Invesco DB US Dollar Index Bullish Fund
For the period ended Dec 31, 2023. Filed Feb 23, 2024.
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FY2023 · Filed Feb 23, 2024
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Schedule of Investments as of
Scheduleof Investments
December 31, 2023
| Description · Percentage ofShareholders'Equity · Value · Principal Value | ||||
|---|---|---|---|---|
| United States Treasury Obligations (a) | ||||
| U.S. Treasury Bills, 5.250% due March 7, 2024 | 6.37% | $24,765,221 | $25,000,000 | |
| U.S. Treasury Bills, 5.240% due May 30, 2024(b) | 62.98 | 244,781,638 | 250,000,000 | |
| U.S. Treasury Bills, 5.190% due June 6, 2024 | 6.29 | 24,453,458 | 25,000,000 | |
| Total United States Treasury Obligations (cost $293,701,086) | 75.64% | $294,000,317 | ||
| Affiliated Investments | Shares | |||
| Money Market Mutual Fund | ||||
| Invesco Government & Agency Portfolio, Institutional Class, 5.29% (cost $111,534,057)(c)(d) | 28.70% | 111,534,057 | 111,534,057 | |
| Total Affiliated Investments (cost $111,534,057) | 28.70% | $111,534,057 | ||
| Total Investments in Securities (cost $405,235,143) | 104.34% | $405,534,374 | ||
(a)
Security may be traded on a discount basis. The interest rate shown represents the discount rate at the most recent auction date of the security prior to period end.
(b)
United States Treasury Obligations of $68,537,000 are on deposit with the Commodity Broker and held as maintenance margin for open futures contracts.
(c)
Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. See Note 8.
(d)
The rate shown is the 7-day SEC standardized yield as of December 31, 2023.
| Open Currency Futures Contracts | Number of Contracts | Expiration Date | NotionalValue | Value(e) | UnrealizedAppreciation(Depreciation)(e) |
|---|---|---|---|---|---|
| Long Futures Contracts | |||||
| ICE U.S. Dollar Index | 3,845 | March-2024 | $388,456,505 | $(4,579,458) | $(4,579,458) |
(e)
Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.
Schedule of Investments
December 31, 2022
| Description · Percentage ofShareholders'Equity · Value · Principal Value | ||||
|---|---|---|---|---|
| United States Treasury Obligations (a) | ||||
| U.S. Treasury Bills, 3.820% due January 19, 2023(b) | 9.11% | $149,759,000 | $150,000,000 | |
| U.S. Treasury Bills, 4.155% due February 16, 2023 | 9.08 | 149,254,979 | 150,000,000 | |
| U.S. Treasury Bills, 4.285% due March 2, 2023 | 18.13 | 297,953,628 | 300,000,000 | |
| U.S. Treasury Bills, 4.270% due March 9, 2023 | 4.23 | 69,464,332 | 70,000,000 | |
| Total United States Treasury Obligations (cost $666,202,422) | 40.55% | $666,431,938 | ||
| Affiliated Investments | Shares | |||
| Exchange-Traded Fund | ||||
| Invesco Treasury Collateral ETF (cost $73,784,578)(c) | 4.48% | $73,590,524 | 698,600 | |
| Money Market Mutual Fund | ||||
| Invesco Government & Agency Portfolio, Institutional Class, 4.22% (cost $909,560,064)(c)(d) | 55.34 | 909,560,064 | 909,560,064 | |
| Total Affiliated Investments (cost $983,344,642) | 59.82% | $983,150,588 | ||
| Total Investments in Securities (cost $1,649,547,064) | 100.37% | $1,649,582,526 | ||
(a)
Security may be traded on a discount basis. The interest rate shown represents the discount rate at the most recent auction date of the security prior to period end.
(b)
United States Treasury Obligations of $99,830,000 are on deposit with the Commodity Broker and held as maintenance margin for open futures contracts.
(c)
Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. See Note 8.
(d)
The rate shown is the 7-day SEC standardized yield as of December 31, 2022.
| Open Currency Futures Contracts | Number of Contracts | Expiration Date | NotionalValue | Value(e) | UnrealizedAppreciation(Depreciation)(e) |
|---|---|---|---|---|---|
| Long Futures Contracts | |||||
| ICE U.S. Dollar Index | 15,911 | March-2023 | $1,643,113,059 | $(7,688,710) | $(7,688,710) |
(e)
Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.