Schedule of Investments(a)
November 30, 2022
(Unaudited)
    Principal
Amount 		Value
U.S. Dollar Denominated Bonds & Notes–49.09%
Advertising–0.10%
Omnicom Group, Inc./Omnicom Capital, Inc., 3.65%, 11/01/2024        $200,000     $195,437
Aerospace & Defense–0.94%
Boeing Co. (The),                         
3.20%, 03/01/2029        400,000     352,062
3.90%, 05/01/2049        470,000     334,057
5.93%, 05/01/2060        480,000     446,508
Collins Aerospace, 3.20%, 03/15/2024        441,000     433,142
Raytheon Technologies Corp., 3.50%, 03/15/2027        292,000     274,849
        1,840,618
Air Freight & Logistics–0.24%
FedEx Corp., 5.25%, 05/15/2050(b)        500,000     462,452
Airlines–0.64%
American Airlines Pass-Through Trust, Series 2021-1, Class A, 2.88%, 07/11/2034        475,000     383,472
Southwest Airlines Co.,                         
3.00%, 11/15/2026        500,000     461,154
5.13%, 06/15/2027        125,000     125,856
Spirit Airlines Pass-Through Trust, Series 2015-1A, 4.10%, 10/01/2029         87,447      78,133
United Airlines Pass-Through Trust, Series 2020-1, Class A, 5.88%, 10/15/2027        197,596     195,565
        1,244,180
Apparel Retail–0.10%
Ross Stores, Inc., 1.88%, 04/15/2031        250,000     197,620
Application Software–0.11%
Autodesk, Inc., 2.85%, 01/15/2030        250,000     217,700
Asset Management & Custody Banks–0.23%
Affiliated Managers Group, Inc., 4.25%, 02/15/2024        106,000     104,874
BlackRock, Inc., 2.10%, 02/25/2032        275,000     223,768
FS KKR Capital Corp., 4.13%, 02/01/2025        119,000     113,356
        441,998
Automobile Manufacturers–1.02%
American Honda Finance Corp., 3.50%, 02/15/2028        848,000     796,637
General Motors Co.,                         
6.60%, 04/01/2036        100,000     101,222
5.15%, 04/01/2038         49,000      43,298
6.25%, 10/02/2043        403,000     389,305
6.75%, 04/01/2046        259,000     259,780
5.95%, 04/01/2049         44,000      40,992
    Principal
Amount 		Value
Automobile Manufacturers–(continued)
Toyota Motor Corp. (Japan), 1.34%, 03/25/2026        $400,000     $360,722
        1,991,956
Biotechnology–0.60%
Amgen, Inc.,                         
3.63%, 05/22/2024        425,000     418,406
2.60%, 08/19/2026        500,000     466,848
2.20%, 02/21/2027         17,000      15,461
Gilead Sciences, Inc., 1.20%, 10/01/2027        310,000     263,896
        1,164,611
Broadcasting–0.33%
Discovery Communications LLC,                         
3.95%, 03/20/2028        200,000     179,725
4.13%, 05/15/2029        289,000     254,675
Paramount Global, 4.20%, 05/19/2032        250,000     207,675
        642,075
Building Products–0.03%
Owens Corning, 7.00%, 12/01/2036         62,000      67,342
Cable & Satellite–0.86%
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.,                         
4.20%, 03/15/2028        375,000     349,072
5.05%, 03/30/2029        419,000     398,921
5.13%, 07/01/2049         50,000      39,682
Grupo Televisa S.A.B. (Mexico), 4.63%, 01/30/2026        450,000     438,610
Time Warner Cable Enterprises LLC, 8.38%, 07/15/2033         35,000      39,316
Time Warner Cable LLC,                         
7.30%, 07/01/2038        106,000     108,546
4.50%, 09/15/2042        420,000     315,792
        1,689,939
Communications Equipment–0.01%
Juniper Networks, Inc., 5.95%, 03/15/2041         14,000      12,830
Motorola Solutions, Inc., 5.50%, 09/01/2044         14,000      12,677
        25,507
Computer & Electronics Retail–0.11%
Dell International LLC/EMC Corp.,                         
8.10%, 07/15/2036         29,000      33,459
3.38%, 12/15/2041(c)        200,000     138,083
8.35%, 07/15/2046         35,000      41,018
        212,560
Construction Machinery & Heavy Trucks–0.41%
Caterpillar Financial Services Corp., 3.25%, 12/01/2024        437,000     425,059
 
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
Construction Machinery & Heavy Trucks–(continued)
nVent Finance S.a.r.l. (United Kingdom), 4.55%, 04/15/2028        $400,000     $370,345
        795,404
Consumer Finance–0.57%
Ally Financial, Inc., 8.00%, 11/01/2031        218,000     234,228
American Express Co.,                         
3.40%, 02/22/2024        350,000     344,461
3.00%, 10/30/2024         75,000      72,684
Capital One Financial Corp., 3.75%, 03/09/2027        400,000     377,478
Synchrony Financial, 3.95%, 12/01/2027        100,000      89,463
        1,118,314
Data Processing & Outsourced Services–0.26%
Visa, Inc., 4.15%, 12/14/2035        275,000     264,949
Western Union Co. (The), 6.20%, 11/17/2036        250,000     245,918
        510,867
Distillers & Vintners–0.44%
Diageo Capital PLC (United Kingdom),                         
2.13%, 10/24/2024        574,000     546,579
3.88%, 05/18/2028        330,000     317,119
        863,698
Diversified Banks–9.13%
Australia & New Zealand Banking Group Ltd. (Australia), 3.70%, 11/16/2025        400,000     388,567
Banco Santander S.A. (Spain),                         
4.25%, 04/11/2027        400,000     376,250
4.38%, 04/12/2028        200,000     185,876
3.31%, 06/27/2029        400,000     348,580
2.96%, 03/25/2031        600,000     473,465
Bank of America Corp.,                         
4.45%, 03/03/2026        430,000     423,131
1.32%, 06/19/2026(d)        405,000     365,580
2.48%, 09/21/2036(d)        489,000     370,636
6.11%, 01/29/2037        325,000     337,718
7.75%, 05/14/2038        275,000     330,620
Barclays Bank PLC (United Kingdom), 3.75%, 05/15/2024        240,000     235,748
Barclays PLC (United Kingdom),                         
2.28%, 11/24/2027(d)        525,000     451,815
3.56%, 09/23/2035(d)        800,000     608,273
3.33%, 11/24/2042(d)        470,000     325,293
8.00%(d)(e)         94,000      90,710
BPCE S.A. (France), 4.50%, 03/15/2025(c)        195,000     186,939
Citigroup Inc., 5.88%, 01/30/2042        200,000     206,389
Citigroup, Inc.,                         
4.04%, 06/01/2024(d)        300,000     297,618
3.67%, 07/24/2028(d)        100,000      92,657
8.13%, 07/15/2039        200,000     251,708
Cooperatieve Rabobank U.A. (Netherlands),                         
3.75%, 07/21/2026        300,000     281,820
5.25%, 05/24/2041        125,000     128,027
HSBC Bank USA N.A., 5.88%, 11/01/2034        700,000     678,311
    Principal
Amount 		Value
Diversified Banks–(continued)
HSBC Holdings PLC (United Kingdom),                         
4.25%, 03/14/2024        $454,000     $446,669
3.95%, 05/18/2024(d)        300,000     296,517
4.29%, 09/12/2026(d)        325,000     309,763
4.38%, 11/23/2026        200,000     192,061
2.25%, 11/22/2027(d)        400,000     345,019
4.58%, 06/19/2029(d)        165,000     152,056
6.80%, 06/01/2038        325,000     322,181
ING Groep N.V. (Netherlands), 4.05%, 04/09/2029        250,000     227,926
JPMorgan Chase & Co.,                         
3.80%, 07/23/2024(d)        258,000     255,313
3.88%, 09/10/2024        502,000     493,590
7.75%, 07/15/2025        250,000     269,261
2.08%, 04/22/2026(d)        325,000     302,080
4.13%, 12/15/2026        125,000     122,171
KeyBank N.A., 3.40%, 05/20/2026        230,000     215,760
Lloyds Banking Group PLC (United Kingdom),                         
4.45%, 05/08/2025        755,000     738,760
3.87%, 07/09/2025(d)        201,000     193,577
3.75%, 01/11/2027        375,000     348,926
Mitsubishi UFJ Financial Group, Inc. (Japan),                         
3.96%, 03/02/2028        225,000     212,346
4.05%, 09/11/2028        225,000     212,180
National Australia Bank Ltd. (Australia),                         
3.38%, 01/14/2026        300,000     288,051
2.50%, 07/12/2026        250,000     231,719
NatWest Group PLC (United Kingdom),                         
4.80%, 04/05/2026        200,000     195,054
5.52%, 09/30/2028(d)        650,000     639,173
Sumitomo Mitsui Financial Group, Inc. (Japan),                         
2.35%, 01/15/2025        200,000     188,939
3.45%, 01/11/2027        475,000     444,791
2.14%, 09/23/2030        450,000     347,793
Svenska Handelsbanken AB (Sweden), 3.90%, 11/20/2023        474,000     468,660
Toronto-Dominion Bank (The) (Canada), 1.25%, 09/10/2026        100,000      87,943
U.S. Bancorp, Series W, 3.10%, 04/27/2026        160,000     152,020
Wells Fargo & Co., 4.10%, 06/03/2026        450,000     437,841
Wells Fargo Bank N.A., 6.60%, 01/15/2038        300,000     331,999
Westpac Banking Corp. (Australia),                         
2.85%, 05/13/2026        451,000     425,849
2.70%, 08/19/2026        400,000     373,680
3.35%, 03/08/2027        150,000     142,585
        17,847,984
Diversified Capital Markets–0.73%
Credit Suisse AG (Switzerland), 1.25%, 08/07/2026        350,000     277,593
Credit Suisse Group AG (Switzerland), 4.55%, 04/17/2026        425,000     369,513
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
Diversified Capital Markets–(continued)
Deutsche Bank AG (Germany),                         
4.16%, 05/13/2025        $150,000     $146,617
6.12%, 07/14/2026(d)        300,000     294,826
3.04%, 05/28/2032(d)        450,000     339,281
        1,427,830
Diversified Chemicals–0.20%
Celanese US Holdings LLC,                         
6.05%, 03/15/2025        250,000     248,880
6.38%, 07/15/2032        100,000      95,377
Dow Chemical Co. (The), 9.40%, 05/15/2039         32,000      42,298
        386,555
Diversified Support Services–0.12%
Cintas Corp. No. 2, 3.70%, 04/01/2027        250,000     242,304
Education Services–0.01%
California Institute of Technology, 4.70%, 11/01/2111         27,000      22,967
Electric Utilities–3.69%
AEP Texas, Inc., 3.95%, 06/01/2028(c)        806,000     755,910
Appalachian Power Co., 7.00%, 04/01/2038        250,000     280,338
Consolidated Edison Co. of New York, Inc.,                         
4.50%, 05/15/2058        200,000     168,386
3.70%, 11/15/2059      1,500,000   1,136,570
Edison International,                         
5.75%, 06/15/2027        150,000     151,743
4.13%, 03/15/2028        228,000     210,844
Eversource Energy,                         
Series L, 2.90%, 10/01/2024        230,000     221,064
Series M, 3.30%, 01/15/2028        200,000     184,234
MidAmerican Energy Co., 3.65%, 04/15/2029        180,000     169,927
NextEra Energy Capital Holdings, Inc.,                         
3.50%, 04/01/2029        250,000     229,626
5.65%, 05/01/2079(d)        235,000     206,896
Oglethorpe Power Corp., 5.95%, 11/01/2039        374,000     366,647
Pacific Gas and Electric Co.,                         
4.55%, 07/01/2030        450,000     411,014
4.20%, 06/01/2041        400,000     304,236
PacifiCorp, 6.00%, 01/15/2039        200,000     210,085
Pinnacle West Capital Corp., 1.30%, 06/15/2025        200,000     180,634
Progress Energy, Inc., 7.75%, 03/01/2031        150,000     171,531
Southern California Edison Co.,                         
6.65%, 04/01/2029        500,000     519,100
6.00%, 01/15/2034        168,000     175,414
Southwestern Electric Power Co., Series N, 1.65%, 03/15/2026        250,000     224,545
Union Electric Co., 8.45%, 03/15/2039        400,000     515,079
Virginia Electric & Power Co., 8.88%, 11/15/2038        316,000     416,332
        7,210,155
    Principal
Amount 		Value
Electronic Components–0.11%
Amphenol Corp., 3.20%, 04/01/2024        $111,000     $108,606
Corning, Inc., 5.85%, 11/15/2068        110,000     101,863
        210,469
Gas Utilities–0.34%
Southern California Gas Co., 3.20%, 06/15/2025        250,000     239,320
Southwest Gas Corp., 4.05%, 03/15/2032        475,000     414,922
        654,242
Health Care Distributors–0.11%
McKesson Corp., 1.30%, 08/15/2026        250,000     219,971
Health Care Facilities–0.48%
Ascension Health, Series B, 2.53%, 11/15/2029        225,000     195,223
CommonSpirit Health, 1.55%, 10/01/2025        314,000     282,434
HCA, Inc.,                         
5.25%, 04/15/2025        197,000     196,730
5.25%, 06/15/2049        300,000     262,870
        937,257
Health Care REITs–0.39%
Healthpeak Properties, Inc., 2.13%, 12/01/2028        300,000     253,037
Omega Healthcare Investors, Inc., 3.38%, 02/01/2031        615,000     481,185
Sabra Health Care L.P., 5.13%, 08/15/2026         28,000      26,434
        760,656
Health Care Services–0.48%
CHRISTUS Health, Series C, 4.34%, 07/01/2028        430,000     407,769
Cigna Corp., 4.50%, 02/25/2026        200,000     199,266
Dignity Health, 5.27%, 11/01/2064        248,000     210,994
Toledo Hospital (The), 6.02%, 11/15/2048        154,000     112,035
        930,064
Home Improvement Retail–0.10%
Lowe’s Cos., Inc., 3.13%, 09/15/2024        200,000     194,548
Hotel & Resort REITs–0.10%
Host Hotels & Resorts L.P., Series H, 3.38%, 12/15/2029        125,000     105,842
Service Properties Trust,                         
4.35%, 10/01/2024         61,000      57,024
4.95%, 10/01/2029         50,000      36,435
        199,301
Hotels, Resorts & Cruise Lines–0.19%
Booking Holdings, Inc., 3.55%, 03/15/2028        399,000     374,758
Hypermarkets & Super Centers–0.22%
Walmart, Inc., 3.95%, 06/28/2038        450,000     419,819
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
Independent Power Producers & Energy Traders–0.11%
Enel Generacion Chile S.A. (Chile), 4.25%, 04/15/2024        $226,000     $223,008
Industrial Conglomerates–0.27%
3M Co., 5.70%, 03/15/2037        500,000     530,060
Industrial Machinery–0.31%
Parker-Hannifin Corp., 3.25%, 03/01/2027        300,000     281,280
Stanley Black & Decker, Inc., 4.25%, 11/15/2028        331,000     321,953
        603,233
Insurance Brokers–0.28%
Aon Corp., 8.21%, 01/01/2027        100,000     104,441
Marsh & McLennan Cos., Inc., 3.88%, 03/15/2024        456,000     450,015
        554,456
Integrated Oil & Gas–1.33%
BP Capital Markets PLC (United Kingdom), 3.72%, 11/28/2028        325,000     309,648
Chevron Corp., 2.90%, 03/03/2024        324,000     317,433
Chevron USA, Inc., 3.85%, 01/15/2028        225,000     218,861
Exxon Mobil Corp.,                         
2.99%, 03/19/2025        450,000     436,162
3.48%, 03/19/2030        450,000     424,073
Shell International Finance B.V. (Netherlands),                         
3.25%, 05/11/2025         90,000      87,516
2.38%, 11/07/2029        350,000     307,296
6.38%, 12/15/2038        450,000     506,119
        2,607,108
Integrated Telecommunication Services–0.99%
British Telecommunications PLC (United Kingdom),                         
5.13%, 12/04/2028        225,000     221,036
9.63%, 12/15/2030        250,000     301,524
Koninklijke KPN N.V. (Netherlands), 8.38%, 10/01/2030        175,000     197,308
TCI Communications, Inc., 7.13%, 02/15/2028        700,000     772,416
Verizon Communications, Inc., 0.85%, 11/20/2025        500,000     448,926
        1,941,210
Interactive Media & Services–0.73%
Baidu, Inc. (China),                         
4.38%, 05/14/2024        400,000     392,854
1.63%, 02/23/2027        250,000     213,215
4.38%, 03/29/2028        300,000     281,796
4.88%, 11/14/2028        200,000     191,721
2.38%, 08/23/2031        200,000     157,078
Weibo Corp. (China), 3.50%, 07/05/2024        200,000     191,348
        1,428,012
    Principal
Amount 		Value
Internet & Direct Marketing Retail–2.15%
Alibaba Group Holding Ltd. (China),                         
3.40%, 12/06/2027        $330,000     $303,385
2.13%, 02/09/2031(b)        525,000     425,184
4.50%, 11/28/2034        570,000     506,419
4.00%, 12/06/2037        400,000     320,791
4.20%, 12/06/2047        250,000     191,976
Amazon.com, Inc.,                         
4.25%, 08/22/2057      1,925,000   1,718,311
3.25%, 05/12/2061        475,000     342,207
4.10%, 04/13/2062        475,000     401,980
        4,210,253
Investment Banking & Brokerage–2.44%
Brookfield Finance, Inc. (Canada),                         
4.00%, 04/01/2024        240,000     235,867
3.90%, 01/25/2028        240,000     223,401
Goldman Sachs Group, Inc. (The),                         
4.00%, 03/03/2024      1,077,000   1,064,927
3.50%, 11/16/2026        301,000     286,472
6.25%, 02/01/2041        275,000     292,171
Jefferies Financial Group, Inc., 6.25%, 01/15/2036        182,000     181,913
Morgan Stanley,                         
3.74%, 04/24/2024(d)        726,000     721,059
3.88%, 01/27/2026        415,000     402,293
Series F, 3.88%, 04/29/2024        538,000     529,527
Nomura Holdings, Inc. (Japan),                         
2.65%, 01/16/2025        200,000     189,217
1.65%, 07/14/2026        290,000     253,071
2.33%, 01/22/2027        200,000     175,485
2.71%, 01/22/2029        260,000     218,067
        4,773,470
IT Consulting & Other Services–0.34%
International Business Machines Corp., 7.13%, 12/01/2096        383,000     476,427
Kyndryl Holdings, Inc., 2.70%, 10/15/2028        250,000     187,462
        663,889
Leisure Products–0.31%
Brunswick Corp., 5.10%, 04/01/2052        250,000     179,797
Hasbro, Inc.,                         
6.35%, 03/15/2040        300,000     293,973
5.10%, 05/15/2044        147,000     125,539
        599,309
Life & Health Insurance–1.11%
Brighthouse Financial, Inc., 4.70%, 06/22/2047        236,000     175,783
Manulife Financial Corp. (Canada), 4.15%, 03/04/2026        135,000     132,883
MetLife, Inc.,                         
3.60%, 04/10/2024        692,000     681,137
Series D, 5.88%(d)(e)        100,000      92,877
Prudential Financial, Inc.,                         
5.63%, 06/15/2043(d)        342,000     339,717
5.20%, 03/15/2044(d)        225,000     212,034
5.38%, 05/15/2045(d)        135,000     126,841
Reliance Standard Life Global Funding II, 2.75%, 01/21/2027(c)        441,000     397,545
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
Life & Health Insurance–(continued)
Unum Group, 5.75%, 08/15/2042         $13,000      $11,628
        2,170,445
Life Sciences Tools & Services–0.09%
PerkinElmer, Inc., 3.30%, 09/15/2029        200,000     174,790
Managed Health Care–0.11%
Kaiser Foundation Hospitals, 3.15%, 05/01/2027        225,000     212,241
Motorcycle Manufacturers–0.11%
Harley-Davidson, Inc., 4.63%, 07/28/2045        279,000     212,457
Movies & Entertainment–0.46%
TWDC Enterprises 18 Corp., 3.15%, 09/17/2025        450,000     433,704
Warnermedia Holdings, Inc., 4.05%, 03/15/2029(c)        525,000     460,134
        893,838
Multi-line Insurance–0.23%
American International Group, Inc.,                         
3.90%, 04/01/2026         75,000      72,904
Series A-9, 5.75%, 04/01/2048(d)         20,000      18,830
Assured Guaranty US Holdings, Inc., 5.00%, 07/01/2024        176,000     176,064
AXA S.A. (France), 8.60%, 12/15/2030        150,000     177,351
        445,149
Multi-Utilities–0.25%
Black Hills Corp.,                         
4.25%, 11/30/2023        216,000     213,649
3.95%, 01/15/2026        277,000     268,043
        481,692
Office REITs–0.32%
Boston Properties L.P.,                         
2.75%, 10/01/2026        190,000     172,464
3.40%, 06/21/2029        400,000     346,116
Office Properties Income Trust, 2.40%, 02/01/2027        150,000     108,464
        627,044
Oil & Gas Equipment & Services–0.14%
Baker Hughes Holdings LLC, 5.13%, 09/15/2040        152,000     142,724
Halliburton Co., 7.45%, 09/15/2039        113,000     129,059
        271,783
Oil & Gas Exploration & Production–0.25%
ConocoPhillips Co., 6.95%, 04/15/2029        200,000     223,144
Marathon Oil Corp., 6.60%, 10/01/2037        250,000     257,521
        480,665
Oil & Gas Storage & Transportation–1.31%
Columbia Pipeline Group, Inc., 5.80%, 06/01/2045        143,000     141,928
    Principal
Amount 		Value
Oil & Gas Storage & Transportation–(continued)
Energy Transfer L.P.,                         
4.95%, 05/15/2028         $51,000      $49,180
5.30%, 04/15/2047        389,000     331,510
5.40%, 10/01/2047        167,000     144,415
5.00%, 05/15/2050        470,000     388,101
Enterprise Products Operating LLC,                         
3.75%, 02/15/2025        165,000     161,378
4.15%, 10/16/2028        250,000     238,533
Kinder Morgan Energy Partners L.P., 6.95%, 01/15/2038        131,000     139,858
ONEOK, Inc.,                         
3.40%, 09/01/2029        480,000     418,560
5.20%, 07/15/2048        150,000     127,721
Plains All American Pipeline L.P./PAA Finance Corp., 6.65%, 01/15/2037        100,000     100,303
Spectra Energy Partners L.P., 3.50%, 03/15/2025        175,000     168,921
Williams Cos., Inc. (The), 6.30%, 04/15/2040        136,000     141,318
        2,551,726
Other Diversified Financial Services–0.24%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust (Ireland), 3.30%, 01/30/2032        150,000     119,651
Blackstone Holdings Finance Co. LLC, 3.15%, 10/02/2027(c)        125,000     113,815
ORIX Corp. (Japan),                         
4.05%, 01/16/2024        150,000     148,080
3.70%, 07/18/2027         72,000      67,975
Voya Financial, Inc., 5.65%, 05/15/2053(d)         20,000      19,567
        469,088
Packaged Foods & Meats–0.28%
Conagra Brands, Inc., 7.00%, 10/01/2028        150,000     160,907
JBS USA LUX S.A./JBS USA Food Co./JBS USA Finance, Inc.,                         
5.13%, 02/01/2028(c)        200,000     191,092
3.00%, 02/02/2029(c)        225,000     189,823
        541,822
Paper Products–0.10%
Suzano Austria GmbH (Brazil), 6.00%, 01/15/2029        200,000     198,721
Pharmaceuticals–1.02%
Bristol-Myers Squibb Co., 3.40%, 07/26/2029        250,000     234,309
Johnson & Johnson,                         
1.30%, 09/01/2030        125,000     102,558
3.55%, 03/01/2036        300,000     272,162
2.45%, 09/01/2060        350,000     226,468
Mylan, Inc., 4.55%, 04/15/2028        225,000     212,157
Novartis Capital Corp. (Switzerland), 3.10%, 05/17/2027        450,000     431,224
Pharmacia LLC, 6.60%, 12/01/2028        175,000     193,490
Viatris, Inc., 2.70%, 06/22/2030        400,000     319,367
        1,991,735
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
Property & Casualty Insurance–0.32%
Allstate Corp. (The), 3.28%, 12/15/2026        $190,000     $180,780
CNA Financial Corp., 3.45%, 08/15/2027        300,000     278,319
Stewart Information Services Corp., 3.60%, 11/15/2031        225,000     174,593
        633,692
Railroads–0.37%
Canadian Pacific Railway Co. (Canada), 6.13%, 09/15/2115        200,000     202,999
Norfolk Southern Corp., 4.10%, 05/15/2121        450,000     320,997
Union Pacific Corp., 3.85%, 02/14/2072        250,000     190,077
        714,073
Regional Banks–0.42%
Fifth Third Bancorp, 2.38%, 01/28/2025        235,000     222,011
Huntington Bancshares, Inc., 2.63%, 08/06/2024        230,000     220,380
PNC Financial Services Group, Inc. (The), 3.90%, 04/29/2024        270,000     266,549
Truist Bank,                         
4.05%, 11/03/2025         10,000       9,828
3.30%, 05/15/2026        115,000     107,886
        826,654
Reinsurance–0.06%
Enstar Group Ltd., 3.10%, 09/01/2031        110,000      80,719
RenaissanceRe Finance, Inc. (Bermuda), 3.70%, 04/01/2025         34,000      33,027
        113,746
Residential REITs–0.28%
AvalonBay Communities, Inc., 4.20%, 12/15/2023        325,000     321,398
Mid-America Apartments L.P., 3.60%, 06/01/2027        100,000      95,137
Spirit Realty L.P., 3.20%, 02/15/2031        175,000     139,099
        555,634
Retail REITs–0.54%
Realty Income Corp.,                         
3.95%, 08/15/2027        250,000     240,043
2.20%, 06/15/2028        200,000     171,764
Simon Property Group L.P.,                         
2.25%, 01/15/2032        290,000     226,070
6.75%, 02/01/2040        244,000     263,054
4.25%, 10/01/2044        200,000     159,327
        1,060,258
Semiconductors–1.04%
Broadcom, Inc., 4.93%, 05/15/2037(c)        265,000     232,836
Intel Corp.,                         
4.95%, 03/25/2060(b)        460,000     418,712
5.05%, 08/05/2062        400,000     364,733
QUALCOMM, Inc., 2.90%, 05/20/2024        681,000     664,849
    Principal
Amount 		Value
Semiconductors–(continued)
TSMC Arizona Corp. (Taiwan), 2.50%, 10/25/2031        $250,000     $207,571
Xilinx, Inc., 2.95%, 06/01/2024        150,000     145,923
        2,034,624
Specialized Finance–0.25%
National Rural Utilities Cooperative Finance Corp.,                         
3.40%, 11/15/2023        305,000     300,423
8.00%, 03/01/2032        148,000     177,283
5.25%, 04/20/2046(d)         12,000      10,783
        488,489
Specialized REITs–0.21%
American Tower Corp., 3.95%, 03/15/2029        240,000     222,330
GLP Capital L.P./GLP Financing II, Inc., 5.30%, 01/15/2029        200,000     188,300
        410,630
Specialty Chemicals–0.44%
DuPont de Nemours, Inc., 4.49%, 11/15/2025        610,000     605,545
PPG Industries, Inc., 2.40%, 08/15/2024        261,000     250,725
        856,270
Steel–0.13%
ArcelorMittal S.A. (Luxembourg),                         
7.00%, 10/15/2039         27,000      27,216
6.75%, 03/01/2041        225,000     219,834
        247,050
Systems Software–0.79%
Microsoft Corp.,                         
3.13%, 11/03/2025        425,000     413,054
3.04%, 03/17/2062        450,000     328,710
Oracle Corp.,                         
3.90%, 05/15/2035        400,000     334,788
3.85%, 04/01/2060        300,000     202,786
4.10%, 03/25/2061        375,000     267,370
        1,546,708
Technology Distributors–0.12%
CDW LLC/CDW Finance Corp., 4.13%, 05/01/2025        250,000     240,107
Technology Hardware, Storage & Peripherals–1.39%
Apple, Inc.,                         
1.13%, 05/11/2025        500,000     462,352
3.25%, 02/23/2026        355,000     343,714
3.35%, 02/09/2027        500,000     484,138
1.20%, 02/08/2028        150,000     128,895
4.45%, 05/06/2044        476,000     463,574
2.85%, 08/05/2061        225,000     153,517
Hewlett Packard Enterprise Co., 6.35%, 10/15/2045        220,000     226,714
HP, Inc., 6.00%, 09/15/2041        245,000     239,540
Western Digital Corp., 2.85%, 02/01/2029        275,000     218,951
        2,721,395
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
Tobacco–3.08%
Altria Group, Inc.,                         
2.63%, 09/16/2026        $225,000     $206,808
4.80%, 02/14/2029        353,000     339,295
3.40%, 05/06/2030        460,000     395,860
2.45%, 02/04/2032        800,000     607,595
5.80%, 02/14/2039        200,000     185,669
4.50%, 05/02/2043        557,000     421,377
3.88%, 09/16/2046        225,000     153,695
5.95%, 02/14/2049         41,000      36,477
B.A.T Capital Corp. (United Kingdom),                         
3.56%, 08/15/2027        407,000     371,543
2.26%, 03/25/2028        350,000     293,616
4.74%, 03/16/2032        415,000     376,491
4.54%, 08/15/2047        172,000     125,005
BAT Capital Corp. (United Kingdom),                         
3.22%, 08/15/2024        200,000     192,963
4.76%, 09/06/2049         35,000      26,018
BAT International Finance PLC (United Kingdom), 4.45%, 03/16/2028        525,000     489,483
Philip Morris International, Inc.,                         
2.10%, 05/01/2030        250,000     202,573
1.75%, 11/01/2030        300,000     235,183
6.38%, 05/16/2038        280,000     291,347
4.50%, 03/20/2042        418,000     347,374
Reynolds American, Inc. (United Kingdom),                         
5.70%, 08/15/2035        256,000     236,779
5.85%, 08/15/2045        545,000     477,201
        6,012,352
Trading Companies & Distributors–0.24%
Air Lease Corp., 3.00%, 02/01/2030        560,000     469,008
Water Utilities–0.09%
American Water Capital Corp., 3.85%, 03/01/2024        174,000     171,739
Wireless Telecommunication Services–0.64%
America Movil S.A.B. de C.V. (Mexico), 6.38%, 03/01/2035        400,000     433,298
Vodafone Group PLC (United Kingdom), 4.88%, 06/19/2049        960,000     820,540
        1,253,838
Total U.S. Dollar Denominated Bonds & Notes (Cost $105,573,781)   95,934,629
U.S. Government Sponsored Agency Mortgage-Backed Securities–27.89%
Collateralized Mortgage Obligations–1.40%
Fannie Mae REMICs,                         
IO,
3.50%, 08/25/2035(f) 		       236,874      29,800
5.50%, 07/25/2046(f)         65,787       9,566
4.00%, 08/25/2047(f)         42,224       7,531
1.88% (5.90% - (1.00 x 1 mo. USD LIBOR)), 09/25/2047(f)(g)        561,385      41,302
    Principal
Amount 		Value
Collateralized Mortgage Obligations–(continued)
Freddie Mac Multifamily Structured Pass-Through Ctfs.,                         
Series KC03, Class X1, IO,
0.63%, 11/25/2024(h) 		     $3,961,685      $39,865
Series K734, Class X1, IO,
0.79%, 02/25/2026(h) 		     3,020,303      49,361
Series K735, Class X1, IO,
1.10%, 05/25/2026(h) 		     3,030,705      80,763
Series K093, Class X1, IO,
1.09%, 05/25/2029(h) 		     2,540,387     123,356
Freddie Mac REMICs, IO,
2.23% (6.10% - (1.00 x 1 mo. USD LIBOR)), 01/15/2044(f)(g) 		       133,390      13,743
Freddie Mac STRIPS, IO,
3.00%, 12/15/2027(f) 		        53,111       2,542
Uniform Mortgage-Backed Securities, TBA,
5.00%, 12/01/2052(i) 		     2,350,000   2,338,984
        2,736,813
Federal Home Loan Mortgage Corp. (FHLMC)–2.52%
4.50%, 09/01/2049 to 01/01/2050        233,582     230,546
3.00%, 01/01/2050 to 05/01/2050      2,568,243   2,325,225
2.50%, 07/01/2050 to 08/01/2050      2,724,491   2,369,872
        4,925,643
Federal National Mortgage Association (FNMA)–23.96%
0.05%, 12/25/2022(j)      3,099,906         121
4.50%, 06/01/2049        109,097     108,219
3.00%, 10/01/2049 to 11/01/2051      2,099,834   1,871,868
2.50%, 03/01/2050 to 08/01/2051      1,822,801   1,575,186
2.00%, 03/01/2051 to 08/01/2051      2,483,073   2,055,413
TBA,
2.00%, 12/01/2037 to 12/01/2052(i) 		     7,682,000   6,408,894
2.50%, 12/01/2037 to 12/01/2052(i)      4,450,000   3,859,841
3.00%, 12/01/2037 to 12/01/2052(i)     12,492,000  11,269,851
3.50%, 12/01/2037 to 12/01/2052(i)     12,375,000  11,353,477
4.00%, 12/01/2052(i)      4,375,000   4,138,306
4.50%, 12/01/2052(i)      3,250,000   3,164,180
5.50%, 12/01/2052(i)      1,000,000   1,011,665
        46,817,021
Government National Mortgage Association (GNMA)–0.01%
IO,
2.31% (6.20% - (1.00 x 1 mo. USD LIBOR)), 10/16/2047(f)(g) 		       288,861      27,017
Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $55,089,371)   54,506,494
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
    Principal
Amount 		Value
U.S. Treasury Securities–25.74%
U.S. Treasury Bills–0.44%
3.78%, 03/09/2023(k)(l)         $83,000      $82,043
4.54%, 05/11/2023(k)(l)        795,000     779,089
        861,132
U.S. Treasury Bonds–1.68%
2.00%, 11/15/2041        900,000     655,981
2.38%, 11/15/2049      1,037,600     776,173
2.00%, 02/15/2050      2,700,000   1,845,598
        3,277,752
U.S. Treasury Notes–23.62%
0.88%, 01/31/2024        465,000     445,238
1.50%, 02/29/2024      7,275,000   7,001,619
3.25%, 08/31/2024      8,000,000   7,839,375
1.38%, 01/31/2025      8,521,000   8,014,400
1.13%, 02/28/2025      3,577,000   3,338,766
0.75%, 03/31/2026      2,900,000   2,608,131
1.50%, 08/15/2026      5,980,000   5,470,999
1.50%, 01/31/2027      8,215,500   7,456,850
1.38%, 10/31/2028      3,150,000   2,746,652
1.38%, 11/15/2031      1,500,000   1,241,074
        46,163,104
Total U.S. Treasury Securities (Cost $54,657,745)   50,301,988
Non-U.S. Dollar Denominated Bonds & Notes–17.32%(m)
Sovereign Debt–17.32%
Australia Government Bond (Australia),                         
Series 142, 4.25%, 04/21/2026(c)   AUD  2,442,000   1,713,588
Series 155, 2.50%, 05/21/2030(c)   AUD  1,672,000   1,065,690
Bundesobligation (Germany), Series 183, 0.01%, 04/10/2026(c)   EUR  2,030,000   1,979,822
Bundesrepublik Deutschland Bundesanleihe (Germany), 0.01%, 02/15/2031(c)   EUR    971,000     865,780
Norway Government Bond (Norway),                         
Series 477, 1.75%, 03/13/2025(c)   NOK 62,016,000   6,069,670
Series 482, 1.38%, 08/19/2030(c)   NOK 21,807,000   1,951,844
Sweden Government Bond (Sweden),                         
Series 1058, 2.50%, 05/12/2025   SEK 24,990,000   2,382,419
Series 1061, 0.75%, 11/12/2029(c)   SEK 10,350,000     907,245
Swiss Confederation Government Bond (Switzerland),                         
1.25%, 06/11/2024(c)   CHF 11,323,000  12,039,655
0.50%, 05/27/2030(c)   CHF  2,572,000   2,617,050
    Principal
Amount 		Value
Sovereign Debt–(continued)
United Kingdom Gilt (United Kingdom),                         
1.25%, 07/22/2027(c)   GBP  1,282,000   $1,412,064
4.25%, 06/07/2032(c)   GBP    641,000     841,345
Total Non-U.S. Dollar Denominated Bonds & Notes (Cost $34,366,680)   33,846,172
Asset-Backed Securities–0.17%
Banc of America Mortgage Trust, Series 2007-1, Class 1A24, 6.00%, 03/25/2037         $11,898       9,631
Bank, Series 2019-BNK16, Class XA, IO, 1.10%, 02/15/2052(h)      2,303,456      99,444
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA, IO, 1.19%, 10/12/2050(h)      5,544,576     196,954
WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4, 3.88%, 12/25/2035(j)         20,169      18,628
Total Asset-Backed Securities (Cost $387,025)   324,657
    Shares  
Money Market Funds–0.52%
Invesco Government & Agency Portfolio, Institutional Class, 3.73%(n)(o)      359,488     359,488
Invesco Liquid Assets Portfolio, Institutional Class, 3.95%(n)(o)      256,616     256,693
Invesco Treasury Portfolio, Institutional Class, 3.76%(n)(o)      410,843     410,843
Total Money Market Funds (Cost $1,026,982)   1,027,024
TOTAL INVESTMENTS IN SECURITIES (excluding investments purchased with cash collateral from securities on loan)-120.73% (Cost $251,101,584)       235,940,964
Investments Purchased with Cash Collateral from Securities on Loan
Money Market Funds–0.55%
Invesco Private Government Fund, 3.83%(n)(o)(p)      302,849     302,849
Invesco Private Prime Fund, 4.15%(n)(o)(p)      778,477     778,633
Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $1,081,410)   1,081,482
TOTAL INVESTMENTS IN SECURITIES–121.28% (Cost $252,182,994)   237,022,446
OTHER ASSETS LESS LIABILITIES—(21.28)%   (41,595,166)
NET ASSETS–100.00%   $195,427,280
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
Investment Abbreviations:
AUD – Australian Dollar
Ctfs. – Certificates
EUR – Euro
GBP – British Pound Sterling
IO – Interest Only
LIBOR – London Interbank Offered Rate
NOK – Norwegian Krone
REIT – Real Estate Investment Trust
REMICs – Real Estate Mortgage Investment Conduits
SEK – Swedish Krona
STRIPS – Separately Traded Registered Interest and Principal Security
TBA – To Be Announced
USD – U.S. Dollar
Notes to Schedule of Investments:
(a) Industry and/or sector classifications used in this report are generally according to the Global Industry Classification Standard, which was developed by and is the exclusive property and a service mark of MSCI Inc. and Standard & Poor’s.
(b) All or a portion of this security was out on loan at November 30, 2022.
(c) Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the “1933 Act”). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at November 30, 2022 was $34,129,930, which represented 17.46% of the Fund’s Net Assets.
(d) Security issued at a fixed rate for a specific period of time, after which it will convert to a variable rate.
(e) Perpetual bond with no specified maturity date.
(f) Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security.
(g) Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on November 30, 2022.
(h) Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2022.
(i) Security purchased on a forward commitment basis. This security is subject to dollar roll transactions.
(j) Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2022.
(k) All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts.
(l) Security traded on a discount basis. The interest rate shown represents the discount rate at the time of purchase by the Fund.
(m) Foreign denominated security. Principal amount is denominated in the currency indicated.
(n) Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. The table below shows the Fund’s transactions in, and earnings from, its investments in affiliates for the nine months ended November 30, 2022.
    
  Value
February 28, 2022 		Purchases
at Cost 		Proceeds
from Sales 		Change in
Unrealized
Appreciation 		Realized
Gain
(Loss) 		Value
November 30, 2022 		Dividend Income
Investments in Affiliated Money Market Funds:              
Invesco Government & Agency Portfolio, Institutional Class $4,218,297 $18,167,280 $(22,026,089) $- $- $359,488 $6,287
Invesco Liquid Assets Portfolio, Institutional Class 3,100,868 12,976,629 (15,820,628) 71 (247) 256,693 5,583
Invesco Treasury Portfolio, Institutional Class 4,820,910 20,762,606 (25,172,673) - - 410,843 8,464
Investments Purchased with Cash Collateral from Securities on Loan:              
Invesco Private Government Fund 600,824 1,198,295 (1,496,270) - - 302,849 2,191*
Invesco Private Prime Fund 1,401,923 2,969,014 (3,592,261) 272 (315) 778,633 5,864*
Total $14,142,822 $56,073,824 $(68,107,921) $343 $(562) $2,108,506 $28,389
    
* Represents the income earned on the investment of cash collateral. Does not include rebates and fees paid to lending agent or premiums received from borrowers, if any.
    
(o) The rate shown is the 7-day SEC standardized yield as of November 30, 2022.
(p) The security has been segregated to satisfy the commitment to return the cash collateral received in securities lending transactions upon the borrower’s return of the securities loaned.
    
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
Open Futures Contracts
Long Futures Contracts Number of
Contracts 		Expiration
Month 		Notional
Value 		Value Unrealized
Appreciation
(Depreciation)
Interest Rate Risk
U.S. Treasury Long Bonds 25 March-2023 $3,175,000 $20,235 $20,235
U.S. Treasury Ultra Bonds 26 March-2023 3,543,312 44,609 44,609
Subtotal—Long Futures Contracts 64,844 64,844
Short Futures Contracts          
Interest Rate Risk
U.S. Treasury 5 Year Notes 107 March-2023 (11,617,023) (62,005) (62,005)
U.S. Treasury 10 Year Notes 7 March-2023 (794,500) (3,828) (3,828)
U.S. Treasury 10 Year Ultra Notes 4 March-2023 (478,625) (2,750) (2,750)
U.S. Treasury 2 Year Notes 50 March-2023 (10,267,969) (25,781) (25,781)
Subtotal—Short Futures Contracts (94,364) (94,364)
Total Futures Contracts $(29,520) $(29,520)
    
Open Forward Foreign Currency Contracts
Settlement
Date 		Counterparty Contract to Unrealized
Appreciation
(Depreciation)
Deliver Receive
Currency Risk            
12/21/2022 Bank of America, N.A. USD 71,910 AUD 110,892 $3,418
12/21/2022 Bank of America, N.A. USD 33,147 CAD 45,000 317
12/21/2022 Bank of America, N.A. USD 115,747 EUR 115,000 4,114
12/21/2022 Bank of America, N.A. USD 64,394 GBP 56,000 3,148
12/21/2022 BNP Paribas S.A. USD 56,888 GBP 52,000 5,829
12/21/2022 Citibank, N.A. CAD 2,687,000 USD 2,044,384 46,209
12/21/2022 Deutsche Bank AG USD 2,690,220 GBP 2,411,232 217,944
12/21/2022 J.P. Morgan Chase Bank, N.A. USD 95,548 CHF 91,000 864
12/21/2022 J.P. Morgan Chase Bank, N.A. USD 77,307 EUR 79,000 5,032
12/21/2022 UBS AG USD 45,204 CHF 44,000 1,412
12/21/2022 UBS AG USD 2,703,566 EUR 2,721,051 132,498
Subtotal—Appreciation 420,785
Currency Risk            
12/21/2022 Bank of America, N.A. GBP 1,853,110 USD 2,134,329 (100,689)
12/21/2022 Bank of America, N.A. NOK 13,700,000 USD 1,259,852 (132,277)
12/21/2022 BNP Paribas S.A. SEK 34,866,086 USD 3,279,531 (45,002)
12/21/2022 Citibank, N.A. USD 2,005,098 CAD 2,635,365 (45,321)
12/21/2022 Deutsche Bank AG GBP 2,519,232 USD 2,905,883 (132,538)
12/21/2022 J.P. Morgan Chase Bank, N.A. EUR 337,000 USD 331,734 (19,510)
12/21/2022 J.P. Morgan Chase Bank, N.A. NOK 66,108,653 USD 6,563,030 (154,616)
12/21/2022 Morgan Stanley and Co. International PLC AUD 4,209,638 USD 2,844,694 (14,880)
12/21/2022 Morgan Stanley and Co. International PLC CHF 14,045,487 USD 14,589,935 (290,847)
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
Open Forward Foreign Currency Contracts—(continued)
Settlement
Date 		Counterparty Contract to Unrealized
Appreciation
(Depreciation)
Deliver Receive
12/21/2022 Morgan Stanley and Co. International PLC EUR 5,292,888 USD 5,321,017 $(195,590)
Subtotal—Depreciation (1,131,270)
Total Forward Foreign Currency Contracts $(710,485)
    
Abbreviations:
CHF – Swiss Franc
AUD – Australian Dollar
CAD – Canadian Dollar
EUR – Euro
GBP – British Pound Sterling
NOK – Norwegian Krone
SEK – Swedish Krona
USD – U.S. Dollar
The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.
See accompanying notes which are an integral part of this schedule.
Invesco Intermediate Bond Factor Fund
Notes to Quarterly Schedule of Portfolio Holdings
November 30, 2022
(Unaudited)
NOTE 1—Additional Valuation Information
Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment’s assigned level:
Level 1 – Prices are determined using quoted prices in an active market for identical assets.
Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.
Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect Invesco Advisers, Inc.’s assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.
The following is a summary of the tiered valuation input levels, as of November 30, 2022. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.
  Level 1 Level 2 Level 3 Total
Investments in Securities        
U.S. Dollar Denominated Bonds & Notes $— $95,934,629 $— $95,934,629
U.S. Government Sponsored Agency Mortgage-Backed Securities — 54,506,494 — 54,506,494
U.S. Treasury Securities — 50,301,988 — 50,301,988
Non-U.S. Dollar Denominated Bonds & Notes — 33,846,172 — 33,846,172
Asset-Backed Securities — 324,657 — 324,657
Money Market Funds 1,027,024 1,081,482 — 2,108,506
Total Investments in Securities 1,027,024 235,995,422 — 237,022,446
Other Investments - Assets*        
Futures Contracts 64,844 — — 64,844
Forward Foreign Currency Contracts — 420,785 — 420,785
  64,844 420,785 — 485,629
Other Investments - Liabilities*        
Futures Contracts (94,364) — — (94,364)
Forward Foreign Currency Contracts — (1,131,270) — (1,131,270)
  (94,364) (1,131,270) — (1,225,634)
Total Other Investments (29,520) (710,485) — (740,005)
Total Investments $997,504 $235,284,937 $— $236,282,441
    
* Forward foreign currency contracts and futures contracts are valued at unrealized appreciation (depreciation).
Invesco Intermediate Bond Factor Fund