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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 06/30/2020

    Invesco Macro Allocation Strategy Trust

    CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
    CASHUSD00 USD CURRENCY CASH 118216307 $118,216,307.18 33.37% 0.00
    IRTGOVTT8 IRT GOVT TRUST 63600000 $63,600,000.00 17.95% N/A
    FUTURES CASH COLLATERAL & VM 42170000 $42,170,000.00 11.90% N/A
    912796TU3 UNITED STATES TREASURY BILL B 12/03/20 24100000 $24,084,435.50 6.80% Aaa 0.00 12/03/2020
    912796XG9 TREASURY BILL 0 8/27/2020 0 8/27/2020 24100000 $24,094,944.06 6.80% Aaa 0.00 08/27/2020
    OPTIONS CASH COLLATERAL 15250000 $15,250,000.00 4.30% N/A
    037833100 APPLE INC 4982 $1,817,433.60 0.51% N/A
    594918104 MICROSOFT CORP 7342 $1,494,170.42 0.42% N/A
    30303M102 FACEBOOK INC 4982 $1,131,262.74 0.32% N/A
    02079K305 ALPHABET INC 787 $1,116,005.35 0.32% N/A
    H57312649 NESTLE SA 9767 $1,079,621.74 0.30% N/A
    H5820Q150 NOVARTIS AG 11668 $1,014,908.51 0.29% N/A
    N07059202 ASML HOLDING NV 2688 $986,832.12 0.28% N/A
    00206R102 AT&T INC 25369 $766,904.87 0.22% N/A
    742718109 PROCTER & GAMBLE CO/THE 6096 $728,898.72 0.21% N/A
    BHC8X90 NOVO NORDISK A/S 11472 $742,242.33 0.21% N/A
    437076102 HOME DEPOT INC/THE 2819 $706,187.69 0.20% N/A
    G1510J102 BRITISH AMERICAN TOBACCO PLC 16978 $651,341.59 0.18% N/A
    Copper BARC Optim Idx ER Swap (Long) (Leg A) 25500 $628,702.50 0.18% 0.00 02/05/2021
    5671735 SANOFI 6293 $640,655.61 0.18% N/A
    46625H100 JPMORGAN CHASE & CO 6817 $641,207.02 0.18% N/A
    6900643 TOYOTA MOTOR CORP 9700 $607,975.16 0.17% N/A
    747525103 QUALCOMM INC 6293 $573,984.53 0.16% N/A
    B288C92 IBERDROLA SA 49819 $577,396.03 0.16% N/A
    92343V104 VERIZON COMMUNICATIONS INC 9505 $524,010.65 0.15% N/A
    57636Q104 MASTERCARD INC 1835 $542,609.50 0.15% N/A
    92826C839 VISA INC 2622 $506,491.74 0.14% N/A
    G92087165 UNILEVER PLC 8456 $455,075.81 0.13% N/A
    6641373 NIPPON TELEGRAPH & TELEPHONE CORP 19700 $459,334.94 0.13% N/A
    22160K105 COSTCO WHOLESALE CORP 1573 $476,949.33 0.13% N/A
    87612E106 TARGET CORP 3802 $455,973.86 0.13% N/A
    20030N101 COMCAST CORP 11537 $452,365.77 0.13% N/A
    191216100 COCA-COLA CO/THE 9177 $413,790.93 0.12% N/A
    6821506 SONY CORP 6000 $410,659.50 0.12% N/A
    5231485 ALLIANZ SE 1967 $401,514.99 0.11% N/A
    931142103 WALMART INC 3146 $376,827.88 0.11% N/A
    67066G104 NVIDIA CORP 1049 $398,525.59 0.11% N/A
    7110388 ROCHE HOLDING AG 1114 $386,029.13 0.11% N/A
    GB00B03ML ROYAL DUTCH SHELL PLC 20977 $339,191.25 0.10% N/A
    B0J7D91 DAIICHI SANKYO CO LTD 4200 $342,820.60 0.10% N/A
    023135106 AMAZON.COM INC 131 $361,405.42 0.10% N/A
    6144690 BHP GROUP LTD 14094 $347,561.97 0.10% N/A
    031162100 AMGEN INC 1442 $340,110.12 0.10% N/A
    65339F101 NEXTERA ENERGY INC 1508 $362,176.36 0.10% N/A
    03027X100 AMERICAN TOWER CORP 1377 $357,524.28 0.10% N/A
    713448108 PEPSICO INC 2557 $338,188.82 0.10% N/A
    N8981F289 UNILEVER NV 6817 $361,738.05 0.10% N/A
    6441506 HOYA CORP 3700 $351,874.68 0.10% N/A
    D66992104 SAP SE 2229 $311,207.58 0.09% A2 N/A
    G5960L103 MEDTRONIC PLC 3409 $314,582.52 0.09% N/A
    F86921107 SCHNEIDER ELECTRIC SE 3015 $334,807.26 0.09% N/A
    0718875 RIO TINTO PLC 5375 $302,151.69 0.09% N/A
    0925288 GLAXOSMITHKLINE PLC 15536 $318,648.40 0.09% N/A
    7144569 ENEL SPA 36578 $315,403.97 0.09% N/A
    882508104 TEXAS INSTRUMENTS INC 2622 $332,915.34 0.09% N/A
    6185495 CSL LTD 1639 $323,842.06 0.09% N/A
    254687106 WALT DISNEY CO/THE 2753 $306,987.03 0.09% N/A
    BH0P3Z9 BHP GROUP PLC 16454 $336,389.66 0.09% N/A
    SIU0 SILVER FUTURE Sep20SIU0 COMB 111 $318,015.00 0.09% N/A 09/28/2020
    458140100 INTEL CORP 5310 $317,697.30 0.09% N/A
    6895675 TOKYO ELECTRON LTD 1100 $269,583.35 0.08% N/A
    98978V103 ZOETIS INC 1967 $269,557.68 0.08% N/A
    235851102 DANAHER CORP 1639 $290,119.39 0.08% N/A
    RTYU0 E-Mini Russ 2000 Sep20RTYU0 374 $269,280.00 0.08% N/A 09/18/2020
    580135101 MCDONALDS CORP 1442 $266,005.74 0.08% N/A
    B0SWJX3 LONDON STOCK EXCHANGE GROUP PLC 2884 $297,871.01 0.08% N/A
    539830109 LOCKHEED MARTIN CORP 787 $287,192.04 0.08% N/A
    4057808 LOREAL SA 787 $252,513.19 0.07% N/A
    4061412 LVMH MOET HENNESSY LOUIS VUITTON SE 590 $258,745.10 0.07% N/A
    29444U700 EQUINIX INC 328 $230,354.40 0.07% N/A
    4031976 ADIDAS AG 983 $257,884.62 0.07% N/A
    002824100 ABBOTT LABORATORIES 2819 $257,741.17 0.07% N/A
    5727973 SIEMENS AG 2098 $246,831.21 0.07% N/A
    855244109 STARBUCKS CORP 3212 $236,371.08 0.07% N/A
    883556102 THERMO FISHER SCIENTIFIC INC 656 $237,839.36 0.07% N/A
    TPU0 TOPIX INDX FUTR Sep20TPU0 COMB 419 $252,440.94 0.07% N/A 09/10/2020
    CASHGBP00 GBP CURRENCY CASH 189145 $233,735.39 0.07% 0.00
    J44497105 MITSUBISHI UFJ FINANCIAL GROUP INC 50700 $198,128.75 0.06% N/A
    H1467J104 CHUBB LTD 1573 $200,400.20 0.06% N/A
    78409V104 S&P GLOBAL INC 656 $216,138.88 0.06% N/A
    N6596X109 NXP SEMICONDUCTORS NV 1967 $225,054.31 0.06% N/A
    G1151C101 ACCENTURE PLC 1049 $225,241.28 0.06% N/A
    17275R102 CISCO SYSTEMS INC 4654 $217,062.56 0.06% N/A
    6490995 KEYENCE CORP 500 $208,694.44 0.06% N/A
    B15C557 TOTAL SA 5244 $204,092.80 0.06% N/A
    GCQ0 GOLD 100 OZ FUTR Aug20GCQ0 COMB 119 $229,670.00 0.06% N/A 08/27/2020
    B1YXBJ7 AIR LIQUIDE SA 1573 $226,826.00 0.06% N/A
    BDR05C0 NATIONAL GRID PLC 16257 $198,726.20 0.06% N/A
    BYYHL23 ANHEUSER-BUSCH INBEV SA/NV 3933 $193,749.76 0.05% N/A
    G0403H108 AON PLC 983 $189,325.80 0.05% N/A
    H84989104 TE CONNECTIVITY LTD 2098 $171,091.90 0.05% N/A
    6870445 TAKEDA PHARMACEUTICAL CO LTD 4700 $167,637.76 0.05% N/A
    6129277 NTT DOCOMO INC 6700 $178,981.32 0.05% N/A
    16119P108 CHARTER COMMUNICATIONS INC 382 $194,835.28 0.05% N/A
    6985383 ASTELLAS PHARMA INC 11300 $188,481.72 0.05% N/A
    172967424 CITIGROUP INC 3540 $180,894.00 0.05% N/A
    5294121 MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG IN MUENCHEN 656 $170,477.19 0.05% N/A
    7309681 BNP PARIBAS SA 4654 $184,867.48 0.05% N/A
    B4TX8S1 AIA GROUP LTD 19600 $182,838.42 0.05% N/A
    58733R102 MERCADOLIBRE INC 197 $194,196.69 0.05% N/A
    0989529 ASTRAZENECA PLC 1639 $170,558.45 0.05% N/A
    654106103 NIKE INC 1704 $167,320.24 0.05% N/A
    7088429 AXA SA 9112 $190,460.91 0.05% N/A
    256677105 DOLLAR GENERAL CORP 918 $174,888.18 0.05% N/A
    038222105 APPLIED MATERIALS INC 2950 $178,327.50 0.05% N/A
    6467803 ITOCHU CORP 8300 $178,601.75 0.05% N/A
    00507V109 ACTIVISION BLIZZARD INC 1835 $139,276.50 0.04% N/A
    G47567105 IHS MARKIT LTD 1901 $143,525.50 0.04% N/A
    4076836 INTESA SANPAOLO SPA 75516 $144,479.32 0.04% N/A
    J7771X109 SUMITOMO MITSUI FINANCIAL GROUP INC 4800 $134,899.20 0.04% N/A
    J6433A101 RECRUIT HOLDINGS CO LTD 4300 $146,754.41 0.04% N/A
    22822V101 CROWN CASTLE INTERNATIONAL CORP 852 $142,582.20 0.04% N/A
    550021109 LULULEMON ATHLETICA INC 459 $143,212.59 0.04% N/A
    B24CGK7 RECKITT BENCKISER GROUP PLC 1508 $138,496.14 0.04% N/A
    6804682 SHIONOGI & CO LTD 2400 $150,159.89 0.04% N/A
    6220103 RIO TINTO LTD 2163 $145,873.94 0.04% N/A
    G42089113 DIAGEO PLC 4654 $154,217.91 0.04% N/A
    31620M106 FIDELITY NATIONAL INFORMATION SERVICES INC 1180 $158,226.20 0.04% N/A
    09062X103 BIOGEN INC 524 $140,196.20 0.04% N/A
    609207105 MONDELEZ INTERNATIONAL INC 2976 $153,011.04 0.04% N/A
    00287Y109 ABBVIE INC 1509 $148,142.62 0.04% N/A
    5669354 REPSOL SA 15142 $132,402.67 0.04% N/A
    5983816 ZURICH INSURANCE GROUP AG 393 $138,610.73 0.04% N/A
    45866F104 INTERCONTINENTAL EXCHANGE INC 1377 $126,133.20 0.04% N/A
    6429104 HITACHI LTD 4900 $154,559.95 0.04% N/A
    5501906 BANCO BILBAO VIZCAYA ARGENTARIA SA 43526 $149,774.06 0.04% N/A
    615369105 MOODYS CORP 459 $126,101.07 0.04% N/A
    6639550 NINTENDO CO LTD 300 $133,503.27 0.04% N/A
    5986622 KONINKLIJKE PHILIPS NV 2809 $130,973.74 0.04% N/A
    74340W103 PROLOGIS INC 1639 $152,967.87 0.04% N/A
    B1Y9TB3 DANONE SA 2229 $154,101.82 0.04% N/A
    4588825 DANSKE BANK A/S 9636 $128,175.10 0.04% N/A
    278865100 ECOLAB INC 656 $130,819.52 0.04% N/A
    512807108 LAM RESEARCH CORP 459 $148,995.99 0.04% N/A
    595112103 MICRON TECHNOLOGY INC 2622 $135,085.44 0.04% N/A
    666807102 NORTHROP GRUMMAN CORP 459 $141,114.96 0.04% N/A
    717081103 PFIZER INC 4523 $147,902.10 0.04% N/A
    28176E108 EDWARDS LIFESCIENCES CORP 2163 $149,484.93 0.04% N/A
    91324P102 UNITEDHEALTH GROUP INC 459 $135,382.05 0.04% N/A
    824348106 SHERWIN-WILLIAMS CO/THE 262 $151,396.70 0.04% N/A
    842587107 SOUTHERN CO/THE 2824 $146,424.40 0.04% N/A
    5679591 INVESTOR AB 2425 $128,029.69 0.04% N/A
    6086253 FORTESCUE METALS GROUP LTD 16191 $154,381.71 0.04% N/A
    B19NLV4 EXPERIAN PLC 3802 $133,672.35 0.04% N/A
    169656105 CHIPOTLE MEXICAN GRILL INC 131 $137,859.16 0.04% N/A
    5705946 BANCO SANTANDER SA 58603 $143,112.76 0.04% Ba2 N/A
    025816109 AMERICAN EXPRESS CO 1377 $131,090.40 0.04% N/A
    5069211 BAYER AG 1967 $145,332.70 0.04% N/A
    JBU0 JPN 10Y BOND(OSE) Sep20JBU0 COMB -77 $135,607.36 0.04% N/A 09/14/2020
    B038516 FERROVIAL SA 3587 $95,472.61 0.03% N/A
    BJVNSS4 FERGUSON PLC 1377 $112,511.63 0.03% N/A
    0884709 TESCO PLC 32120 $93,713.63 0.03% N/A
    060505104 BANK OF AMERICA CORP 4261 $101,198.75 0.03% N/A
    071813109 BAXTER INTERNATIONAL INC 1114 $96,188.33 0.03% N/A
    007903107 ADVANCED MICRO DEVICES INC 2163 $113,795.43 0.03% N/A
    4056719 ASSICURAZIONI GENERALI SPA 7080 $107,102.58 0.03% N/A
    4617859 DEUTSCHE POST AG 2425 $88,646.55 0.03% N/A
    4768962 RWE AG 3146 $111,996.20 0.03% N/A
    B0C2CQ3 ENGIE SA 9112 $112,565.55 0.03% N/A
    D94523103 VOLKSWAGEN AG 590 $89,411.18 0.03% NR N/A
    78410G104 SBA COMMUNICATIONS CORP 382 $113,805.44 0.03% N/A
    J1346E100 FAST RETAILING CO LTD 200 $114,381.05 0.03% N/A
    J89752117 TOSHIBA CORP 3100 $98,702.32 0.03% N/A
    6435145 HONDA MOTOR CO LTD 4300 $110,942.67 0.03% N/A
    7212477 ESSILORLUXOTTICA SA 721 $92,510.40 0.03% N/A
    BRJL176 UBS GROUP AG 9308 $107,122.30 0.03% N/A
    5687431 HENNES & MAURITZ AB 6621 $95,974.55 0.03% N/A
    928856301 VOLVO AB 6227 $97,551.26 0.03% N/A
    B1XH026 VINCI SA 983 $91,904.52 0.03% N/A
    12572Q105 CME GROUP INC 721 $117,191.34 0.03% N/A
    5086577 BASF SE 1639 $91,813.07 0.03% N/A
    6087289 TELSTRA CORP LTD 45755 $98,595.09 0.03% N/A
    BYZQ077 CK ASSET HOLDINGS LTD 17000 $101,336.05 0.03% N/A
    11135F101 BROADCOM INC 328 $103,520.08 0.03% N/A
    4352097 FRESENIUS SE & CO KGAA 2098 $103,953.73 0.03% N/A
    5129074 FRESENIUS MEDICAL CARE AG & CO KGAA 1114 $95,457.23 0.03% N/A
    26441C204 DUKE ENERGY CORP 1311 $104,735.79 0.03% N/A
    B2B0DG9 RELX PLC 4130 $95,438.21 0.03% N/A
    337738108 FISERV INC 1245 $121,536.90 0.03% N/A
    482480100 KLA CORP 524 $101,907.52 0.03% N/A
    452308109 ILLINOIS TOOL WORKS INC 611 $107,487.12 0.03% N/A
    6804585 SHIN-ETSU CHEMICAL CO LTD 1000 $116,744.68 0.03% N/A
    6483809 KAO CORP 1500 $119,710.80 0.03% N/A
    009158106 AIR PRODUCTS AND CHEMICALS INC 459 $111,445.20 0.03% N/A
    461202103 INTUIT INC 393 $116,402.67 0.03% N/A
    651639106 NEWMONT CORP 1704 $105,204.96 0.03% N/A
    6643108 NOMURA HOLDINGS INC 21100 $94,347.13 0.03% N/A
    4163437 CAPGEMINI SE 983 $112,548.53 0.03% N/A
    37940X102 GLOBAL PAYMENTS INC 721 $122,296.02 0.03% N/A
    6859927 SUN HUNG KAI PROPERTIES LTD 9500 $121,286.51 0.03% N/A
    G5533W248 LLOYDS BANKING GROUP PLC 250867 $96,645.27 0.03% N/A
    7021963 DEUTSCHE BOERSE AG 656 $118,648.88 0.03% N/A
    7145056 ENI SPA 11865 $113,129.15 0.03% N/A
    7133608 EQUINOR ASA 7735 $109,499.71 0.03% N/A
    H0010V101 ABB LTD 4064 $91,483.43 0.03% N/A
    B3MSM28 AMADEUS IT GROUP SA 2032 $105,840.90 0.03% N/A
    45168D104 IDEXX LABORATORIES INC 328 $108,292.48 0.03% N/A
    B4T3BW6 GLENCORE PLC 47328 $100,139.00 0.03% N/A
    H8431B109 SWISS RE AG 1442 $111,184.13 0.03% N/A
    6981239 WOOLWORTHS GROUP LTD 4523 $116,084.68 0.03% N/A
    126650100 CVS HEALTH CORP 1442 $93,686.74 0.03% N/A
    6356934 FANUC CORP 600 $107,114.06 0.03% N/A
    J57160129 NISSAN MOTOR CO LTD 27300 $101,016.45 0.03% N/A
    375558103 GILEAD SCIENCES INC 1245 $95,790.30 0.03% N/A
    816851109 SEMPRA ENERGY 763 $90,243.83 0.03% N/A
    459200101 INTERNATIONAL BUSINESS MACHINES CORP 983 $118,716.91 0.03% N/A
    478160104 JOHNSON & JOHNSON 721 $101,394.23 0.03% N/A
    494368103 KIMBERLY-CLARK CORP 787 $112,084.54 0.03% N/A
    25746U109 DOMINION ENERGY INC 1311 $106,426.98 0.03% N/A
    4741844 MERCK KGAA 1049 $121,695.61 0.03% N/A
    68389X105 ORACLE CORP 1967 $108,716.09 0.03% N/A
    22160N109 COSTAR GROUP INC 131 $93,097.77 0.03% N/A
    761152107 RESMED INC 524 $100,608.00 0.03% N/A
    863667101 STRYKER CORP 656 $118,581.84 0.03% N/A
    872540109 TJX COS INC/THE 2163 $109,361.28 0.03% N/A
    BZ1HM42 ADYEN NV 66 $96,024.14 0.03% N/A
    6648891 ORIENTAL LAND CO LTD/JAPAN 700 $92,394.68 0.03% N/A
    BYWR0T5 COLES GROUP LTD 8850 $104,613.08 0.03% N/A
    MFSU0 MSCI EAFE Sep20MFSU0 -558 $94,860.00 0.03% N/A 09/18/2020
    00724F101 ADOBE INC 131 $57,025.61 0.02% N/A
    020002101 ALLSTATE CORP/THE 721 $70,424.43 0.02% N/A
    126408103 CSX CORP 852 $59,418.48 0.02% N/A
    6661144 ORIX CORP 6700 $82,504.06 0.02% N/A
    110122108 BRISTOL-MYERS SQUIBB CO 1442 $84,789.60 0.02% N/A
    127387108 CADENCE DESIGN SYSTEMS INC 590 $56,616.40 0.02% N/A
    4519579 KERRY GROUP PLC 590 $73,084.72 0.02% N/A
    XMU0 AUST 10Y BOND FUT Sep20XMU0 COMB 710 $58,959.00 0.02% N/A 09/15/2020
    BH4HKS3 VODAFONE GROUP PLC 48246 $79,213.99 0.02% N/A
    497350108 KIRIN HOLDINGS CO LTD 2800 $59,874.87 0.02% N/A
    J04578126 BRIDGESTONE CORP 1800 $59,213.05 0.02% N/A
    6172323 CANON INC 3100 $63,632.10 0.02% N/A
    6572707 PANASONIC CORP 6600 $57,481.21 0.02% N/A
    74144T108 T ROWE PRICE GROUP INC 459 $56,686.50 0.02% N/A
    B601QS4 DAI-ICHI LIFE HOLDINGS INC 5800 $68,975.30 0.02% N/A
    J29699105 ENEOS HOLDINGS INC 19100 $67,629.42 0.02% N/A
    4169219 CARLSBERG A/S 459 $60,625.97 0.02% N/A
    5962343 STMICROELECTRONICS NV 2622 $71,319.11 0.02% N/A
    6637101 NEWCREST MINING LTD 2622 $56,915.30 0.02% N/A
    N53745100 LYONDELLBASELL INDUSTRIES NV 983 $64,602.76 0.02% N/A
    278642103 EBAY INC 1180 $61,891.00 0.02% N/A
    166764100 CHEVRON CORP 918 $81,913.14 0.02% N/A
    37045V100 GENERAL MOTORS CO 2557 $64,692.10 0.02% N/A
    744320102 PRUDENTIAL FINANCIAL INC 1049 $63,884.10 0.02% N/A
    7262610 CREDIT AGRICOLE SA 5834 $55,219.19 0.02% N/A
    6513126 TOKIO MARINE HOLDINGS INC 1400 $60,964.92 0.02% N/A
    88579Y101 3M CO 393 $61,304.07 0.02% N/A
    3134865 BARCLAYS PLC 42281 $59,783.01 0.02% N/A
    988498101 YUM! BRANDS INC 721 $62,662.11 0.02% N/A
    14040H105 CAPITAL ONE FINANCIAL CORP 1114 $69,725.26 0.02% N/A
    526057104 LENNAR CORP 918 $56,567.16 0.02% N/A
    20825C104 CONOCOPHILLIPS 1311 $55,088.22 0.02% N/A
    053015103 AUTOMATIC DATA PROCESSING INC 459 $68,758.20 0.02% N/A
    0216238 AVIVA PLC 17765 $60,063.68 0.02% N/A
    143130102 CARMAX INC 918 $82,206.90 0.02% N/A
    23331A109 DR HORTON INC 1145 $63,490.25 0.02% N/A
    5966516 SOCIETE GENERALE SA 3736 $62,096.58 0.02% N/A
    231021106 CUMMINS INC 328 $56,829.28 0.02% N/A
    G4587L109 HONGKONG LAND HOLDINGS LTD 13800 $56,994.00 0.02% N/A
    244199105 DEERE & CO 393 $62,058.63 0.02% N/A
    6596785 MITSUBISHI CORP 4100 $86,267.79 0.02% N/A
    29364G103 ENTERGY CORP 590 $55,347.90 0.02% N/A
    518439104 ESTEE LAUDER COS INC/THE 459 $86,604.12 0.02% N/A
    053332102 AUTOZONE INC 66 $74,455.92 0.02% N/A
    902494103 TYSON FOODS INC 1068 $63,770.28 0.02% N/A
    532457108 ELI LILLY AND CO 328 $53,851.04 0.02% N/A
    025537101 AMERICAN ELECTRIC POWER CO INC 983 $78,286.12 0.02% N/A
    617446448 MORGAN STANLEY 1114 $53,806.20 0.02% N/A
    949746101 WELLS FARGO & CO 3015 $77,184.00 0.02% N/A
    J61240107 OLYMPUS CORP 4400 $85,185.15 0.02% N/A
    5902941 NOKIA OYJ 18289 $79,867.70 0.02% N/A
    58933Y105 MERCK & CO INC 918 $71,548.92 0.02% N/A
    871829107 SYSCO CORP 992 $54,222.72 0.02% N/A
    6858946 SUMITOMO CORP 5300 $60,646.52 0.02% N/A
    5253973 HERMES INTERNATIONAL 66 $55,131.42 0.02% N/A
    370334104 GENERAL MILLS INC 1377 $84,892.05 0.02% N/A
    38141G104 GOLDMAN SACHS GROUP INC/THE 328 $64,819.36 0.02% N/A
    427866108 HERSHEY CO/THE 590 $76,475.80 0.02% N/A
    BD97BN2 ATLAS COPCO AB 1901 $80,544.88 0.02% N/A
    693475105 PNC FINANCIAL SERVICES GROUP INC/THE 840 $88,376.40 0.02% N/A
    BF2DSG3 SIKA AG 459 $88,331.64 0.02% N/A
    6499260 KYOCERA CORP 1000 $54,363.44 0.02% N/A
    6770620 SOFTBANK GROUP CORP 1300 $65,671.78 0.02% N/A
    6793906 SEKISUI HOUSE LTD 3500 $66,587.11 0.02% N/A
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    Q95870103 WESFARMERS LTD 2688 $82,960.32 0.02% N/A
    B10RB15 INPEX CORP 9400 $59,152.43 0.02% N/A
    573284106 MARTIN MARIETTA MATERIALS INC 262 $54,121.34 0.02% N/A
    502431109 L3HARRIS TECHNOLOGIES INC 393 $66,680.31 0.02% N/A
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    PTU0 S&P/TSX 60 IX FUT Sep20PTU0 96 $76,137.32 0.02% N/A 09/17/2020
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    6597045 MITSUBISHI ELECTRIC CORP 4300 $55,780.23 0.02% N/A
    4002121 BOUYGUES SA 1573 $53,721.02 0.02% N/A
    B058TZ6 SAFRAN SA 656 $65,730.23 0.02% N/A
    4813345 SKANDINAVISKA ENSKILDA BANKEN AB 6490 $56,236.33 0.02% N/A
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    6307200 EISAI CO LTD 800 $63,371.18 0.02% N/A
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    W25918116 EPIROC AB 1832 $22,837.91 0.01% N/A
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    48251W104 KKR & CO INC 852 $26,309.76 0.01% N/A
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    B60DQV3 MEIJI HOLDINGS CO LTD 300 $23,858.74 0.01% N/A
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    B0HZL93 KONINKLIJKE DSM NV 262 $36,250.26 0.01% N/A
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    015271109 ALEXANDRIA REAL ESTATE EQUITIES INC 197 $32,172.07 0.01% N/A
    42250P103 HEALTHPEAK PROPERTIES INC 1049 $28,910.44 0.01% N/A
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    00971T101 AKAMAI TECHNOLOGIES INC 393 $42,086.37 0.01% N/A
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    285512109 ELECTRONIC ARTS INC 262 $34,597.10 0.01% N/A
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    B5337G162 KBC GROUP NV 534 $30,621.13 0.01% N/A
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    0408284 STANDARD CHARTERED PLC 4503 $24,489.73 0.01% N/A
    171340102 CHURCH & DWIGHT CO INC 382 $29,528.60 0.01% N/A
    444859102 HUMANA INC 131 $50,877.13 0.01% N/A
    958102105 WESTERN DIGITAL CORP 459 $20,264.85 0.01% N/A
    501044101 KROGER CO/THE 1180 $39,943.00 0.01% N/A
    693506107 PPG INDUSTRIES INC 458 $48,575.48 0.01% N/A
    571748102 MARSH & MCLENNAN COS INC 197 $21,151.89 0.01% N/A
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    6763965 SMC CORP/JAPAN 100 $51,147.05 0.01% N/A
    6640381 DENSO CORP 900 $35,079.02 0.01% N/A
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    907818108 UNION PACIFIC CORP 262 $44,296.34 0.01% N/A
    704326107 PAYCHEX INC 459 $34,769.25 0.01% N/A
    92345Y106 VERISK ANALYTICS INC 305 $51,911.00 0.01% N/A
    369550108 GENERAL DYNAMICS CORP 131 $19,579.26 0.01% N/A
    192446102 COGNIZANT TECHNOLOGY SOLUTIONS CORP 393 $22,330.26 0.01% N/A
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    345370860 FORD MOTOR CO 7670 $46,633.60 0.01% N/A
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    4031879 VEOLIA ENVIRONNEMENT SA 1297 $29,161.05 0.01% N/A
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    B09M9D2 KONE OYJ 656 $45,102.05 0.01% N/A
    5964651 VESTAS WIND SYSTEMS A/S 328 $33,379.47 0.01% N/A
    09857L108 BOOKING HOLDINGS INC 20 $31,846.80 0.01% N/A
    311900104 FASTENAL CO 918 $39,327.12 0.01% N/A
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    B82095116 SOLVAY SA 305 $24,408.71 0.01% N/A
    H7485A108 SGS SA 11 $26,874.57 0.01% N/A
    D08792109 BEIERSDORF AG 382 $43,372.42 0.01% N/A
    D31709104 HEIDELBERGCEMENT AG 524 $27,976.25 0.01% N/A
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    337932107 FIRSTENERGY CORP 1180 $45,760.40 0.01% N/A
    031100100 AMETEK INC 328 $29,313.36 0.01% N/A
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    872590104 T-MOBILE US INC 459 $47,804.85 0.01% N/A
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    253868103 DIGITAL REALTY TRUST INC 328 $46,612.08 0.01% N/A
    B0FS5D6 SEVEN & I HOLDINGS CO LTD 1300 $42,415.54 0.01% N/A
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    125896100 CMS ENERGY CORP 687 $40,134.54 0.01% N/A
    579780206 MCCORMICK & CO INC/MD 262 $47,005.42 0.01% N/A
    205887102 CONAGRA BRANDS INC 1049 $36,893.33 0.01% N/A
    G5480U120 LIBERTY GLOBAL PLC 1901 $40,890.51 0.01% N/A
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    29476L107 EQUITY RESIDENTIAL 787 $46,765.51 0.01% N/A
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    7582556 KLEPIERRE SA 2425 $48,299.43 0.01% N/A
    854502101 STANLEY BLACK & DECKER INC 197 $27,457.86 0.01% N/A
    5051252 UPM-KYMMENE OYJ 1049 $30,300.20 0.01% N/A
    5072673 STORA ENSO OYJ 2213 $26,418.84 0.01% N/A
    59156R108 METLIFE INC 1311 $47,877.72 0.01% N/A
    929160109 VULCAN MATERIALS CO 328 $37,998.80 0.01% N/A
    4588364 CIE GENERALE DES ETABLISSEMENTS MICHELIN SCA 305 $31,629.24 0.01% N/A
    74251V102 PRINCIPAL FINANCIAL GROUP INC 590 $24,508.60 0.01% N/A
    BBD7Q84 SUNTORY BEVERAGE & FOOD LTD 500 $19,669.09 0.01% N/A
    773903109 ROCKWELL AUTOMATION INC 131 $27,903.00 0.01% N/A
    460146103 INTERNATIONAL PAPER CO 524 $18,450.04 0.01% N/A
    718172109 PHILIP MORRIS INTERNATIONAL INC 393 $27,993.39 0.01% N/A
    4834777 VIVENDI SA 1526 $39,142.61 0.01% N/A
    150870103 CELANESE CORP 382 $32,981.88 0.01% N/A
    J4687C105 MS&AD INSURANCE GROUP HOLDINGS INC 1000 $27,445.89 0.01% N/A
    5956078 KONINKLIJKE KPN NV 12822 $33,983.40 0.01% N/A
    3091357 BT GROUP PLC 22615 $31,872.97 0.01% N/A
    760759100 REPUBLIC SERVICES INC 611 $50,380.01 0.01% N/A
    585464100 MELCO RESORTS & ENTERTAINMENT LTD 1526 $23,683.52 0.01% N/A
    756109104 REALTY INCOME CORP 590 $35,242.77 0.01% N/A
    6483489 KANSAI ELECTRIC POWER CO INC/THE 4800 $46,493.95 0.01% N/A
    256746108 DOLLAR TREE INC 393 $36,423.24 0.01% N/A
    02005N100 ALLY FINANCIAL INC 1049 $20,801.67 0.01% N/A
    75886F107 REGENERON PHARMACEUTICALS INC 66 $41,160.90 0.01% N/A
    BNG8PQ9 NN GROUP NV 687 $23,068.91 0.01% N/A
    BP9DL90 INDUSTRIA DE DISENO TEXTIL SA 1311 $34,702.55 0.01% N/A
    87165B103 SYNCHRONY FINANCIAL 918 $20,342.88 0.01% N/A
    W26049119 TELEFONAKTIEBOLAGET LM ERICSSON 5047 $46,691.49 0.01% N/A
    6196408 CHUGAI PHARMACEUTICAL CO LTD 900 $48,301.44 0.01% N/A
    6897143 TORAY INDUSTRIES INC 6600 $31,046.95 0.01% N/A
    6497509 KUBOTA CORP 1700 $25,621.73 0.01% N/A
    6610403 MURATA MANUFACTURING CO LTD 800 $46,835.06 0.01% N/A
    J24994105 ISUZU MOTORS LTD 4000 $36,086.57 0.01% N/A
    N31738102 FIAT CHRYSLER AUTOMOBILES NV 3933 $39,505.25 0.01% N/A
    49338L103 KEYSIGHT TECHNOLOGIES INC 328 $33,055.84 0.01% N/A
    530307305 LIBERTY BROADBAND CORP 262 $32,477.52 0.01% N/A
    036752103 ANTHEM INC 197 $51,807.06 0.01% N/A
    931427108 WALGREENS BOOTS ALLIANCE INC 983 $41,669.37 0.01% N/A
    BVRZ8L1 AENA SME SA 328 $43,724.38 0.01% N/A
    N59465109 MYLAN NV 2213 $35,585.04 0.01% N/A
    H00392318 ADECCO GROUP AG 918 $43,073.48 0.01% N/A
    7742468 GECINA SA 328 $40,519.64 0.01% N/A
    6356945 FUJITSU LTD 300 $35,092.92 0.01% N/A
    6196152 CITIC LTD 51000 $49,779.69 0.01% N/A
    B28DTJ6 BUREAU VERITAS SA 916 $19,319.25 0.01% N/A
    254709108 DISCOVER FINANCIAL SERVICES 721 $36,114.89 0.01% N/A
    BWSW5D9 SOUTH32 LTD 31399 $44,097.95 0.01% N/A
    4380429 PUBLICIS GROUPE SA 687 $22,227.93 0.01% N/A
    BYPC1T4 ASSA ABLOY AB 1770 $36,005.32 0.01% N/A
    928563402 VMWARE INC 131 $20,286.66 0.01% N/A
    67103H107 OREILLY AUTOMOTIVE INC 76 $32,046.92 0.01% N/A
    500754106 KRAFT HEINZ CO/THE 721 $22,992.69 0.01% N/A
    6421553 RESONA HOLDINGS INC 6400 $21,818.79 0.01% N/A
    95040Q104 WELLTOWER INC 918 $47,506.50 0.01% N/A
    5978384 TELIA CO AB 10029 $37,474.48 0.01% N/A
    7103526 PEUGEOT SA 2425 $39,434.78 0.01% N/A
    4012250 AIRBUS SE 590 $42,088.32 0.01% N/A
    24906P109 DENTSPLY SIRONA INC 787 $34,753.92 0.01% N/A
    3208986 NEXT PLC 721 $43,604.35 0.01% N/A
    4511809 HANNOVER RUECK SE 262 $45,136.28 0.01% N/A
    Y1660Q104 CLP HOLDINGS LTD 3500 $34,320.59 0.01% N/A
    5533976 SWISSCOM AG 76 $39,774.58 0.01% N/A
    42824C109 HEWLETT PACKARD ENTERPRISE CO 2098 $20,665.30 0.01% N/A
    40434L105 HP INC 1245 $21,919.72 0.01% N/A
    BYTBWY9 COVESTRO AG 1245 $47,328.98 0.01% N/A
    BYQP136 ABN AMRO BANK NV 3511 $30,227.26 0.01% N/A
    BD6G507 FERRARI NV 262 $44,680.21 0.01% N/A
    BYY3DX6 GRIFOLS SA 763 $23,161.66 0.01% N/A
    4162791 THALES SA 229 $18,485.99 0.01% N/A
    B3B8D04 SUEZ SA 3605 $42,247.09 0.01% N/A
    0240549 SCHRODERS PLC 611 $22,266.23 0.01% N/A
    6895448 TOKYO GAS CO LTD 1300 $31,088.66 0.01% N/A
    4846523 SWEDBANK AB 3212 $41,179.27 0.01% Ba1 N/A
    Y33370100 HONG KONG & CHINA GAS CO LTD 31500 $48,771.36 0.01% N/A
    BYSLCX9 EXOR NV 687 $39,178.57 0.01% N/A
    6195609 CHUBU ELECTRIC POWER CO INC 2400 $30,076.47 0.01% N/A
    43300A203 HILTON WORLDWIDE HOLDINGS INC 458 $33,640.10 0.01% N/A
    0673123 ASSOCIATED BRITISH FOODS PLC 1450 $34,313.69 0.01% N/A
    5650422 NATURGY ENERGY GROUP SA 992 $18,454.50 0.01% N/A
    6867748 SWIRE PACIFIC LTD 5500 $29,166.05 0.01% N/A
    6251363 DAIWA HOUSE INDUSTRY CO LTD 1600 $37,699.40 0.01% N/A
    6569464 MARUBENI CORP 10200 $46,090.74 0.01% N/A
    4651459 OMV AG 840 $28,074.45 0.01% N/A
    6416281 DENTSU GROUP INC 500 $12,061.45 0.00% N/A
    6642569 NIPPON STEEL CORP 1400 $13,151.97 0.00% N/A
    LXQ0 LME ZINC FUTURE Aug20LXQ0 -34 $8,925.00 0.00% N/A 08/17/2020
    LNU0 LME NICKEL FUTURE Sep20LNU0 39 -$4,212.00 0.00% N/A 09/14/2020
    HOZ0 NY Harb ULSD Fut Dec20HOZ0 COMB -107 $16,178.40 0.00% N/A 11/30/2020
    XBQ0 GASOLINE RBOB FUT Aug20XBQ0 COMB -16 -$9,206.40 0.00% N/A 07/31/2020
    VGU0 EURO STOXX 50 Sep20VGU0 484 $5,435.56 0.00% N/A 09/18/2020
    MESU0 MSCI EmgMkt Sep20MESU0 -21 $4,410.00 0.00% N/A 09/18/2020
    Kansas Wheat MS F0 Swap (Short) (Leg B) 3591188 -$73.79 0.00% -0.05 12/10/2020
    Kansas Wheat MS F0 Swap (Short) 23000 $0.00 0.00% N/A 12/10/2020
    Sugar BARC GSCI Mar-Mar ER Swap (Long) (Leg B) -3411558 -$613.14 0.00% 0.41 01/28/2021
    Sugar BARC GSCI Mar-Mar ER Swap (Long) 19000 $0.00 0.00% N/A 01/28/2021
    Copper BARC Optim Idx ER Swap (Long) (Leg B) -11515542 -$1,665.81 0.00% 0.33 02/05/2021
    Copper BARC Optim Idx ER Swap (Long) 25500 $0.00 0.00% N/A 02/05/2021
    Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg B) 10559179 -$1,648.97 0.00% -0.38 02/25/2021
    Aluminum MS GSCI Dynamic Roll Swap (Short) 140000 $0.00 0.00% N/A 02/25/2021
    COF1 BRENT CRUDE FUTR Jan21COF1 -16 $8,800.00 0.00% N/A 11/30/2020
    Soymeal GSCI 1-2 month ER Swap (Short) (Leg B) 2711103 -$668.49 0.00% -0.30 06/01/2021
    Soymeal GSCI 1-2 month ER Swap (Short) 3300 $0.00 0.00% N/A 06/01/2021
    219350105 CORNING INC 590 $15,281.00 0.00% N/A
    BLB2XX5 ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA -RTS 0 $0.00 0.00% N/A 07/08/2020
    872590112 T-MOBILE US INC -RTS 459 $77.11 0.00% N/A 07/27/2020
    369604103 GENERAL ELECTRIC CO 2294 $15,690.96 0.00% N/A
    693718108 PACCAR INC 197 $14,745.45 0.00% N/A
    857477103 STATE STREET CORP 262 $16,786.34 0.00% N/A
    91913Y100 VALERO ENERGY CORP 262 $15,410.84 0.00% N/A
    B62G7K6 SOMPO HOLDINGS INC 500 $17,180.33 0.00% N/A
    6865504 SUZUKI MOTOR CORP 500 $16,948.60 0.00% N/A
    15135B101 CENTENE CORP 262 $16,650.10 0.00% N/A
    CASHCHF02 CHF CURRENCY CASH 3500 $3,694.13 0.00% 0.00
    CASHCAD09 CAD CURRENCY CASH 19300 $14,172.94 0.00% 0.00
    570535104 MARKEL CORP 18 $16,617.06 0.00% N/A
    CASHEUR08 EUR CURRENCY CASH -9402 -$10,558.83 0.00% 0.00
    DKK CURRENCY CASH 2508 $377.83 0.00% N/A
    CASHSEK06 SEK CURRENCY CASH 23694 $2,544.08 0.00% 0.00
    233331107 DTE ENERGY CO 131 $14,215.14 0.00% N/A
    55261F104 M&T BANK CORP 0 $0.00 0.00% N/A
    052769106 AUTODESK INC 66 $15,786.54 0.00% N/A
    743315103 PROGRESSIVE CORP/THE 197 $15,781.67 0.00% N/A
    NOK CURRENCY CASH 41483 $4,299.03 0.00% N/A
    001055102 AFLAC INC 459 $16,537.77 0.00% N/A
    CASHSGD09 SGD CURRENCY CASH 1027 $735.78 0.00% N/A
    87236Y108 TD AMERITRADE HOLDING CORP 393 $14,297.34 0.00% N/A
    CASH SECURITY USD 0 $6,853.56 0.00% N/A
    064058100 BANK OF NEW YORK MELLON CORP/THE 393 $15,189.45 0.00% N/A
    6431897 SUMITOMO MITSUI TRUST HOLDINGS INC 600 $16,823.47 0.00% N/A
    7184725 SWATCH GROUP AG/THE 76 $15,167.12 0.00% N/A
    3121522 CARNIVAL PLC 918 $11,183.10 0.00% N/A
    LNN0 LME NICKEL FUTURE Jul20LNN0 0 $11,500.50 0.00% N/A 07/13/2020
    July 20 Puts on MXEFMXEF US 07/17/20 P880 -158 -$26,465.00 -0.01% N/A 07/17/2020
    Sugar BARC GSCI Mar-Mar ER Swap (Long) (Leg A) 19000 -$29,621.00 -0.01% 0.00 01/28/2021
    G U0 LONG GILT FUTURE Sep20G U0 203 -$40,137.16 -0.01% N/A 09/28/2020
    QSZ0 Low Su Gasoil G Dec20QSZ0 -251 -$18,825.00 -0.01% N/A 12/10/2020
    HKD CURRENCY CASH -256871 -$33,142.74 -0.01% N/A
    CTZ0 COTTON NO.2 FUTR Dec20CTZ0 -80 -$50,000.00 -0.01% N/A 12/08/2020
    Soymeal GSCI 1-2 month ER Swap (Short) (Leg A) -3300 -$22,334.40 -0.01% N/A 06/01/2021
    W Z0 WHEAT FUTURE(CBT) Dec20W Z0 COMB -295 -$81,125.00 -0.02% N/A 12/14/2020
    KCU0 COFFEE 'C' FUTURE Sep20KCU0 -162 -$54,675.00 -0.02% N/A 09/18/2020
    July 20 Puts on MXEAMXEA US 07/17/20 P1640 -85 -$54,825.00 -0.02% N/A 07/17/2020
    CASHAUD07 AUD CURRENCY CASH -85640 -$58,958.82 -0.02% 0.00
    July 20 Puts on XSPXSP US 07/17/20 P283 -485 -$66,202.50 -0.02% N/A 07/17/2020
    USU0 US LONG BOND(CBT) Sep20USU0 COMB 147 -$68,906.25 -0.02% N/A 09/21/2020
    Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg A) -140000 -$94,526.61 -0.03% N/A 02/25/2021
    CNU0 CAN 10YR BOND FUT Sep20CNU0 559 -$90,310.26 -0.03% N/A 09/21/2020
    ESU0 S&P500 EMINI FUT Sep20ESU0 -54 -$114,750.00 -0.03% N/A 09/18/2020
    BOZ0 SOYBEAN OIL FUTR Dec20BOZ0 COMB -690 -$144,900.00 -0.04% N/A 12/14/2020
    NGZ20 NATURAL GAS FUTR Dec20NGZ20 COMB -612 -$165,240.00 -0.05% N/A 11/25/2020
    CCU0 COCOA FUTURE Sep20CCU0 325 -$169,000.00 -0.05% N/A 09/15/2020
    Z U0 FTSE 100 IDX FUT Sep20Z U0 276 -$187,586.85 -0.05% N/A 09/18/2020
    LXN0 LME ZINC FUTURE Jul20LXN0 0 -$239,474.00 -0.07% N/A 07/13/2020
    CASHJPY06 JPY CURRENCY CASH -41864591 -$388,048.30 -0.11% 0.00
    C Z0 CORN FUTURE Dec20C Z0 COMB -810 -$637,875.00 -0.18% N/A 12/14/2020
    LHZ0 LEAN HOGS FUTURE Dec20LHZ0 COMB -1060 -$773,800.00 -0.22% N/A 12/14/2020

    ** 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.