Invesco V.I. Money Market Fund

Transcription

1 Holdings Weighted Average days Weighted Average Life days 2 / Asset Backed Commercial Paper ASSET-BACKED COMMERCIAL PAPER 2,500,000 2,500,000 Cancara Asset Securitisation (CEP-Lloyds Bank PLC) 13738KS /01/ /01/2015 LLOYDS BANKING GROUP PLC 2,600,000 2,599,865 Cancara Asset Securitisation (CEP-Lloyds Bank PLC) 13738KSC /12/ /12/2015 LLOYDS BANKING GROUP PLC 6,300,000 6,299,58 Cancara Asset Securitisation (CEP-Lloyds Bank PLC) 13738KSF /15/ /15/2015 LLOYDS BANKING GROUP PLC 1,00,000 1,398,15 Chariot Funding, 15963UX /07/ /07/2015 CHARIOT FUNDING 2,500,000 2,96,521 Chariot Funding, 15963UXF /15/ /15/2015 CHARIOT FUNDING 5,000,000,998,02 Collateralized Commercial Paper Co., (CEP-JPMorgan Securities ) 1922GTH /17/ /17/2015 JPMORGAN CHASE & CO 2,000,000 1,998,717 Collateralized Commercial Paper Co., (CEP-JPMorgan Securities ) 1922GUH /17/ /17/2015 JPMORGAN CHASE & CO 2,000,000 1,998,317 Collateralized Commercial Paper Co., (CEP-JPMorgan Securities ) 1922GVA /10/ /10/2015 JPMORGAN CHASE & CO 3,000,000 2,998,075 Collateralized Commercial Paper II Co., (CEP-JPMorgan Securities ) 1922DUH /17/ /17/2015 JPMORGAN CHASE & CO 10,000,000 9,999,103 Gotham Funding Corp. (CEP-Bank of Tokyo-Mitsubishi UFJ, Ltd. (The)) 3836MSL /20/ /20/2015 MITSUBISHI UFJ FINANCIAL GROUP INC 5,000,000,998,66 Jupiter Securitization Co. 820P3T /09/ /09/2015 JUPITER SECURITIZATION COMPANY 5,000,000,992,833 Jupiter Securitization Co. 820P3XL /20/ /20/2015 JUPITER SECURITIZATION COMPANY 1,600,000 1,599,515 Kells Funding (CEP-FMS Wertmanagement) 8802WXU /22/ /22/2015 GERMANY (FEDERAL REPUBLIC OF) 1,00,000 1,399,2 Kells Funding (CEP-FMS Wertmanagement) 8802WYD /1/ /1/2015 GERMANY (FEDERAL REPUBLIC OF) 1,00,000 1,399,720 Liberty Street Funding (CEP-Bank of Nova Scotia) 53127UTA /10/ /10/2015 BANK OF NOVA SCOTIA 5,000,000,998,975 Liberty Street Funding (CEP-Bank of Nova Scotia) 53127UTB /11/ /11/2015 BANK OF NOVA SCOTIA 5,000,000,999,150 Nieuw Amsterdam Receivables Corp. 6509ST /0/ /0/2015 NIEUW AMSTERDAM RECEIVABLES CORP 1,600,000 1,599,5 Old Line Funding, 6798X3C /22/ /22/2015 OLD LINE FUNDING,100,000,098,196 Old Line Funding, 6798X3F /06/ /06/2015 OLD LINE FUNDING 1,800,000 1,798,836 Old Line Funding, 6798X3R /06/ /06/2015 OLD LINE FUNDING 3,00,000 3,397,620 Old Line Funding, 6798X3S /1/ /1/2015 OLD LINE FUNDING 5,000,000,999,708 Regency Markets No 1 (CEP-HSBC Bank PLC) 7588R1SF /15/ /15/2015 HSBC HOLDINGS PLC 2,000,000 1,999,80 Regency Markets No 1 (CEP-HSBC Bank PLC) 7588R1SK /19/ /19/2015 HSBC HOLDINGS PLC Page 1 of 8 VIMKT-PH-E030 05/15

2 Holdings 2 / Asset Backed Commercial Paper ASSET-BACKED COMMERCIAL PAPER 5,032,000 5,031,575 Regency Markets No 1 (CEP-HSBC Bank PLC) 7588R1SL /20/ /20/2015 HSBC HOLDINGS PLC 5,000,000,999,833 Salisbury Receivables Co. 7950BS /07/ /07/2015 SALISBURY RECEIVABLES COMPANY 1,300,000 1,299,955 Salisbury Receivables Co. 7950BS /08/ /08/2015 SALISBURY RECEIVABLES COMPANY 2,000,000 1,999,15 Thunder Bay Funding, 88603H2E7 06/09/ /09/2015 THUNDER BAY FUNDING 10,000,000 9,995,333 Thunder Bay Funding, 88603H2P /10/ /10/2015 THUNDER BAY FUNDING 1,00,000 1,399,085 Thunder Bay Funding, 88603H2R /07/ /07/2015 THUNDER BAY FUNDING 10,332,000 10,293,72 Asset-Backed Commercial Paper ,332,000 10,293,72 Asset Backed Commercial Paper Total Certificate of Deposit CERTIFICATES OF DEPOSIT 1,600,000 1,600,000 Australia & New Zealand Banking Group, Ltd WJH /03/ /0/2015 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD 2,100,000 2,100,000 Bank of Montreal 06366CTY /15/ /15/2015 BANK OF MONTREAL 5,000,000 5,000,000 Bank of Montreal 06366CUY /26/ /26/2015 BANK OF MONTREAL,000,000,000,000 Bank of Montreal 06366CWU /03/ /07/2015 BANK OF MONTREAL 700, ,000 Bank of Nova Scotia 0617FMJ /27/ /30/2015 BANK OF NOVA SCOTIA 5,000,000 5,000,000 Bank of Tokyo-Mitsubishi UFJ, Ltd. (The) 06538JPQ /1/ /1/2015 MITSUBISHI UFJ FINANCIAL GROUP INC 8,000,000 8,000,000 Credit Industriel et Commercial 22536TLB /05/ /05/2015 CAISSE FEDERALE DE CREDIT MUTUEL 10,000,000 10,000,000 Credit Industriel et Commercial 22536TLC /06/ /06/2015 CAISSE FEDERALE DE CREDIT MUTUEL 15,000,000 15,000,000 DNB Bank ASA 23290QZX /07/ /07/2015 DNB ASA 1,700,000 1,700,000 DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK 23328AJX /23/ /23/2015 DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCH AFTSBANK Page 2 of 8 VIMKT-PH-E030 05/15

3 Holdings 2 / Certificate of Deposit CERTIFICATES OF DEPOSIT 1,00,000 1,00,000 DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCHAFTSBANK 23328AKG /10/ /10/2015 DZ BANK AG DEUTSCHE ZENTRAL-GENOSSENSCH AFTSBANK 5,000,000 5,000,000 Mizuho Bank Ltd 60689DAK /22/ /22/2015 MIZUHO FINANCIAL GROUP INC 1,200,000 1,200,000 Nordea Bank Finland PLC 65558LBM /01/ /01/2015 NORDEA BANK AB 1,300,000 1,300,000 Nordea Bank Finland PLC 65558LBK /02/ /02/2015 NORDEA BANK AB 2,000,000 2,000,000 Nordea Bank Finland PLC 65558LCN /29/ /29/2015 NORDEA BANK AB 1,00,000 1,00,000 Nordea Bank Finland PLC 65558LCX /07/ /07/2015 NORDEA BANK AB 1,500,000 1,500,000 Norinchukin Bank (The) 65602TFX 05/1/ /1/2015 NORINCHUKIN 10,000,000 10,000,000 Norinchukin Bank (The) 65602TJN /16/ /16/2015 NORINCHUKIN 2,000,000 2,000,000 Royal Bank of Canada 78009NJE /0/ /06/2015 ROYAL BANK OF CANADA 1,100,000 1,100,000 Sumitomo Mitsui Trust Bank Ltd KYC /13/ /13/2015 SUMITOMO MITSUI TRUST HOLDINGS 10,000,000 10,000,000 Swedbank AB 87019TQ /05/ /05/2015 SWEDBANK AB 10,000,000 10,000,000 Swedbank AB 87019TQ /06/ /06/2015 SWEDBANK AB ,000, ,000,000 Certificates of Deposit TIME DEPOSITS 25,000,000 25,000,000 BNY Mellon Ltd. BIV1K2RE /01/ /01/2015 BANK OF NEW YORK MELLON CORP/THE 25,000,000 25,000,000 Skandinaviska Enskilda Banken AB BIV1K2QN /01/ /01/2015 SKANDINAVISKA ENSKILDA BANKEN AB 25,000,000 25,000,000 Svenska Handelsbanken A.B. BIV1K2QH /01/ /01/2015 SVENSKA HANDELSBANKEN AB 75,000,000 75,000,000 Time Deposits ,000, ,000,000 Certificate of Deposit Total Financial Company Commercial Paper COMMERCIAL PAPER 1,200,000 1,199,36 Banque et Caisse d'epargne de l'etat 0667K1U /09/ /09/2015 LUXEMBOURG (GRAND DUCHY OF) Page 3 of 8 VIMKT-PH-E030 05/15

4 Holdings 2 / Financial Company Commercial Paper COMMERCIAL PAPER 5,000,000,999,650 BNP Paribas Finance, Inc. 0556N1SF /15/ /15/2015 BNP PARIBAS SA 8,500,000 8,99,077 BNP Paribas Finance, Inc. 0556N1SJ3 05/18/ /18/2015 BNP PARIBAS SA 2,00,000 2,399,356 BNP Paribas Finance, Inc. 0556N1TC7 06/12/ /12/2015 BNP PARIBAS SA 1,500,000 1,98,565 BNZ International Funding Ltd. 0556X1W81 09/08/ /08/2015 NATIONAL AUSTRALIA BANK LIMITED 1,00,000 1,398,605 BNZ International Funding Ltd. 0556X1WG /16/ /16/2015 NATIONAL AUSTRALIA BANK LIMITED 1,200,000 1,198,761 BNZ International Funding Ltd. 0556X1WM /21/ /21/2015 NATIONAL AUSTRALIA BANK LIMITED 5,000,000,999,750 Credit Agricole Corporate & Investment Bank S.A USD /13/ /13/2015 CREDIT AGRICOLE GROUPE 1,500,000 1,99,708 DBS Bank Ltd ET /05/ /05/2015 DBS GROUP HOLDINGS LTD 1,00,000 1,399,26 DBS Bank Ltd EV /06/ /06/2015 DBS GROUP HOLDINGS LTD 5,000,000,995,775 General Electric Capital Corp JVS /26/ /26/2015 GENERAL ELECTRIC CO 5,000,000,998,650 Landesbank Hessen-Thueringen Girozentrale 5189HTQ /2/ /2/2015 LANDESBANK HESSEN-THURINGEN GIROZENTRALE 1,000, ,99 Macquarie Bank Ltd LS /08/ /08/2015 MACQUARIE GROUP LTD 5,000,000,998,090 Macquarie Bank Ltd LTR /25/ /25/2015 MACQUARIE GROUP LTD 10,000,000 9,997,900 Oversea-Chinese Banking Corp. Ltd RTC /12/ /12/2015 OVERSEA-CHINESE BANKING CORPORATION LIMITED 5,000,000,999,222 Standard Chartered Bank 8532USM /21/ /21/2015 STANDARD CHARTERED PLC,000,000 3,998,133 Standard Chartered Bank 8532UUA /10/ /10/2015 STANDARD CHARTERED PLC 1,500,000 1,99,250 Standard Chartered Bank 8532UUF /15/ /15/2015 STANDARD CHARTERED PLC 2,500,000 2,99,367 Sumitomo Mitsui Banking Corp LT /08/ /08/2015 SUMITOMO MITSUI FINANCIAL GROUP INC 10,000,000 9,995,350 Sumitomo Mitsui Banking Corp LU26 07/02/ /02/2015 SUMITOMO MITSUI FINANCIAL GROUP INC 3,000,000 2,999,817 Sumitomo Mitsui Trust Bank Ltd HSB /11/ /11/2015 SUMITOMO MITSUI TRUST HOLDINGS Page of 8 VIMKT-PH-E030 05/15

5 Holdings 2 / Financial Company Commercial Paper COMMERCIAL PAPER 5,000,000,998,531 Sumitomo Mitsui Trust Bank Ltd HTG5 06/16/ /16/2015 SUMITOMO MITSUI TRUST HOLDINGS 1,500,000 1,99,30 Sumitomo Mitsui Trust Bank Ltd HU /06/ /06/2015 SUMITOMO MITSUI TRUST HOLDINGS 10,000,000 9,998,100 Toronto-Dominion Bank (The) 89116FT /08/ /08/2015 TORONTO-DOMINION 1,200,000 1,199,755 Toronto-Dominion Bank (The) 89116FTG /16/ /16/2015 TORONTO-DOMINION 2,700,000 2,698,85 Toronto-Dominion Bank (The) 89116FUH /17/ /17/2015 TORONTO-DOMINION ,700,000 1,697,620 Toronto-Dominion Bank (The) 89116FXG /16/ /16/2015 TORONTO-DOMINION ,200,000 1,198,260 Toronto-Dominion Bank (The) 89116FXN /22/ /22/2015 TORONTO-DOMINION 10,00,000 10,36,107 Commercial Paper COMMERCIAL PAPER (INTEREST BEARING) 1,500,000 1,500,000 Commonwealth Bank of Australia 20272AKJ 05/19/ /19/2015 COMMONWEALTH BANK OF AUSTRALIA 2,200,000 2,199,988 Commonwealth Bank of Australia 20272AKS /0/ /05/2015 COMMONWEALTH BANK OF AUSTRALIA 5,000,000 5,000,000 General Electric Capital Corp S5J9 07/31/ /0/2015 GENERAL ELECTRIC CO 0.3 8,700,000 8,699,988 Commercial Paper (Interest Bearing) ,100, ,06,095 Financial Company Commercial Paper Total Government Agency Repurchase Agreement REPURCHASE AGREEMENT 21,578,27 21,578,27 Wells Fargo Securities, BIV1K2QD /01/ /01/2015 US GOVT COLL.21 21,578,27 21,578,27 Repurchase Agreement.21 21,578,27 21,578,27 Government Agency Repurchase Agreement Total.21 Government/Agency Debt AGENCY FLOATER Page 5 of 8 VIMKT-PH-E030 05/15

6 Holdings 2 / Government/Agency Debt AGENCY FLOATER 5,000,000 5,000,000 Overseas Private Investment Corp ZZ /07/ /07/2015 OVERSEAS PRIVATE INVESTMENT CORPORATION 5,000,000 5,000,000 Agency Floater 5,000,000 5,000,000 Government/Agency Debt Total Other Commercial Paper COMMERCIAL PAPER 1,700,000 1,699,677 Caisse des Depots et Consignations 12800BT /08/ /08/2015 FRANCE (REPUBLIC OF) 5,300,000 5,298,852 CDP Financial Inc TT /09/ /09/2015 CAISSE DE DEPOT ET PLACEMENT DU QUEBEC 10,000,000 9,998,000 CDP Financial Inc TTF /15/ /15/2015 CAISSE DE DEPOT ET PLACEMENT DU QUEBEC 2,300,000 2,298,835 CDP Financial Inc TV /05/ /05/2015 CAISSE DE DEPOT ET PLACEMENT DU QUEBEC 5,000,000,999,833 Chevron Corp KSD /13/ /13/2015 CHEVRON CORP 1,500,000 1,99,660 Coca-Cola Co. (The) 19121BTJ /18/ /18/2015 THE COCA-COLA CO 3,000,000 2,998,979 Dexia Credit Local S.A. (Government Guaranteed) 25215E2T /19/ /19/2015 BELGIUM (KINGDOM OF) 10,000,000 9,999,200 ENGIE SA 36161BSK /19/ /19/2015 ENGIE SA 3,000,000 2,999,950 PepsiCo, Inc. 713US /07/ /07/2015 PEPSICO INC 2,500,000 2,99,856 Siemens Capital Co UST /27/ /27/2015 SIEMENS AG ,300,000 1,299,128 Toyota Motor Credit Corp HVE1 08/1/ /1/2015 TOYOTA MOTOR CORPORATION 5,600,000 5,591,969 Commercial Paper ,600,000 5,591,969 Other Commercial Paper Total Other Note CORPORATE BONDS,000,000,020,19 HSBC Bank PLC 328MAB /29/ /29/2015 HSBC HOLDINGS PLC 0.78,000,000,020,19 Corporate Bonds 0.78 MEDIUM TERM NOTES Page 6 of 8 VIMKT-PH-E030 05/15

7 Holdings 2 / Other Note MEDIUM TERM NOTES 3,000,000 3,000,000 Wells Fargo Bank, N.A. 9985HL77 05/19/ /22/2015 WELLS FARGO & COMPANY 3,000,000 3,000,000 Medium Term Notes 7,000,000 7,020,19 Other Note Total 1.37 Other Repurchase Agreement REPURCHASE AGREEMENT - TERM 10,000,000 10,000,000 Merrill Lynch Pierce Fenner & Smith, Inc. BIV1K /07/ /01/2015 BANK OF AMERICA CORP 5,000,000 5,000,000 RBC Capital Markets Corp. BIV1H6CD /07/ /07/2015 ROYAL BANK OF CANADA 15,000,000 15,000,000 Repurchase Agreement - Term ,000,000 15,000,000 Other Repurchase Agreement Total 2.93 Variable Rate Demand Note TAXABLE VARIABLE-RATE NOTES,500,000,500,000 Atlanticare Health Services, Inc.; Series 2003, VRD Taxable Bonds (LOC-Wells Fargo Bank, 091MAA /07/ /07/2015 WELLS FARGO & N.A.) COMPANY 3,360,000 3,360,000 Benjamin Rose Institute (The) (Kethley House); Series 2005, VRD Taxable Notes AA /07/ /07/2015 JPMORGAN CHASE & CO (LOC-JPMorgan Chase Bank, N.A.) 3,720,000 3,720,000 Keep Memory Alive; Series 2013, VRD Taxable (LOC-PNC Bank N.A.) 8737AA /07/ /07/2015 PNC FINANCIAL SERVICES GROUP INC (THE) 2,100,000 2,100,000 M3 Realty, ; Series 2007, VRD RN (LOC-General Electric Capital Corp.) 6275QAA /07/ /07/2015 GENERAL ELECTRIC CO ,680,000 13,680,000 Taxable Variable-Rate Notes 2.67 VARIABLE RATE DEMAND NOTES 1,000,000 1,000,000 Collier (County of), Florida Industrial Development Authority (Allete, Inc.); Series 2006, Ref. 196RAG /07/ /07/2015 WELLS FARGO & VRD IDR (LOC-Wells Fargo Bank, N.A.) COMPANY 7,15,000 7,15,000 Gary Chicago International Airport Authority; Series 2011, Multi-Modal Special Purpose 36671AB /07/ /07/2015 BANK OF MONTREAL Facility (Gary Jet Center) VRD RB (LOC-BMO Harris Bank NA) 00,000 00,000 Hamilton (County of), Ohio (Children's Hospital Medical Center); Series 1997 A, VRD Hospital 07272D /07/ /07/2015 PNC FINANCIAL Facilities RB (LOC-PNC Bank, N.A.) SERVICES GROUP INC (THE) 1,500,000 1,500,000 Massachusetts (State of) Development Finance Agency (Milton Academy); Series 2009 B, 57583RR /07/ /07/2015 TORONTO-DOMINION VRD Taxable RB (LOC-TD Bank, N.A.) Page 7 of 8 VIMKT-PH-E030 05/15

8 Holdings 2 / Variable Rate Demand Note VARIABLE RATE DEMAND NOTES 2,190,000 2,190,000 Ogden (City of), Utah Redevelopment Agency; Series 2009 B-1, Ref. VRD Taxable RB AE /07/ /07/2015 WELLS FARGO & (LOC-Wells Fargo Bank, N.A.) COMPANY 230, ,000 Rock Island(County of), Illinois Metropolitan Airport Authority (Quad City International Airport 77230AM /07/ /07/2015 US BANCORP Air Freight);Series 1998A,VRD Priority RB (LOC-US Bank NA) 12,65,000 12,65,000 Variable Rate Demand Notes ,15,000 26,15,000 Variable Rate Demand Note Total ,755,27 512,693,383 GRAND TOTAL To access the most recent 12 months of publicly available information filed by the fund with the Securities and Exchange Commission, please click on the following link: Form N-MFP: Invesco V.I. Money Market Fund An investment in the Fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to preserve the value of an investment at $1.00 per share, it is possible to lose money by investing in the Fund. For more information about the V.I. Money Market Fund, please contact our Global Liquidity Sales Consultants at , Option 2 or visit invesco.com/us. All data provided by Invesco unless otherwise noted. * Multi Credit Enhancement Providers (CEP) - 100% CEP rated minimum A-1/P-1/F-1 or comparable long term rating. # Open security with one-day demand. 1 method of valuation means the method of calculating an investment company's net asset value where portfolio securities are valued at the fund's acquisition cost as adjusted for amortization of premium or accretion of discount rather than their value based on current market factors. 2 CUSIPs may include other unique identifiers, such as the central index key (CIK). 3 Past performance is no guarantee to future results. The security yield is not an indication of fund performance. Securities may include features including but not limited to a prerefunding, demand feature or put option. For US use only. composition is subject to change. The list of portfolio holdings is as of the date shown and may not represent current or future portfolio composition. This portfolio data has not been audited or adjusted for certain financial statement reclassifications. An audit could potentially result in adjustments to this data. The following attributes, if applicable, are available upon request: issuer, short-term ratings for S&P, Moody s, Fitch Ratings and the Dominion Bond Rating Service (DBRS ), long-term ratings for S&P, Moody s and Fitch Ratings, industry and exposure to underlying asset class. The Invesco variable insurance funds are used solely as investment vehicles by insurance company separate accounts to fund variable annuity contracts and variable life insurance policies. Shares of the funds cannot be purchased directly. Expenses and fees are determined by the offering insurance company and will vary. does not offer any variable products. Consider the investment objectives, risks, and charges and expenses carefully. For product and underlying fund prospectuses containing this and other information for any variable annuity or variable life product that invests in the Invesco variable insurance funds, contact the offering insurance company. Not all funds and classes are available in all products. Investors should read the prospectuses carefully before investing. Page 8 of 8 VIMKT-PH-E030 05/15