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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 | 52.23% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 651459724 | $651,459,724.09 | 35.59% | 0.00 | ||
912797JT5 | UNITED STATES TREASURY BILL B 07/25/24 | 100000000 | $98,355,021.00 | 5.37% | Aaa | 0.00 | 07/25/2024 |
FUTURES CASH COLLATERAL & VM | 65300000 | $65,300,000.00 | 3.57% | N/A | |||
CASHGBP00 | GBP CURRENCY CASH | 10820379 | $13,669,385.17 | 0.75% | 0.00 | ||
CASHEUR08 | EUR CURRENCY CASH | 11670725 | $12,593,879.84 | 0.69% | 0.00 | ||
CASHJPY06 | JPY CURRENCY CASH | 1685329330 | $11,143,041.62 | 0.61% | 0.00 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) | 370000 | $860,805.00 | 0.05% | 0.00 | 07/08/2024 | ||
MSCI EURO EMU Momentum TR Swap (Leg A) | 4650 | $923,604.28 | 0.05% | 0.00 | 06/26/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 3300 | $912,778.47 | 0.05% | 0.00 | 05/29/2024 | ||
SoyBean Oil Ssnl CARG (Long) (Leg A) | 71000 | $671,752.30 | 0.04% | 0.00 | 02/13/2025 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 3850 | $656,299.91 | 0.04% | 0.00 | 05/23/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 1141769 | $724,490.53 | 0.04% | 0.00 | 07/23/2024 | ||
XBK4 | GASOLINE RBOB FUT May24XBK4 COMB | 400 | $818,160.00 | 0.04% | N/A | 04/30/2024 | |
SoyBean Oil Ssnl GS (Long) (Leg A) | 113000 | $685,661.40 | 0.04% | 0.00 | 02/13/2025 | ||
SWAP COLLATERAL USD | 660559 | $660,559.36 | 0.04% | N/A | |||
March 25 Puts on MXEFMXEF US 03/21/25 P1030 | 80 | $458,000.00 | 0.03% | N/A | 03/21/2025 | ||
RTYM4 | E-Mini Russ 2000 Jun24RTYM4 | 1300 | $487,500.00 | 0.03% | N/A | 06/21/2024 | |
MSCI EURO EMU LowVol TR Swap (Leg A) | 8400 | $567,887.17 | 0.03% | 0.00 | 07/24/2024 | ||
MSCI Japan Quality TR Swap (Leg A) | 1088765 | $637,371.51 | 0.03% | 0.00 | 06/21/2024 | ||
XMM4 | AUST 10Y BOND FUT Jun24XMM4 COMB | 2550 | $596,686.45 | 0.03% | N/A | 06/17/2024 | |
COQ4 | BRENT CRUDE FUTR Aug24COQ4 | 420 | $558,600.00 | 0.03% | N/A | 06/28/2024 | |
GCM4 | GOLD 100 OZ FUTR Jun24GCM4 COMB | 239 | $614,230.00 | 0.03% | N/A | 06/26/2024 | |
MESM4 | MSCI EmgMkt Jun24MESM4 | 3190 | $562,628.88 | 0.03% | N/A | 06/21/2024 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 188000 | $581,954.00 | 0.03% | 0.00 | 02/05/2025 | ||
Sugar CARG Mar-Mar ER Swap (Long) (Leg A) | 37000 | $559,440.00 | 0.03% | 0.00 | 02/10/2025 | ||
MSCI Japan Quality TR Swap (Leg A) | 687962 | $402,738.31 | 0.02% | 0.00 | 07/23/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 500461 | $317,559.21 | 0.02% | 0.00 | 08/23/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 2350 | $363,733.00 | 0.02% | 0.00 | 06/27/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 3150 | $406,507.50 | 0.02% | 0.00 | 06/26/2024 | ||
MSCI EURO EMU Quality TR Swap (Leg A) | 5900 | $329,026.74 | 0.02% | 0.00 | 07/24/2024 | ||
August 24 Puts on MXEFMXEF US 08/16/24 P1050 | 80 | $297,600.00 | 0.02% | N/A | 08/16/2024 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 1720 | $370,384.80 | 0.02% | 0.00 | 04/25/2024 | ||
HOK4 | NY Harb ULSD Fut May24HOK4 COMB | 387 | $328,330.80 | 0.02% | N/A | 04/30/2024 | |
CLU4 | WTI CRUDE FUTURE Sep24CLU4 COMB | 290 | $368,300.00 | 0.02% | N/A | 08/20/2024 | |
January 25 Puts on MXEFMXEF US 01/17/25 P1020 | 80 | $345,200.00 | 0.02% | N/A | 01/17/2025 | ||
G M4 | LONG GILT FUTURE Jun24G M4 | 1365 | $310,392.81 | 0.02% | N/A | 06/26/2024 | |
March 25 Puts on NKYNKY 03/14/25 P38500 | 23 | $334,556.51 | 0.02% | N/A | 03/14/2025 | ||
December 24 Puts on MXEFMXEF US 12/20/24 P990 | 80 | $254,400.00 | 0.01% | N/A | 12/20/2024 | ||
GB00KKYNNG25 | January 25 Puts on UKXUKX 01/17/25 P7625 | 60 | $148,943.07 | 0.01% | N/A | 01/17/2025 | |
March 25 Puts on NKYNKY 03/14/25 P32000 | 23 | $99,606.60 | 0.01% | N/A | 03/14/2025 | ||
March 25 Puts on NKYNKY 03/14/25 P34500 | 23 | $160,435.06 | 0.01% | N/A | 03/14/2025 | ||
Cotton CIBC Seasonal Swap (Long) (Leg A) | 80000 | $116,664.00 | 0.01% | 0.00 | 02/10/2025 | ||
MSCI Japan Quality TR Swap (Leg A) | 179964 | $105,352.33 | 0.01% | 0.00 | 08/21/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 341382 | $216,618.27 | 0.01% | 0.00 | 08/21/2024 | ||
MSCI Japan Quality TR Swap (Leg A) | 233309 | $136,580.91 | 0.01% | 0.00 | 08/22/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 550 | $152,129.74 | 0.01% | 0.00 | 08/23/2024 | ||
SoyBeans GS Seasonal ER Swap (Long) (Leg A) | 11000 | $115,893.80 | 0.01% | 0.00 | 02/18/2025 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 600 | $147,266.62 | 0.01% | 0.00 | 08/27/2024 | ||
MSCI EURO EMU Momentum TR Swap (Leg A) | 400 | $169,162.32 | 0.01% | 0.00 | 06/26/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 350 | $128,742.27 | 0.01% | 0.00 | 10/25/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 320 | $134,532.35 | 0.01% | 0.00 | 08/23/2024 | ||
GB00KNRD6272 | February 25 Puts on UKXUKX 02/21/25 P7550 | 60 | $150,459.03 | 0.01% | N/A | 02/21/2025 | |
February 25 Puts on MXEFMXEF US 02/21/25 P980 | 80 | $273,600.00 | 0.01% | N/A | 02/21/2025 | ||
February 25 Puts on SPXSPX US 02/21/25 P4925 | 7 | $96,075.00 | 0.01% | N/A | 02/21/2025 | ||
DE000F0LAM87 | February 25 Puts on SX5ESX5E 02/21/25 P4600 | 100 | $132,621.39 | 0.01% | N/A | 02/21/2025 | |
GB00KNS4FG62 | March 25 Puts on UKXUKX 03/21/25 P7625 | 60 | $169,029.54 | 0.01% | N/A | 03/21/2025 | |
DE000C6YE7L3 | March 25 Puts on SX5ESX5E 03/21/25 P4800 | 100 | $191,863.98 | 0.01% | N/A | 03/21/2025 | |
GB00KKXK8P84 | December 24 Puts on UKXUKX 12/20/24 P7450 | 60 | $105,359.22 | 0.01% | N/A | 12/20/2024 | |
November 24 Puts on MXEFMXEF US 11/15/24 P920 | 80 | $118,800.00 | 0.01% | N/A | 11/15/2024 | ||
October 24 Puts on MXEFMXEF US 10/18/24 P950 | 80 | $123,600.00 | 0.01% | N/A | 10/18/2024 | ||
USM4 | US LONG BOND(CBT) Jun24USM4 COMB | 825 | $206,250.00 | 0.01% | N/A | 06/18/2024 | |
MSCI Japan LowVol TR Swap (Leg A) | 366388 | $232,485.42 | 0.01% | 0.00 | 06/21/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 1164 | $253,246.27 | 0.01% | 0.00 | 07/24/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 1192 | $259,338.11 | 0.01% | 0.00 | 06/26/2024 | ||
Wheat Chicago Ssnl CARG (Long) (Leg A) | 100000 | $269,740.00 | 0.01% | 0.00 | 12/02/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 1074 | $233,665.37 | 0.01% | 0.00 | 04/24/2024 | ||
September 24 Puts on MXEFMXEF US 09/20/24 P990 | 80 | $162,400.00 | 0.01% | N/A | 09/20/2024 | ||
March 25 Puts on SPXSPX US 03/21/25 P5225 | 7 | $153,720.00 | 0.01% | N/A | 03/21/2025 | ||
Coffee Front CARG Swap ER (Long) (Leg A) | 50000 | $128,565.00 | 0.01% | 0.00 | 07/03/2024 | ||
July 24 Puts on MXEFMXEF US 07/19/24 P1000 | 80 | $121,200.00 | 0.01% | N/A | 07/19/2024 | ||
Copper Citi Cubes LME Idx ER Swap (Long) (Leg B) | -29507254 | -$3,395.35 | 0.00% | 0.30 | 05/17/2024 | ||
Copper Citi Cubes LME Idx ER Swap (Long) | 27800 | $0.00 | 0.00% | N/A | 05/17/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -20768864 | -$54,689.76 | 0.00% | N/A | 05/23/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 3850 | $0.00 | 0.00% | N/A | 05/23/2024 | ||
Copper BARC Optim Idx ER Swap (Long) (Leg B) | -365186 | -$28.91 | 0.00% | 0.17 | 06/20/2024 | ||
Copper BARC Optim Idx ER Swap (Long) (Leg A) | 500 | -$7,059.40 | 0.00% | 0.00 | 06/20/2024 | ||
Copper BARC Optim Idx ER Swap (Long) | 500 | $0.00 | 0.00% | N/A | 06/20/2024 | ||
Nat Gas Seasonal BAML Swap (Long) (Leg B) | -5371736 | -$1,060.85 | 0.00% | 0.25 | 06/24/2024 | ||
Nat Gas Seasonal BAML Swap (Long) (Leg A) | 80000 | $0.00 | 0.00% | 0.00 | 06/24/2024 | ||
Nat Gas Seasonal BAML Swap (Long) | 80000 | $0.00 | 0.00% | N/A | 06/24/2024 | ||
Coffee Front CARG Swap ER (Long) (Leg B) | -9393595 | -$1,338.27 | 0.00% | 0.20 | 07/03/2024 | ||
Coffee Front CARG Swap ER (Long) | 50000 | $0.00 | 0.00% | N/A | 07/03/2024 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) | -37231620 | -$4,284.19 | 0.00% | 0.30 | 07/08/2024 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) | 370000 | $0.00 | 0.00% | N/A | 07/08/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -2157804 | -$5,755.24 | 0.00% | N/A | 05/23/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 400 | $68,187.00 | 0.00% | 0.00 | 05/23/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 400 | $0.00 | 0.00% | N/A | 05/23/2024 | ||
GB00KHKDMJ18 | April 24 Puts on UKXUKX 04/19/24 P7575 | 60 | $4,547.88 | 0.00% | N/A | 04/19/2024 | |
June 24 Puts on NKYNKY 06/14/24 P27000 | 23 | $2,737.28 | 0.00% | N/A | 06/14/2024 | ||
June 24 Puts on NKYNKY 06/14/24 P28250 | 23 | $3,497.64 | 0.00% | N/A | 06/14/2024 | ||
June 24 Puts on NKYNKY 06/14/24 P29750 | 23 | $5,018.35 | 0.00% | N/A | 06/14/2024 | ||
April 24 Puts on MXEFMXEF US 04/19/24 P975 | 80 | $5,200.00 | 0.00% | N/A | 04/19/2024 | ||
April 24 Puts on SPXSPX US 04/19/24 P4150 | 7 | $682.50 | 0.00% | N/A | 04/19/2024 | ||
DE000C7QG8F0 | April 24 Puts on SX5ESX5E 04/19/24 P4200 | 100 | $1,942.38 | 0.00% | N/A | 04/19/2024 | |
GB00C01RQ558 | May 24 Puts on UKXUKX 05/17/24 P7800 | 60 | $43,583.85 | 0.00% | N/A | 05/17/2024 | |
May 24 Puts on MXEFMXEF US 05/17/24 P960 | 80 | $14,600.00 | 0.00% | N/A | 05/17/2024 | ||
May 24 Puts on SPXSPX US 05/17/24 P4200 | 7 | $1,995.00 | 0.00% | N/A | 05/17/2024 | ||
DE000C7T3N61 | May 24 Puts on SX5ESX5E 05/17/24 P4200 | 100 | $4,640.13 | 0.00% | N/A | 05/17/2024 | |
GB00KHKVX033 | June 24 Puts on UKXUKX 06/21/24 P7575 | 60 | $31,456.17 | 0.00% | N/A | 06/21/2024 | |
DE000C1WBJ35 | June 24 Puts on SX5ESX5E 06/21/24 P4250 | 100 | $11,546.37 | 0.00% | N/A | 06/21/2024 | |
June 24 Puts on SPXSPX US 06/21/24 P4275 | 7 | $5,355.00 | 0.00% | N/A | 06/21/2024 | ||
June 24 Puts on MXEFMXEF US 06/21/24 P960 | 80 | $37,200.00 | 0.00% | N/A | 06/21/2024 | ||
CASHCAD09 | CAD CURRENCY CASH | 36100 | $26,661.74 | 0.00% | 0.00 | ||
HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
Z M4 | FTSE 100 IDX FUT Jun24Z M4 | 60 | $25,392.33 | 0.00% | N/A | 06/21/2024 | |
GB00C026HF85 | July 24 Puts on UKXUKX 07/19/24 P7575 | 60 | $46,994.76 | 0.00% | N/A | 07/19/2024 | |
September 24 Puts on NKYNKY 09/13/24 P31250 | 23 | $26,612.45 | 0.00% | N/A | 09/13/2024 | ||
September 24 Puts on NKYNKY 09/13/24 P32000 | 23 | $32,695.30 | 0.00% | N/A | 09/13/2024 | ||
September 24 Puts on NKYNKY 09/13/24 P32250 | 23 | $34,976.36 | 0.00% | N/A | 09/13/2024 | ||
July 24 Puts on SPXSPX US 07/19/24 P4525 | 7 | $13,300.00 | 0.00% | N/A | 07/19/2024 | ||
DE000C7Y9VZ9 | July 24 Puts on SX5ESX5E 07/19/24 P4300 | 100 | $19,963.35 | 0.00% | N/A | 07/19/2024 | |
GB00C035R871 | August 24 Puts on UKXUKX 08/16/24 P7500 | 60 | $52,300.62 | 0.00% | N/A | 08/16/2024 | |
August 24 Puts on SPXSPX US 08/16/24 P4650 | 7 | $23,135.00 | 0.00% | N/A | 08/16/2024 | ||
DE000C717F43 | August 24 Puts on SX5ESX5E 08/16/24 P4400 | 100 | $33,775.83 | 0.00% | N/A | 08/16/2024 | |
GB00C03YH625 | September 24 Puts on UKXUKX 09/20/24 P7500 | 60 | $67,839.21 | 0.00% | N/A | 09/20/2024 | |
DE000C6XN851 | September 24 Puts on SX5ESX5E 09/20/24 P4200 | 100 | $31,509.72 | 0.00% | N/A | 09/20/2024 | |
September 24 Puts on SPXSPX US 09/20/24 P4600 | 7 | $28,420.00 | 0.00% | N/A | 09/20/2024 | ||
RXM4 | EURO-BUND FUTURE Jun24RXM4 | 1248 | $13,467.17 | 0.00% | N/A | 06/06/2024 | |
Aluminum BAML OY ER Swap (Long) (Leg B) | -8552872 | -$2,020.53 | 0.00% | 0.28 | 09/25/2024 | ||
Aluminum BAML OY ER Swap (Long) (Leg A) | 75000 | $0.00 | 0.00% | 0.00 | 09/25/2024 | ||
Aluminum BAML OY ER Swap (Long) | 75000 | $0.00 | 0.00% | N/A | 09/25/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -8042058 | -$21,488.56 | 0.00% | N/A | 04/24/2024 | ||
IVZ Idx UK Quality TR Swap NET | 1074 | $0.00 | 0.00% | N/A | 04/24/2024 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -21742744 | -$41,737.23 | 0.00% | N/A | 04/25/2024 | ||
IVZ Idx USA Quality TR Swap | 1720 | $0.00 | 0.00% | N/A | 04/25/2024 | ||
Live Cattle CARG Ssnl Swap (Long) (Leg B) | -3932924 | -$588.32 | 0.00% | 0.21 | 11/01/2024 | ||
Live Cattle CARG Ssnl Swap (Long) (Leg A) | 38000 | -$70,186.00 | 0.00% | 0.00 | 11/01/2024 | ||
Live Cattle CARG Ssnl Swap (Long) | 38000 | $0.00 | 0.00% | N/A | 11/01/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -22246686 | -$59,335.82 | 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) | -22485802 | -$42,976.21 | 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) | -21881038 | -$41,856.82 | 0.00% | N/A | 06/27/2024 | ||
IVZ Idx USA Momentum TR Swap | 2350 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
Coffee Frnt RBC Swap ER (Long) (Leg B) | -5308000 | -$820.18 | 0.00% | 0.18 | 12/02/2024 | ||
Coffee Frnt RBC Swap ER (Long) (Leg A) | 250000 | $0.00 | 0.00% | 0.00 | 12/02/2024 | ||
Coffee Frnt RBC Swap ER (Long) | 250000 | $0.00 | 0.00% | N/A | 12/02/2024 | ||
Wheat Chicago Ssnl CARG (Long) (Leg B) | -4400820 | -$689.66 | 0.00% | 0.22 | 12/02/2024 | ||
Wheat Chicago Ssnl CARG (Long) | 100000 | $0.00 | 0.00% | N/A | 12/02/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -2427530 | -$6,521.70 | 0.00% | N/A | 05/24/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -2224669 | -$5,976.70 | 0.00% | N/A | 05/29/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 450 | $76,710.38 | 0.00% | 0.00 | 05/24/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg A) | 330 | $91,277.85 | 0.00% | 0.00 | 05/29/2024 | ||
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 | ||
GSI - GOLD US DV PAY MUTKCALM - 30BPS | -177486000 | $157.00 | 0.00% | -0.31 | 06/21/2024 | ||
BNP - BNPP US DV PAY MUTKCALM - 14.5B | -228735000 | $87.00 | 0.00% | -0.15 | 06/21/2024 | ||
GSI - GOLD US DV TRS REC M4JPVOJ | 50000 | $31,726.67 | 0.00% | 0.00 | 06/21/2024 | ||
BNP - BNPP US DV TRS REC M4JPQU | 60000 | $35,124.47 | 0.00% | 0.00 | 06/21/2024 | ||
MSCI Japan LowVol TR Swap | 50000 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI Japan Quality TR Swap | 60000 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI EURO EMU Momentum TR Swap (Leg B) | -29184079 | -$37,949.39 | 0.00% | N/A | 06/26/2024 | ||
MSCI EURO EMU Momentum TR Swap | 4650 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
MSCI EURO EMU LowVol TR Swap (Leg B) | -28370076 | -$36,227.59 | 0.00% | N/A | 07/24/2024 | ||
MSCI EURO EMU LowVol TR Swap | 8400 | $0.00 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -8925636 | -$23,871.11 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx UK Quality TR Swap NET | 1192 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
MSCI EURO EMU Quality TR Swap (Leg B) | -28358645 | -$39,141.42 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -8715974 | -$23,308.28 | 0.00% | N/A | 07/24/2024 | ||
MSCI EURO EMU Quality TR Swap | 5900 | $0.00 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Quality TR Swap NET | 1164 | $0.00 | 0.00% | N/A | 07/24/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -1300574811 | $1,066.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -4150644371 | $1,913.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI Japan LowVol TR Swap | 366388 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI Japan Quality TR Swap | 1088765 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -4052960255 | $3,388.00 | 0.00% | N/A | 07/23/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -2622683135 | $1,209.00 | 0.00% | N/A | 07/23/2024 | ||
MSCI Japan LowVol TR Swap | 1141769 | $0.00 | 0.00% | N/A | 07/23/2024 | ||
MSCI Japan Quality TR Swap | 687962 | $0.00 | 0.00% | N/A | 07/23/2024 | ||
GB00KKW5L008 | October 24 Puts on UKXUKX 10/18/24 P7500 | 60 | $83,377.80 | 0.00% | N/A | 10/18/2024 | |
December 24 Puts on NKYNKY 12/13/24 P30250 | 23 | $47,142.05 | 0.00% | N/A | 12/13/2024 | ||
December 24 Puts on NKYNKY 12/13/24 P31750 | 23 | $63,869.88 | 0.00% | N/A | 12/13/2024 | ||
December 24 Puts on NKYNKY 12/13/24 P32000 | 23 | $67,671.66 | 0.00% | N/A | 12/13/2024 | ||
October 24 Puts on SPXSPX US 10/18/24 P4375 | 7 | $24,710.00 | 0.00% | N/A | 10/18/2024 | ||
DE000C76VRY1 | October 24 Puts on SX5ESX5E 10/18/24 P4100 | 100 | $33,667.92 | 0.00% | N/A | 10/18/2024 | |
GB00KKX0LX71 | November 24 Puts on UKXUKX 11/15/24 P7275 | 60 | $68,976.18 | 0.00% | N/A | 11/15/2024 | |
November 24 Puts on SPXSPX US 11/15/24 P4275 | 7 | $27,405.00 | 0.00% | N/A | 11/15/2024 | ||
DE000F0AWFD0 | November 24 Puts on SX5ESX5E 11/15/24 P4000 | 100 | $34,962.84 | 0.00% | N/A | 11/15/2024 | |
DE000C73H6W3 | December 24 Puts on SX5ESX5E 12/20/24 P4350 | 100 | $75,105.36 | 0.00% | N/A | 12/20/2024 | |
December 24 Puts on SPXSPX US 12/20/24 P4650 | 7 | $53,725.00 | 0.00% | N/A | 12/20/2024 | ||
January 25 Puts on SPXSPX US 01/17/25 P4800 | 7 | $72,485.00 | 0.00% | N/A | 01/17/2025 | ||
DE000F0G1ZE4 | January 25 Puts on SX5ESX5E 01/17/25 P4400 | 100 | $87,838.74 | 0.00% | N/A | 01/17/2025 | |
IVZ Idx UK Quality TR Swap NET (Leg B) | -1871988 | -$4,956.63 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -1888078 | -$4,999.24 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg A) | 250 | $54,391.38 | 0.00% | 0.00 | 07/24/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg A) | 350 | $59,663.63 | 0.00% | 0.00 | 06/26/2024 | ||
IVZ Idx UK Quality TR Swap NET | 250 | $0.00 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 350 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -19660551 | -$3,054.12 | 0.00% | 0.27 | 02/05/2025 | ||
NKM4 | NIKKEI 225 (OSE) Jun24NKM4 COMB | 259 | -$68,498.13 | 0.00% | N/A | 06/13/2024 | |
ESM4 | S&P500 EMINI FUT Jun24ESM4 | 23 | $287.50 | 0.00% | N/A | 06/21/2024 | |
VGM4 | EURO STOXX 50 Jun24VGM4 | 560 | $36,257.76 | 0.00% | N/A | 06/21/2024 | |
SIK4 | SILVER FUTURE May24SIK4 COMB | 85 | $69,700.00 | 0.00% | N/A | 05/29/2024 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 188000 | $0.00 | 0.00% | N/A | 02/05/2025 | ||
GasOil JPM Opt Roll Swap (Long) (Leg B) | -48860073 | -$3,346.58 | 0.00% | 0.25 | 02/05/2025 | ||
GasOil JPM Opt Roll Swap (Long) | 119500 | $0.00 | 0.00% | N/A | 02/05/2025 | ||
Corn Ssnl BAML Swap (Long) (Leg B) | -5225352 | -$535.72 | 0.00% | 0.12 | 02/10/2025 | ||
Sugar CARG Mar-Mar ER Swap (Long) (Leg B) | -18181922 | -$2,590.30 | 0.00% | 0.20 | 02/10/2025 | ||
Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg B) | -18399250 | -$3,169.84 | 0.00% | 0.20 | 02/10/2025 | ||
Corn Ssnl BAML Swap (Long) (Leg A) | 110000 | $0.00 | 0.00% | 0.00 | 02/10/2025 | ||
Sugar RBC Mar-Oct-Mar ER Swap (Long) (Leg A) | 100000 | $0.00 | 0.00% | 0.00 | 02/10/2025 | ||
Corn Ssnl BAML Swap (Long) | 110000 | $0.00 | 0.00% | N/A | 02/10/2025 | ||
Sugar CARG Mar-Mar ER Swap (Long) | 37000 | $0.00 | 0.00% | N/A | 02/10/2025 | ||
Sugar RBC Mar-Oct-Mar ER Swap (Long) | 100000 | $0.00 | 0.00% | N/A | 02/10/2025 | ||
Cotton BAML Seasonal Swap (Long) (Leg B) | -13312351 | -$2,170.07 | 0.00% | 0.18 | 02/10/2025 | ||
Cotton BAML Seasonal Swap (Long) (Leg A) | 130000 | $0.00 | 0.00% | 0.00 | 02/10/2025 | ||
Cotton BAML Seasonal Swap (Long) | 130000 | $0.00 | 0.00% | N/A | 02/10/2025 | ||
Cotton CIBC Seasonal Swap (Long) (Leg B) | -13493024 | -$2,173.67 | 0.00% | 0.28 | 02/10/2025 | ||
Cotton RBC Seasonal Swap (Long) (Leg B) | -7147846 | -$1,837.33 | 0.00% | 0.28 | 02/10/2025 | ||
Cotton RBC Seasonal Swap (Long) (Leg A) | 49000 | $0.00 | 0.00% | 0.00 | 02/10/2025 | ||
Cotton CIBC Seasonal Swap (Long) | 80000 | $0.00 | 0.00% | N/A | 02/10/2025 | ||
Cotton RBC Seasonal Swap (Long) | 49000 | $0.00 | 0.00% | N/A | 02/10/2025 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | 0 | $0.00 | 0.00% | N/A | 08/29/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 0 | $0.00 | 0.00% | 0.00 | 08/29/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 0 | $0.00 | 0.00% | N/A | 08/29/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -686067759 | $383.00 | 0.00% | N/A | 08/21/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -1211810513 | $1,062.00 | 0.00% | N/A | 08/21/2024 | ||
MSCI Japan Quality TR Swap | 179964 | $0.00 | 0.00% | N/A | 08/21/2024 | ||
MSCI Japan LowVol TR Swap | 341382 | $0.00 | 0.00% | N/A | 08/21/2024 | ||
SoyBean Oil Ssnl CARG (Long) (Leg B) | -11170778 | -$1,909.74 | 0.00% | 0.24 | 02/13/2025 | ||
SoyBean Oil Ssnl GS (Long) (Leg B) | -13644987 | -$2,336.47 | 0.00% | 0.25 | 02/13/2025 | ||
SoyBean Oil Ssnl CARG (Long) | 71000 | $0.00 | 0.00% | N/A | 02/13/2025 | ||
SoyBean Oil Ssnl GS (Long) | 113000 | $0.00 | 0.00% | N/A | 02/13/2025 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | 0 | $0.00 | 0.00% | N/A | 09/25/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 0 | $0.00 | 0.00% | 0.00 | 09/25/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 0 | $0.00 | 0.00% | N/A | 09/25/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -889432235 | $453.00 | 0.00% | N/A | 08/22/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -1776496421 | $1,499.00 | 0.00% | N/A | 08/23/2024 | ||
MSCI Japan Quality TR Swap | 233309 | $0.00 | 0.00% | N/A | 08/22/2024 | ||
MSCI Japan LowVol TR Swap | 500461 | $0.00 | 0.00% | N/A | 08/23/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -3707781 | -$9,916.25 | 0.00% | N/A | 08/23/2024 | ||
IVZ Idx UK Momentum TR Swap NET | 550 | $0.00 | 0.00% | N/A | 08/23/2024 | ||
SoyBeans BARC Seasonal ER Swap (Long) (Leg B) | -13898375 | -$1,229.91 | 0.00% | 0.19 | 02/18/2025 | ||
SoyBeans BARC Seasonal ER Swap (Long) (Leg A) | 38000 | -$83,102.20 | 0.00% | 0.00 | 02/18/2025 | ||
SoyBeans BARC Seasonal ER Swap (Long) | 38000 | $0.00 | 0.00% | N/A | 02/18/2025 | ||
SoyBeans GS Seasonal ER Swap (Long) (Leg B) | -4659476 | -$446.80 | 0.00% | 0.14 | 02/18/2025 | ||
SoyBeans RBC Seasonal ER Swap (Long) (Leg B) | -13658134 | -$2,743.88 | 0.00% | 0.18 | 02/18/2025 | ||
SoyBeans RBC Seasonal ER Swap (Long) (Leg A) | 108000 | $0.00 | 0.00% | 0.00 | 02/18/2025 | ||
SoyBeans GS Seasonal ER Swap (Long) | 11000 | $0.00 | 0.00% | N/A | 02/18/2025 | ||
SoyBeans RBC Seasonal ER Swap (Long) | 108000 | $0.00 | 0.00% | N/A | 02/18/2025 | ||
Soymeal Frnt CIBC ER Swap (Long) (Leg B) | -18151682 | -$1,462.08 | 0.00% | 0.14 | 02/20/2025 | ||
Soymeal Frnt MACQ ER Swap (Long) (Leg B) | -7265178 | -$236.86 | 0.00% | 0.17 | 02/20/2025 | ||
Soymeal Frnt CIBC ER Swap (Long) (Leg A) | 85000 | $26,919.50 | 0.00% | 0.00 | 02/20/2025 | ||
Soymeal Frnt MACQ ER Swap (Long) (Leg A) | 19000 | -$85,045.90 | 0.00% | 0.00 | 02/20/2025 | ||
Soymeal Frnt CIBC ER Swap (Long) | 85000 | $0.00 | 0.00% | N/A | 02/20/2025 | ||
Soymeal Frnt MACQ ER Swap (Long) | 19000 | $0.00 | 0.00% | N/A | 02/20/2025 | ||
MSCI EURO EMU LowVol TR Swap (Leg B) | -2344188 | -$5,723.26 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Low Vol TR Swap NET (Leg B) | -3201096 | -$15,381.40 | 0.00% | N/A | 08/27/2024 | ||
MSCI Japan LowVol TR Swap (Leg B) | -431073600 | $354.00 | 0.00% | N/A | 08/21/2024 | ||
MSCI EURO EMU LowVol TR Swap (Leg A) | 700 | $68,889.74 | 0.00% | 0.00 | 07/24/2024 | ||
MSCI Japan LowVol TR Swap (Leg A) | 120000 | $42,376.28 | 0.00% | 0.00 | 08/21/2024 | ||
MSCI EURO EMU LowVol TR Swap | 700 | $0.00 | 0.00% | N/A | 07/24/2024 | ||
IVZ Idx UK Low Vol TR Swap NET | 600 | $0.00 | 0.00% | N/A | 08/27/2024 | ||
MSCI Japan LowVol TR Swap | 120000 | $0.00 | 0.00% | N/A | 08/21/2024 | ||
MSCI EURO EMU Quality TR Swap (Leg B) | -2370280 | -$6,355.35 | 0.00% | N/A | 07/24/2024 | ||
MSCI Japan Quality TR Swap (Leg B) | -393422000 | -$15.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI EURO EMU Momentum TR Swap (Leg B) | -2427322 | -$5,762.51 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx UK Quality TR Swap NET (Leg B) | -2579150 | -$12,404.08 | 0.00% | N/A | 10/25/2024 | ||
IVZ Idx UK Momentum TR Swap NET (Leg B) | -2120826 | -$10,190.65 | 0.00% | N/A | 08/23/2024 | ||
MSCI EURO EMU Quality TR Swap (Leg A) | 500 | $63,488.53 | 0.00% | 0.00 | 07/24/2024 | ||
MSCI Japan Quality TR Swap (Leg A) | 100000 | -$22,103.21 | 0.00% | 0.00 | 06/21/2024 | ||
MSCI EURO EMU Quality TR Swap | 500 | $0.00 | 0.00% | N/A | 07/24/2024 | ||
MSCI Japan Quality TR Swap | 100000 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
MSCI EURO EMU Momentum TR Swap | 400 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx UK Quality TR Swap NET | 350 | $0.00 | 0.00% | N/A | 10/25/2024 | ||
IVZ Idx UK Momentum TR Swap NET | 320 | $0.00 | 0.00% | N/A | 08/23/2024 | ||
CNM4 | CAN 10YR BOND FUT Jun24CNM4 | 1805 | -$26,661.74 | 0.00% | N/A | 06/19/2024 | |
CASH SECURITY USD | 0 | $0.07 | 0.00% | N/A | |||
JBM4 | JPN 10Y BOND(OSE) Jun24JBM4 COMB | 291 | -$134,682.14 | -0.01% | N/A | 06/13/2024 | |
GasOil JPM Opt Roll Swap (Long) (Leg A) | 119500 | -$165,722.60 | -0.01% | 0.00 | 02/05/2025 | ||
CASHAUD07 | AUD CURRENCY CASH | -914812 | -$596,686.45 | -0.03% | 0.00 | ||
Copper Citi Cubes LME Idx ER Swap (Long) (Leg A) | 27800 | -$480,189.40 | -0.03% | 0.00 | 05/17/2024 |
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.