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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 | 55.74% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 75242657 | $75,242,657.40 | 23.97% | 0.00 | ||
912796ZY8 | TREASURY BILL 0 1/25/2024 | 26500000 | $26,410,729.45 | 8.41% | Aaa | 0.00 | 01/25/2024 |
FUTURES CASH COLLATERAL & VM | 18577000 | $18,577,000.00 | 5.92% | N/A | |||
OPTIONS CASH COLLATERAL | 15500000 | $15,500,000.00 | 4.94% | N/A | |||
MSCI Emerg Low Vol TR Swap (Leg A) | 5440 | $461,094.40 | 0.15% | 0.00 | 02/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 1218 | $440,379.86 | 0.14% | 0.00 | 02/22/2024 | ||
MSCI EAFE Quality TR Swap (Leg A) | 2130 | $308,559.70 | 0.10% | 0.00 | 02/28/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 882 | $318,895.76 | 0.10% | 0.00 | 02/23/2024 | ||
SWAP COLLATERAL USD | 300000 | $300,000.00 | 0.10% | N/A | |||
MSCI EAFE Mmntm TR Swap (Leg A) | 1500 | $273,966.14 | 0.09% | 0.00 | 02/28/2024 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 4780 | $245,357.40 | 0.08% | 0.00 | 02/28/2024 | ||
CASHEUR08 | EUR CURRENCY CASH | 203811 | $225,180.47 | 0.07% | 0.00 | ||
December 24 Puts on XSPXSP US 12/20/24 P465 | 102 | $191,607.00 | 0.06% | N/A | 12/20/2024 | ||
TPH4 | TOPIX INDX FUTR Mar24TPH4 COMB | 271 | $173,083.06 | 0.06% | N/A | 03/07/2024 | |
CASHAUD07 | AUD CURRENCY CASH | 213453 | $145,649.82 | 0.05% | 0.00 | ||
MC - MCDV US DV TRS REC MQCP592E | 266500 | $171,439.45 | 0.05% | 0.00 | 04/22/2024 | ||
September 24 Puts on XSPXSP US 09/20/24 P460 | 102 | $138,669.00 | 0.04% | N/A | 09/20/2024 | ||
August 24 Puts on XSPXSP US 08/16/24 P465 | 102 | $135,150.00 | 0.04% | N/A | 08/16/2024 | ||
November 24 Puts on XSPXSP US 11/15/24 P429 | 102 | $107,457.00 | 0.03% | N/A | 11/15/2024 | ||
October 24 Puts on XSPXSP US 10/18/24 P437 | 102 | $106,029.00 | 0.03% | N/A | 10/18/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 1490 | $80,114.16 | 0.03% | 0.00 | 06/26/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 960 | $81,369.60 | 0.03% | 0.00 | 03/22/2024 | ||
G H4 | LONG GILT FUTURE Mar24G H4 | -108 | $100,485.52 | 0.03% | N/A | 03/26/2024 | |
July 24 Puts on XSPXSP US 07/19/24 P453 | 102 | $96,543.00 | 0.03% | N/A | 07/19/2024 | ||
ESH4 | S&P500 EMINI FUT Mar24ESH4 | -129 | $79,012.50 | 0.03% | N/A | 03/15/2024 | |
SIH4 | SILVER FUTURE Mar24SIH4 COMB | -69 | $98,670.00 | 0.03% | N/A | 03/26/2024 | |
LNF4 | LME NICKEL FUTURE Jan24LNF4 | -53 | $103,452.00 | 0.03% | N/A | 01/15/2024 | |
GCG4 | GOLD 100 OZ FUTR Feb24GCG4 COMB | -45 | $52,650.00 | 0.02% | N/A | 02/27/2024 | |
June 24 Puts on XSPXSP US 06/21/24 P425 | 102 | $47,685.00 | 0.02% | N/A | 06/21/2024 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 910 | $69,307.77 | 0.02% | 0.00 | 04/25/2024 | ||
RTYH4 | E-Mini Russ 2000 Mar24RTYH4 | -31 | $48,980.00 | 0.02% | N/A | 03/15/2024 | |
MSCI Emerg Low Vol TR Swap (Leg A) | 770 | $65,265.20 | 0.02% | 0.00 | 03/28/2024 | ||
W N4 | WHEAT FUTURE(CBT) Jul24W N4 COMB | -220 | $22,000.00 | 0.01% | N/A | 07/12/2024 | |
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 50 | $18,077.99 | 0.01% | 0.00 | 01/25/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 400 | $33,904.00 | 0.01% | 0.00 | 02/23/2024 | ||
April 24 Puts on XSPXSP US 04/19/24 P415 | 102 | $21,165.00 | 0.01% | N/A | 04/19/2024 | ||
May 24 Puts on XSPXSP US 05/17/24 P420 | 102 | $32,742.00 | 0.01% | N/A | 05/17/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 1260 | $25,286.21 | 0.01% | 0.00 | 06/27/2024 | ||
ML - MERL US DV TRS REC M1EFMVOL | 350 | $28,476.00 | 0.01% | 0.00 | 06/27/2024 | ||
BARC BCOM Opt Curve (Long) (Leg A) | 298500 | $46,267.50 | 0.01% | 0.00 | 03/07/2024 | ||
C N4 | CORN FUTURE Jul24C N4 COMB | -230 | $23,000.00 | 0.01% | N/A | 07/12/2024 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 13000 | $23,643.10 | 0.01% | 0.00 | 02/06/2024 | ||
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 | |||
Kansas Wheat MS F0 Swap (Short) | 31700 | $0.00 | 0.00% | N/A | 03/01/2024 | ||
BARC BCOM Opt Curve (Long) (Leg B) | -65669672 | -$12,846.06 | 0.00% | 0.42 | 03/07/2024 | ||
BARC BCOM Opt Curve (Long) | 298500 | $0.00 | 0.00% | N/A | 03/07/2024 | ||
MC - MCDV US DV PAY FIXED 0.32% | -78855884 | -$3,456.70 | 0.00% | 0.32 | 04/22/2024 | ||
MACQ BCOM Opt Curve (Long) | 266500 | $0.00 | 0.00% | N/A | 04/22/2024 | ||
CCH4 | COCOA FUTURE MAR24 | 22 | -$13,200.00 | 0.00% | N/A | 03/13/2024 | |
LHJ4 | LEAN HOGS FUTURE Apr24LHJ4 COMB | -219 | $13,140.00 | 0.00% | N/A | 04/12/2024 | |
NGZ24 | NATURAL GAS FUTR Dec24NGZ24 COMB | -103 | -$4,120.00 | 0.00% | N/A | 11/26/2024 | |
COJ4 | BRENT CRUDE FUTR Apr24COJ4 | 53 | -$6,890.00 | 0.00% | N/A | 02/29/2024 | |
CLN4 | WTI CRUDE FUTURE Jul24CLN4 COMB | 86 | -$15,480.00 | 0.00% | N/A | 06/20/2024 | |
XBG4 | GASOLINE RBOB FUT Feb24XBG4 COMB | 48 | $13,305.60 | 0.00% | N/A | 01/31/2024 | |
BON4 | SOYBEAN OIL FUTR Jul24BON4 COMB | -5 | -$540.00 | 0.00% | N/A | 07/12/2024 | |
CTH4 | COTTON NO.2 FUTR Mar24CTH4 | 89 | $2,225.00 | 0.00% | N/A | 03/06/2024 | |
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -1323270 | -$205.56 | 0.00% | 0.27 | 02/06/2024 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 13000 | $0.00 | 0.00% | N/A | 02/06/2024 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg B) | 727377 | -$38.95 | 0.00% | -0.06 | 02/23/2024 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg A) | -11000 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
Live Cattle BAML F0 ER Swap (Short) | 11000 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
Kansas Wheat MS F0 Swap (Short) (Leg B) | 6232984 | -$119.54 | 0.00% | -0.05 | 03/01/2024 | ||
VGH4 | EURO STOXX 50 Mar24VGH4 | 413 | -$9,126.06 | 0.00% | N/A | 03/15/2024 | |
January 24 Puts on XSPXSP US 01/19/24 P390 | 102 | $765.00 | 0.00% | N/A | 01/19/2024 | ||
February 24 Puts on XSPXSP US 02/16/24 P410 | 102 | $4,080.00 | 0.00% | N/A | 02/16/2024 | ||
March 24 Puts on XSPXSP US 03/15/24 P400 | 102 | $7,650.00 | 0.00% | N/A | 03/15/2024 | ||
PTH4 | S&P/TSX 60 IX FUT Mar24PTH4 | 51 | $13,151.31 | 0.00% | N/A | 03/14/2024 | |
Z H4 | FTSE 100 IDX FUT Mar24Z H4 | 36 | $5,047.22 | 0.00% | N/A | 03/15/2024 | |
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) | -4035369 | -$1,178.55 | 0.00% | 0.41 | 06/17/2024 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) | 12600 | $0.00 | 0.00% | N/A | 06/17/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg B) | -3609869 | -$844.77 | 0.00% | 0.25 | 06/21/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) (Leg A) | 4000 | $0.00 | 0.00% | 0.00 | 06/21/2024 | ||
Soymeal BAML GSCI 1-2 month ER Swap (Long) | 4000 | $0.00 | 0.00% | N/A | 06/21/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -339488 | -$949.34 | 0.00% | N/A | 01/25/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 50 | $0.00 | 0.00% | N/A | 01/25/2024 | ||
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) | -749708 | -$2,110.63 | 0.00% | N/A | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap | 400 | $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 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -187427 | -$539.16 | 0.00% | N/A | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 100 | $8,476.00 | 0.00% | 0.00 | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap | 100 | $0.00 | 0.00% | N/A | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap | 5440 | $0.00 | 0.00% | N/A | 02/26/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1799299 | -$5,125.00 | 0.00% | N/A | 03/22/2024 | ||
MSCI Emerg Low Vol TR Swap | 960 | $0.00 | 0.00% | N/A | 03/22/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -1443188 | -$4,076.60 | 0.00% | N/A | 03/28/2024 | ||
MSCI Emerg Low Vol TR Swap | 770 | $0.00 | 0.00% | N/A | 03/28/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -203692 | -$578.26 | 0.00% | N/A | 04/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 30 | $10,846.79 | 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) | -149942 | -$421.42 | 0.00% | N/A | 05/30/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg A) | 80 | $6,780.80 | 0.00% | 0.00 | 05/30/2024 | ||
MSCI Emerg Low Vol TR Swap | 80 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
CNH4 | CAN 10YR BOND FUT Mar24CNH4 | -220 | -$5,005.69 | 0.00% | N/A | 03/19/2024 | |
CASHCHF02 | CHF CURRENCY CASH | 1034 | $1,228.28 | 0.00% | 0.00 | ||
CASHCAD09 | CAD CURRENCY CASH | -10740 | -$8,145.62 | 0.00% | 0.00 | ||
HKD CURRENCY CASH | 0 | $0.00 | 0.00% | N/A | |||
USH4 | US LONG BOND(CBT) Mar24USH4 COMB | 23 | -$4,312.50 | 0.00% | N/A | 03/19/2024 | |
IVZ Idx USA Quality TR Swap | 910 | $0.00 | 0.00% | N/A | 04/25/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -135795 | -$386.15 | 0.00% | N/A | 05/30/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg A) | 20 | $7,231.20 | 0.00% | 0.00 | 05/30/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap | 20 | $0.00 | 0.00% | N/A | 05/30/2024 | ||
MSCI EAFE Mmntm TR Swap | 1500 | $0.00 | 0.00% | N/A | 02/28/2024 | ||
MSCI EAFE Quality TR Swap | 2130 | $0.00 | 0.00% | N/A | 02/28/2024 | ||
IVZ Idx USA Low Vol TR Swap | 1490 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
MSCI EAFE LowVol TR Swap | 4780 | $0.00 | 0.00% | N/A | 02/28/2024 | ||
IVZ Idx USA Momentum TR Swap | 1260 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
Aluminum MACQ F0 Swap (Short) (Leg B) | 2599507 | -$48.07 | 0.00% | -0.14 | 12/09/2024 | ||
Aluminum MACQ F0 Swap (Short) (Leg A) | -44000 | $5,447.20 | 0.00% | N/A | 12/09/2024 | ||
Aluminum MACQ F0 Swap (Short) | 44000 | $0.00 | 0.00% | N/A | 12/09/2024 | ||
ML - MERL US DV PAY SOFRRATE + 60BPS | -657184 | -$2,711.11 | 0.00% | 0.60 | 06/27/2024 | ||
MSCI Emerg Low Vol TR Swap | 350 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -396712 | -$1,649.55 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -272006 | -$1,135.93 | 0.00% | N/A | 04/25/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg A) | 60 | $7,587.47 | 0.00% | 0.00 | 06/26/2024 | ||
IVZ Idx USA Quality TR Swap (Leg A) | 25 | $10,850.06 | 0.00% | 0.00 | 04/25/2024 | ||
IVZ Idx USA Low Vol TR Swap | 60 | $0.00 | 0.00% | N/A | 06/26/2024 | ||
IVZ Idx USA Quality TR Swap | 25 | $0.00 | 0.00% | N/A | 04/25/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg B) | -236458 | -$984.06 | 0.00% | N/A | 06/27/2024 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -408664 | -$1,629.12 | 0.00% | N/A | 02/28/2024 | ||
IVZ Idx USA Momentum TR Swap (Leg A) | 30 | $10,619.35 | 0.00% | 0.00 | 06/27/2024 | ||
MSCI EAFE LowVol TR Swap (Leg A) | 200 | $15,488.00 | 0.00% | 0.00 | 02/28/2024 | ||
IVZ Idx USA Momentum TR Swap | 30 | $0.00 | 0.00% | N/A | 06/27/2024 | ||
MSCI EAFE LowVol TR Swap | 200 | $0.00 | 0.00% | N/A | 02/28/2024 | ||
DKK CURRENCY CASH | 4223 | $626.00 | 0.00% | N/A | |||
CASHSEK06 | SEK CURRENCY CASH | 1252 | $124.25 | 0.00% | 0.00 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -8269916 | -$23,516.41 | -0.01% | N/A | 02/22/2024 | ||
MFSH4 | MSCI EAFE Mar24MFSH4 | -286 | -$17,160.00 | -0.01% | N/A | 03/15/2024 | |
MESH4 | MSCI EmgMkt Mar24MESH4 | -326 | -$16,300.00 | -0.01% | N/A | 03/15/2024 | |
HOJ4 | NY Harb ULSD Fut Apr24HOJ4 COMB | 70 | -$39,984.00 | -0.01% | N/A | 03/28/2024 | |
S N4 | SOYBEAN FUTURE Jul24S N4 COMB | 59 | -$39,087.50 | -0.01% | N/A | 07/12/2024 | |
IVZ Idx USA Momentum TR Swap (Leg B) | -10351984 | -$19,903.59 | -0.01% | N/A | 06/27/2024 | ||
MSCI EAFE LowVol TR Swap (Leg B) | -9891875 | -$18,788.13 | -0.01% | N/A | 02/28/2024 | ||
IVZ Idx USA Low Vol TR Swap (Leg B) | -9959994 | -$19,133.32 | -0.01% | N/A | 06/26/2024 | ||
IVZ Idx EM Mmntm Vol Net TR Swap (Leg B) | -5988560 | -$17,029.12 | -0.01% | N/A | 02/23/2024 | ||
MSCI Emerg Low Vol TR Swap (Leg B) | -10196029 | -$29,041.67 | -0.01% | N/A | 02/26/2024 | ||
CASHJPY06 | JPY CURRENCY CASH | -2630000 | -$18,663.73 | -0.01% | 0.00 | ||
IVZ Idx USA Quality TR Swap (Leg B) | -10226635 | -$19,730.76 | -0.01% | N/A | 04/25/2024 | ||
MSCI EAFE Mmntm TR Swap (Leg B) | -10078290 | -$19,091.81 | -0.01% | N/A | 02/28/2024 | ||
MSCI EAFE Quality TR Swap (Leg B) | -10534426 | -$20,061.23 | -0.01% | N/A | 02/28/2024 | ||
CASHGBP00 | GBP CURRENCY CASH | -82800 | -$105,532.74 | -0.03% | 0.00 | ||
KCH4 | COFFEE 'C' FUTURE Mar24KCH4 | 35 | -$127,312.50 | -0.04% | N/A | 03/18/2024 | |
JBH4 | JPN 10Y BOND(OSE) Mar24JBH4 COMB | 64 | -$154,419.33 | -0.05% | N/A | 03/13/2024 | |
QSF4 | Low Su Gasoil G Jan24QSF4 | 86 | -$169,850.00 | -0.05% | N/A | 01/11/2024 | |
XMH4 | AUST 10Y BOND FUT Mar24XMH4 COMB | 364 | -$145,649.82 | -0.05% | N/A | 03/15/2024 | |
Kansas Wheat MS F0 Swap (Short) (Leg A) | -31700 | -$141,489.78 | -0.05% | N/A | 03/01/2024 | ||
RXH4 | EURO-BUND FUTURE Mar24RXH4 | 176 | -$211,954.42 | -0.07% | N/A | 03/07/2024 | |
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) | 12600 | -$424,592.28 | -0.14% | 0.00 | 06/17/2024 |
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.