Invesco Macro Allocation Strategy Fund

as of 12/31/2020

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
XM Australian 10 Year Bond Future 12.05
TP Topix Futures 11.76
PT TSE 60 Futures 8.38
Z FTSE 100 Future 7.31
RTY Russ 2000 CME Mini Future 6.79
CN Canadian 10 Year Bond Future 6.77
M1EAMM EAFE Mntm TR Swap (Long) 6.72
HI Hang Seng Futures 6.65
M1USMMT US LC Mmntm TR Swap (Long) 6.60
SM Soybean Meal Future 6.51
VG DJ Euro Stoxx 50 Future 6.51
S Soybean Future 5.08
GC Gold 100 oz Future 4.82
BO Soybean Oil Future 4.78
Copper BARC Optim Idx ER Swap (Long 3.46
CC Cocoa Future 3.15
SI Silver Future 5000 oz 2.90
ES S&P 500 E-Mini Future 2.90
US US Long Bond Future 2.68
MES MS Emerging Future 1.70
Aluminum MS GSCI Dynamic Roll Swap 1.38
M1EAQU EAFE QUAL TR Swap (Long) 1.34
M1EAEV EAFE VLUE TR Swap (Long) 1.34
M1USEV US LC Enh Value TR Swap (Lon 1.32
M1USQU US LC Qual TR Swap (Long) 1.32
SB Sugar No11 1.09
CT Cotton No2 Future 0.86
XB Gasoline RBOB Future 0.86
LC Live Cattle Future 0.78
CO Brent Crude Aug2021 0.77
W Wheat Future 0.55
LN Nickel Active Fut/Fwd 0.35
Copper BAML Optim Idx ER Swap (Long 0.28
KC Coffee Future 0.22
Macro Alloc Factor 0.01
LH Lean Hogs Future -0.23
QS Gas Oil Future -0.41
LX Zinc Active Fut/Fwd -1.23
NG Natural Gas Future -1.77
KW Wheat Future -1.79
HO Heating Oil ULSD Apr2021 -3.08
C Corn Future -3.20
G Long Gilt Future -3.23
MXEA EAFE Idx PUT Option LST 01/15 -4.22
S&P 500 Mini Put Option LST 01/15 -4.24
MXEF Emerging Idx PUT Option LST 01 -4.28
MFS MSCI EAFE Future -4.57
RX Euro-Bund Future -5.41
BJ Japan 10 Yr Mini Future -5.43
ES S&P 500 E-Mini Future -9.16
MFS MSCI EAFE Future -9.19