Invesco Balanced-Risk Commodity Strategy Fund

as of 12/31/2016

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Aluminum BAML OY ER Swap 9.43
Copper BAML Optim Idx ER Swap 8.46
Commodity 3X EqWgt BARCAP13 CLN 7.57
JPM S&P Gold ER Swap 6.54
UL (RT) Gasoline RBOB ClearPort 6.46
Soymeal GSCI 1-2 month ER Swap 5.53
Commodity 2X EqWgt BARC/WrldBnk 14 4.68
Sugar GS GSCI Mar-Mar ER Swap 4.38
Silver MACQ Idx ER Swap 4.05
Heating Oil BARC OY ER Swap 3.65
Nat Gas Seasonal BAML Swap 3.60
NR (NN) Natural Gas ClearPort 3.56
CT Cotton No2 Future 3.44
Cotton GS Seasonal Swap 3.39
Brent Oil BARC OY ER Swap 3.37
WTI Roll Yield BARC ER Swap 3.12
SoyBeans BARC Seasonal ER Swap 2.98
Copper CIBC Optim ExtdRoll Idx ER S 2.85
Sugar MACQ PrePrePre Mar-Mar ER Swa 2.85
S Soybean Future 2.80
LX Zinc Active Future 2.39
KC Coffee Future 2.17
Soybean Oil MS Opt Roll Swap 2.01
DGL PS Gold 1.60
GasOil JPM Opt Roll Swap 1.39
LN Nickel Active Future 1.14
C Corn Future 0.75
Gold Idx BAML Gold ER Swap 0.42
W Wheat Future -0.22
Live Cattle BARC OY ER Swap -0.32
CC Cocoa Future -0.46
LH Lean Hogs Future -1.74