Invesco Balanced-Risk Allocation Fund
as of 09/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
CN Canadian 10 Year Bond Future
22.58
XM Australian 10 Year Bond Future
21.20
TP Topix Futures
11.57
US US Long Bond Future
9.24
Z FTSE 100 Future
7.68
VG DJ Euro Stoxx 50 Future
7.57
RTY Russ 2000 CME Mini Future
5.84
HI Hang Seng Futures
5.82
ES S&P 500 E-Mini Future
5.76
G Long Gilt Future
5.30
Agric 2X FLEX Index RBC
5.26
Agric 2X FLEX Index CIBC
4.09
Agric FLEX Index 2019-02 CARG Swap
2.38
SI Silver Future 5000 oz
2.37
XB Gasoline RBOB Future
2.20
CO Brent Crude May2021
2.09
HI Hang Seng Swap Future
1.93
Gold Cargill ER Swap (Long)
1.75
Gold Idx BAML Gold ER Swap (Long)
1.75
Copper CIBC Optim ExtdRoll Idx ER S
1.59
Aluminum MS GSCI Dynamic Roll Swap
1.43
Gold S&P JPM ER Swap (Long)
1.40
Copper BARC Optim Idx ER Swap (Long
1.22
Copper BAML Optim Idx ER Swap (Long
1.17
CL WTI Crude Apr2021
0.96
Nat Gas Seasonal BAML Swap (Long)
0.75
GasOil JPM Opt Roll Swap (Long)
0.67
Aluminum MACQ Dynamic ER Swap (Long
0.65
HO Heating Oil ULSD Mar2021
0.49
as of 09/30/2020
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
CN Canadian 10 Year Bond Future | 22.58 | ||
XM Australian 10 Year Bond Future | 21.20 | ||
TP Topix Futures | 11.57 | ||
US US Long Bond Future | 9.24 | ||
Z FTSE 100 Future | 7.68 | ||
VG DJ Euro Stoxx 50 Future | 7.57 | ||
RTY Russ 2000 CME Mini Future | 5.84 | ||
HI Hang Seng Futures | 5.82 | ||
ES S&P 500 E-Mini Future | 5.76 | ||
G Long Gilt Future | 5.30 | ||
Agric 2X FLEX Index RBC | 5.26 | ||
Agric 2X FLEX Index CIBC | 4.09 | ||
Agric FLEX Index 2019-02 CARG Swap | 2.38 | ||
SI Silver Future 5000 oz | 2.37 | ||
XB Gasoline RBOB Future | 2.20 | ||
CO Brent Crude May2021 | 2.09 | ||
HI Hang Seng Swap Future | 1.93 | ||
Gold Cargill ER Swap (Long) | 1.75 | ||
Gold Idx BAML Gold ER Swap (Long) | 1.75 | ||
Copper CIBC Optim ExtdRoll Idx ER S | 1.59 | ||
Aluminum MS GSCI Dynamic Roll Swap | 1.43 | ||
Gold S&P JPM ER Swap (Long) | 1.40 | ||
Copper BARC Optim Idx ER Swap (Long | 1.22 | ||
Copper BAML Optim Idx ER Swap (Long | 1.17 | ||
CL WTI Crude Apr2021 | 0.96 | ||
Nat Gas Seasonal BAML Swap (Long) | 0.75 | ||
GasOil JPM Opt Roll Swap (Long) | 0.67 | ||
Aluminum MACQ Dynamic ER Swap (Long | 0.65 | ||
HO Heating Oil ULSD Mar2021 | 0.49 |