Financial Products

Invesco Balanced-Risk Commodity Strategy Fund

as of 06/30/2016

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Commodity 3X EqWgt BARCAP13 CLN 9.41
Copper BAML Optim Idx ER Swap 8.28
JPM S&P Gold ER Swap 7.51
Soymeal GSCI 1-2 month ER Swap 7.00
Silver MACQ Idx ER Swap 6.97
Commodity 2X EqWt BARC/WldBk 14 CLN 5.82
S Soybean Future 5.80
Cotton GS Seasonal Swap 5.60
Sugar GS GSCI Mar-Mar ER Swap 5.26
Aluminum BAML OY ER Swap 4.03
Sugar MACQ PrPrPr Mar-Mar ER Swap 3.51
Gold Idx BAML Gold ER Swap 3.32
DGL PS Gold 3.26
C Corn Future 2.80
NR (NN) Natural Gas ClearPort 2.74
UL (RT) Gasoline RBOB ClearPort 2.56
Brent Oil BARC OY ER Swap 1.82
KC Coffee Future 1.72
WTI Roll Yield BARC ER Swap 1.48
SoyBeans BARC Seasonal ER Swap 1.09
CT Cotton No2 Future 1.09
Heating Oil BARC OY ER Swap 0.91
Soybean Oil MS Opt Roll Swap 0.47
W Wheat Future 0.44
Live Cattle BARC OY ER Swap 0.25
CC Cocoa Future -0.37
GasOil JPM Opt Roll Swap -0.74
LH Lean Hogs Future -0.89
LN Nickel Active Future -4.00