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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 | 174950000 | $174,950,000.00 | 54.32% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 88832355 | $88,832,354.73 | 27.58% | 0.00 | ||
912796ZY8 | TREASURY BILL 0 1/25/2024 | 26500000 | $26,050,282.02 | 8.09% | Aaa | 0.00 | 01/25/2024 |
OPTIONS CASH COLLATERAL | 15500000 | $15,500,000.00 | 4.81% | N/A | |||
FUTURES CASH COLLATERAL & VM | 13272000 | $13,272,000.00 | 4.12% | N/A | |||
SWAP COLLATERAL USD | 3860000 | $3,860,000.00 | 1.20% | N/A | |||
Kansas Wheat MS F0 Swap (Short) (Leg A) | -22500 | $510,372.00 | 0.16% | N/A | 03/01/2024 | ||
August 24 Puts on SPXSPX US 08/16/24 P4650 | 10 | $349,200.00 | 0.11% | N/A | 08/16/2024 | ||
W Z3 | WHEAT FUTURE(CBT) Dec23W Z3 COMB | -185 | $344,562.50 | 0.11% | N/A | 12/14/2023 | |
September 24 Puts on SPXSPX US 09/20/24 P4600 | 10 | $330,400.00 | 0.10% | N/A | 09/20/2024 | ||
July 24 Puts on SPXSPX US 07/19/24 P4525 | 10 | $284,200.00 | 0.09% | N/A | 07/19/2024 | ||
CASHJPY06 | JPY CURRENCY CASH | 35220000 | $236,051.07 | 0.07% | 0.00 | ||
LHZ3 | LEAN HOGS FUTURE Dec23LHZ3 COMB | -103 | $154,500.00 | 0.05% | N/A | 12/14/2023 | |
June 24 Puts on SPXSPX US 06/21/24 P4225 | 10 | $168,900.00 | 0.05% | N/A | 06/21/2024 | ||
May 24 Puts on SPXSPX US 05/17/24 P4200 | 10 | $148,550.00 | 0.05% | N/A | 05/17/2024 | ||
April 24 Puts on SPXSPX US 04/19/24 P4150 | 10 | $125,350.00 | 0.04% | N/A | 04/19/2024 | ||
ESZ3 | S&P500 EMINI FUT Dec23ESZ3 | -173 | $103,800.00 | 0.03% | N/A | 12/15/2023 | |
MFSZ3 | MSCI EAFE Dec23MFSZ3 | -298 | $105,790.00 | 0.03% | N/A | 12/15/2023 | |
February 24 Puts on SPXSPX US 02/16/24 P4100 | 10 | $85,700.00 | 0.03% | N/A | 02/16/2024 | ||
C Z3 | CORN FUTURE Dec23C Z3 COMB | -132 | $77,550.00 | 0.02% | N/A | 12/14/2023 | |
GCZ3 | GOLD 100 OZ FUTR Dec23GCZ3 COMB | -51 | $63,750.00 | 0.02% | N/A | 12/27/2023 | |
LNZ3 | LME NICKEL FUTURE Dec23LNZ3 | -5 | $56,916.00 | 0.02% | N/A | 12/18/2023 | |
March 24 Puts on SPXSPX US 03/15/24 P4000 | 10 | $79,800.00 | 0.02% | N/A | 03/15/2024 | ||
December 23 Puts on SPXSPX US 12/15/23 P4100 | 10 | $54,700.00 | 0.02% | N/A | 12/15/2023 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) | 12000 | $64,161.60 | 0.02% | 0.00 | 07/08/2024 | ||
CASHEUR08 | EUR CURRENCY CASH | 37861 | $40,085.23 | 0.01% | 0.00 | ||
KCZ3 | COFFEE 'C' FUTURE Dec23KCZ3 | -87 | $34,256.25 | 0.01% | N/A | 12/18/2023 | |
VGZ3 | EURO STOXX 50 Dec23VGZ3 | 178 | $37,691.50 | 0.01% | N/A | 12/15/2023 | |
January 24 Puts on SPXSPX US 01/19/24 P3900 | 10 | $42,750.00 | 0.01% | N/A | 01/19/2024 | ||
SIZ3 | SILVER FUTURE Dec23SIZ3 COMB | -17 | $24,735.00 | 0.01% | N/A | 12/27/2023 | |
NGZ23 | NATURAL GAS FUTR Dec23NGZ23 COMB | -83 | $23,240.00 | 0.01% | N/A | 11/28/2023 | |
MESZ3 | MSCI EmgMkt Dec23MESZ3 | -629 | $0.00 | 0.00% | N/A | 12/15/2023 | |
PTZ3 | S&P/TSX 60 IX FUT Dec23PTZ3 | 23 | -$11,567.19 | 0.00% | N/A | 12/14/2023 | |
CCZ3 | COCOA FUTURE Dec23CCZ3 | 12 | -$4,920.00 | 0.00% | N/A | 12/13/2023 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -6546272 | -$968.50 | 0.00% | 0.27 | 02/06/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 64000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg B) | 2140304 | -$107.57 | 0.00% | -0.06 | 02/23/2024 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg A) | -29000 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
Live Cattle BAML F0 ER Swap (Short) | 29000 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
QSZ3 | Low Su Gasoil G Dec23QSZ3 | 47 | $3,525.00 | 0.00% | N/A | 12/12/2023 | |
HOZ3 | NY Harb ULSD Fut Dec23HOZ3 COMB | 44 | $7,946.40 | 0.00% | N/A | 11/30/2023 | |
Kansas Wheat MS F0 Swap (Short) (Leg B) | 5264888 | -$93.75 | 0.00% | -0.05 | 03/01/2024 | ||
Kansas Wheat MS F0 Swap (Short) | 22500 | $0.00 | 0.00% | N/A | 03/01/2024 | ||
BARC BCOM Opt Curve (Long) (Leg B) | -69892151 | -$12,867.82 | 0.00% | 0.42 | 03/07/2024 | ||
BARC BCOM Opt Curve (Long) | 326000 | $0.00 | 0.00% | N/A | 03/07/2024 | ||
MC - MCDV US DV PAY FIXED 0.32% | -81794088 | -$4,302.59 | 0.00% | 0.32 | 04/22/2024 | ||
MACQ BCOM Opt Curve (Long) | 285000 | $0.00 | 0.00% | N/A | 04/22/2024 | ||
October 23 Puts on SPXSPX US 10/20/23 P3625 | 10 | $1,800.00 | 0.00% | N/A | 10/20/2023 | ||
November 23 Puts on SPXSPX US 11/17/23 P3875 | 10 | $13,550.00 | 0.00% | N/A | 11/17/2023 | ||
Z Z3 | FTSE 100 IDX FUT Dec23Z Z3 | 37 | $8,805.55 | 0.00% | N/A | 12/15/2023 | |
MSCI Emerg Low Vol TR Swap (Leg B) | -708016 | -$1,838.62 | 0.00% | N/A | 11/24/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 380 | -$6,741.20 | 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) | -597380 | -$1,559.27 | 0.00% | N/A | 11/24/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 90 | -$14,265.90 | 0.00% | 0.00 | 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) | -597380 | -$1,559.27 | 0.00% | N/A | 11/27/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 90 | -$14,265.90 | 0.00% | 0.00 | 11/27/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 90 | $0.00 | 0.00% | N/A | 11/27/2023 | ||
IVZ Idx USA Low Vol TR Swap | 1580 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx USA Momentum TR Swap | 1350 | $0.00 | 0.00% | N/A | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap | 980 | $0.00 | 0.00% | N/A | 10/25/2023 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) | -2580101 | -$724.55 | 0.00% | 0.41 | 06/17/2024 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) | 7000 | $973.70 | 0.00% | 0.00 | 06/17/2024 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) | 7000 | $0.00 | 0.00% | N/A | 06/17/2024 | ||
Copper BARC Optim Idx ER Swap (Long) (Leg B) | -1925079 | -$143.45 | 0.00% | 0.17 | 06/20/2024 | ||
Copper BARC Optim Idx ER Swap (Long) | 2800 | $0.00 | 0.00% | N/A | 06/20/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg B) | -4832200 | -$1,083.42 | 0.00% | 0.25 | 06/21/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg A) | 5700 | $0.00 | 0.00% | 0.00 | 06/21/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) | 5700 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -331878 | -$869.21 | 0.00% | N/A | 01/25/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 50 | -$7,925.50 | 0.00% | 0.00 | 01/25/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 50 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) | -1232429 | -$131.69 | 0.00% | 0.30 | 07/08/2024 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) | 12000 | $0.00 | 0.00% | N/A | 07/08/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 1218 | $0.00 | 0.00% | N/A | 02/22/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1304240 | -$3,439.10 | 0.00% | N/A | 02/23/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -5854319 | -$15,593.12 | 0.00% | N/A | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 700 | -$12,418.00 | 0.00% | 0.00 | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap | 700 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 882 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
JP - JPMS US SWAT PAY SOFRRATE + 54BPS | -445281 | -$796.32 | 0.00% | 5.84 | 11/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -244372 | -$412.38 | 0.00% | N/A | 11/28/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -186320 | -$502.06 | 0.00% | N/A | 02/23/2024 | ||
MSCI EAFE Quality TR Swap (Leg B) | -183896 | -$310.89 | 0.00% | N/A | 11/28/2023 | ||
JP - JPMS US SWAT TRS REC IIULT | 70 | -$15,605.10 | 0.00% | 0.00 | 11/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 120 | -$7,011.60 | 0.00% | 0.00 | 11/28/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 100 | -$1,774.00 | 0.00% | 0.00 | 02/23/2024 | ||
MSCI EAFE Quality TR Swap (Leg A) | 40 | -$5,470.00 | 0.00% | 0.00 | 11/28/2023 | ||
IVZ Idx USA Low Vol TR Swap | 70 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
MSCI EAFE LowVol TR Swap | 120 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
MSCI Emerg Low Vol TR Swap | 100 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
MSCI EAFE Quality TR Swap | 40 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
MSCI Emerg Low Vol TR Swap | 5440 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1788672 | -$4,772.12 | 0.00% | N/A | 03/22/2024 | ||
MSCI Emerg Low Vol TR Swap | 960 | $0.00 | 0.00% | N/A | 03/22/2024 | ||
MSCI EAFE LowVol TR Swap | 5050 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1434664 | -$3,795.76 | 0.00% | N/A | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 770 | -$13,659.80 | 0.00% | 0.00 | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap | 770 | $0.00 | 0.00% | N/A | 03/28/2024 | ||
MSCI EAFE Mmntm TR Swap | 1620 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
MSCI EAFE Quality TR Swap | 2210 | $0.00 | 0.00% | N/A | 11/28/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -193601 | -$96.59 | 0.00% | N/A | 04/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 30 | $770.10 | 0.00% | 0.00 | 04/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 30 | $0.00 | 0.00% | N/A | 04/26/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -147243 | -$72.73 | 0.00% | N/A | 05/30/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 80 | $393.60 | 0.00% | 0.00 | 05/30/2024 | ||
MSCI Emerg Low Vol TR Swap | 80 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
USZ3 | US LONG BOND(CBT) Dec23USZ3 COMB | -38 | -$10,687.50 | 0.00% | N/A | 12/19/2023 | |
G Z3 | LONG GILT FUTURE Dec23G Z3 | 2 | $3,124.35 | 0.00% | N/A | 12/27/2023 | |
CASHCHF02 | CHF CURRENCY CASH | 1034 | $1,130.06 | 0.00% | 0.00 | ||
CASHCAD09 | CAD CURRENCY CASH | 15640 | $11,567.19 | 0.00% | 0.00 | ||
CASHGBP00 | GBP CURRENCY CASH | -9775 | -$11,929.90 | 0.00% | 0.00 | ||
XMZ3 | AUST 10Y BOND FUT Dec23XMZ3 COMB | 55 | -$9,119.54 | 0.00% | N/A | 12/15/2023 | |
HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
DKK CURRENCY CASH | 4223 | $599.53 | 0.00% | N/A | |||
CASHSEK06 | SEK CURRENCY CASH | 1252 | $115.18 | 0.00% | 0.00 | ||
CASHAUD07 | AUD CURRENCY CASH | 14133 | $9,119.56 | 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 | |||
Copper BARC Optim Idx ER Swap (Long) (Leg A) | 2800 | -$33,957.01 | -0.01% | 0.00 | 06/20/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg B) | -10360858 | -$17,705.79 | -0.01% | N/A | 11/29/2023 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -8084536 | -$21,533.36 | -0.01% | N/A | 02/22/2024 | ||
RTYZ3 | E-Mini Russ 2000 Dec23RTYZ3 | 60 | -$31,500.00 | -0.01% | N/A | 12/15/2023 | |
BOZ3 | SOYBEAN OIL FUTR Dec23BOZ3 COMB | 56 | -$36,288.00 | -0.01% | N/A | 12/14/2023 | |
CLZ3 | WTI CRUDE FUTURE Dec23CLZ3 COMB | 44 | -$34,760.00 | -0.01% | N/A | 11/20/2023 | |
MSCI EAFE Quality TR Swap (Leg B) | -10160232 | -$17,331.89 | -0.01% | N/A | 11/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -10283972 | -$17,417.28 | -0.01% | N/A | 11/28/2023 | ||
BARC BCOM Opt Curve (Long) (Leg A) | 326000 | -$36,120.80 | -0.01% | 0.00 | 03/07/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 960 | -$17,030.40 | -0.01% | 0.00 | 03/22/2024 | ||
COF4 | BRENT CRUDE FUTR Jan24COF4 | 53 | -$43,460.00 | -0.01% | N/A | 11/30/2023 | |
MSCI EAFE Mmntm TR Swap (Leg B) | -10479667 | -$17,620.63 | -0.01% | N/A | 11/28/2023 | ||
JBZ3 | JPN 10Y BOND(OSE) Dec23JBZ3 COMB | 28 | -$28,149.19 | -0.01% | N/A | 12/13/2023 | |
IVZ Idx USA Low Vol TR Swap (Leg B) | -10050633 | -$17,175.64 | -0.01% | N/A | 11/28/2023 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -10135808 | -$27,042.02 | -0.01% | N/A | 02/26/2024 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -10415469 | -$17,767.29 | -0.01% | N/A | 10/25/2023 | ||
RXZ3 | EURO-BUND FUTURE Dec23RXZ3 | -45 | -$73,847.81 | -0.02% | N/A | 12/07/2023 | |
S X3 | SOYBEAN FUTURE Nov23S X3 COMB | 48 | -$61,200.00 | -0.02% | N/A | 11/14/2023 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 64000 | -$58,860.80 | -0.02% | 0.00 | 02/06/2024 | ||
CTZ3 | COTTON NO.2 FUTR Dec23CTZ3 | 63 | -$49,140.00 | -0.02% | N/A | 12/06/2023 | |
MSCI Emerg Low Vol TR Swap (Leg A) | 5440 | -$96,505.60 | -0.03% | 0.00 | 02/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 882 | -$139,805.82 | -0.04% | 0.00 | 02/23/2024 | ||
XBX3 | GASOLINE RBOB FUT Nov23XBX3 COMB | 61 | -$170,885.40 | -0.05% | N/A | 10/31/2023 | |
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 1218 | -$193,065.18 | -0.06% | 0.00 | 02/22/2024 | ||
TPZ3 | TOPIX INDX FUTR Dec23TPZ3 COMB | 188 | -$207,901.88 | -0.06% | N/A | 12/07/2023 | |
MSCI EAFE Mmntm TR Swap (Leg A) | 1620 | -$300,137.40 | -0.09% | 0.00 | 11/28/2023 | ||
MSCI EAFE Quality TR Swap (Leg A) | 2210 | -$302,217.50 | -0.09% | 0.00 | 11/28/2023 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 5050 | -$295,071.50 | -0.09% | 0.00 | 11/28/2023 | ||
MC - MCDV US DV TRS REC MQCP592E | 285000 | -$328,120.50 | -0.10% | 0.00 | 04/22/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 1580 | -$352,229.40 | -0.11% | 0.00 | 11/28/2023 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 1350 | -$342,076.50 | -0.11% | 0.00 | 11/29/2023 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 980 | -$391,225.80 | -0.12% | 0.00 | 10/25/2023 |
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.