Invesco Balanced-Risk Commodity Strategy Fund

as of 06/30/2017

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Gold Idx BAML Gold ER Swap 10.45
Aluminum MACQ Dynamic ER Swap 8.38
Commodity 3X EqWgt BARCAP15 CLN 8.01
Silver MACQ Idx ER Swap 8.01
JPM S&P Gold ER Swap 7.03
Soymeal GSCI 1-2 month ER Swap 6.72
UL (RT) Gasoline RBOB ClearPort 5.20
Copper BAML Optim Idx ER Swap 5.02
Copper CIBC Optim ExtdRoll Idx ER S 5.02
Commodity 2X EqWgt BARC/WrldBnk 14 4.93
S Soybean Future 4.85
CT Cotton No2 Future 4.76
Sugar GS GSCI Mar-Mar ER Swap 4.43
Nat Gas Seasonal BAML Swap 3.53
Cotton GS Seasonal Swap 3.48
LX Zinc Active Future 2.75
Heating Oil BARC OY ER Swap 2.49
Sugar MACQ PrePrePre Mar-Mar ER Swa 2.47
Brent Oil RBC OY ER Swap 1.96
SoyBeans BARC Seasonal ER Swap 1.77
Live Cattle BARC OY ER Swap 1.63
C Corn Future 1.58
Copper RBC Optim ExtdRoll Idx ER Sw 1.46
Aluminum BAML OY ER Swap 1.42
KC Coffee Future 1.18
GasOil JPM Opt Roll Swap 1.17
W Wheat Future 1.07
DGL PS Gold 1.04
Soybean Oil MS Opt Roll Swap 0.99
WTI Roll Yield BARC ER Swap 0.96
Silver CIBC Swap ER CIBZSI 0.18
CC Cocoa Future 0.06
LH Lean Hogs Future -0.77