Quick Links
- Collective Trusts 101
- Change to notice period for plan sponsor withdrawals:
Quarterly Portfolio Holdings
Invesco Macro Allocation Strategy Trust - Class C
CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
---|---|---|---|---|---|---|---|
IRTGOVTT8 | IRT GOVT TRUST | 174950000 | $174,950,000.00 | 51.78% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 99800520 | $99,800,520.27 | 29.54% | 0.00 | ||
912796ZY8 | TREASURY BILL 0 1/25/2024 | 26500000 | $25,737,787.13 | 7.62% | Aaa | 0.00 | 01/25/2024 |
FUTURES CASH COLLATERAL & VM | 20822000 | $20,822,000.00 | 6.16% | N/A | |||
OPTIONS CASH COLLATERAL | 15500000 | $15,500,000.00 | 4.59% | N/A | |||
SWAP COLLATERAL USD | 2070000 | $2,070,000.00 | 0.61% | N/A | |||
CASHAUD07 | AUD CURRENCY CASH | 789813 | $525,581.35 | 0.16% | 0.00 | ||
Kansas Wheat MS F0 Swap (Short) (Leg A) | -20300 | $256,033.75 | 0.08% | N/A | 03/01/2024 | ||
W Z3 | WHEAT FUTURE(CBT) Dec23W Z3 COMB | -285 | $217,312.50 | 0.06% | N/A | 12/14/2023 | |
May 24 Puts on SPXSPX US 05/17/24 P4200 | 12 | $155,280.00 | 0.05% | N/A | 05/17/2024 | ||
June 24 Puts on SPXSPX US 06/21/24 P4225 | 12 | $173,340.00 | 0.05% | N/A | 06/21/2024 | ||
LNQ3 | LME NICKEL FUTURE Aug23LNQ3 | -30 | $140,436.00 | 0.04% | N/A | 08/14/2023 | |
IVZ Idx USA Momentum TR Swap (Leg A) | 1440 | $148,636.80 | 0.04% | 0.00 | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 1045 | $141,628.85 | 0.04% | 0.00 | 10/25/2023 | ||
April 24 Puts on SPXSPX US 04/19/24 P4150 | 12 | $133,680.00 | 0.04% | N/A | 04/19/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 1680 | $97,910.40 | 0.03% | 0.00 | 11/28/2023 | ||
March 24 Puts on SPXSPX US 03/15/24 P4000 | 12 | $94,500.00 | 0.03% | N/A | 03/15/2024 | ||
February 24 Puts on SPXSPX US 02/16/24 P4100 | 12 | $98,820.00 | 0.03% | N/A | 02/16/2024 | ||
Z U3 | FTSE 100 IDX FUT Sep23Z U3 | 122 | $92,287.30 | 0.03% | N/A | 09/15/2023 | |
CASHCAD09 | CAD CURRENCY CASH | 112020 | $84,652.01 | 0.03% | 0.00 | ||
LHZ3 | LEAN HOGS FUTURE Dec23LHZ3 COMB | -343 | $106,330.00 | 0.03% | N/A | 12/14/2023 | |
VGU3 | EURO STOXX 50 Sep23VGU3 | 213 | $109,245.04 | 0.03% | N/A | 09/15/2023 | |
CASHJPY06 | JPY CURRENCY CASH | 17010000 | $117,663.33 | 0.03% | 0.00 | ||
December 23 Puts on SPXSPX US 12/15/23 P4100 | 12 | $73,320.00 | 0.02% | N/A | 12/15/2023 | ||
January 24 Puts on SPXSPX US 01/19/24 P3900 | 12 | $60,420.00 | 0.02% | N/A | 01/19/2024 | ||
KCU3 | COFFEE 'C' FUTURE Sep23KCU3 | -75 | $73,125.00 | 0.02% | N/A | 09/19/2023 | |
XBQ3 | GASOLINE RBOB FUT Aug23XBQ3 COMB | 38 | $66,234.00 | 0.02% | N/A | 07/31/2023 | |
S X3 | SOYBEAN FUTURE Nov23S X3 COMB | 5 | $19,375.00 | 0.01% | N/A | 11/14/2023 | |
September 23 Puts on SPXSPX US 09/15/23 P3900 | 12 | $16,920.00 | 0.01% | N/A | 09/15/2023 | ||
October 23 Puts on SPXSPX US 10/20/23 P3625 | 12 | $16,980.00 | 0.01% | N/A | 10/20/2023 | ||
RXU3 | EURO-BUND FUTURE Sep23RXU3 | 203 | $22,152.38 | 0.01% | N/A | 09/07/2023 | |
CTZ3 | COTTON NO.2 FUTR Dec23CTZ3 | 34 | $22,780.00 | 0.01% | N/A | 12/06/2023 | |
CCU3 | COCOA FUTURE Sep23CCU3 | 30 | $27,600.00 | 0.01% | N/A | 09/14/2023 | |
CNU3 | CAN 10YR BOND FUT Sep23CNU3 | 65 | $47,154.84 | 0.01% | N/A | 09/20/2023 | |
USU3 | US LONG BOND(CBT) Sep23USU3 COMB | 35 | $26,250.00 | 0.01% | N/A | 09/20/2023 | |
November 23 Puts on SPXSPX US 11/17/23 P3875 | 12 | $38,640.00 | 0.01% | N/A | 11/17/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 700 | -$12,782.00 | 0.00% | 0.00 | 07/28/2023 | ||
MSCI Emerg Low Vol TR Swap | 700 | $0.00 | 0.00% | N/A | 07/28/2023 | ||
MSCI Emerg Low Vol TR Swap | 5440 | $0.00 | 0.00% | N/A | 08/24/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1827898 | -$4,620.84 | 0.00% | N/A | 08/25/2023 | ||
MSCI Emerg Low Vol TR Swap | 960 | $0.00 | 0.00% | N/A | 08/25/2023 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg B) | -0 | $0.00 | 0.00% | 0.30 | 01/25/2024 | ||
JP - JPMS US DV PAY SOFRRATE + 63BPS | -1085614 | -$2,744.38 | 0.00% | 0.63 | 09/28/2023 | ||
CIT - CITI US DV PAY SOFRRATE + 62BPS | -1466126 | -$3,699.79 | 0.00% | 0.62 | 08/28/2023 | ||
CIT - CITI US DV TRS REC M1EFMVOL | 770 | -$14,060.20 | 0.00% | 0.00 | 08/28/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 160 | $0.00 | 0.00% | N/A | 09/28/2023 | ||
MSCI Emerg Low Vol TR Swap | 770 | $0.00 | 0.00% | N/A | 08/28/2023 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -2791286 | -$392.31 | 0.00% | 0.27 | 02/06/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 27500 | -$4,325.75 | 0.00% | 0.00 | 02/06/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 27500 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg B) | 3766298 | -$181.97 | 0.00% | -0.06 | 02/23/2024 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg A) | -52000 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
Live Cattle BAML F0 ER Swap (Short) | 52000 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
Kansas Wheat MS F0 Swap (Short) (Leg B) | 5508003 | -$113.18 | 0.00% | -0.05 | 03/01/2024 | ||
Kansas Wheat MS F0 Swap (Short) | 20300 | $0.00 | 0.00% | N/A | 03/01/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -474956 | -$1,200.67 | 0.00% | N/A | 07/28/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 70 | $0.00 | 0.00% | N/A | 07/28/2023 | ||
Aluminum MACQ F0 Swap (Short) (Leg B) | 4569192 | -$84.50 | 0.00% | -0.14 | 03/01/2024 | ||
Aluminum MACQ F0 Swap (Short) (Leg A) | -83000 | $531.20 | 0.00% | N/A | 03/01/2024 | ||
Aluminum MACQ F0 Swap (Short) | 83000 | $0.00 | 0.00% | N/A | 03/01/2024 | ||
BARC BCOM Opt Curve (Long) (Leg B) | -66666079 | -$12,273.86 | 0.00% | 0.42 | 03/07/2024 | ||
BARC BCOM Opt Curve (Long) | 308500 | $0.00 | 0.00% | N/A | 03/07/2024 | ||
MC - MCDV US DV PAY FIXED 0.32% | -81518022 | -$3,573.39 | 0.00% | 0.32 | 04/22/2024 | ||
MACQ BCOM Opt Curve (Long) | 282000 | $0.00 | 0.00% | N/A | 04/22/2024 | ||
CLF4 | WTI CRUDE FUTURE Jan24CLF4 COMB | -15 | -$7,800.00 | 0.00% | N/A | 12/19/2023 | |
MSCI Emerg Low Vol TR Swap (Leg B) | -723543 | -$1,796.93 | 0.00% | N/A | 11/24/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 380 | -$6,938.80 | 0.00% | 0.00 | 11/24/2023 | ||
MSCI Emerg Low Vol TR Swap | 380 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -610658 | -$1,524.72 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 90 | $0.00 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -610658 | -$1,524.72 | 0.00% | N/A | 11/27/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 90 | $0.00 | 0.00% | N/A | 11/27/2023 | ||
MSCI EAFE Mmntm TR Swap (Leg B) | -10654983 | -$13,814.32 | 0.00% | N/A | 08/28/2023 | ||
MSCI EAFE Mmntm TR Swap (Leg A) | 1620 | -$8,019.00 | 0.00% | 0.00 | 08/28/2023 | ||
MSCI EAFE Mmntm TR Swap | 1620 | $0.00 | 0.00% | N/A | 08/28/2023 | ||
MSCI EAFE Quality TR Swap (Leg B) | -10602831 | -$13,773.21 | 0.00% | N/A | 08/28/2023 | ||
MSCI EAFE Quality TR Swap | 2220 | $0.00 | 0.00% | N/A | 08/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -10345329 | -$13,024.90 | 0.00% | N/A | 08/25/2023 | ||
MSCI EAFE LowVol TR Swap | 5050 | $0.00 | 0.00% | N/A | 08/25/2023 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -10685270 | -$15,838.66 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx USA Low Vol TR Swap | 1680 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx USA Momentum TR Swap (Leg B) | -10707653 | -$15,871.83 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Momentum TR Swap | 1440 | $0.00 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -10747188 | -$15,900.58 | 0.00% | N/A | 10/25/2023 | ||
IVZ Idx USA Quality TR Swap | 1045 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
MSCI EAFE Mmntm TR Swap (Leg B) | -191564 | -$607.52 | 0.00% | N/A | 08/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -202265 | -$651.34 | 0.00% | N/A | 08/25/2023 | ||
MSCI EAFE Mmntm TR Swap (Leg A) | 30 | $5,601.60 | 0.00% | 0.00 | 08/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 100 | $1,189.00 | 0.00% | 0.00 | 08/25/2023 | ||
MSCI EAFE Mmntm TR Swap | 30 | $0.00 | 0.00% | N/A | 08/28/2023 | ||
MSCI EAFE LowVol TR Swap | 100 | $0.00 | 0.00% | N/A | 08/25/2023 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) | -2299866 | -$413.35 | 0.00% | 0.41 | 06/17/2024 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) | 6500 | $0.00 | 0.00% | N/A | 06/17/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg B) | -5365849 | -$330.77 | 0.00% | 0.25 | 06/21/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) | 5800 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
CASHCHF02 | CHF CURRENCY CASH | 0 | $0.00 | 0.00% | 0.00 | ||
HKD CURRENCY CASH | 2 | $0.26 | 0.00% | N/A | |||
DKK CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
CASHSEK06 | SEK CURRENCY CASH | 1252 | $115.90 | 0.00% | 0.00 | ||
NOK CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
CASHSGD09 | SGD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | ||
CASH SECURITY USD | 0 | $0.18 | 0.00% | N/A | |||
July 23 Puts on SPXSPX US 07/21/23 P3750 | 12 | $1,740.00 | 0.00% | N/A | 07/21/2023 | ||
August 23 Puts on SPXSPX US 08/18/23 P4075 | 12 | $13,860.00 | 0.00% | N/A | 08/18/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -5509493 | -$13,927.75 | 0.00% | N/A | 07/28/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 1218 | $0.00 | 0.00% | N/A | 07/26/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 812 | $0.00 | 0.00% | N/A | 07/28/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1332842 | -$3,410.83 | 0.00% | N/A | 07/28/2023 | ||
COZ3 | BRENT CRUDE FUTR Dec23COZ3 | 10 | $7,100.00 | 0.00% | N/A | 10/31/2023 | |
QSZ3 | Low Su Gasoil G Dec23QSZ3 | 3 | $4,200.00 | 0.00% | N/A | 12/12/2023 | |
BOZ3 | SOYBEAN OIL FUTR Dec23BOZ3 COMB | -5 | -$12,000.00 | 0.00% | N/A | 12/14/2023 | |
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 90 | -$23,886.90 | -0.01% | 0.00 | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -8264240 | -$20,891.63 | -0.01% | N/A | 07/26/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 960 | -$17,529.60 | -0.01% | 0.00 | 08/25/2023 | ||
JP - JPMS US DV TRS REC IIEELBMN | 160 | -$42,465.60 | -0.01% | 0.00 | 09/28/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 70 | -$18,578.70 | -0.01% | 0.00 | 07/28/2023 | ||
G U3 | LONG GILT FUTURE Sep23G U3 | 75 | -$32,419.43 | -0.01% | N/A | 09/27/2023 | |
MSCI EAFE Quality TR Swap (Leg A) | 2220 | -$29,970.00 | -0.01% | 0.00 | 08/28/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 90 | -$23,886.90 | -0.01% | 0.00 | 11/27/2023 | ||
HOG4 | NY Harb ULSD Fut Feb24HOG4 COMB | -14 | -$22,520.40 | -0.01% | N/A | 01/31/2024 | |
MSCI Emerg Low Vol TR Swap (Leg B) | -10358086 | -$26,184.78 | -0.01% | N/A | 08/24/2023 | ||
RTYU3 | E-Mini Russ 2000 Sep23RTYU3 | -123 | -$34,440.00 | -0.01% | N/A | 09/15/2023 | |
JBU3 | JPN 10Y BOND(OSE) Sep23JBU3 COMB | 84 | -$63,915.89 | -0.02% | N/A | 09/12/2023 | |
MSCI EAFE LowVol TR Swap (Leg A) | 5050 | -$70,902.00 | -0.02% | 0.00 | 08/25/2023 | ||
C Z3 | CORN FUTURE Dec23C Z3 COMB | 35 | -$59,062.50 | -0.02% | N/A | 12/14/2023 | |
NGZ23 | NATURAL GAS FUTR Dec23NGZ23 COMB | -70 | -$60,900.00 | -0.02% | N/A | 11/28/2023 | |
TPU3 | TOPIX INDX FUTR Sep23TPU3 COMB | 259 | -$53,747.45 | -0.02% | N/A | 09/07/2023 | |
SIU3 | SILVER FUTURE Sep23SIU3 COMB | -56 | -$62,160.00 | -0.02% | N/A | 09/27/2023 | |
CASHGBP00 | GBP CURRENCY CASH | -47090 | -$59,867.87 | -0.02% | 0.00 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 5440 | -$99,334.40 | -0.03% | 0.00 | 08/24/2023 | ||
MC - MCDV US DV TRS REC MQCP592E | 282000 | -$85,840.80 | -0.03% | 0.00 | 04/22/2024 | ||
CASHEUR08 | EUR CURRENCY CASH | -116699 | -$127,347.89 | -0.04% | 0.00 | ||
PTU3 | S&P/TSX 60 IX FUT Sep23PTU3 | -57 | -$131,806.85 | -0.04% | N/A | 09/14/2023 | |
GCQ3 | GOLD 100 OZ FUTR Aug23GCQ3 COMB | -105 | -$120,750.00 | -0.04% | N/A | 08/29/2023 | |
BARC BCOM Opt Curve (Long) (Leg A) | 308500 | -$155,298.90 | -0.05% | 0.00 | 03/07/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 812 | -$215,512.92 | -0.06% | 0.00 | 07/28/2023 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg A) | 5800 | -$241,205.18 | -0.07% | 0.00 | 06/21/2024 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) | 6500 | -$228,085.65 | -0.07% | 0.00 | 06/17/2024 | ||
MESU3 | MSCI EmgMkt Sep23MESU3 | -760 | -$288,800.00 | -0.09% | N/A | 09/15/2023 | |
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 1218 | -$323,269.38 | -0.10% | 0.00 | 07/26/2023 | ||
ESU3 | S&P500 EMINI FUT Sep23ESU3 | -148 | -$388,500.00 | -0.11% | N/A | 09/15/2023 | |
MFSU3 | MSCI EAFE Sep23MFSU3 | -298 | -$376,970.00 | -0.11% | N/A | 09/15/2023 | |
XMU3 | AUST 10Y BOND FUT Sep23XMU3 COMB | 702 | -$525,581.18 | -0.16% | N/A | 09/15/2023 |
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.