Financial Products

Invesco Balanced-Risk Commodity Strategy Fund

as of 12/31/2015

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Copper BAML Optim Idx ER Swap 8.99
Commodity 3X EqWgt BARCAP11 CLN 7.74
Aluminum BAML OY ER Swap 7.52
JPM S&P Gold ER Swap 6.85
S Soybean Future 6.24
Soymeal GSCI 1-2 month ER Swap 6.20
Silver MACQ Idx ER Swap 6.19
UL (RT) Gasoline RBOB ClearPort 4.97
Sugar GS GSCI Mar-Mar ER Swap 4.61
CT Cotton No2 Future 4.04
Sugar MACQ GSCI Mar-Mar ER Swap 2.80
Brent Oil BARC OY ER Swap 2.76
DGL PS Gold 2.42
WTI Roll Yield BARC ER Swap 2.14
NR (NN) Natural Gas ClearPort 1.37
Gold Idx BAML Gold ER Swap 1.26
KC Coffee Future 1.14
W Wheat Future 1.14
Soybean Oil MS Opt Roll Swap 1.13
C Corn Future 1.03
Heating Oil BARC OY ER Swap 0.64
GS S&P Brent Crude F1 ER Swap 0.44
Cotton GS Seasonal Swap 0.34
GS S&P Gas Oil F1 ER Swap 0.32
GS S&P WTI Crude F1 ER Swap 0.23
GasOil JPM Opt Roll Swap 0.17
Invesco Cayman Commodity Fund III 0.00
GS S&P Heating Oil F1 ER Swap -0.32
Live Cattle BARC OY ER Swap -0.70
GS S&P Unleaded Gas RBOB F1 ER Swap -0.76
LX Zinc Active Future -1.17
LN Nickel Active Future -1.30