Invesco Balanced-Risk Commodity Strategy Fund

as of 09/30/2019

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Commodity 3X EqWgt BARCAP20 CLN 7.36
S Soybean Future 6.51
Aluminum MACQ Dynamic ER Swap (Long 5.49
Commodity 2X EqWgt BARC/WrldBnk 16 5.26
Silver MACQ Idx ER Swap (Long) 5.22
Sugar GS GSCI Mar-Mar ER Swap (Long 5.01
Copper BAML Optim Idx ER Swap (Long 4.88
GC Gold 100 oz Future 4.82
XB Gasoline RBOB Future 4.75
CT Cotton No2 Future 4.41
Brent Oil RBC OY ER Swap (Long) 3.79
Commodity 3X EqWgt BARCAP19 CLN 3.49
Soymeal GSCI 1-2 month ER Swap (Lon 3.45
Cocoa Roll BARC (Long) 3.42
Copper CIBC Optim ExtdRoll Idx ER S 3.28
Heating Oil BARC OY ER Swap (Long) 3.05
Soymeal BAML GSCI 1-2 month ER Swap 2.96
Gold Idx BAML Gold ER Swap (Long) 2.91
JPM S&P Gold ER Swap (Long) 2.91
Cotton GS Seasonal Swap (Long) 2.30
Zinc F3 Swap BAML (Long) 2.26
W Wheat Future 1.83
Soybean Oil MS Opt Roll Swap (Long 1.82
C Corn Future 1.66
Sugar MACQ PrePrePre Mar-Mar ER Swa 1.65
WTI Roll Yield BARC ER Swap (Long) 1.52
Copper CIBC Optim ExtdRoll Idx ER S 1.35
KC Coffee Future 1.28
Nat Gas Seasonal BAML Swap (Long) 1.26
Soybean Oil MS Opt Roll Swap (Long 1.25
Nickel F3 Swap BAML (Long) 0.96
GasOil JPM Opt Roll Swap (Long) 0.76
CARG Gold ER Swap (Long) 0.76
SoyBeans BARC Seasonal ER Swap (Lon 0.74
Silver MACQ Idx ER Swap (Long) 0.71
UNLGAS OptRoll Swap BAML (Long) 0.62
LN Nickel Active Fut/Fwd 0.33
WTI Roll Yield BARC ER Swap (Long) 0.32
Brent Oil RBC OY ER Swap (Long) 0.09
Gasoil MACQ F0 Swap (Short) -0.07
Lean Hogs BAML F0 ER Swap (Short) -0.22
Oil Heating MACQ F0 Swap (Short) -0.31
Cocoa BAML F0 ER Swap (Short) -0.64
NatGas CIBC F0 Swap (Short) -0.68
Soymeal MS F0 Swap (Short) -1.09
Corn MS F0 Swap (Short) -1.36
Zinc MACQ F0 Swap (Short) -1.44
Live Cattle BAML F0 ER Swap (Short) -1.50
Kansas Wheat MS F0 Swap (Short) -1.58
Coffee BAML F0 ER Swap (Short) -1.80
Wheat MS F0 Swap (Short) -2.39
Aluminum MACQ F0 Swap (Short) -3.90