Invesco DB Commodity Index Tracking Fund
For the period ended Dec 31, 2023. Filed Feb 23, 2024.
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FY2023 · Filed Feb 23, 2024
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Schedule of Investments as of December 31,
Schedule of Investments
December 31, 2022
| Description · Percentage ofShareholders'Equity · Value · Principal Value | ||||
|---|---|---|---|---|
| United States Treasury Obligations(a) | ||||
| U.S. Treasury Bill, 3.820% due January 19, 2023(b) | 7.57% | $199,678,666 | $200,000,000 | |
| U.S. Treasury Bill, 4.155% due February 16, 2023 | 4.90 | 129,354,315 | 130,000,000 | |
| U.S. Treasury Bill, 4.285% due March 2, 2023(b) | 28.24 | 744,884,070 | 750,000,000 | |
| U.S. Treasury Bill, 4.270% due March 9, 2023 | 7.53 | 198,469,520 | 200,000,000 | |
| Total United States Treasury Obligations (cost $1,271,951,210) | 48.24% | $1,272,386,571 | ||
| Affiliated Investments | Shares | |||
| Exchange-Traded Fund | ||||
| Invesco Treasury Collateral ETF (cost $141,350,025)(c) | 5.36% | $141,250,406 | 1,340,900 | |
| Money Market Mutual Fund | ||||
| Invesco Government & Agency Portfolio, Institutional Class, 4.22% (cost $1,284,100,134)(c)(d) | 48.69 | 1,284,100,134 | 1,284,100,134 | |
| Total Affiliated Investments (cost $1,425,450,159) | 54.05% | $1,425,350,540 | ||
| Total Investments in Securities (cost $2,697,401,369) | 102.29% | $2,697,737,111 | ||
(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)
United States Treasury Obligations of $745,865,000 are on deposit with the Commodity Broker and held as maintenance margin for open futures contracts.
(c)
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.
(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 · Notional Value · Value(e) · UnrealizedAppreciation(Depreciation)(e) | |||||||
|---|---|---|---|---|---|---|---|
| Long Futures Contracts | |||||||
| CBOT Corn | 4,950 | September - 2023 | $155,182,500 | $7,917,257 | $7,917,257 | ||
| CBOT Soybean | 2,251 | November - 2023 | 159,455,213 | 6,642,543 | 6,642,543 | ||
| CBOT Wheat | 3,624 | July - 2023 | 145,503,600 | (42,857,971) | (42,857,971) | ||
| COMEX Gold | 1,230 | December - 2023 | 234,450,300 | 15,061,912 | 15,061,912 | ||
| COMEX Silver | 510 | March - 2023 | 61,302,000 | 3,170,321 | 3,170,321 | ||
| ICE-UK Brent Crude | 3,742 | December - 2023 | 302,054,240 | 9,465,211 | 9,465,211 | ||
| LME Aluminum | 1,937 | May - 2023 | 115,977,875 | (23,749,134) | (23,749,134) | ||
| LME Copper | 572 | May - 2023 | 119,730,325 | (10,603,669) | (10,603,669) | ||
| LME Zinc | 1,619 | August - 2023 | 118,763,769 | 1,128,294 | 1,128,294 | ||
| NYB-ICE Sugar | 7,972 | June - 2023 | 160,536,947 | 6,832,068 | 6,832,068 | ||
| NYMEX Natural Gas | 3,232 | April - 2023 | 127,049,920 | (25,972,069) | (25,972,069) | ||
| NYMEX NY Harbor ULSD | 2,521 | March - 2023 | 324,009,508 | (16,806,002) | (16,806,002) | ||
| NYMEX RBOB Gasoline | 3,264 | December - 2023 | 308,777,011 | 21,097,868 | 21,097,868 | ||
| NYMEX WTI Crude | 3,962 | December - 2023 | 304,241,980 | 12,313,800 | 12,313,800 | ||
| Total Commodity Futures Contracts | $(36,359,571) | $(36,359,571) | |||||
(e)
Unrealized Appreciation (Depreciation) and Value are presented above, net by contract.
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