Invesco Macro Allocation Strategy Fund

as of 06/30/2019

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
XM Australian 10 Year Bond Future 27.76
CN Canadian 10 Year Bond Future 16.98
G Long Gilt Future 12.87
US US Long Bond Future 7.91
PT TSE 60 Futures 7.15
VG DJ Euro Stoxx 50 Future 5.07
Z FTSE 100 Future 5.04
TP Topix Futures 3.87
ES S&P 500 E-Mini Future 2.64
JPM S&P Gold ER Swap (Long) 2.26
CC Cocoa Future 2.10
CO Brent Crude Oct2019 0.96
MES MS Emerging Future 0.79
HI Hang Seng Futures 0.55
W Wheat Future 0.32
C Corn Future 0.26
XB Gasoline RBOB Future 0.24
Copper BARC Optim Idx ER Swap (Shor -0.14
RTY Russ 2000 CME Mini Future -0.23
Nickel BAML Optim Idx ER Swap (Shor -1.04
CT Cotton No2 Future -1.19
Sugar GS GSCI Mar-Mar ER Swap (Shor -1.20
CL WTI Crude Jan2020 -1.21
QS Gas Oil Future -1.26
Kansas Wheat MS F0 Swap (Short) -1.33
Soymeal BARC GSCI 1-2 month ER Swap -1.37
S Soybean Future -1.38
Zinc BAML Optim Idx ER Swap (Short) -1.52
LN Nickel Active Fut/Fwd -1.59
HO Heating Oil ULSD Dec2019 -1.73
Live Cattle BARC OY ER Swap (Short) -2.27
NG Natural Gas Future -2.33
LH Lean Hogs Future -2.72
BO Soybean Oil Future -2.90
KC Coffee Future -3.19
SI Silver Future 5000 oz -3.21
Aluminum MS GSCI Dynamic Roll Swap -6.93