Invesco Macro Allocation Strategy Fund

as of 12/31/2018

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
G Long Gilt Future 23.38
XM Australian 10 Year Bond Future 20.56
RX Euro-Bund Future 19.21
CN Canadian 10 Year Bond Future 16.64
BJ Japan 10 Yr Mini Future 14.59
US US Long Bond Future 6.77
Nat Gas Seasonal BAML Swap (Long) 3.64
MES MS Emerging Future 2.01
TP Topix Futures 1.66
HI Hang Seng Futures 1.61
Copper BARC Optim Idx ER Swap (Long 1.40
ES S&P 500 E-Mini Future 0.92
Soymeal BARC GSCI 1-2 month ER Swap 0.86
Z FTSE 100 Future 0.62
VG DJ Euro Stoxx 50 Future 0.42
W Wheat Future 0.25
C Corn Future 0.24
Sugar GS GSCI Mar-Mar ER Swap (Shor -0.13
JPM S&P Gold ER Swap (Short) -0.37
S Soybean Future -0.56
CT Cotton No2 Future -0.70
Nickel BAML Optim Idx ER Swap (Shor -0.72
QS Gas Oil Future -0.75
Live Cattle BARC OY ER Swap (Short) -0.80
SI Silver Future 5000 oz -1.14
RTY Russ 2000 CME Mini Future -1.15
CL WTI Crude Jun2019 -1.37
LN Nickel Active Fut/Fwd -1.40
LH Lean Hogs Future -1.90
CC Cocoa Future -1.95
Aluminum MS GSCI Dynamic Roll Swap -1.96
XB Gasoline RBOB Future -2.00
KC Coffee Future -2.05
BO Soybean Oil Future -2.08
HO Heating Oil ULSD Mar2019 -2.40