Invesco DB Oil Fund
For the period ended Dec 31, 2023. Filed Feb 23, 2024.
View on SEC.govAbout this filing
A company's yearly report to the SEC, with audited financial statements. It is the fullest account a company gives of its business, its finances and the risks it sees.
FY2023 · Filed Feb 23, 2024
Extracted filing text, with the paragraph anchors used by the comparison.
See the whole filing, with its images and exhibitsContents
Schedule of Investments as of
Schedule of Investments
December 31, 2023
| Description · Percentage ofShareholders'Equity · Value · Principal Value | ||||
|---|---|---|---|---|
| United States Treasury Obligations (a) | ||||
| U.S. Treasury Bill, 5.250% due March 7, 2024 | 5.68% | $13,868,524 | $14,000,000 | |
| U.S. Treasury Bill, 5.245% due April 4, 2024 | 22.21 | 54,261,877 | 55,000,000 | |
| U.S. Treasury Bill, 5.190% due June 6, 2024 | 5.60 | 13,693,936 | 14,000,000 | |
| Total United States Treasury Obligations (cost $81,766,552) | 33.49% | $81,824,337 | ||
| Affiliated Investments | Shares | |||
| Exchange-Traded Fund | ||||
| Invesco Short Term ETF (cost $53,954,170)(b)(c)(d) | 22.11% | 54,016,957 | 511,500 | |
| Money Market Mutual Fund | ||||
| Invesco Government & Agency Portfolio, Institutional Class, 5.29% (cost $108,833,709)(b)(e) | 44.54 | 108,833,709 | 108,833,709 | |
| Total Affiliated Investments (cost $162,787,879) | 66.65% | $162,850,666 | ||
| Total Investments in Securities (cost $244,554,431) | 100.14% | $244,675,003 | ||
(a)
Security may be traded on a discount basis. The interest rate shown represents the discount rate at the most recent auction date of the security prior to period end.
(b)
Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. See Note 8.
(c)
All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts. See Note 2J.
(d)
Effective after the close of markets on August 25, 2023, the fund’s name changed from Invesco Treasury Collateral ETF to Invesco Short Term Treasury ETF.
(e)
The rate shown is the 7-day SEC standardized yield as of December 31, 2023.
| Open Commodity Futures Contracts | Number of Contracts | Expiration Date | NotionalValue | Value(f) | UnrealizedAppreciation(Depreciation)(f) |
|---|---|---|---|---|---|
| Long Futures Contracts | |||||
| NYMEX WTI Crude | 3,492 | December - 2024 | $244,230,480 | $(827,832) | $(827,832) |
(f)
Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.
Schedule of Investments
December 31, 2022
| Description · Percentage ofShareholders'Equity · Value · Principal Value | ||||
|---|---|---|---|---|
| United States Treasury Obligations (a) | ||||
| U.S. Treasury Bill, 3.340% due January 5, 2023 | 27.99% | $84,982,858 | $85,000,000 | |
| U.S. Treasury Bill, 4.285% due March 2, 2023 | 8.18 | 24,829,469 | 25,000,000 | |
| U.S. Treasury Bill, 4.270% due March 9, 2023 | 9.15 | 27,785,733 | 28,000,000 | |
| Total United States Treasury Obligations (cost $137,565,846) | 45.32% | $137,598,060 | ||
| Affiliated Investments | Shares | |||
| Exchange-Traded Fund | ||||
| Invesco Treasury Collateral ETF (cost $53,954,170)(b)(c) | 17.75% | 53,881,410 | 511,500 | |
| Money Market Mutual Fund | ||||
| Invesco Government & Agency Portfolio, Institutional Class, 4.22% (cost $105,272,664)(b)(d) | 34.68 | 105,272,664 | 105,272,664 | |
| Total Affiliated Investments (cost $159,226,834) | 52.43% | $159,154,074 | ||
| Total Investments in Securities (cost $296,792,680) | 97.75% | $296,752,134 | ||
(a)
Security may be traded on a discount basis. The interest rate shown represents the discount rate at the most recent auction date of the security prior to period end.
(b)
Affiliated company. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. See Note 8
(c)
All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts. See Note 2J.
(d)
The rate shown is the 7-day SEC standardized yield as of December 31,2022.
| Open Commodity Futures Contracts | Number of Contracts | Expiration Date | NotionalValue | Value(e) | UnrealizedAppreciation(Depreciation)(e) |
|---|---|---|---|---|---|
| Long Futures Contracts | |||||
| NYMEX WTI Crude | 3,952 | December - 2023 | $303,474,080 | $12,206,370 | $12,206,370 |
(e)
Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.
The text of this filing, as the company filed it with the SEC, without its images or exhibits. This is not investment advice.