Invesco Balanced-Risk Commodity Strategy Fund

as of 09/30/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
GC Gold 100 oz Future 8.81
S Soybean Future 8.26
Commodity 3X EqWgt BARCAP26 CLN 7.66
Commodity 3X EqWgt CIBC CLN 7.31
Silver MACQ Idx ER Swap 6.81
Aluminum MACQ Dynamic ER Swap 6.40
Copper CIBC Optim ExtdRoll Idx ER S 4.74
Copper BAML Optim Idx ER Swap 4.74
XB Gasoline RBOB Future 4.47
Gold S&P JPM ER Swap 4.33
CT Cotton No2 Future 4.13
Cocoa Roll BARC 3.84
Soymeal BAML GSCI 1-2 month ER Swap 3.64
Soymeal GSCI 1-2 month ER Swap 3.63
Sugar GS GSCI Mar-Mar ER Swap 3.07
Cotton GS Seasonal Swap 3.00
Copper CIBC Optim ExtdRoll Idx ER S 2.99
Gold Idx BAML Gold ER Swap 2.83
SoyBeans BARC Seasonal ER Swap 2.75
KC Coffee Future 2.45
W Wheat Future 2.27
Soymeal BARC GSCI 1-2 month ER Swap 2.22
Brent Oil BNP OY ER Swap 2.21
C Corn Future 2.14
Brent Oil RBC OY ER Swap 2.04
Nat Gas Seasonal BAML Swap 1.80
Soybean Oil MS Opt Roll Swap 1.34
Wheat Chicago Ssnl BARC 1.03
Heating Oil BARC OY ER Swap 0.98
Gold Cargill ER Swap 0.92
Soybean Oil MS Opt Roll Swap 0.91
UNLGAS OptRoll Swap BAML 0.82
WTI Roll Yield BARC ER Swap 0.75
Coffee Ssnl BARC 0.55
Copper RBC Optim ExtdRoll Idx ER Sw 0.54
Soymeal Ssnl BARC 0.53
NG Natural Gas Future 0.50
Silver MACQ Idx ER Swap 0.23
S Soybean Future 0.02
Silver CIBC Swap ER CIBZSI -0.09
Live Cattle BAML F0 ER Swap -0.10
Silver BARC Idx ER Swap -0.12
GasOil JPM Opt Roll Swap -0.23
Oil Heating MACQ F0 Swap -0.24
Zinc MACQ F0 Swap -0.25
Gasoil MACQ F0 Swap -0.25
Oil Brent MACQ F0 Swap -0.27
Oil Crude MACQ F0 Swap -0.30
Zinc MACQ F0 Swap -0.98
Cocoa BAML F0 ER Swap -1.19
Nickel MACQ F0 Swap -1.26
NatGas CIBC F0 Swap -2.22
Kansas Wheat MS F0 Swap -2.22
Lean Hogs BAML F0 ER Swap -2.36
Corn MS F0 Swap -3.02
Aluminum MACQ F0 Swap -3.91