Invesco Balanced-Risk Commodity Strategy Fund

as of 03/31/2019

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Soymeal GSCI 1-2 month ER Swap (Lon 6.91
S Soybean Future 6.60
XB Gasoline RBOB Future 5.82
Aluminum MACQ Dynamic ER Swap (Long 5.64
Commodity 3X EqWgt BARCAP20 CLN 5.29
Copper BAML Optim Idx ER Swap (Long 4.77
Copper CIBC Optim ExtdRoll Idx ER S 4.77
Sugar GS GSCI Mar-Mar ER Swap (Long 4.64
Brent Oil RBC OY ER Swap (Long) 4.49
CT Cotton No2 Future 4.26
Commodity 2X EqWgt BARC/WrldBnk 16 3.77
JPM S&P Gold ER Swap (Long) 2.93
Gold Idx BAML Gold ER Swap (Long) 2.93
Cotton GS Seasonal Swap (Long) 2.93
Sugar MACQ PrePrePre Mar-Mar ER Swa 2.84
Nat Gas Seasonal BAML Swap (Long) 2.74
Commodity 3X EqWgt BARCAP19 CLN 2.51
Heating Oil BARC OY ER Swap (Long) 2.24
GC Gold 100 oz Future 2.23
Silver MACQ Idx ER Swap (Long) 1.91
Nat Gas Seasonal BAML Swap (Long) 1.68
GasOil JPM Opt Roll Swap (Long) 1.68
Nickel F3 Swap BAML (Long) 1.64
W Wheat Future 1.55
WTI Roll Yield BARC ER Swap (Long) 1.50
Soybean Oil MS Opt Roll Swap (Long 1.39
Live Cattle BARC OY ER Swap (Long) 1.33
Brent Oil RBC OY ER Swap (Long) 1.26
GasOil JPM Opt Roll Swap (Long) 1.03
KC Coffee Future 0.99
CARG Gold ER Swap (Long) 0.91
C Corn Future 0.90
Heating Oil BARC OY ER Swap (Long) 0.89
Copper RBC Optim ExtdRoll Idx ER Sw 0.85
Cocoa Roll BARC (Long) 0.80
Copper CIBC Optim ExtdRoll Idx ER S 0.61
Zinc BAML Optim Idx ER Swap (Long) 0.55
Silver MACQ Idx ER Swap (Long) 0.52
WTI Roll Yield BARC ER Swap (Long) 0.20
Soymeal Ssnl BARC (Long) 0.03
Unlgas MACQ F0 Swap (Short) -0.27
Nickel MACQ F0 Swap (Short) -0.39
Cocoa BAML F0 ER Swap (Short) -0.71
Soybean MS F0 Swap (Short) -0.75
Kansas Wheat MS F0 Swap (Short) -0.82
Aluminum MACQ F0 Swap (Short) -0.92
Zinc MACQ F0 Swap (Short) -1.05
SoybeanOil CIBC Frnt Swap (Short) -1.43
Wheat MS F0 Swap (Short) -1.54
Coffee BAML F0 ER Swap (Short) -1.78
Lean Hogs BAML F0 ER Swap (Short) -1.94
Corn MS F0 Swap (Short) -2.22