11/30/2023 | |
Soymeal Frnt MACQ ER Swap (Long) (Leg A) | 47000 | -$433,814.70 | -0.02% | 0.00 | 02/21/2024 | ||
SoyBeans GS Seasonal ER Swap (Long) (Leg A) | 13000 | -$383,034.60 | -0.02% | 0.00 | 02/21/2024 | ||
SIZ3 | SILVER FUTURE Dec23SIZ3 COMB | 217 | -$315,735.00 | -0.02% | N/A | 12/27/2023 | |
GCZ3 | GOLD 100 OZ FUTR Dec23GCZ3 COMB | 235 | -$293,750.00 | -0.02% | N/A | 12/27/2023 | |
CASHCAD09 | CAD CURRENCY CASH | -526500 | -$389,394.28 | -0.02% | 0.00 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2144 | -$339,845.44 | -0.02% | 0.00 | 02/23/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2766 | -$438,438.66 | -0.02% | 0.00 | 02/22/2024 | ||
SoyBeans BARC Seasonal ER Swap (Long) (Leg A) | 34000 | -$695,816.80 | -0.04% | 0.00 | 02/21/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 2850 | -$722,161.50 | -0.04% | 0.00 | 11/29/2023 | ||
MSCI EURO EMU Momentum TR Swap (Leg A) | 4900 | -$816,089.05 | -0.04% | 0.00 | 01/24/2024 | ||
RTYZ3 | E-Mini Russ 2000 Dec23RTYZ3 | 1470 | -$771,750.00 | -0.04% | N/A | 12/15/2023 | |
IVZ Idx USA Low Vol TR Swap (Leg A) | 3350 | -$746,815.50 | -0.04% | 0.00 | 11/28/2023 | ||
MSCI Japan Quality TR Swap (Leg A) | 1648765 | -$706,668.82 | -0.04% | 0.00 | 01/29/2024 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 2070 | -$826,364.70 | -0.04% | 0.00 | 10/25/2023 | ||
MSCI EURO EMU LowVol TR Swap (Leg A) | 8800 | -$922,662.51 | -0.05% | 0.00 | 01/25/2024 | ||
MSCI EURO EMU Quality TR Swap (Leg A) | 6900 | -$952,767.01 | -0.05% | 0.00 | 01/26/2024 | ||
SoyBean Oil Ssnl GS (Long) (Leg A) | 97000 | -$1,211,384.50 | -0.06% | 0.00 | 02/21/2024 | ||
XBX3 | GASOLINE RBOB FUT Nov23XBX3 COMB | 392 | -$1,098,148.80 | -0.06% | N/A | 10/31/2023 | |
Soymeal Frnt CIBC ER Swap (Long) (Leg A) | 80000 | -$1,125,160.00 | -0.06% | 0.00 | 02/21/2024 | ||
SoyBean Oil Ssnl CARG (Long) (Leg A) | 72000 | -$1,600,178.40 | -0.09% | 0.00 | 02/21/2024 |
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.