Invesco Macro Allocation Strategy Fund
as of 06/30/2020
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Macro Alloc Factor
21.53
XM Australian 10 Year Bond Future
21.51
CN Canadian 10 Year Bond Future
18.54
TP Topix Futures
17.01
G Long Gilt Future
10.05
US US Long Bond Future
8.18
RTY Russ 2000 CME Mini Future
7.53
ES S&P 500 E-Mini Future
7.08
Z FTSE 100 Future
5.98
GC Gold 100 oz Future
5.89
VG DJ Euro Stoxx 50 Future
4.98
LP COPPER Nov2020
3.94
PT TSE 60 Futures
3.58
SI Silver Future 5000 oz
3.05
HI Hang Seng Futures
2.05
CC Cocoa Future
2.00
SB Sugar No11
1.11
LN Nickel Active Fut/Fwd
1.01
S Soybean Future
0.58
LX Zinc Active Fut/Fwd
0.00
LP COPPER Sep2020
0.00
LN Nickel Active Fut/Fwd
0.00
Invesco Cayman Commodity Fund V SPV
0.00
CO Brent Crude Jan2021
-0.27
MES MS Emerging Future
-0.32
XB Gasoline RBOB Future
-0.33
LX Zinc Active Fut/Fwd
-0.67
CL WTI Crude Jan2021
-0.78
CT Cotton No2 Future
-0.80
SM Soybean Meal Future
-0.97
KW Wheat Future
-1.18
HO Heating Oil ULSD Dec2020
-1.72
KC Coffee Future
-1.74
W Wheat Future
-2.12
QS Gas Oil Future
-2.89
LA Aluminum Fut/Fwd
-3.44
BO Soybean Oil Future
-3.62
MXEF Emerging Idx PUT Option LST 07
-4.03
S&P 500 Mini Put Option LST 07/17
-4.08
MXEA EAFE Idx PUT Option LST 07/17
-4.29
C Corn Future
-4.36
MFS MSCI EAFE Future
-4.66
NG Natural Gas Future
-5.22
LH Lean Hogs Future
-6.91
RX Euro-Bund Future
-10.39
MFS MSCI EAFE Future
-11.06
ES S&P 500 E-Mini Future
-11.13
BJ Japan 10 Yr Mini Future
-32.23
as of 06/30/2020
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Macro Alloc Factor | 21.53 | ||
XM Australian 10 Year Bond Future | 21.51 | ||
CN Canadian 10 Year Bond Future | 18.54 | ||
TP Topix Futures | 17.01 | ||
G Long Gilt Future | 10.05 | ||
US US Long Bond Future | 8.18 | ||
RTY Russ 2000 CME Mini Future | 7.53 | ||
ES S&P 500 E-Mini Future | 7.08 | ||
Z FTSE 100 Future | 5.98 | ||
GC Gold 100 oz Future | 5.89 | ||
VG DJ Euro Stoxx 50 Future | 4.98 | ||
LP COPPER Nov2020 | 3.94 | ||
PT TSE 60 Futures | 3.58 | ||
SI Silver Future 5000 oz | 3.05 | ||
HI Hang Seng Futures | 2.05 | ||
CC Cocoa Future | 2.00 | ||
SB Sugar No11 | 1.11 | ||
LN Nickel Active Fut/Fwd | 1.01 | ||
S Soybean Future | 0.58 | ||
LX Zinc Active Fut/Fwd | 0.00 | ||
LP COPPER Sep2020 | 0.00 | ||
LN Nickel Active Fut/Fwd | 0.00 | ||
Invesco Cayman Commodity Fund V SPV | 0.00 | ||
CO Brent Crude Jan2021 | -0.27 | ||
MES MS Emerging Future | -0.32 | ||
XB Gasoline RBOB Future | -0.33 | ||
LX Zinc Active Fut/Fwd | -0.67 | ||
CL WTI Crude Jan2021 | -0.78 | ||
CT Cotton No2 Future | -0.80 | ||
SM Soybean Meal Future | -0.97 | ||
KW Wheat Future | -1.18 | ||
HO Heating Oil ULSD Dec2020 | -1.72 | ||
KC Coffee Future | -1.74 | ||
W Wheat Future | -2.12 | ||
QS Gas Oil Future | -2.89 | ||
LA Aluminum Fut/Fwd | -3.44 | ||
BO Soybean Oil Future | -3.62 | ||
MXEF Emerging Idx PUT Option LST 07 | -4.03 | ||
S&P 500 Mini Put Option LST 07/17 | -4.08 | ||
MXEA EAFE Idx PUT Option LST 07/17 | -4.29 | ||
C Corn Future | -4.36 | ||
MFS MSCI EAFE Future | -4.66 | ||
NG Natural Gas Future | -5.22 | ||
LH Lean Hogs Future | -6.91 | ||
RX Euro-Bund Future | -10.39 | ||
MFS MSCI EAFE Future | -11.06 | ||
ES S&P 500 E-Mini Future | -11.13 | ||
BJ Japan 10 Yr Mini Future | -32.23 |