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 |