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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 | 191400000 | $191,400,000.00 | 43.17% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 148013009 | $148,013,009.31 | 33.39% | 0.00 | ||
912796TH2 | UNITED STATES TREASURY BILL B 03/05/20 | 32100000 | $32,015,596.90 | 7.22% | Aaa | 0.00 | 03/05/2020 |
912796TX7 | UNITED STATES TREASURY BILL B 06/04/20 | 32100000 | $31,889,012.80 | 7.19% | Aaa | 0.00 | 06/04/2020 |
FUTURES CASH COLLATERAL & VM | 28930000 | $28,930,000.00 | 6.53% | N/A | |||
OPTIONS CASH COLLATERAL | 12400000 | $12,400,000.00 | 2.80% | N/A | |||
SWAP COLLATERAL USD | 1190000 | $1,190,000.00 | 0.27% | N/A | |||
CASHAUD07 | AUD CURRENCY CASH | 668117 | $469,585.76 | 0.11% | 0.00 | ||
CCH0 | COCOA FUTURE Mar20CCH0 | 445 | $342,650.00 | 0.08% | N/A | 03/16/2020 | |
BOH0 | SOYBEAN OIL FUTR Mar20BOH0 COMB | -565 | $230,520.00 | 0.05% | N/A | 03/13/2020 | |
CASHCAD09 | CAD CURRENCY CASH | 280440 | $216,197.05 | 0.05% | 0.00 | ||
CASHGBP00 | GBP CURRENCY CASH | 134210 | $177,700.46 | 0.04% | 0.00 | ||
LHJ0 | LEAN HOGS FUTURE Apr20LHJ0 COMB | -692 | $193,760.00 | 0.04% | N/A | 04/15/2020 | |
Live Cattle BARC OY ER Swap (Long) (Leg A) | 46500 | $77,631.75 | 0.02% | 0.00 | 12/10/2020 | ||
G H0 | LONG GILT FUTURE Mar20G H0 | 93 | $70,187.89 | 0.02% | N/A | 03/27/2020 | |
GCG0 | GOLD 100 OZ FUTR Feb20GCG0 COMB | 77 | $34,650.00 | 0.01% | N/A | 02/26/2020 | |
ESH0 | S&P500 EMINI FUT Mar20ESH0 | 157 | $60,445.00 | 0.01% | N/A | 03/20/2020 | |
MESH0 | MSCI EmgMkt Mar20MESH0 | 286 | $44,330.00 | 0.01% | N/A | 03/20/2020 | |
HKD CURRENCY CASH | 319800 | $41,041.57 | 0.01% | N/A | |||
HOJ0 | NY Harb ULSD Fut Apr20HOJ0 COMB | -52 | $45,208.80 | 0.01% | N/A | 03/31/2020 | |
RTYH0 | E-Mini Russ 2000 Mar20RTYH0 | 452 | $49,720.00 | 0.01% | N/A | 03/20/2020 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 47000 | $0.00 | 0.00% | N/A | 04/13/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -3571337 | -$614.73 | 0.00% | 0.30 | 04/13/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 47000 | $9,155.60 | 0.00% | 0.00 | 04/13/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) | 34500 | $0.00 | 0.00% | N/A | 06/19/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) | -5470203 | -$1,957.22 | 0.00% | 0.41 | 06/19/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) | 34500 | $0.00 | 0.00% | 0.00 | 06/19/2020 | ||
Live Cattle BARC OY ER Swap (Long) (Leg B) | -5517104 | -$1,558.66 | 0.00% | 0.47 | 12/10/2020 | ||
Live Cattle BARC OY ER Swap (Long) | 46500 | $0.00 | 0.00% | N/A | 12/10/2020 | ||
Kansas Wheat MS F0 Swap (Short) (Leg B) | 7804224 | -$234.55 | 0.00% | -0.05 | 12/10/2020 | ||
Kansas Wheat MS F0 Swap (Short) | 49500 | $0.00 | 0.00% | N/A | 12/10/2020 | ||
January 20 Puts on XSPXSP US 01/17/20 P300 | -453 | -$14,496.00 | 0.00% | N/A | 01/17/2020 | ||
January 20 Puts on MXEAMXEA US 01/17/20 P1910 | -72 | -$10,260.00 | 0.00% | N/A | 01/17/2020 | ||
CASHJPY06 | JPY CURRENCY CASH | -2327000 | -$21,417.40 | 0.00% | 0.00 | ||
CASHEUR08 | EUR CURRENCY CASH | -0 | -$0.56 | 0.00% | 0.00 | ||
CASH SECURITY USD | 0 | $11,643.11 | 0.00% | N/A | |||
W N0 | WHEAT FUTURE(CBT) Jul20W N0 COMB | -170 | -$21,250.00 | 0.00% | N/A | 07/14/2020 | |
C N0 | CORN FUTURE Jul20C N0 COMB | -525 | $13,125.00 | 0.00% | N/A | 07/14/2020 | |
VGH0 | EURO STOXX 50 Mar20VGH0 | 1228 | $0.00 | 0.00% | N/A | 03/20/2020 | |
BJH0 | 10YR MINI JGB FUT Mar20BJH0 COMB | -179 | $21,417.40 | 0.00% | N/A | 03/12/2020 | |
TPH0 | TOPIX INDX FUTR Mar20TPH0 COMB | 464 | $0.00 | 0.00% | N/A | 03/12/2020 | |
Soymeal BAML GSCI 1-2 month ER Swap (Short) (Leg B) | 8191610 | -$361.11 | 0.00% | -0.05 | 08/28/2020 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) (Leg A) | -13600 | $0.00 | 0.00% | N/A | 08/28/2020 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Short) | 13600 | $0.00 | 0.00% | N/A | 08/28/2020 | ||
Aluminum MS GSCI Dynamic Roll Swap (Short) | 22000 | $0.00 | 0.00% | N/A | 03/05/2020 | ||
Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg B) | 1877151 | -$311.83 | 0.00% | -0.38 | 03/05/2020 | ||
LXF0 | LME ZINC FUTURE Jan20LXF0 | -2 | -$1,483.50 | 0.00% | N/A | 01/13/2020 | |
CTH0 | COTTON NO.2 FUTR Mar20CTH0 | 50 | -$12,750.00 | 0.00% | N/A | 03/09/2020 | |
KCH0 | COFFEE 'C' FUTURE Mar20KCH0 | -1 | $918.75 | 0.00% | N/A | 03/19/2020 | |
USH0 | US LONG BOND(CBT) Mar20USH0 COMB | 92 | -$31,625.00 | -0.01% | N/A | 03/20/2020 | |
S N0 | SOYBEAN FUTURE Jul20S N0 COMB | -249 | -$28,012.50 | -0.01% | N/A | 07/14/2020 | |
CLN0 | WTI CRUDE FUTURE Jul20CLN0 COMB | 33 | -$23,100.00 | -0.01% | N/A | 06/22/2020 | |
QSM0 | Low Su Gasoil G Jun20QSM0 | 65 | -$56,875.00 | -0.01% | N/A | 06/11/2020 | |
COJ0 | BRENT CRUDE FUTR Apr20COJ0 | 33 | -$23,100.00 | -0.01% | N/A | 02/28/2020 | |
Aluminum MS GSCI Dynamic Roll Swap (Short) (Leg A) | -22000 | -$34,235.52 | -0.01% | N/A | 03/05/2020 | ||
SIH0 | SILVER FUTURE Mar20SIH0 COMB | 105 | -$42,000.00 | -0.01% | N/A | 03/27/2020 | |
HIF0 | HANG SENG IDX FUT Jan20HIF0 COMB | 41 | -$41,041.57 | -0.01% | N/A | 01/30/2020 | |
PTH0 | S&P/TSX 60 IX FUT Mar20PTH0 | 285 | -$74,702.23 | -0.02% | N/A | 03/19/2020 | |
MFSH0 | MSCI EAFE Mar20MFSH0 | -144 | -$73,440.00 | -0.02% | N/A | 03/20/2020 | |
NGZ20 | NATURAL GAS FUTR Dec20NGZ20 COMB | -610 | -$79,300.00 | -0.02% | N/A | 11/25/2020 | |
CNH0 | CAN 10YR BOND FUT Mar20CNH0 | 322 | -$141,494.82 | -0.03% | N/A | 03/20/2020 | |
XBG0 | GASOLINE RBOB FUT Feb20XBG0 COMB | 142 | -$199,794.00 | -0.05% | N/A | 01/31/2020 | |
Z H0 | FTSE 100 IDX FUT Mar20Z H0 | 506 | -$247,888.64 | -0.06% | N/A | 03/20/2020 | |
January 20 Calls on MXEAMXEA US 01/17/20 C2010 | -72 | -$265,320.00 | -0.06% | N/A | 01/17/2020 | ||
January 20 Calls on XSPXSP US 01/17/20 C320 | -453 | -$243,940.50 | -0.06% | N/A | 01/17/2020 | ||
XMH0 | AUST 10Y BOND FUT Mar20XMH0 COMB | 891 | -$469,585.58 | -0.11% | N/A | 03/16/2020 | |
January 20 Calls on MXEFMXEF US 01/17/20 C1075 | -137 | -$632,255.00 | -0.14% | N/A | 01/17/2020 | ||
LNG0 | LME NICKEL FUTURE Feb20LNG0 | 68 | -$822,330.00 | -0.19% | N/A | 02/17/2020 | |
Kansas Wheat MS F0 Swap (Short) (Leg A) | -49500 | -$990,796.95 | -0.22% | N/A | 12/10/2020 |
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.