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Quarterly Portfolio Holdings
as of
12/31/2023
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 | 52.11% | N/A | ||
| CASHUSD00 | USD CURRENCY CASH | 666076851 | $666,076,851.44 | 36.30% | 0.00 | ||
| 912796ZY8 | TREASURY BILL 0 1/25/2024 | 109000000 | $108,632,811.70 | 5.92% | Aaa | 0.00 | 01/25/2024 |
| FUTURES CASH COLLATERAL & VM | 59450000 | $59,450,000.00 | 3.24% | N/A | |||
| CASHEUR08 | EUR CURRENCY CASH | 11236815 | $12,414,995.55 | 0.68% | 0.00 | ||
| CASHGBP00 | GBP CURRENCY CASH | 8466872 | $10,791,451.69 | 0.59% | 0.00 | ||
| CASHJPY06 | JPY CURRENCY CASH | 1482515165 | $10,520,634.18 | 0.57% | 0.00 | ||
| SWAP COLLATERAL USD | 4220559 | $4,220,559.36 | 0.23% | N/A | |||
| CASHAUD07 | AUD CURRENCY CASH | 2735603 | $1,866,638.47 | 0.10% | 0.00 | ||
| Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) | 365000 | $1,618,519.50 | 0.09% | 0.00 | 07/08/2024 | ||
| MSCI Japan Quality TR Swap (Leg A) | 1268765 | $1,306,535.78 | 0.07% | 0.00 | 01/29/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2845 | $1,028,637.69 | 0.06% | 0.00 | 05/30/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 12200 | $1,034,072.00 | 0.06% | 0.00 | 03/22/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2766 | $1,000,074.46 | 0.05% | 0.00 | 02/22/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 2144 | $775,184.25 | 0.04% | 0.00 | 02/23/2024 | ||
| Coffee Front CARG Swap ER (Long) (Leg A) | 50000 | $644,365.00 | 0.04% | 0.00 | 07/03/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 8734 | $740,293.84 | 0.04% | 0.00 | 04/26/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 5850 | $495,846.00 | 0.03% | 0.00 | 05/30/2024 | ||
| December 24 Puts on NKYNKY 12/13/24 P31750 | 26 | $335,805.27 | 0.02% | N/A | 12/13/2024 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 3300 | $329,824.76 | 0.02% | 0.00 | 05/29/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 4716 | $399,728.16 | 0.02% | 0.00 | 06/27/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 1095 | $395,908.00 | 0.02% | 0.00 | 05/30/2024 | ||
| September 24 Puts on MXEFMXEF US 09/20/24 P990 | 72 | $284,760.00 | 0.02% | N/A | 09/20/2024 | ||
| August 24 Puts on MXEFMXEF US 08/16/24 P1050 | 72 | $429,840.00 | 0.02% | N/A | 08/16/2024 | ||
| September 24 Puts on NKYNKY 09/13/24 P32250 | 26 | $296,135.97 | 0.02% | N/A | 09/13/2024 | ||
| September 24 Puts on NKYNKY 09/13/24 P32000 | 26 | $275,840.05 | 0.02% | N/A | 09/13/2024 | ||
| December 24 Puts on NKYNKY 12/13/24 P32000 | 26 | $354,256.11 | 0.02% | N/A | 12/13/2024 | ||
| MSCI Japan Quality TR Swap (Leg A) | 369964 | $380,977.72 | 0.02% | 0.00 | 02/22/2024 | ||
| MSCI Japan Quality TR Swap (Leg A) | 437962 | $451,000.00 | 0.02% | 0.00 | 01/30/2024 | ||
| Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 175000 | $318,272.50 | 0.02% | 0.00 | 02/06/2024 | ||
| December 24 Puts on MXEFMXEF US 12/20/24 P990 | 72 | $362,880.00 | 0.02% | N/A | 12/20/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg A) | 3500 | $296,660.00 | 0.02% | 0.00 | 03/28/2024 | ||
| DE000C73H6W3 | December 24 Puts on SX5ESX5E 12/20/24 P4350 | 100 | $229,808.80 | 0.01% | N/A | 12/20/2024 | |
| December 24 Puts on SPXSPX US 12/20/24 P4650 | 7 | $131,320.00 | 0.01% | N/A | 12/20/2024 | ||
| February 24 Puts on MXEFMXEF US 02/16/24 P1040 | 72 | $200,520.00 | 0.01% | N/A | 02/16/2024 | ||
| XBG4 | GASOLINE RBOB FUT Feb24XBG4 COMB | 398 | $110,325.60 | 0.01% | N/A | 01/31/2024 | |
| GB00KHJ0Q802 | March 24 Puts on UKXUKX 03/15/24 P7800 | 55 | $118,819.92 | 0.01% | N/A | 03/15/2024 | |
| Copper Citi Cubes LME Idx ER Swap (Long) (Leg A) | 27200 | $194,398.40 | 0.01% | 0.00 | 05/17/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg A) | 4250 | $248,592.49 | 0.01% | 0.00 | 05/23/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 1092 | $159,581.92 | 0.01% | 0.00 | 01/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 914 | $133,569.49 | 0.01% | 0.00 | 01/26/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 750 | $271,169.87 | 0.01% | 0.00 | 01/25/2024 | ||
| BNP - BNPP US DV TRS REC M4JPQU | 250000 | $257,442.43 | 0.01% | 0.00 | 01/30/2024 | ||
| MSCI Japan Quality TR Swap (Leg A) | 233309 | $240,254.54 | 0.01% | 0.00 | 02/26/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 350 | $126,545.94 | 0.01% | 0.00 | 03/28/2024 | ||
| June 24 Puts on NKYNKY 06/14/24 P29750 | 26 | $98,711.99 | 0.01% | N/A | 06/14/2024 | ||
| April 24 Puts on MXEFMXEF US 04/19/24 P975 | 72 | $122,040.00 | 0.01% | N/A | 04/19/2024 | ||
| GB00C01RQ558 | May 24 Puts on UKXUKX 05/17/24 P7800 | 55 | $152,818.55 | 0.01% | N/A | 05/17/2024 | |
| May 24 Puts on MXEFMXEF US 05/17/24 P960 | 72 | $121,680.00 | 0.01% | N/A | 05/17/2024 | ||
| GB00KHKVX033 | June 24 Puts on UKXUKX 06/21/24 P7575 | 55 | $119,170.43 | 0.01% | N/A | 06/21/2024 | |
| DE000C1WBJ35 | June 24 Puts on SX5ESX5E 06/21/24 P4250 | 100 | $108,164.81 | 0.01% | N/A | 06/21/2024 | |
| June 24 Puts on MXEFMXEF US 06/21/24 P960 | 72 | $149,760.00 | 0.01% | N/A | 06/21/2024 | ||
| GB00C026HF85 | July 24 Puts on UKXUKX 07/19/24 P7575 | 55 | $124,077.44 | 0.01% | N/A | 07/19/2024 | |
| September 24 Puts on NKYNKY 09/13/24 P31250 | 26 | $227,867.86 | 0.01% | N/A | 09/13/2024 | ||
| July 24 Puts on MXEFMXEF US 07/19/24 P1000 | 72 | $257,040.00 | 0.01% | N/A | 07/19/2024 | ||
| DE000C7Y9VZ9 | July 24 Puts on SX5ESX5E 07/19/24 P4300 | 100 | $132,802.97 | 0.01% | N/A | 07/19/2024 | |
| GB00C035R871 | August 24 Puts on UKXUKX 08/16/24 P7500 | 55 | $125,829.95 | 0.01% | N/A | 08/16/2024 | |
| August 24 Puts on SPXSPX US 08/16/24 P4650 | 7 | $92,610.00 | 0.01% | N/A | 08/16/2024 | ||
| DE000C717F43 | August 24 Puts on SX5ESX5E 08/16/24 P4400 | 100 | $184,509.95 | 0.01% | N/A | 08/16/2024 | |
| GB00C03YH625 | September 24 Puts on UKXUKX 09/20/24 P7500 | 55 | $150,715.54 | 0.01% | N/A | 09/20/2024 | |
| DE000C6XN851 | September 24 Puts on SX5ESX5E 09/20/24 P4200 | 100 | $139,100.61 | 0.01% | N/A | 09/20/2024 | |
| September 24 Puts on SPXSPX US 09/20/24 P4600 | 7 | $95,235.00 | 0.01% | N/A | 09/20/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 1194 | $174,487.92 | 0.01% | 0.00 | 04/24/2024 | ||
| IVZ Idx USA Quality TR Swap (Leg A) | 1920 | $146,231.77 | 0.01% | 0.00 | 04/25/2024 | ||
| IVZ Idx USA Low Vol TR Swap (Leg A) | 3150 | $169,368.85 | 0.01% | 0.00 | 06/26/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 350 | $101,422.67 | 0.01% | 0.00 | 04/24/2024 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 330 | $92,417.67 | 0.01% | 0.00 | 05/29/2024 | ||
| ML - MERL US DV TRS REC M1EFMVOL | 1300 | $105,768.00 | 0.01% | 0.00 | 06/27/2024 | ||
| GB00KKW5L008 | October 24 Puts on UKXUKX 10/18/24 P7500 | 55 | $144,406.52 | 0.01% | N/A | 10/18/2024 | |
| December 24 Puts on NKYNKY 12/13/24 P30250 | 26 | $245,396.16 | 0.01% | N/A | 12/13/2024 | ||
| October 24 Puts on MXEFMXEF US 10/18/24 P950 | 72 | $223,920.00 | 0.01% | N/A | 10/18/2024 | ||
| DE000C76VRY1 | October 24 Puts on SX5ESX5E 10/18/24 P4100 | 100 | $127,831.14 | 0.01% | N/A | 10/18/2024 | |
| GB00KKX0LX71 | November 24 Puts on UKXUKX 11/15/24 P7275 | 55 | $125,479.45 | 0.01% | N/A | 11/15/2024 | |
| November 24 Puts on MXEFMXEF US 11/15/24 P920 | 72 | $192,600.00 | 0.01% | N/A | 11/15/2024 | ||
| DE000F0AWFD0 | November 24 Puts on SX5ESX5E 11/15/24 P4000 | 100 | $119,102.83 | 0.01% | N/A | 11/15/2024 | |
| GB00KKXK8P84 | December 24 Puts on UKXUKX 12/20/24 P7450 | 55 | $178,405.14 | 0.01% | N/A | 12/20/2024 | |
| Corn Ssnl BAML Swap (Long) | 60000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Sugar CARG Mar-Mar ER Swap (Long) (Leg B) | -16327064 | -$2,326.05 | 0.00% | 0.20 | 02/21/2024 | ||
| SoyBean Oil Ssnl GS (Long) (Leg B) | -13674644 | -$2,341.55 | 0.00% | 0.25 | 02/21/2024 | ||
| Sugar CARG Mar-Mar ER Swap (Long) | 32500 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| SoyBean Oil Ssnl GS (Long) | 105000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Cotton BAML Seasonal Swap (Long) (Leg B) | -13501515 | -$2,096.57 | 0.00% | 0.18 | 02/21/2024 | ||
| SoyBeans RBC Seasonal ER Swap (Long) (Leg B) | -13869670 | -$2,291.92 | 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) | -8269531 | -$792.97 | 0.00% | 0.14 | 02/21/2024 | ||
| Cotton CIBC Seasonal Swap (Long) (Leg B) | -14049279 | -$2,263.29 | 0.00% | 0.28 | 02/21/2024 | ||
| Cotton RBC Seasonal Swap (Long) (Leg B) | -7797228 | -$1,883.45 | 0.00% | 0.28 | 02/21/2024 | ||
| SoyBeans BARC Seasonal ER Swap (Long) (Leg B) | -13845575 | -$1,225.23 | 0.00% | 0.19 | 02/21/2024 | ||
| Soymeal BARC GSCI 1-2 month ER Swap (Long) (Leg B) | -3188078 | -$282.12 | 0.00% | 0.19 | 02/21/2024 | ||
| Soymeal Frnt CIBC ER Swap (Long) (Leg B) | -17666040 | -$1,422.96 | 0.00% | 0.14 | 02/21/2024 | ||
| SoyBean Oil Ssnl CARG (Long) (Leg B) | -10348784 | -$1,769.22 | 0.00% | 0.24 | 02/21/2024 | ||
| Soymeal Frnt MACQ ER Swap (Long) (Leg B) | -17364996 | -$404.38 | 0.00% | 0.17 | 02/21/2024 | ||
| Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg B) | -12003857 | -$2,610.86 | 0.00% | 0.20 | 02/21/2024 | ||
| Cotton RBC Seasonal Swap (Long) (Leg A) | 60000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| Soymeal BARC GSCI 1-2 month ER Swap (Long) (Leg A) | 2500 | -$85,207.75 | 0.00% | 0.00 | 02/21/2024 | ||
| Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg A) | 73000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| SoyBeans GS Seasonal ER Swap (Long) | 17000 | $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) | 60000 | $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) | 2500 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Soymeal Frnt CIBC ER Swap (Long) | 70000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| SoyBean Oil Ssnl CARG (Long) | 61000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Soymeal Frnt MACQ ER Swap (Long) | 40000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| Sugar RBC Mar-Oct-Mar ER Swap (Long) | 73000 | $0.00 | 0.00% | N/A | 02/21/2024 | ||
| COU4 | BRENT CRUDE FUTR Sep24COU4 | 380 | -$87,400.00 | 0.00% | N/A | 07/31/2024 | |
| CLQ4 | WTI CRUDE FUTURE Aug24CLQ4 COMB | 310 | -$62,000.00 | 0.00% | N/A | 07/22/2024 | |
| MESH4 | MSCI EmgMkt Mar24MESH4 | 850 | $42,500.00 | 0.00% | N/A | 03/15/2024 | |
| ESH4 | S&P500 EMINI FUT Mar24ESH4 | 65 | -$39,812.50 | 0.00% | N/A | 03/15/2024 | |
| VGH4 | EURO STOXX 50 Mar24VGH4 | 970 | -$21,434.09 | 0.00% | N/A | 03/15/2024 | |
| GB00KFMV5Q78 | January 24 Puts on UKXUKX 01/19/24 P7450 | 55 | $6,659.52 | 0.00% | N/A | 01/19/2024 | |
| March 24 Puts on NKYNKY 03/08/24 P24250 | 26 | $2,583.12 | 0.00% | N/A | 03/08/2024 | ||
| March 24 Puts on NKYNKY 03/08/24 P26000 | 26 | $4,612.71 | 0.00% | N/A | 03/08/2024 | ||
| March 24 Puts on NKYNKY 03/08/24 P26250 | 26 | $4,981.73 | 0.00% | N/A | 03/08/2024 | ||
| January 24 Puts on SPXSPX US 01/19/24 P3900 | 7 | $490.00 | 0.00% | N/A | 01/19/2024 | ||
| January 24 Puts on MXEFMXEF US 01/19/24 P960 | 72 | $10,080.00 | 0.00% | N/A | 01/19/2024 | ||
| DE000C7G2QY9 | January 24 Puts on SX5ESX5E 01/19/24 P3900 | 100 | $1,325.82 | 0.00% | N/A | 01/19/2024 | |
| GB00KFNZHW86 | February 24 Puts on UKXUKX 02/16/24 P7650 | 55 | $46,616.67 | 0.00% | N/A | 02/16/2024 | |
| February 24 Puts on SPXSPX US 02/16/24 P4100 | 7 | $2,730.00 | 0.00% | N/A | 02/16/2024 | ||
| DE000C7KYDW8 | February 24 Puts on SX5ESX5E 02/16/24 P4100 | 100 | $9,833.16 | 0.00% | N/A | 02/16/2024 | |
| DE000C7NUJ29 | March 24 Puts on SX5ESX5E 03/15/24 P4150 | 100 | $25,522.03 | 0.00% | N/A | 03/15/2024 | |
| March 24 Puts on SPXSPX US 03/15/24 P4000 | 7 | $5,180.00 | 0.00% | N/A | 03/15/2024 | ||
| March 24 Puts on MXEFMXEF US 03/15/24 P970 | 72 | $77,760.00 | 0.00% | N/A | 03/15/2024 | ||
| Z H4 | FTSE 100 IDX FUT Mar24Z H4 | 98 | $13,739.65 | 0.00% | N/A | 03/15/2024 | |
| Copper Citi Cubes LME Idx ER Swap (Long) (Leg B) | -27123677 | -$3,121.08 | 0.00% | 0.30 | 05/17/2024 | ||
| Copper Citi Cubes LME Idx ER Swap (Long) | 27200 | $0.00 | 0.00% | N/A | 05/17/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg B) | -22344460 | -$59,326.63 | 0.00% | N/A | 05/23/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET | 4250 | $0.00 | 0.00% | N/A | 05/23/2024 | ||
| MSCI EURO EMU Momentum TR Swap (Leg B) | -25756936 | -$37,744.99 | 0.00% | N/A | 01/24/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -7478966 | -$19,875.64 | 0.00% | N/A | 01/25/2024 | ||
| MSCI EURO EMU Momentum TR Swap | 4600 | $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) | -8301323 | -$657.28 | 0.00% | 0.17 | 06/20/2024 | ||
| Copper BARC Optim Idx ER Swap (Long) (Leg A) | 12000 | $2,826.00 | 0.00% | 0.00 | 06/20/2024 | ||
| Copper BARC Optim Idx ER Swap (Long) | 12000 | $0.00 | 0.00% | N/A | 06/20/2024 | ||
| MSCI EURO EMU LowVol TR Swap (Leg B) | -24558032 | -$35,743.12 | 0.00% | N/A | 01/25/2024 | ||
| MSCI EURO EMU LowVol TR Swap (Leg A) | 7600 | $10,747.98 | 0.00% | 0.00 | 01/25/2024 | ||
| MSCI EURO EMU LowVol TR Swap | 7600 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -6259867 | -$16,681.74 | 0.00% | N/A | 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) | -4832723 | -$1,001.04 | 0.00% | 0.25 | 06/24/2024 | ||
| Nat Gas Seasonal BAML Swap (Long) (Leg A) | 70000 | $0.00 | 0.00% | 0.00 | 06/24/2024 | ||
| Nat Gas Seasonal BAML Swap (Long) | 70000 | $0.00 | 0.00% | N/A | 06/24/2024 | ||
| Coffee Front CARG Swap ER (Long) (Leg B) | -8653165 | -$1,232.78 | 0.00% | 0.20 | 07/03/2024 | ||
| Coffee Front CARG Swap ER (Long) | 50000 | $0.00 | 0.00% | N/A | 07/03/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -5092312 | -$14,240.07 | 0.00% | N/A | 01/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -684887 | -$1,838.53 | 0.00% | N/A | 01/25/2024 | ||
| MSCI EURO EMU Momentum TR Swap (Leg B) | -2239734 | -$3,362.60 | 0.00% | N/A | 01/24/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 100 | $14,613.74 | 0.00% | 0.00 | 01/25/2024 | ||
| MSCI EURO EMU Momentum TR Swap (Leg A) | 400 | -$19,795.75 | 0.00% | 0.00 | 01/24/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 750 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET | 100 | $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) | -37805642 | -$4,350.24 | 0.00% | 0.30 | 07/08/2024 | ||
| Aluminum MS GSCI Dynamic Roll Swap (Long) | 365000 | $0.00 | 0.00% | N/A | 07/08/2024 | ||
| MSCI Japan LowVol TR Swap (Leg B) | -1210315128 | $1,614.16 | 0.00% | N/A | 01/29/2024 | ||
| MSCI Japan Quality TR Swap (Leg B) | -4112283056 | $3,397.69 | 0.00% | N/A | 01/29/2024 | ||
| MSCI Japan Quality TR Swap (Leg B) | -1419509296 | $1,172.84 | 0.00% | N/A | 01/30/2024 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 366388 | -$90,326.23 | 0.00% | 0.00 | 01/29/2024 | ||
| MSCI Japan LowVol TR Swap | 366388 | $0.00 | 0.00% | N/A | 01/29/2024 | ||
| MSCI Japan Quality TR Swap | 1268765 | $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) | -3044944062 | $4,007.69 | 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) | -18780448 | -$53,404.25 | 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) | -27129526 | -$41,704.74 | 0.00% | N/A | 01/26/2024 | ||
| MSCI EURO EMU Quality TR Swap | 6200 | $0.00 | 0.00% | N/A | 01/26/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -14557224 | -$41,395.05 | 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 | ||
| CIT - CITI US DV PAY MUTKCALM - 37.5B | -726741400 | $981.95 | 0.00% | -0.38 | 01/30/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -1712218 | -$4,629.80 | 0.00% | N/A | 01/26/2024 | ||
| BNP - BNPP US DV PAY MUTKCALM - 18BPS | -810292500 | $541.88 | 0.00% | -0.24 | 01/30/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg B) | -2103008 | -$5,655.65 | 0.00% | N/A | 05/23/2024 | ||
| JP - JPMS US SWAT PAY EUR001M - 5BPS | -2585056 | -$3,922.29 | 0.00% | 3.56 | 01/25/2024 | ||
| JP - JPMS US SWAT PAY EUR001M | -2187865 | -$3,363.28 | 0.00% | 3.61 | 01/26/2024 | ||
| CIT - CITI US DV TRS REC M4JPVOJ | 220000 | -$54,236.95 | 0.00% | 0.00 | 01/30/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg A) | 250 | $36,534.33 | 0.00% | 0.00 | 01/26/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg A) | 400 | $23,396.94 | 0.00% | 0.00 | 05/23/2024 | ||
| JP - JPMS US SWAT TRS REC M7CXDBFR | 800 | $1,131.37 | 0.00% | 0.00 | 01/25/2024 | ||
| JP - JPMS US SWAT TRS REC M7CXEMQ | 500 | -$24,648.35 | 0.00% | 0.00 | 01/26/2024 | ||
| MSCI Japan LowVol TR Swap | 220000 | $0.00 | 0.00% | N/A | 01/30/2024 | ||
| 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 | ||
| MSCI Japan LowVol TR Swap (Leg B) | -1788385057 | $2,134.78 | 0.00% | N/A | 02/22/2024 | ||
| MSCI Japan Quality TR Swap (Leg B) | -1199116218 | $864.85 | 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) | -3543854 | -$9,565.19 | 0.00% | N/A | 02/26/2024 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg A) | 550 | $54,970.79 | 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) | -1058601254 | $1,245.12 | 0.00% | N/A | 02/26/2024 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 320461 | -$79,003.77 | 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) | -756194132 | $518.93 | 0.00% | N/A | 02/26/2024 | ||
| MSCI Japan Quality TR Swap | 233309 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -22866094 | -$65,130.21 | 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) | -2376412 | -$6,712.70 | 0.00% | N/A | 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) | -6559945 | -$18,530.01 | 0.00% | N/A | 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) | -16369874 | -$45,853.80 | 0.00% | N/A | 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) | -10964480 | -$30,816.25 | 0.00% | N/A | 05/30/2024 | ||
| MSCI Emerg Low Vol TR Swap | 5850 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
| CNH4 | CAN 10YR BOND FUT Mar24CNH4 | 215 | $4,891.92 | 0.00% | N/A | 03/19/2024 | |
| GB00KHKDMJ18 | April 24 Puts on UKXUKX 04/19/24 P7575 | 55 | $79,213.28 | 0.00% | N/A | 04/19/2024 | |
| June 24 Puts on NKYNKY 06/14/24 P27000 | 26 | $39,669.30 | 0.00% | N/A | 06/14/2024 | ||
| June 24 Puts on NKYNKY 06/14/24 P28250 | 26 | $60,887.77 | 0.00% | N/A | 06/14/2024 | ||
| April 24 Puts on SPXSPX US 04/19/24 P4150 | 7 | $14,385.00 | 0.00% | N/A | 04/19/2024 | ||
| DE000C7QG8F0 | April 24 Puts on SX5ESX5E 04/19/24 P4200 | 100 | $50,933.58 | 0.00% | N/A | 04/19/2024 | |
| May 24 Puts on SPXSPX US 05/17/24 P4200 | 7 | $22,295.00 | 0.00% | N/A | 05/17/2024 | ||
| DE000C7T3N61 | May 24 Puts on SX5ESX5E 05/17/24 P4200 | 100 | $74,908.83 | 0.00% | N/A | 05/17/2024 | |
| June 24 Puts on SPXSPX US 06/21/24 P4275 | 7 | $34,370.00 | 0.00% | N/A | 06/21/2024 | ||
| CASHCAD09 | CAD CURRENCY CASH | -6450 | -$4,891.92 | 0.00% | 0.00 | ||
| HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
| July 24 Puts on SPXSPX US 07/19/24 P4525 | 7 | $65,765.00 | 0.00% | N/A | 07/19/2024 | ||
| Aluminum BAML OY ER Swap (Long) (Leg B) | -13789924 | -$3,153.93 | 0.00% | 0.28 | 09/25/2024 | ||
| Aluminum BAML OY ER Swap (Long) (Leg A) | 117000 | $0.00 | 0.00% | 0.00 | 09/25/2024 | ||
| Aluminum BAML OY ER Swap (Long) | 117000 | $0.00 | 0.00% | N/A | 09/25/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -8177551 | -$22,031.99 | 0.00% | N/A | 04/24/2024 | ||
| IVZ Idx UK Quality TR Swap NET | 1194 | $0.00 | 0.00% | N/A | 04/24/2024 | ||
| IVZ Idx USA Quality TR Swap (Leg B) | -21577075 | -$41,629.73 | 0.00% | N/A | 04/25/2024 | ||
| IVZ Idx USA Quality TR Swap | 1920 | $0.00 | 0.00% | N/A | 04/25/2024 | ||
| Live Cattle CARG Ssnl Swap (Long) (Leg B) | -926884 | -$138.65 | 0.00% | 0.21 | 11/01/2024 | ||
| Live Cattle CARG Ssnl Swap (Long) (Leg A) | 10000 | $31,002.00 | 0.00% | 0.00 | 11/01/2024 | ||
| Live Cattle CARG Ssnl Swap (Long) | 10000 | $0.00 | 0.00% | N/A | 11/01/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -7434776 | -$20,790.51 | 0.00% | N/A | 05/30/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 1095 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
| MSCI Emerg Low Vol TR Swap (Leg B) | -8839057 | -$24,800.90 | 0.00% | N/A | 06/27/2024 | ||
| MSCI Emerg Low Vol TR Swap | 4716 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -19316839 | -$54,929.53 | 0.00% | N/A | 05/30/2024 | ||
| IVZ Idx EM Mmntm Vol Net TR Swap | 2845 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg B) | -21263121 | -$57,183.22 | 0.00% | N/A | 05/29/2024 | ||
| IVZ Idx UK Momentum TR Swap NET | 3300 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
| IVZ Idx USA Low Vol TR Swap (Leg B) | -21056364 | -$40,449.63 | 0.00% | N/A | 06/26/2024 | ||
| IVZ Idx USA Low Vol TR Swap | 3150 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
| IVZ Idx USA Momentum TR Swap (Leg B) | -21772029 | -$41,860.72 | 0.00% | N/A | 06/27/2024 | ||
| IVZ Idx USA Momentum TR Swap (Leg A) | 2650 | $53,181.31 | 0.00% | 0.00 | 06/27/2024 | ||
| IVZ Idx USA Momentum TR Swap | 2650 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
| Coffee Frnt RBC Swap ER (Long) (Leg B) | -8707062 | -$1,144.16 | 0.00% | 0.18 | 12/02/2024 | ||
| Coffee Frnt RBC Swap ER (Long) (Leg A) | 420000 | $0.00 | 0.00% | 0.00 | 12/02/2024 | ||
| Coffee Frnt RBC Swap ER (Long) | 420000 | $0.00 | 0.00% | N/A | 12/02/2024 | ||
| IVZ Idx UK Quality TR Swap NET (Leg B) | -2357660 | -$11,914.54 | 0.00% | N/A | 04/24/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg B) | -2314737 | -$11,655.59 | 0.00% | N/A | 05/24/2024 | ||
| IVZ Idx UK Momentum TR Swap NET (Leg B) | -2079680 | -$10,472.00 | 0.00% | N/A | 05/29/2024 | ||
| ML - MERL US DV PAY SOFRRATE + 60BPS | -2440971 | -$10,069.84 | 0.00% | 0.60 | 06/27/2024 | ||
| CIT - CITI US DV PAY MUTKCALM - 16BPS | -589606200 | $489.77 | 0.00% | -0.16 | 02/26/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET (Leg A) | 450 | $91,510.97 | 0.00% | 0.00 | 05/24/2024 | ||
| CIT - CITI US DV TRS REC M4JPVOJ | 180000 | -$8,890.47 | 0.00% | 0.00 | 02/26/2024 | ||
| IVZ Idx UK Quality TR Swap NET | 350 | $0.00 | 0.00% | N/A | 04/24/2024 | ||
| IVZ Idx UK Low Vol TR Swap NET | 450 | $0.00 | 0.00% | N/A | 05/24/2024 | ||
| IVZ Idx UK Momentum TR Swap NET | 330 | $0.00 | 0.00% | N/A | 05/29/2024 | ||
| MSCI Emerg Low Vol TR Swap | 1300 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
| MSCI Japan LowVol TR Swap | 180000 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
| October 24 Puts on SPXSPX US 10/18/24 P4375 | 7 | $73,535.00 | 0.00% | N/A | 10/18/2024 | ||
| November 24 Puts on SPXSPX US 11/15/24 P4275 | 7 | $72,275.00 | 0.00% | N/A | 11/15/2024 | ||
| CASH SECURITY USD | 0 | $0.07 | 0.00% | N/A | |||
| GasOil JPM Opt Roll Swap (Long) (Leg B) | -41040124 | -$2,810.97 | 0.00% | 0.25 | 02/06/2024 | ||
| GasOil JPM Opt Roll Swap (Long) | 109000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
| Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -17813250 | -$2,767.15 | 0.00% | 0.27 | 02/06/2024 | ||
| Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 175000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
| Corn Ssnl BAML Swap (Long) (Leg B) | -3097902 | -$331.99 | 0.00% | 0.12 | 02/21/2024 | ||
| Corn Ssnl BAML Swap (Long) (Leg A) | 60000 | $0.00 | 0.00% | 0.00 | 02/21/2024 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 541382 | -$133,467.76 | -0.01% | 0.00 | 02/22/2024 | ||
| SoyBean Oil Ssnl CARG (Long) (Leg A) | 61000 | -$96,538.60 | -0.01% | 0.00 | 02/21/2024 | ||
| NKH4 | NIKKEI 225 (OSE) Mar24NKH4 COMB | 449 | -$95,589.54 | -0.01% | N/A | 03/07/2024 | |
| SIH4 | SILVER FUTURE Mar24SIH4 COMB | 107 | -$153,010.00 | -0.01% | N/A | 03/26/2024 | |
| HOJ4 | NY Harb ULSD Fut Apr24HOJ4 COMB | 390 | -$222,768.00 | -0.01% | N/A | 03/28/2024 | |
| SoyBeans GS Seasonal ER Swap (Long) (Leg A) | 17000 | -$229,627.50 | -0.01% | 0.00 | 02/21/2024 | ||
| Cotton CIBC Seasonal Swap (Long) (Leg A) | 90000 | -$171,333.00 | -0.01% | 0.00 | 02/21/2024 | ||
| MSCI Japan LowVol TR Swap (Leg A) | 921769 | -$227,245.19 | -0.01% | 0.00 | 01/30/2024 | ||
| MSCI EURO EMU Momentum TR Swap (Leg A) | 4600 | -$227,651.09 | -0.01% | 0.00 | 01/24/2024 | ||
| SoyBeans BARC Seasonal ER Swap (Long) (Leg A) | 34000 | -$379,470.60 | -0.02% | 0.00 | 02/21/2024 | ||
| GCG4 | GOLD 100 OZ FUTR Feb24GCG4 COMB | 244 | -$285,480.00 | -0.02% | N/A | 02/27/2024 | |
| Soymeal Frnt MACQ ER Swap (Long) (Leg A) | 40000 | -$343,952.00 | -0.02% | 0.00 | 02/21/2024 | ||
| MSCI EURO EMU Quality TR Swap (Leg A) | 6200 | -$305,639.64 | -0.02% | 0.00 | 01/26/2024 | ||
| SoyBean Oil Ssnl GS (Long) (Leg A) | 105000 | -$482,664.00 | -0.03% | 0.00 | 02/21/2024 | ||
| G H4 | LONG GILT FUTURE Mar24G H4 | 555 | -$516,383.93 | -0.03% | N/A | 03/26/2024 | |
| Soymeal Frnt CIBC ER Swap (Long) (Leg A) | 70000 | -$808,780.00 | -0.04% | 0.00 | 02/21/2024 | ||
| JBH4 | JPN 10Y BOND(OSE) Mar24JBH4 COMB | 401 | -$967,533.62 | -0.05% | N/A | 03/13/2024 | |
| Sugar CARG Mar-Mar ER Swap (Long) (Leg A) | 32500 | -$1,717,885.00 | -0.09% | 0.00 | 02/21/2024 | ||
| GasOil JPM Opt Roll Swap (Long) (Leg A) | 109000 | -$1,845,261.00 | -0.10% | 0.00 | 02/06/2024 | ||
| XMH4 | AUST 10Y BOND FUT Mar24XMH4 COMB | 4665 | -$1,866,638.47 | -0.10% | N/A | 03/15/2024 | |
| RTYH4 | E-Mini Russ 2000 Mar24RTYH4 | 1170 | -$1,848,600.00 | -0.10% | N/A | 03/15/2024 | |
| RXH4 | EURO-BUND FUTURE Mar24RXH4 | 2195 | -$2,643,408.87 | -0.14% | N/A | 03/07/2024 |
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.
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