Invesco Balanced-Risk Commodity Strategy Fund

as of 09/30/2016

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Aluminum BAML OY ER Swap 8.38
Commodity 3X EqWgt BARCAP13 CLN 8.26
Copper BAML Optim Idx ER Swap 8.19
Silver MACQ Idx ER Swap 7.91
JPM S&P Gold ER Swap 6.63
Gold Idx BAML Gold ER Swap 6.18
Soymeal GSCI 1-2 month ER Swap 5.63
Commodity 2X EqWgt BARC/WrldBnk 14 5.11
Cotton GS Seasonal Swap 4.99
Sugar GS GSCI Mar-Mar ER Swap 4.92
UL (RT) Gasoline RBOB ClearPort 4.82
SoyBeans BARC Seasonal ER Swap 4.26
Sugar MACQ PrePrePre Mar-Mar ER Swa 4.17
Silver CIBC Swap ER CIBZSI 3.48
LX Zinc Active Future 3.46
Brent Oil BARC OY ER Swap 3.25
KC Coffee Future 3.01
DGL PS Gold 2.85
C Corn Future 2.69
Soybean Oil MS Opt Roll Swap 2.16
S Soybean Future 2.09
CT Cotton No2 Future 2.04
Heating Oil BARC OY ER Swap 1.70
WTI Roll Yield BARC ER Swap 1.29
Nat Gas Seasonal BAML Swap 1.27
W Wheat Future 1.14
CC Cocoa Future 0.83
Live Cattle BARC OY ER Swap 0.53
GasOil JPM Opt Roll Swap 0.20
LH Lean Hogs Future -0.34