Invesco V.I. Money Market Fund

Transcription

1 Holdings Weighted Average days Weighted Average Life days Asset Backed Commercial Paper ASSET-BACKED COMMERCIAL PAPER 10,000,000 9,999,833 Barton Capital LLC 0695LA /0/ /0/2016 SOCIETE GENERALE SA 6,000,000 5,996,083 Barton Capital LLC 0695LBH /17/ /17/2016 SOCIETE GENERALE SA,118,000,115,029 Cedar Springs Capital Company (CEP-UBS AG) 15060XBK /19/ /19/2016 UBS AG 5,00,000 5,399,6 Kells Funding LLC (CEP-FMS Wertmanagement) 8802WZL /07/ /07/2016 GERMANY (FEDERAL REPUBLIC OF),000,000 3,997,6 Kells Funding LLC (CEP-FMS Wertmanagement) 8802XQH /23/ /23/2016 GERMANY (FEDERAL REPUBLIC OF) 5,000,000,995,60 Kells Funding LLC (CEP-FMS Wertmanagement) 8802WZT /1/ /1/2016 GERMANY (FEDERAL REPUBLIC OF) 5,000,000,999,822 Lexington Parker Capital Co LLC (Multi-CEP) 52952LA /05/ /05/2016 CREDIT SUISSE GROUP AG 30,000,000 29,998,192 Lexington Parker Capital Co LLC (Multi-CEP) 52952LA /08/ /08/2016 CREDIT SUISSE GROUP AG 15,000,000 1,998,988 Liberty Street Funding LLC (CEP-Bank of Nova Scotia) 53127TA /08/ /08/2016 BANK OF NOVA SCOTIA 25,000,000 2,998,889 LMA Americas LLC (CEP-Credit Agricole Corporate Investment Bank) 539QA /05/ /05/2016 CREDIT AGRICOLE GROUPE 6,000,000 5,996,500 Manhattan Asset Funding Co. LLC (CEP-Sumitomo Mitsui Financial Group Inc) 5627LBC /12/ /12/2016 SUMITOMO MITSUI FINANCIAL GROUP INC 25,000,000 2,999,19 Nieuw Amsterdam Receivables Corp. 6509RA /05/ /05/2016 NIEUW AMSTERDAM RECEIVABLES CORP 5,000,000,999,833 Nieuw Amsterdam Receivables Corp. 6509RA /07/ /07/2016 NIEUW AMSTERDAM RECEIVABLES CORP 20,000,000 19,998,367 Regency Markets No 1 LLC (CEP-HSBC Bank PLC) 7588R0A /08/ /08/2016 HSBC HOLDINGS PLC ,000,000,99, Thunder Bay Funding, LLC 88603H3B /21/ /21/2016 THUNDER BAY FUNDING LLC 25,000,000 2,998,52 Victory Receivables Corp. (CEP-Bank of Tokyo-Mitsubishi Ltd(The)) 9266KA /08/ /08/2016 MITSUBISHI UFJ FINANCIAL GROUP INC 195,518, ,86,66 Asset-Backed Commercial Paper ASSET-BACKED COMMERCIAL PAPER (INTEREST BEARING) 2,500,000 2,500,000 Collateralized Commercial Paper Co., LLC (CEP-JPMorgan Securities LLC) 1923EAJ /10/ /11/2016 JPMORGAN CHASE & CO 3,500,000 3,500,000 Collateralized Commercial Paper II Co., LLC (CEP-JPMorgan Securities LLC) 1923CAP /08/ /08/2016 JPMORGAN CHASE & CO 10,000,000 10,000,000 Collateralized Commercial Paper II Co., LLC (CEP-JPMorgan Securities LLC) 1923CAT /01/ /0/2016 JPMORGAN CHASE & CO 1,000,000 1,000,000 Fairway Finance Co., LLC (CEP-Bank of Montreal) 30601YRB /06/ /06/2016 BANK OF MONTREAL 10,000,000 10,000,000 Old Line Funding, LLC 67985FAH /16/ /19/2016 OLD LINE FUNDING LLC Page 1 of 7

2 Holdings Asset Backed Commercial Paper ASSET-BACKED COMMERCIAL PAPER (INTEREST BEARING) 3,200,000 3,200,000 Old Line Funding, LLC 6798VBB /22/ /22/2016 OLD LINE FUNDING LLC 10,000,000 10,000,000 Old Line Funding, LLC 6798VBD /01/ /0/2016 OLD LINE FUNDING LLC 5,000,000 5,000,000 Old Line Funding, LLC 67985FAJ /0/ /0/2016 OLD LINE FUNDING LLC 0.2 1,700,000 1,700,000 Thunder Bay Funding, LLC 88603KAQ 0. 03/01/ /0/2016 THUNDER BAY FUNDING LLC 6,900,000 6,900,000 Asset-Backed Commercial Paper (Interest Bearing) ,18,000 22,386,66 Asset Backed Commercial Paper Total Certificate of Deposit CERTIFICATES OF DEPOSIT 2,700,000 2,700,000 Bank of Montreal 0627EEE /22/ /22/2016 BANK OF MONTREAL 1,600,000 1,600,000 Bank of Nova Scotia 0617HX /09/ /11/2016 BANK OF NOVA SCOTIA 2,000,000 2,000,000 Canadian Imperial Bank of Commerce 13606J2J /08/ /08/2016 CANADIAN IMPERIAL BANK OF COMMERCE 10,000,000 10,000,000 CHINA CONSTRUCTION BANK CORP 16891UJT /0/ /0/2016 CHINA CONSTRUCTION BANK CORP 1,900,000 1,900,000 Mitsubishi UFJ Trust & Banking Corp AYR /27/ /27/2016 MITSUBISHI UFJ FINANCIAL GROUP INC 20,000,000 20,000,000 Norinchukin Bank (The) 65602TH /02/ /02/2016 NORINCHUKIN BANK/THE 10,000,000 10,000,000 Rabobank Nederland 2168BC /0/ /0/2016 COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEE NBANK BA 2,000,000 2,000,000 Royal Bank of Canada 78009NVM /08/ /08/2016 ROYAL BANK OF CANADA 2,000,000 2,000,000 Royal Bank of Canada 78009NWF /03/ /0/2016 ROYAL BANK OF CANADA 5,000,000 5,000,000 Standard Chartered Bank 85325TCR /15/ /15/2016 STANDARD CHARTERED PLC 3,900,000 3,901,261 Standard Chartered Bank 85325B6B /26/ /26/2016 STANDARD CHARTERED PLC 15,000,000 15,000,000 Standard Chartered Bank 85325TDN /08/ /08/2016 STANDARD CHARTERED PLC 3,000,000 3,000,000 Sumitomo Mitsui Trust Bank Ltd KL /0/ /0/2016 SUMITOMO MITSUI TRUST HOLDINGS Page 2 of 7

3 Holdings Certificate of Deposit CERTIFICATES OF DEPOSIT 3,300,000 3,300,000 Sumitomo Mitsui Trust Bank Ltd KL /0/ /0/2016 SUMITOMO MITSUI TRUST HOLDINGS 9,750,000 9,750,000 Toronto-Dominion Bank (The) 89113EUL /20/ /20/2016 TORONTO-DOMINION BANK/THE 92,150,000 92,151,261 Certificates of Deposit ,150,000 92,151,261 Certificate of Deposit Total Financial Company Commercial Paper COMMERCIAL PAPER 2,600,000 2,599,666 Banque et Caisse d'epargne de l'etat 0667K0AC /12/ /12/2016 LUXEMBOURG (GRAND DUCHY OF) 10,000,000 9,998,100 ING (US) Funding LLC 97W0AK /19/ /19/2016 ING GROEP NV 15,000,000 1,999,750 Landesbank Hessen-Thueringen Girozentrale 5189GA /0/ /0/2016 LANDESBANK HESSEN THUERINGEN GIROZENTRALE 10,000,000 9,997,083 Landesbank Hessen-Thueringen Girozentrale 5189GAS /26/ /26/2016 LANDESBANK HESSEN THUERINGEN GIROZENTRALE 3,200,000 3,199,876 Nordea Bank Finland PLC 65558FA /05/ /05/2016 NORDEA BANK AB 2,500,000 2,98,760 Nordea Bank Finland PLC 65558FBH /17/ /17/2016 NORDEA BANK AB 30,000,000 29,998,733 Societe Generale 83369BA /05/ /05/2016 SOCIETE GENERALE SA ,000,000 19,997,33 United Overseas Bank Ltd PAC /12/ /12/2016 UNITED OVERSEAS BANK 2.6 LTD 93,300,000 93,289,02 Commercial Paper COMMERCIAL PAPER (INTEREST BEARING) 15,000,000 15,000,000 Commonwealth Bank of Australia 20272ANF /0/ /0/2016 COMMONWEALTH BANK OF AUSTRALIA 5,000,000 5,000,000 Commonwealth Bank of Australia 20272ANH /07/ /07/2016 COMMONWEALTH BANK OF AUSTRALIA 5,000,000,999,792 Commonwealth Bank of Australia 20272AMG /13/ /21/2016 COMMONWEALTH BANK OF AUSTRALIA 5,000,000 5,000,000 National Australia Bank Ltd 6325GAX /29/ /13/2016 NATIONAL AUSTRALIA BANK LIMITED 30,000,000 29,999,792 Commercial Paper (Interest Bearing) 3.96 Page 3 of 7

4 Holdings 123,300, ,289,19 Financial Company Commercial Paper Total Government Agency Repurchase Agreement REPURCHASE AGREEMENT 38,000,000 38,000,000 Bank of Nova Scotia BIV21KPQ /0/ /0/2016 US GOVT COLL 38,000,000 38,000,000 Citigroup Global Markets Inc. BIV21KPT /0/ /0/2016 US GOVT COLL 38,000,000 38,000,000 Mitsubishi UFJ Securities (USA) Inc. BIV21KPP /0/ /0/2016 US GOVT COLL 12,02,181 12,02,181 Wells Fargo Bank, N.A. BIV21KPU /0/ /0/2016 US GOVT COLL ,02, ,02,181 Repurchase Agreement ,02, ,02,181 Government Agency Repurchase Agreement Total Government/Agency Debt AGENCY FLOATER 5,000,000 5,000,000 Overseas Private Investment Corp ZZ /07/ /07/2016 UNITED STATES OF AMERICA 5,000,000 5,000,000 Agency Floater 5,000,000 5,000,000 Government/Agency Debt Total Other Commercial Paper COMMERCIAL PAPER 6,000,000 5,999,580 BMW US Capital LLC 0556C2A /08/ /08/2016 BAYERISCHE MOTOREN WERKE AG 15,000,000 1,997,36 Caisse des Depots et Consignations 12800AAE /1/ /1/2016 FRANCE (REPUBLIC OF) 11,000,000 10,999,273 Exxon Mobil Corporation 30229AA /08/ /08/2016 EXXON MOBIL CORP ,000,000 2,999,912 Nederlandse Waterschapsbank N.V UA /0/ /0/2016 NEDERLANDSE WATERSCHAPSBANK NV 5,000,000,998,775 Toyota Motor Credit Corp GAV /29/ /29/2016 TOYOTA MOTOR CORPORATION 0,000,000 39,99,886 Commercial Paper ,000,000 39,99,886 Other Commercial Paper Total Page of 7

5 Holdings Other Note CORPORATE BONDS 700, ,000 Bank of Nova Scotia 0617H6S /30/ /01/2016 BANK OF NOVA SCOTIA , ,000 Corporate Bonds 0.09 MEDIUM TERM NOTES 3,000,000 3,000,000 Wells Fargo Bank, N.A. 9985HR /31/ /21/2016 WELLS FARGO & COMPANY 3,000,000 3,000,000 Medium Term Notes 0.0 3,700,000 3,700,000 Other Note Total Other Repurchase Agreement REPURCHASE AGREEMENT - TERM 5,000,000 5,000,000 Citigroup Global Markets Inc. BIV20FSP /29/ /0/2016 CITIGROUP INC 20,000,000 20,000,000 RBC Capital Markets Corp. BIV21K2D /26/ /27/2016 ROYAL BANK OF CANADA ,000,000 25,000,000 Repurchase Agreement - Term 25,000,000 25,000,000 Other Repurchase Agreement Total Treasury Repurchase Agreement REPURCHASE AGREEMENT 38,000,000 38,000,000 Bank of Nova Scotia BIV21KPF /0/ /0/2016 US TREASURY COLLATERAL 38,000,000 38,000,000 BNP Paribas S.A. BIV21KPJ /0/ /0/2016 US TREASURY COLLATERAL 76,000,000 76,000,000 Repurchase Agreement ,000,000 76,000,000 Treasury Repurchase Agreement Total Page 5 of 7

6 Holdings Variable Rate Demand Note TAXABLE VARIABLE-RATE NOTES 3,310,000 3,310,000 Benjamin Rose Institute (The) (Kethley House); Series 2005, VRD Taxable Notes AA /07/ /07/2016 JPMORGAN CHASE & CO (LOC-JPMorgan Chase Bank, N.A.) 3,620,000 3,620,000 Keep Memory Alive; Series 2013, VRD Taxable (LOC-PNC Bank N.A.) 8737AA /07/ /07/2016 PNC FINANCIAL SERVICES GROUP INC (THE) 2,060,000 2,060,000 M3 Realty, LLC; Series 2007, VRD RN (LOC-General Electric Capital Corp.) 6275QAA /07/ /07/2016 GENERAL ELECTRIC CO ,990,000 8,990,000 Taxable Variable-Rate Notes 1.19 VARIABLE RATE DEMAND NOTES 3,500,000 3,500,000 Cleveland (City of) & Cuyahoga (County of), Ohio Port Authority (Carnegie/96th Research BX /07/ /07/2016 PNC FINANCIAL Building LLC); Ser 2003, VRD RB (LOC-PNC Bank, N.A.) SERVICES GROUP INC (THE) 1,000,000 1,000,000 Collier (County of), Florida Industrial Development Authority (Allete, Inc.); Series 2006, Ref. 196RAG /07/ /07/2016 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/ /07/2016 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/ /07/2016 PNC FINANCIAL Facilities RB (LOC-PNC Bank, N.A.) SERVICES GROUP INC (THE) 1,000,000 1,000,000 Massachusetts (State of) Development Finance Agency (Milton Academy); Series 2009 B, 57583RR /07/ /07/2016 TORONTO-DOMINION VRD Taxable RB (LOC-TD Bank, N.A.) BANK/THE 2,085,000 2,085,000 Ogden (City of), Utah Redevelopment Agency; Series 2009 B-1, Ref. VRD Taxable RB AE /07/ /07/2016 WELLS FARGO & (LOC-Wells Fargo Bank, N.A.) COMPANY 15,000 15,000 Rock Island(County of), Illinois Metropolitan Airport Authority (Quad City International Airport 77230AM /07/ /07/2016 ROCK ISLAND CNTY ILL Air Freight);Series 1998A,VRD Priority RB (LOC-US Bank NA) MET ARPT AUTH 15,275,000 15,275,000 Variable Rate Demand Notes Page 6 of 7

7 Holdings 2,265,000 2,265,000 Variable Rate Demand Note Total ,875, ,829,168 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 7 of 7