Invesco Balanced-Risk Commodity Strategy Fund

as of 09/30/2017

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Commodity 3X EqWgt BARCAP15 CLN 8.52
Aluminum MACQ Dynamic ER Swap 8.28
Silver MACQ Idx ER Swap 7.90
Soymeal GSCI 1-2 month ER Swap 7.60
UL (RT) Gasoline RBOB ClearPort 5.94
Commodity 2X EqWgt BARC/WrldBnk 14 5.24
JPM S&P Gold ER Swap 5.20
Gold Idx BAML Gold ER Swap 5.20
Copper BAML Optim Idx ER Swap 4.55
Copper CIBC Optim ExtdRoll Idx ER S 4.55
Sugar GS GSCI Mar-Mar ER Swap 4.48
Cotton GS Seasonal Swap 4.19
CT Cotton No2 Future 4.12
S Soybean Future 3.70
SoyBeans BARC Seasonal ER Swap 3.54
Brent Oil RBC OY ER Swap 3.06
Heating Oil BARC OY ER Swap 3.05
Nat Gas Seasonal BAML Swap 2.98
Sugar MACQ PrePrePre Mar-Mar ER Swa 2.43
Soybean Oil MS Opt Roll Swap 2.42
Copper RBC Optim ExtdRoll Idx ER Sw 2.01
C Corn Future 1.97
Gold RBC ER Swap 1.95
W Wheat Future 1.79
LX Zinc Active Future 1.79
GasOil JPM Opt Roll Swap 1.55
KC Coffee Future 1.49
DGL PS Gold 1.03
LN Nickel Active Future 1.02
WTI Roll Yield BARC ER Swap 0.81
Silver CIBC Swap ER CIBZSI 0.56
Live Cattle BARC OY ER Swap 0.17
Aluminum BAML OY ER Swap 0.13
CC Cocoa Future -0.22
LH Lean Hogs Future -0.33