Financial Products

Invesco Balanced-Risk Commodity Strategy Fund

as of 03/31/2016

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Copper BAML Optim Idx ER Swap 8.19
Commodity 3X EqWgt BARCAP12 CLN 8.00
JPM S&P Gold ER Swap 6.61
Soymeal GSCI 1-2 month ER Swap 6.32
S Soybean Future 6.24
Silver MACQ Idx ER Swap 5.90
Aluminum BAML OY ER Swap 5.29
Sugar GS GSCI Mar-Mar ER Swap 4.78
UL (RT) Gasoline RBOB ClearPort 4.09
Cotton GS Seasonal Swap 3.62
Gold Idx BAML Gold ER Swap 3.41
Brent Oil BARC OY ER Swap 3.39
DGL PS Gold 3.11
Sugar MACQ Pre Mar-Mar ER Swap 3.01
CT Cotton No2 Future 2.18
WTI Roll Yield BARC ER Swap 2.17
KC Coffee Future 1.81
C Corn Future 1.78
Soybean Oil MS Opt Roll Swap 1.49
W Wheat Future 1.34
NR (NN) Natural Gas ClearPort 0.63
Live Cattle BARC OY ER Swap 0.42
Heating Oil BARC OY ER Swap 0.24
LH Lean Hogs Future -0.02
CC Cocoa Future -0.30
GasOil JPM Opt Roll Swap -0.45
LX Zinc Active Future -0.91
LN Nickel Active Future -1.46