Invesco Balanced-Risk Commodity Strategy Fund

as of 12/31/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Silver MACQ Idx ER Swap (Long) 8.83
Aluminum MACQ Dynamic ER Swap (Long 7.31
Commodity 3X EqWgt BARCAP27 CLN 6.94
Commodity 3X EqWgt CIBC CLN 6.79
GC Gold 100 oz Future 6.73
S Soybean Future 6.58
XB Gasoline RBOB Future 5.75
Copper BAML Optim Idx ER Swap (Long 4.43
Copper CIBC Optim ExtdRoll Idx ER S 4.42
Gold S&P JPM ER Swap (Long) 4.39
Soybean Oil MS Opt Roll Swap (Long 3.89
CT Cotton No2 Future 3.65
Soymeal Ssnl BARC (Long) 3.58
Cotton GS Seasonal Swap (Long) 3.58
Soymeal GSCI 1-2 month ER Swap (Lon 3.31
Soymeal BAML GSCI 1-2 month ER Swap 3.31
SoyBeans BARC Seasonal ER Swap (Lon 2.91
Brent Oil RBC OY ER Swap (Long) 2.90
Gold Idx BAML Gold ER Swap (Long) 2.87
KC Coffee Future 2.87
Cocoa Roll BARC (Long) 2.72
Heating Oil BARC OY ER Swap (Long) 2.41
Brent Oil BNP OY ER Swap (Long) 2.31
Sugar GS GSCI Mar-Mar ER Swap (Long 2.23
W Wheat Future 2.18
Soymeal BARC GSCI 1-2 month ER Swap 2.08
C Corn Future 1.99
Copper RBC Optim ExtdRoll Idx ER Sw 1.68
Gold Cargill ER Swap (Long) 1.62
WTI Roll Yield BARC ER Swap (Long) 1.51
Soybean Oil MS Opt Roll Swap (Long 1.39
SoyBeans BARC Seasonal ER Swap (Lon 1.35
LN Nickel Active Fut/Fwd 1.28
Live Cattle BARC OY ER Swap (Long) 1.17
Sugar MACQ PrePrePre Mar-Mar ER Swa 0.99
Copper CIBC Optim ExtdRoll Idx ER S 0.91
Zinc BAML Optim Idx ER Swap (Long) 0.76
Silver CIBC Swap ER CIBZSI (Long) 0.56
NG Natural Gas Future 0.44
Nat Gas Seasonal BAML Swap (Long) 0.41
Aluminum BAML OY ER Swap (Long) 0.36
Silver MACQ Idx ER Swap (Long) 0.33
Wheat Chicago Ssnl BARC (Long) 0.29
GasOil JPM Opt Roll Swap (Long) 0.28
Lean Hogs BAML F0 ER Swap (Short) -0.06
Aluminum MACQ F0 Swap (Short) -0.08
Nickel MACQ F0 Swap (Short) -0.30
Gasoil MACQ F0 Swap (Short) -0.31
Unlgas MACQ F0 Swap (Short) -0.32
Oil Brent MACQ F0 Swap (Short) -0.32
Oil Crude MACQ F0 Swap (Short) -0.35
Cocoa BAML F0 ER Swap (Short) -0.39
NatGas CIBC F0 Swap (Short) -0.68
Coffee BAML F0 ER Swap (Short) -0.89
Zinc MACQ F0 Swap (Short) -1.36
Kansas Wheat MS F0 Swap (Short) -2.32
Oil Heating MACQ F0 Swap (Short) -2.69
Corn MS F0 Swap (Short) -2.69