Invesco Macro Allocation Strategy Fund
as of 09/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Macro Alloc Factor
22.30
TP Topix Futures
14.15
CN Canadian 10 Year Bond Future
10.29
PT TSE 60 Futures
9.39
VG DJ Euro Stoxx 50 Future
8.95
RTY Russ 2000 CME Mini Future
7.35
HI Hang Seng Futures
6.98
Z FTSE 100 Future
6.28
GC Gold 100 oz Future
5.29
XM Australian 10 Year Bond Future
4.77
S Soybean Future
4.45
US US Long Bond Future
4.26
MES MS Emerging Future
4.12
CC Cocoa Future
3.88
Copper BARC Optim Idx ER Swap (Long
3.61
G Long Gilt Future
3.40
ES S&P 500 E-Mini Future
2.70
SM Soybean Meal Future
2.47
SI Silver Future 5000 oz
2.21
Copper BAML Optim Idx ER Swap (Long
1.89
KC Coffee Future
1.72
XB Gasoline RBOB Future
1.52
W Wheat Future
1.46
BO Soybean Oil Future
1.21
SB Sugar No11
0.88
CT Cotton No2 Future
0.62
CO Brent Crude May2021
0.17
S Soybean Future
0.16
LP COPPER Nov2020
0.00
LP COPPER Oct2020
0.00
LC Live Cattle Future
-0.17
CL WTI Crude Apr2021
-0.31
QS Gas Oil Future
-0.73
LX Zinc Active Fut/Fwd
-0.90
HO Heating Oil ULSD Mar2021
-1.09
LN Nickel Active Fut/Fwd
-1.54
LH Lean Hogs Future
-2.33
KW Wheat Future
-2.44
MXEF Emerging Idx PUT Option LST 10
-2.76
NG Natural Gas Future
-3.03
C Corn Future
-3.61
Aluminum MS GSCI Dynamic Roll Swap
-4.67
MXEA EAFE Idx PUT Option LST 10/16
-5.41
S&P 500 Mini Put Option LST 10/16
-5.46
MFS MSCI EAFE Future
-5.62
BJ Japan 10 Yr Mini Future
-8.13
ES S&P 500 E-Mini Future
-10.98
MFS MSCI EAFE Future
-11.15
RX Euro-Bund Future
-12.42
as of 09/30/2020
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Macro Alloc Factor | 22.30 | ||
TP Topix Futures | 14.15 | ||
CN Canadian 10 Year Bond Future | 10.29 | ||
PT TSE 60 Futures | 9.39 | ||
VG DJ Euro Stoxx 50 Future | 8.95 | ||
RTY Russ 2000 CME Mini Future | 7.35 | ||
HI Hang Seng Futures | 6.98 | ||
Z FTSE 100 Future | 6.28 | ||
GC Gold 100 oz Future | 5.29 | ||
XM Australian 10 Year Bond Future | 4.77 | ||
S Soybean Future | 4.45 | ||
US US Long Bond Future | 4.26 | ||
MES MS Emerging Future | 4.12 | ||
CC Cocoa Future | 3.88 | ||
Copper BARC Optim Idx ER Swap (Long | 3.61 | ||
G Long Gilt Future | 3.40 | ||
ES S&P 500 E-Mini Future | 2.70 | ||
SM Soybean Meal Future | 2.47 | ||
SI Silver Future 5000 oz | 2.21 | ||
Copper BAML Optim Idx ER Swap (Long | 1.89 | ||
KC Coffee Future | 1.72 | ||
XB Gasoline RBOB Future | 1.52 | ||
W Wheat Future | 1.46 | ||
BO Soybean Oil Future | 1.21 | ||
SB Sugar No11 | 0.88 | ||
CT Cotton No2 Future | 0.62 | ||
CO Brent Crude May2021 | 0.17 | ||
S Soybean Future | 0.16 | ||
LP COPPER Nov2020 | 0.00 | ||
LP COPPER Oct2020 | 0.00 | ||
LC Live Cattle Future | -0.17 | ||
CL WTI Crude Apr2021 | -0.31 | ||
QS Gas Oil Future | -0.73 | ||
LX Zinc Active Fut/Fwd | -0.90 | ||
HO Heating Oil ULSD Mar2021 | -1.09 | ||
LN Nickel Active Fut/Fwd | -1.54 | ||
LH Lean Hogs Future | -2.33 | ||
KW Wheat Future | -2.44 | ||
MXEF Emerging Idx PUT Option LST 10 | -2.76 | ||
NG Natural Gas Future | -3.03 | ||
C Corn Future | -3.61 | ||
Aluminum MS GSCI Dynamic Roll Swap | -4.67 | ||
MXEA EAFE Idx PUT Option LST 10/16 | -5.41 | ||
S&P 500 Mini Put Option LST 10/16 | -5.46 | ||
MFS MSCI EAFE Future | -5.62 | ||
BJ Japan 10 Yr Mini Future | -8.13 | ||
ES S&P 500 E-Mini Future | -10.98 | ||
MFS MSCI EAFE Future | -11.15 | ||
RX Euro-Bund Future | -12.42 |