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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 | 127100000 | $127,100,000.00 | 43.63% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 90198949 | $90,198,949.31 | 30.96% | 0.00 | ||
912796RN1 | UNITED STATES TREASURY BILL B 12/05/19 | 21500000 | $21,430,852.78 | 7.36% | Aaa | 0.00 | 12/05/2019 |
912796SU4 | UNITED STATES TREASURY BILL B 11/29/19 | 21000000 | $20,937,963.90 | 7.19% | Aaa | 0.00 | 11/29/2019 |
FUTURES CASH COLLATERAL & VM | 19460000 | $19,460,000.00 | 6.68% | N/A | |||
OPTIONS CASH COLLATERAL | 12400000 | $12,400,000.00 | 4.26% | N/A | |||
LNX9 | LME NICKEL FUTURE Nov19LNX9 | 43 | $920,034.00 | 0.32% | N/A | 11/18/2019 | |
Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg A) | -270500 | $868,699.92 | 0.30% | N/A | 03/05/2020 | ||
CASHAUD07 | AUD CURRENCY CASH | 721796 | $486,887.46 | 0.17% | 0.00 | ||
SWAP COLLATERAL USD | 300000 | $300,000.00 | 0.10% | N/A | |||
NGZ19 | NATURAL GAS FUTR Dec19NGZ19 COMB | -400 | $244,000.00 | 0.08% | N/A | 11/26/2019 | |
VGZ9 | EURO STOXX 50 Dec19VGZ9 | 696 | $189,694.80 | 0.07% | N/A | 12/20/2019 | |
CASHCAD09 | CAD CURRENCY CASH | 234220 | $176,923.37 | 0.06% | 0.00 | ||
CASHJPY06 | JPY CURRENCY CASH | 14940000 | $138,275.72 | 0.05% | 0.00 | ||
QSZ9 | Low Su Gasoil G Dec19QSZ9 | -65 | $68,250.00 | 0.02% | N/A | 12/12/2019 | |
HOH0 | NY Harb ULSD Fut Mar20HOH0 COMB | -42 | $69,148.80 | 0.02% | N/A | 02/28/2020 | |
CLF0 | WTI CRUDE FUTURE Jan20CLF0 COMB | -35 | $60,550.00 | 0.02% | N/A | 12/19/2019 | |
COF0 | BRENT CRUDE FUTR Jan20COF0 | -10 | $17,100.00 | 0.01% | N/A | 11/29/2019 | |
ESZ9 | S&P500 EMINI FUT Dec19ESZ9 | 54 | $39,690.00 | 0.01% | N/A | 12/20/2019 | |
BOZ9 | SOYBEAN OIL FUTR Dec19BOZ9 COMB | 147 | $21,168.00 | 0.01% | N/A | 12/13/2019 | |
G Z9 | LONG GILT FUTURE Dec19G Z9 | 162 | $31,945.10 | 0.01% | N/A | 12/27/2019 | |
HIV9 | HANG SENG IDX FUT Oct19HIV9 COMB | 83 | $28,586.37 | 0.01% | N/A | 10/30/2019 | |
Wheatkc MS F0 Swap (Short) | 76300 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
CTZ9 | COTTON NO.2 FUTR Dec19CTZ9 | -98 | $3,430.00 | 0.00% | N/A | 12/06/2019 | |
CASH SECURITY USD | 0 | -$5,803.90 | 0.00% | N/A | |||
RTYZ9 | E-Mini Russ 2000 Dec19RTYZ9 | 68 | $3,060.00 | 0.00% | N/A | 12/20/2019 | |
Live Cattle BARC OY ER Swap (Short) (Leg B) | 13566865 | -$2,620.45 | 0.00% | -0.47 | 05/01/2020 | ||
Live Cattle BARC OY ER Swap (Short) | 124500 | $0.00 | 0.00% | N/A | 05/01/2020 | ||
Wheatkc MS F0 Swap (Short) (Leg B) | 11624610 | -$238.87 | 0.00% | -0.05 | 01/02/2020 | ||
Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg B) | 23389380 | -$3,652.58 | 0.00% | -0.38 | 03/05/2020 | ||
Aluminum MS GSCI Dynamic Roll Swap (Short) | 270500 | $0.00 | 0.00% | N/A | 03/05/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Short) | 2000 | $0.00 | 0.00% | N/A | 09/08/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Short) (Leg A) | -2000 | $3,055.00 | 0.00% | N/A | 09/08/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Short) (Leg B) | 144959 | -$30.98 | 0.00% | -0.30 | 09/08/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Short) | 19500 | $0.00 | 0.00% | N/A | 09/03/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Short) (Leg A) | -19500 | $0.00 | 0.00% | N/A | 09/03/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Short) (Leg B) | 2914450 | -$881.71 | 0.00% | -0.41 | 09/03/2020 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) | 10400 | $0.00 | 0.00% | N/A | 08/28/2020 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) (Leg A) | -10400 | $0.00 | 0.00% | N/A | 08/28/2020 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) (Leg B) | 6313098 | -$292.80 | 0.00% | -0.05 | 08/28/2020 | ||
Z Z9 | FTSE 100 IDX FUT Dec19Z Z9 | 213 | -$13,125.59 | 0.00% | N/A | 12/20/2019 | |
USZ9 | US LONG BOND(CBT) Dec19USZ9 COMB | 154 | -$4,812.50 | 0.00% | N/A | 12/19/2019 | |
PTZ9 | S&P/TSX 60 IX FUT Dec19PTZ9 | 229 | -$24,217.25 | -0.01% | N/A | 12/19/2019 | |
S X9 | SOYBEAN FUTURE Nov19S X9 COMB | -18 | -$20,700.00 | -0.01% | N/A | 11/14/2019 | |
XBX9 | GASOLINE RBOB FUT Nov19XBX9 COMB | 19 | -$31,920.00 | -0.01% | N/A | 10/31/2019 | |
October 19 Puts on SPXSPX US 10/18/19 P2795 | -44 | -$25,300.00 | -0.01% | N/A | 10/18/2019 | ||
October 19 Puts on MXEFMXEF US 10/18/19 P925 | -130 | -$19,175.00 | -0.01% | N/A | 10/18/2019 | ||
CASHGBP00 | GBP CURRENCY CASH | -15259 | -$18,806.48 | -0.01% | 0.00 | ||
HKD CURRENCY CASH | -224100 | -$28,586.37 | -0.01% | N/A | |||
KCZ9 | COFFEE 'C' FUTURE Dec19KCZ9 | -282 | -$26,437.50 | -0.01% | N/A | 12/18/2019 | |
MESZ9 | MSCI EmgMkt Dec19MESZ9 | -103 | -$25,235.00 | -0.01% | N/A | 12/20/2019 | |
MFSZ9 | MSCI EAFE Dec19MFSZ9 | -139 | -$45,870.00 | -0.02% | N/A | 12/20/2019 | |
CCZ9 | COCOA FUTURE Dec19CCZ9 | 133 | -$63,840.00 | -0.02% | N/A | 12/13/2019 | |
LXX9 | LME ZINC FUTURE Nov19LXX9 | -63 | -$86,256.25 | -0.03% | N/A | 11/18/2019 | |
October 19 Calls on SPXSPX US 10/18/19 C3005 | -44 | -$92,620.00 | -0.03% | N/A | 10/18/2019 | ||
CNZ9 | CAN 10YR BOND FUT Dec19CNZ9 | 532 | -$152,706.12 | -0.05% | N/A | 12/18/2019 | |
TPZ9 | TOPIX INDX FUTR Dec19TPZ9 COMB | 166 | -$138,275.72 | -0.05% | N/A | 12/12/2019 | |
October 19 Calls on MXEFMXEF US 10/18/19 C1010 | -130 | -$133,900.00 | -0.05% | N/A | 10/18/2019 | ||
W Z9 | WHEAT FUTURE(CBT) Dec19W Z9 COMB | -362 | -$153,850.00 | -0.05% | N/A | 12/13/2019 | |
Wheatkc MS F0 Swap (Short) (Leg A) | -76300 | -$170,530.50 | -0.06% | N/A | 01/02/2020 | ||
LHZ9 | LEAN HOGS FUTURE Dec19LHZ9 COMB | -155 | -$170,500.00 | -0.06% | N/A | 12/13/2019 | |
CASHEUR08 | EUR CURRENCY CASH | -174000 | -$189,695.34 | -0.07% | 0.00 | ||
October 19 Calls on MXEAMXEA US 10/18/19 C1880 | -69 | -$201,135.00 | -0.07% | N/A | 10/18/2019 | ||
C Z9 | CORN FUTURE Dec19C Z9 COMB | -337 | -$278,025.00 | -0.10% | N/A | 12/13/2019 | |
GCZ9 | GOLD 100 OZ FUTR Dec19GCZ9 COMB | 105 | -$351,750.00 | -0.12% | N/A | 12/27/2019 | |
SIZ9 | SILVER FUTURE Dec19SIZ9 COMB | 114 | -$372,780.00 | -0.13% | N/A | 12/27/2019 | |
XMZ9 | AUST 10Y BOND FUT Dec19XMZ9 COMB | 862 | -$486,887.29 | -0.17% | N/A | 12/16/2019 | |
Live Cattle BARC OY ER Swap (Short) (Leg A) | -124500 | -$557,511.00 | -0.19% | N/A | 05/01/2020 |
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.