Invesco Balanced-Risk Allocation Fund

as of 12/31/2021

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
XM Australian 10 Year Bond Future 21.34
CN Canadian 10 Year Bond Future 17.76
G Long Gilt Future 16.86
RTY Russ 2000 CME Mini Future 9.61
JB Japan 10 Yr Future 9.48
US US Long Bond Future 9.33
Agric 2X FLEX Index RBC 4.20
Agric 2X FLEX Index CIBC 3.21
ES S&P 500 E-Mini Future 3.09
VG DJ Euro Stoxx 50 Future 2.95
MES MS Emerging Future 2.76
Z FTSE 100 Future 2.53
SI Silver Future 5000 oz 2.30
MSCI Japan Quality TR Swap 2.21
MSCI Japan LowVol TR Swap 2.05
MSCI EMU Quality TR Swap 1.98
MSCI EMU Momentum TR Swap 1.93
MSCI EMU LowVol TR Swap 1.90
XB Gasoline RBOB Future 1.80
Gold Idx BAML Gold ER Swap 1.78
CO Brent Crude Jul2022 1.74
MSCI Japan LowVol TR Swap 1.64
Copper CIBC Optim ExtdRoll Idx ER S 1.60
MSCI Japan Quality TR Swap 1.53
Gold S&P JPM ER Swap 1.48
MSCI US Quality TR Swap 1.42
MSCI US Mmntm TR Swap 1.31
CL WTI Crude Mar2022 1.30
MSCI US Low Vol TR Swap 1.27
MSCI Emerg Mmntm TR Swap 1.26
Copper BARC Optim Idx ER Swap 1.23
MSCI Emerg Low Vol TR Swap 1.18
MSCI Emerg Low Vol TR Swap 1.17
MSCI UK Momentum TR Swap 1.12
MSCI Emerg Mmntm TR Swap 1.11
MSCI UK Quality TR Swap 1.04
Aluminum MS GSCI Dynamic Roll Swap 1.00
MSCI UK Low Vol TR Swap 0.96
MSCI Emerg Mmntm TILT TR Swap 0.84
MSCI UK Low Vol TR Swap 0.74
MSCI UK Low Vol TR Swap 0.74
MSCI Emerg Low Vol TR Swap 0.72
MSCI UK Quality TR Swap 0.72
MSCI UK Quality TR Swap 0.72
MSCI Emerg Mmntm TILT TR Swap 0.70
MSCI UK Momentum TR Swap 0.69
MSCI UK Momentum TR Swap 0.69
Gold Cargill ER Swap (Long) 0.56
MSCI Emerg Low Vol TR Swap 0.54
Nikkei Put Option LST 06/10 @27750 0.43
Nikkei Put Option LST 12/09 @27250 0.43
Nikkei Put Option LST 06/10 @27250 0.43
Nikkei Put Option LST 06/10 @27500 0.43
Nikkei Put Option LST 12/09 @28250 0.43
Nikkei Put Option LST 09/09 @27250 0.43
Nikkei Put Option LST 02/10 @28000 0.43
Nikkei Put Option LST 12/09 @26750 0.43
Nikkei Put Option LST 09/09 @27500 0.43
Nikkei Put Option LST 03/11 @27750 0.43
Nikkei Put Option LST 01/14 @27000 0.43
Nikkei Put Option LST 09/09 @26500 0.43
MXEF Emerging Idx PUT Option LST 10 0.42
MXEF Emerging Idx PUT Option LST 06 0.42
MXEF Emerging Idx PUT Option LST 07 0.42
MXEF Emerging Idx PUT Option LST 04 0.42
MXEF Emerging Idx PUT Option LST 02 0.42
MXEF Emerging Idx PUT Option LST 05 0.42
MXEF Emerging Idx PUT Option LST 03 0.42
MXEF Emerging Idx PUT Option LST 01 0.42
MXEF Emerging Idx PUT Option LST 08 0.42
MXEF Emerging Idx PUT Option LST 09 0.42
MXEF Emerging Idx PUT Option LST 11 0.42
MXEF Emerging Idx PUT Option LST 12 0.42
UKX FTSE100 Put Option LST 06/17 @ 0.39
UKX FTSE100 Put Option LST 12/16 @ 0.39
UKX FTSE100 Put Option LST 05/20 @ 0.39
UKX FTSE100 Put Option LST 04/14 @ 0.39
UKX FTSE100 Put Option LST 02/18 @ 0.39
UKX FTSE100 Put Option LST 01/21 @ 0.39
UKX FTSE100 Put Option LST 10/21 @ 0.39
UKX FTSE100 Put Option LST 03/18 @ 0.39
UKX FTSE100 Put Option LST 08/19 @ 0.39
UKX FTSE100 Put Option LST 09/16 @ 0.39
UKX FTSE100 Put Option LST 11/18 @ 0.39
UKX FTSE100 Put Option LST 07/15 @ 0.39
Agric FLEX Index RBC Swap 0.37
MSCI Emerg Mmntm TR Swap 0.33
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 1 0.30
SX5E Euro Stoxx 50 Put Option LST 1 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 1 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
SX5E Euro Stoxx 50 Put Option LST 0 0.30
MSCI Emerg Low Vol TR Swap 0.28
NK Nikkei 225 Future (OSE) 0.25
MSCI Japan Quality TR Swap 0.23
GasOil JPM Opt Roll Swap 0.22
S&P 500 Put Option LST 03/18 @3750 0.20
S&P 500 Put Option LST 01/21 @4075 0.20
S&P 500 Put Option LST 12/16 @4475 0.20
S&P 500 Put Option LST 08/19 @4250 0.20
S&P 500 Put Option LST 07/15 @4150 0.20
S&P 500 Put Option LST 09/16 @4375 0.20
S&P 500 Put Option LST 11/18 @4450 0.20
S&P 500 Put Option LST 04/14 @3925 0.20
Copper BAML Optim Idx ER Swap 0.20
S&P 500 Put Option LST 10/21 @4175 0.20
S&P 500 Put Option LST 05/20 @4050 0.20
S&P 500 Put Option LST 02/18 @4075 0.20
S&P 500 Put Option LST 06/17 @4050 0.20
MSCI Japan Quality TR Swap 0.17
MSCI Japan LowVol TR Swap 0.13
MSCI Emerg Low Vol TR Swap 0.13
MSCI Japan LowVol TR Swap 0.12
HO Heating Oil ULSD Apr2022 0.08
Nat Gas Seasonal BAML Swap 0.05