Invesco Macro Allocation Strategy Fund

as of 03/31/2019

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
RX Euro-Bund Future 27.40
XM Australian 10 Year Bond Future 26.14
CN Canadian 10 Year Bond Future 13.34
PT TSE 60 Futures 10.68
Z FTSE 100 Future 10.07
G Long Gilt Future 9.03
ES S&P 500 E-Mini Future 8.27
TP Topix Futures 7.70
VG DJ Euro Stoxx 50 Future 7.53
RTY Russ 2000 CME Mini Future 7.02
BJ Japan 10 Yr Mini Future 6.13
MES MS Emerging Future 4.68
HI Hang Seng Futures 4.32
Nat Gas Seasonal BAML Swap (Long) 2.95
US US Long Bond Future 2.79
Live Cattle BARC OY ER Swap (Long) 2.47
CO Brent Crude Oct2019 2.33
QS Gas Oil Future 1.98
Copper BARC Optim Idx ER Swap (Long 1.94
HO Heating Oil ULSD May2019 1.16
LN Nickel Active Fut/Fwd 0.72
Nickel BAML Optim Idx ER Swap (Long 0.16
Zinc BAML Optim Idx ER Swap (Long) 0.15
LH Lean Hogs Future 0.14
Sugar GS GSCI Mar-Mar ER Swap (Long 0.12
JPM S&P Gold ER Swap (Short) -0.45
CL WTI Crude Oct2019 -0.56
CC Cocoa Future -0.79
XB Gasoline RBOB Future -1.11
CT Cotton No2 Future -1.41
Soymeal BARC GSCI 1-2 month ER Swap -1.44
Kansas Wheat MS F0 Swap (Short) -1.96
S Soybean Future -1.99
BO Soybean Oil Future -2.23
W Wheat Future -2.43
SI Silver Future 5000 oz -3.35
KC Coffee Future -3.65
Aluminum MS GSCI Dynamic Roll Swap -4.21
C Corn Future -4.27