Invesco Macro Allocation Strategy Fund
as of 09/30/2019
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
XM Australian 10 Year Bond Future
29.83
CN Canadian 10 Year Bond Future
20.62
PT TSE 60 Futures
11.96
G Long Gilt Future
9.55
US US Long Bond Future
9.39
VG DJ Euro Stoxx 50 Future
9.24
TP Topix Futures
7.96
Z FTSE 100 Future
6.56
HI Hang Seng Futures
4.80
SI Silver Future 5000 oz
3.38
Gold Idx BAML Gold ER Swap (Long)
3.12
ES S&P 500 E-Mini Future
2.69
JPM S&P Gold ER Swap (Long)
2.28
RTY Russ 2000 CME Mini Future
1.65
CC Cocoa Future
1.06
Nickel BAML Optim Idx ER Swap (Long
0.94
BO Soybean Oil Future
0.82
LN Nickel Active Fut/Fwd
0.74
XB Gasoline RBOB Future
0.48
CO Brent Crude Jan2020
-0.21
S Soybean Future
-0.33
CL WTI Crude Jan2020
-0.58
QS Gas Oil Future
-1.05
Sugar GS GSCI Mar-Mar ER Swap (Shor
-1.10
CT Cotton No2 Future
-1.10
HO Heating Oil ULSD Mar2020
-1.12
Zinc BAML Optim Idx ER Swap (Short)
-1.22
LH Lean Hogs Future
-1.36
MES MS Emerging Future
-1.81
Soymeal BARC GSCI 1-2 month ER Swap
-2.14
C Corn Future
-2.24
W Wheat Future
-2.96
NG Natural Gas Future
-2.99
KC Coffee Future
-3.43
Kansas Wheat MS F0 Swap (Short)
-3.95
MXEF Emerging Idx PUT Option LST 10
-4.01
MXEA EAFE Idx CALL Option LST 10/18
-4.08
S&P 500 Mini Put Option LST 10/18
-4.15
MXEF Emerging Idx CALL Option LST 1
-4.38
S&P 500 Mini Call Option LST 10/18
-4.45
MFS MSCI EAFE Future
-4.46
Live Cattle BARC OY ER Swap (Short)
-4.93
Aluminum MS GSCI Dynamic Roll Swap
-7.61
as of 09/30/2019
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
XM Australian 10 Year Bond Future | 29.83 | ||
CN Canadian 10 Year Bond Future | 20.62 | ||
PT TSE 60 Futures | 11.96 | ||
G Long Gilt Future | 9.55 | ||
US US Long Bond Future | 9.39 | ||
VG DJ Euro Stoxx 50 Future | 9.24 | ||
TP Topix Futures | 7.96 | ||
Z FTSE 100 Future | 6.56 | ||
HI Hang Seng Futures | 4.80 | ||
SI Silver Future 5000 oz | 3.38 | ||
Gold Idx BAML Gold ER Swap (Long) | 3.12 | ||
ES S&P 500 E-Mini Future | 2.69 | ||
JPM S&P Gold ER Swap (Long) | 2.28 | ||
RTY Russ 2000 CME Mini Future | 1.65 | ||
CC Cocoa Future | 1.06 | ||
Nickel BAML Optim Idx ER Swap (Long | 0.94 | ||
BO Soybean Oil Future | 0.82 | ||
LN Nickel Active Fut/Fwd | 0.74 | ||
XB Gasoline RBOB Future | 0.48 | ||
CO Brent Crude Jan2020 | -0.21 | ||
S Soybean Future | -0.33 | ||
CL WTI Crude Jan2020 | -0.58 | ||
QS Gas Oil Future | -1.05 | ||
Sugar GS GSCI Mar-Mar ER Swap (Shor | -1.10 | ||
CT Cotton No2 Future | -1.10 | ||
HO Heating Oil ULSD Mar2020 | -1.12 | ||
Zinc BAML Optim Idx ER Swap (Short) | -1.22 | ||
LH Lean Hogs Future | -1.36 | ||
MES MS Emerging Future | -1.81 | ||
Soymeal BARC GSCI 1-2 month ER Swap | -2.14 | ||
C Corn Future | -2.24 | ||
W Wheat Future | -2.96 | ||
NG Natural Gas Future | -2.99 | ||
KC Coffee Future | -3.43 | ||
Kansas Wheat MS F0 Swap (Short) | -3.95 | ||
MXEF Emerging Idx PUT Option LST 10 | -4.01 | ||
MXEA EAFE Idx CALL Option LST 10/18 | -4.08 | ||
S&P 500 Mini Put Option LST 10/18 | -4.15 | ||
MXEF Emerging Idx CALL Option LST 1 | -4.38 | ||
S&P 500 Mini Call Option LST 10/18 | -4.45 | ||
MFS MSCI EAFE Future | -4.46 | ||
Live Cattle BARC OY ER Swap (Short) | -4.93 | ||
Aluminum MS GSCI Dynamic Roll Swap | -7.61 |