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 |