Invesco Balanced-Risk Commodity Strategy Fund
as of
03/31/2018
Complete Quarterly Holdings
| Security | Coupon | Maturity | Net Assets (%) |
|---|---|---|---|
| Soymeal GSCI 1-2 month ER Swap | 8.11 | ||
| Aluminum MACQ Dynamic ER Swap | 7.45 | ||
| UL (RT) Gasoline RBOB ClearPort | 7.32 | ||
| Commodity 3X EqWgt BARCAP15 CLN | 7.05 | ||
| JPM S&P Gold ER Swap | 5.21 | ||
| Gold Idx BAML Gold ER Swap | 5.21 | ||
| Cotton GS Seasonal Swap | 4.49 | ||
| Sugar GS GSCI Mar-Mar ER Swap | 4.48 | ||
| Copper BAML Optim Idx ER Swap | 4.48 | ||
| Silver MACQ Idx ER Swap | 4.40 | ||
| Commodity 2X EqWgt BARC/WrldBnk 14 | 4.36 | ||
| SoyBeans BARC Seasonal ER Swap | 4.32 | ||
| Copper CIBC Optim ExtdRoll Idx ER S | 4.30 | ||
| CT Cotton No2 Future | 4.19 | ||
| Brent Oil RBC OY ER Swap | 4.02 | ||
| S Soybean Future | 3.39 | ||
| Heating Oil BARC OY ER Swap | 2.84 | ||
| Sugar MACQ PrePrePre Mar-Mar ER Swa | 2.60 | ||
| Nat Gas Seasonal BAML Swap | 2.46 | ||
| C Corn Future | 2.36 | ||
| W Wheat Future | 2.23 | ||
| Zinc BAML Optim Idx ER Swap | 2.13 | ||
| WTI Roll Yield BARC ER Swap | 1.96 | ||
| Soybean Oil MS Opt Roll Swap | 1.92 | ||
| LN Nickel Active Future | 1.61 | ||
| GasOil JPM Opt Roll Swap | 1.60 | ||
| KC Coffee Future | 1.40 | ||
| Copper RBC Optim ExtdRoll Idx ER Sw | 1.33 | ||
| DGL PS Gold | 0.94 | ||
| CC Cocoa Future | 0.66 | ||
| Live Cattle BARC OY ER Swap | 0.59 | ||
| Gold RBC ER Swap | 0.35 | ||
| LH Lean Hogs Future | -0.18 |