Invesco Macro Allocation Strategy Fund
as of 09/30/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Invesco Government & Agency Portfol
24.77
United States Treasury Floating Rat
5.33
04/30/2024
14.95
United States Treasury Floating Rat
5.39
01/31/2024
14.93
Invesco Treasury Portfolio
14.49
Invesco US Dollar Liquidity Portfol
10.51
Invesco Liquid Assets Portfolio
9.16
CASH & EQUIVALENTS
0.00
6.45
Invesco Short Term Treasury ETF
4.20
August 24 Puts on XSPXSP US 08/16/2
08/16/2024
0.11
September 24 Puts on XSPXSP US 09/2
09/20/2024
0.10
July 24 Puts on XSPXSP US 07/19/24
07/19/2024
0.09
June 24 Puts on XSPXSP US 06/21/24
06/21/2024
0.05
May 24 Puts on XSPXSP US 05/17/24 P
05/17/2024
0.05
April 24 Puts on XSPXSP US 04/19/24
04/19/2024
0.04
February 24 Puts on XSPXSP US 02/16
02/16/2024
0.03
March 24 Puts on XSPXSP US 03/15/24
03/15/2024
0.02
Morgan Stanley Capital Services LLC
07/08/2024
0.02
December 23 Puts on XSPXSP US 12/15
12/15/2023
0.02
January 24 Puts on XSPXSP US 01/19/
01/19/2024
0.01
November 23 Puts on XSPXSP US 11/17
11/17/2023
0.00
JPMorgan Chase Bank NA
04/26/2024
0.00
October 23 Puts on XSPXSP US 10/20/
10/20/2023
0.00
JPMorgan Chase Bank NA
11/21/2023
-0.00
Bank of America NA
02/22/2024
-0.00
Goldman Sachs International
11/24/2023
-0.00
JPMorgan Chase Bank NA
11/27/2023
-0.00
BNP Paribas SA
11/28/2023
-0.00
Bank of America NA
11/27/2023
-0.00
Bank of America NA
11/27/2023
-0.00
JPMorgan Chase Bank NA
01/25/2024
-0.00
BNP Paribas SA
03/28/2024
-0.00
BNP Paribas SA
11/28/2023
-0.00
JPMorgan Chase Bank NA
03/22/2024
-0.01
Barclays Bank PLC
03/07/2024
-0.01
JPMorgan Chase Bank NA
11/27/2023
-0.01
JPMorgan Chase Bank NA
02/23/2024
-0.01
Barclays Bank PLC
06/20/2024
-0.01
Canadian Imperial Bank of Commerce
02/06/2024
-0.02
JPMorgan Chase Bank NA
02/26/2024
-0.03
JPMorgan Chase Bank NA
03/28/2024
-0.04
JPMorgan Chase Bank NA
02/26/2024
-0.05
BNP Paribas SA
11/28/2023
-0.08
BNP Paribas SA
11/28/2023
-0.09
JPMorgan Chase Bank NA
11/29/2023
-0.09
BNP Paribas SA
11/28/2023
-0.10
JPMorgan Chase Bank NA
11/28/2023
-0.11
JPMorgan Chase Bank NA
10/25/2023
-0.11
Macquarie Bank Ltd
04/22/2024
-0.14
as of 09/30/2023
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Invesco Government & Agency Portfol | 24.77 | ||
United States Treasury Floating Rat | 5.33 | 04/30/2024 | 14.95 |
United States Treasury Floating Rat | 5.39 | 01/31/2024 | 14.93 |
Invesco Treasury Portfolio | 14.49 | ||
Invesco US Dollar Liquidity Portfol | 10.51 | ||
Invesco Liquid Assets Portfolio | 9.16 | ||
CASH & EQUIVALENTS | 0.00 | 6.45 | |
Invesco Short Term Treasury ETF | 4.20 | ||
August 24 Puts on XSPXSP US 08/16/2 | 08/16/2024 | 0.11 | |
September 24 Puts on XSPXSP US 09/2 | 09/20/2024 | 0.10 | |
July 24 Puts on XSPXSP US 07/19/24 | 07/19/2024 | 0.09 | |
June 24 Puts on XSPXSP US 06/21/24 | 06/21/2024 | 0.05 | |
May 24 Puts on XSPXSP US 05/17/24 P | 05/17/2024 | 0.05 | |
April 24 Puts on XSPXSP US 04/19/24 | 04/19/2024 | 0.04 | |
February 24 Puts on XSPXSP US 02/16 | 02/16/2024 | 0.03 | |
March 24 Puts on XSPXSP US 03/15/24 | 03/15/2024 | 0.02 | |
Morgan Stanley Capital Services LLC | 07/08/2024 | 0.02 | |
December 23 Puts on XSPXSP US 12/15 | 12/15/2023 | 0.02 | |
January 24 Puts on XSPXSP US 01/19/ | 01/19/2024 | 0.01 | |
November 23 Puts on XSPXSP US 11/17 | 11/17/2023 | 0.00 | |
JPMorgan Chase Bank NA | 04/26/2024 | 0.00 | |
October 23 Puts on XSPXSP US 10/20/ | 10/20/2023 | 0.00 | |
JPMorgan Chase Bank NA | 11/21/2023 | -0.00 | |
Bank of America NA | 02/22/2024 | -0.00 | |
Goldman Sachs International | 11/24/2023 | -0.00 | |
JPMorgan Chase Bank NA | 11/27/2023 | -0.00 | |
BNP Paribas SA | 11/28/2023 | -0.00 | |
Bank of America NA | 11/27/2023 | -0.00 | |
Bank of America NA | 11/27/2023 | -0.00 | |
JPMorgan Chase Bank NA | 01/25/2024 | -0.00 | |
BNP Paribas SA | 03/28/2024 | -0.00 | |
BNP Paribas SA | 11/28/2023 | -0.00 | |
JPMorgan Chase Bank NA | 03/22/2024 | -0.01 | |
Barclays Bank PLC | 03/07/2024 | -0.01 | |
JPMorgan Chase Bank NA | 11/27/2023 | -0.01 | |
JPMorgan Chase Bank NA | 02/23/2024 | -0.01 | |
Barclays Bank PLC | 06/20/2024 | -0.01 | |
Canadian Imperial Bank of Commerce | 02/06/2024 | -0.02 | |
JPMorgan Chase Bank NA | 02/26/2024 | -0.03 | |
JPMorgan Chase Bank NA | 03/28/2024 | -0.04 | |
JPMorgan Chase Bank NA | 02/26/2024 | -0.05 | |
BNP Paribas SA | 11/28/2023 | -0.08 | |
BNP Paribas SA | 11/28/2023 | -0.09 | |
JPMorgan Chase Bank NA | 11/29/2023 | -0.09 | |
BNP Paribas SA | 11/28/2023 | -0.10 | |
JPMorgan Chase Bank NA | 11/28/2023 | -0.11 | |
JPMorgan Chase Bank NA | 10/25/2023 | -0.11 | |
Macquarie Bank Ltd | 04/22/2024 | -0.14 |