Invesco Balanced-Risk Commodity Strategy Fund

as of 06/30/2019

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
S Soybean Future 6.71
Aluminum MACQ Dynamic ER Swap (Long 5.66
XB Gasoline RBOB Future 5.63
Commodity 3X EqWgt BARCAP20 CLN 5.36
Brent Oil RBC OY ER Swap (Long) 4.75
Copper BAML Optim Idx ER Swap (Long 4.75
Sugar GS GSCI Mar-Mar ER Swap (Long 4.72
Copper CIBC Optim ExtdRoll Idx ER S 4.57
GC Gold 100 oz Future 4.08
CT Cotton No2 Future 4.06
Commodity 2X EqWgt BARC/WrldBnk 16 3.83
Silver MACQ Idx ER Swap (Long) 3.41
Soymeal BAML GSCI 1-2 month ER Swap 3.37
Soymeal GSCI 1-2 month ER Swap (Lon 3.35
JPM S&P Gold ER Swap (Long) 3.13
Gold Idx BAML Gold ER Swap (Long) 3.13
Cotton GS Seasonal Swap (Long) 2.58
Commodity 3X EqWgt BARCAP19 CLN 2.55
Heating Oil BARC OY ER Swap (Long) 2.19
W Wheat Future 2.10
Sugar MACQ PrePrePre Mar-Mar ER Swa 2.05
WTI Roll Yield BARC ER Swap (Long) 1.95
C Corn Future 1.88
KC Coffee Future 1.52
GasOil JPM Opt Roll Swap (Long) 1.52
Soybean Oil MS Opt Roll Swap (Long 1.44
Brent Oil RBC OY ER Swap (Long) 1.31
Nat Gas Seasonal BAML Swap (Long) 1.27
GasOil JPM Opt Roll Swap (Long) 1.02
Heating Oil BARC OY ER Swap (Long) 0.93
Cocoa Roll BARC (Long) 0.80
UNLGAS OptRoll Swap BAML (Long) 0.71
CARG Gold ER Swap (Long) 0.63
Zinc F3 Swap BAML (Long) 0.58
Copper CIBC Optim ExtdRoll Idx ER S 0.58
Nickel F3 Swap BAML (Long) 0.46
Nat Gas Seasonal BAML Swap (Long) 0.38
CC Cocoa Future 0.37
WTI Roll Yield BARC ER Swap (Long) 0.23
Wheat Chicago Ssnl BARC (Long) 0.12
Live Cattle BAML F0 ER Swap (Short) -0.25
Silver CIBC Swap ER CIBZSI (Short) -0.38
Lean Hogs BAML F0 ER Swap (Short) -0.50
Zinc MACQ F0 Swap (Short) -0.71
Kansas Wheat MS F0 Swap (Short) -0.79
Soybean MS F0 Swap (Short) -0.80
Nickel MACQ F0 Swap (Short) -1.15
Soymeal MS F0 Swap (Short) -1.19
SoybeanOil CIBC Frnt Swap (Short) -1.53
Coffee BAML F0 ER Swap (Short) -1.84
Corn MS F0 Swap (Short) -2.22
Aluminum MACQ F0 Swap (Short) -2.51