Consolidated Schedule of Investments
January 31, 2026
(Unaudited)
 
Interest
Rate
Maturity
Date
Principal
Amount
(000)
Value
U.S. Treasury Securities–12.29%
 
 
U.S. Treasury Floating Rate Notes–12.29%
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate +
0.15%)(a)
3.78%
04/30/2026
 
$68,400
$68,416,653
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate +
0.18%)(a)
3.82%
07/31/2026
 
65,900
65,938,593
Total U.S. Treasury Securities (Cost $134,312,269)
134,355,246
 
 
Expiration
Date
 
 
Commodity-Linked Securities–10.05%
Bank of Montreal, 1 mo. SOFR (linked to the Bloomberg Gold Subindex, multiplied by 2)
(Canada)(b)(c)
     
07/06/2026
 
22,700
40,585,600
Canadian Imperial Bank of Commerce, 1 mo. SOFR (linked to the CIBC Dynamic Roll LME Copper
Index 2) (Canada)(b)(c)
     
10/30/2026
 
17,100
27,717,451
Royal Bank of Canada, (linked to RBC Enhanced Copper 2x Index, multiplied by 2) (Canada)(b)(c)
     
10/30/2026
 
17,100
27,331,790
Societe Generale, U.S. Federal Funds Effective Rate minus 0.02% (linked to the Societe
Generale Soybean Meal Index, multiplied by 2) (France)(c)
     
03/30/2026
 
18,000
14,176,995
Total Commodity-Linked Securities (Cost $74,900,000)
109,811,836
 
 
 
Shares
 
Money Market Funds–69.55%
Invesco Government & Agency Portfolio, Institutional Class, 3.61%(d)(e)
     
 
 
197,801,750
197,801,750
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio (Ireland), Agency Class,
3.88%(d)(e)
     
 
 
195,883,978
195,883,978
Invesco Treasury Portfolio, Institutional Class, 3.57%(d)(e)
     
 
 
366,383,071
366,383,071
Total Money Market Funds (Cost $760,068,799)
760,068,799
TOTAL INVESTMENTS IN SECURITIES–91.89% (Cost $969,281,068)
1,004,235,881
OTHER ASSETS LESS LIABILITIES–8.11%
88,589,727
NET ASSETS–100.00%
$1,092,825,608
Investment Abbreviations:
SOFR
– Secured Overnight Financing Rate
Notes to Consolidated Schedule of Investments:
(a)
Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on January 31, 2026.
(b)
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
January 31, 2026 was $95,634,841, which represented 8.75% of the Fund’s Net Assets.
(c)
The Reference Entity Components table below includes additional information regarding the underlying components of certain reference entities that are not
publicly available.
(d)
Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in
which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund’s transactions in, and earnings from, its investments in
affiliates for the three months ended January 31, 2026.
 
Value
October 31, 2025
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
Realized
Gain
Value
January 31, 2026
Dividend Income
Investments in Affiliated Money Market Funds:
Invesco Government & Agency Portfolio,
Institutional Class
$170,576,000
$46,979,691
$(19,753,941)
$-
$-
$197,801,750
$1,644,140
Invesco Liquidity Funds PLC, Invesco US Dollar
Liquidity Portfolio, Agency Class
204,277,411
165,885,422
(174,278,855)
-
-
195,883,978
2,020,511
Invesco Treasury Portfolio, Institutional Class
315,820,963
87,247,997
(36,685,889)
-
-
366,383,071
3,010,015
Total
$690,674,374
$300,113,110
$(230,718,685)
$-
$-
$760,068,799
$6,674,666
(e)
The rate shown is the 7-day SEC standardized yield as of January 31, 2026.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Commodity Strategy Fund

Open Futures Contracts(a)
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Commodity Risk
Coffee ’C’
406
March-2026
$50,585,063
$(6,977,451
)
$(6,977,451
)
Corn
595
July-2026
13,149,500
(505,854
)
(505,854
)
Gold 100 Oz.
273
April-2026
129,541,230
(9,090,660
)
(9,090,660
)
LME Nickel
13
April-2026
1,397,362
(17,600
)
(17,600
)
Silver
237
March-2026
93,059,235
20,593,568
20,593,568
Soybean
722
July-2026
39,367,050
(1,046,699
)
(1,046,699
)
Wheat
714
July-2026
19,840,275
(98,372
)
(98,372
)
Total Futures Contracts
$2,856,932
$2,856,932
(a)
Futures contracts collateralized by $47,086,782 cash held with Goldman Sachs International, the futures commission merchant.
Open Over-The-Counter Total Return Swap Agreements(a)(b)
Counterparty
Pay/
Receive
Reference Entity(c)
Fixed
Rate
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
Commodity Risk
 
 
 
 
Barclays Bank PLC
Receive
Barclays Brent
Crude Roll Yield
Index
0.17%
Monthly
113,800
October—2026
USD
55,811,639
$
$5,521,007
$5,521,007
Citibank, N.A.
Receive
Citi Commodities
Curve Beta
Enhanced
Distributed Mono
Index - WTI Crude
Oil (Excess Return)
0.14
Monthly
43,250
October—2026
USD
36,474,066
2,602,958
2,602,958
Citibank, N.A.
Receive
Citi Commodities
Curve Beta
Enhanced Extended
Copper (Daily
Rebalancing)
Excess Return
Index
0.30
Monthly
30,300
May—2026
USD
43,061,087
1,119,654
1,119,654
Goldman Sachs
International
Receive
Goldman Sachs
Heating Oil F0
Standard Roll
Excess Return
Index
0.14
Monthly
28,500
October—2026
USD
5,329,697
1,260,210
1,260,210
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan
Contag Beta Gas
Oil Excess Return
Index
0.25
Monthly
174,100
January—2027
USD
66,937,272
5,512,180
5,512,180
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Front
Month Heating Oil
Index - Excess
Return
0.11
Monthly
210,700
October—2026
USD
66,286,978
6,762,796
6,762,796
Merrill Lynch
International
Receive
MLCX Aluminum
Annual Excess
Return Index
0.28
Monthly
293,000
October—2026
USD
41,134,270
203,837
1,465,322
1,261,485
Merrill Lynch
International
Receive
MLCX Natural Gas
Annual Excess
Return Index
0.25
Monthly
294,000
October—2026
USD
19,165,184
2,322,923
2,322,923
Merrill Lynch
International
Receive
MLCX1XBE Excess
Return Index
0.10
Monthly
123,300
August—2026
USD
53,595,859
3,479
5,538,414
5,534,935
Merrill Lynch
International
Receive
MLCXLXAE Excess
Return Index
0.25
Monthly
64,700
October—2026
USD
22,898,643
296,248
1,666,717
1,370,469
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Commodity Strategy Fund

Open Over-The-Counter Total Return Swap Agreements(a)(b)—(continued)
Counterparty
Pay/
Receive
Reference Entity(c)
Fixed
Rate
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
Morgan Stanley and Co.
International PLC
Receive
Morgan Stanley
MSCY2XB0 Index
0.15%
Monthly
6,900
July—2026
USD
5,483,191
$
$388,158
$388,158
Morgan Stanley and Co.
International PLC
Receive
Morgan Stanley
Soybean Oil
Dynamic Roll Index
0.30
Monthly
252,700
April—2026
USD
61,713,737
995,360
995,360
Subtotal — Appreciation
 
503,564
35,155,699
34,652,135
Commodity Risk
 
 
 
 
Barclays Bank PLC
Receive
Barclays Live
Cattle Roll Yield
Excess Return
Index
0.47
Monthly
170,200
July—2026
USD
29,243,934
(271,929
)
(271,929
)
BNP Paribas S.A.
Receive
BNP Paribas Rolling
Futures IY SB Index
0.15
Monthly
159,200
December—2026
USD
35,482,480
(1,392,793
)
(1,392,793
)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial
Bank of Commerce
Seasonally
Enhanced Lean
Hog Commodity
Index
0.20
Monthly
532,000
January—2027
USD
29,567,390
(92,940
)
(92,940
)
Citibank, N.A.
Receive
Citi Commodities
Curve Beta
Enhanced Extended
Cotton (Daily
Rebalancing)
Excess Return
Index
0.20
Monthly
82,500
April—2026
USD
7,499,085
(37,372
)
(37,372
)
Goldman Sachs
International
Receive
S&P GSCI Soybean
Meal Excess Return
Index
0.32
Monthly
7,150
May—2026
USD
6,923,806
(267,522
)
(267,522
)
Macquarie Bank Ltd.
Receive
Macquarie
Aluminum Dynamic
Selection Index
0.30
Monthly
1,433,500
October—2026
USD
93,246,165
(1,265,240
)
(1,265,240
)
Merrill Lynch
International
Receive
MLCX6CTE Excess
Return Index
0.18
Monthly
282,000
January—2027
USD
20,073,042
(137,813
)
(137,813
)
Morgan Stanley and Co.
International PLC
Pay
Morgan Stanley
MSCY2KW0 Index
0.05
Monthly
201,300
February—2026
USD
27,394,796
(909,272
)
(909,272
)
Subtotal — Depreciation
 
(4,374,881
)
(4,374,881
)
Total — Total Return Swap Agreements
 
$503,564
$30,780,818
$30,277,254
(a)Open Over-The-Counter Total Return Swap Agreements are collateralized by cash held with the swap Counterparties in the amount of $180,000.
(b)The Fund receives or pays payments based on any positive or negative return on the Reference Entity, respectively.
(c)The Reference Entity Components table below includes additional information regarding the underlying components of certain reference entities that are not
publicly available.
Reference Entity Components
Reference Entity
Underlying Components
Percentage
Bloomberg Gold Subindex
 
 
Long Futures Contracts
 
Gold
100.00%
CIBC Dynamic Roll LME Copper Index 2
 
 
Long Futures Contracts
 
Copper
100.00%
RBC Enhanced Copper 2x Index
 
 
Long Futures Contracts
 
Copper
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Commodity Strategy Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
Societe Generale Soybean Meal Index
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
Barclays Brent Crude Roll Yield Index
 
 
Long Futures Contracts
 
Brent Crude
100.00%
Citi Commodities Curve Beta Enhanced Distributed Mono Index - WTI
Crude Oil (Excess Return)
 
 
Long Futures Contracts
 
WTI Crude
100.00%
Citi Commodities Curve Beta Enhanced Extended Copper (Daily
Rebalancing) Excess Return Index
 
 
Long Futures Contracts
 
Copper
100.00%
Goldman Sachs Heating Oil F0 Standard Roll Excess Return Index
 
 
Long Futures Contracts
 
Heating Oil
100.00%
J.P. Morgan Contag Beta Gas Oil Excess Return Index
 
 
Long Futures Contracts
 
Gas Oil
100.00%
J.P. Morgan Front Month Heating Oil Index - Excess Return
 
 
Long Futures Contracts
 
Heating Oil
100.00%
MLCX Aluminum Annual Excess Return Index
 
 
Long Futures Contracts
 
Aluminum
100.00%
MLCX Natural Gas Annual Excess Return Index
 
 
Long Futures Contracts
 
Natural Gas
100.00%
MLCX1XBE Excess Return Index
 
 
Long Futures Contracts
 
Gasoline Unleaded
100.00%
MLCXLXAE Excess Return Index
 
 
Long Futures Contracts
 
Cocoa
100.00%
Morgan Stanley MSCY2XB0 Index
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
Morgan Stanley Soybean Oil Dynamic Roll Index
 
 
Long Futures Contracts
 
Soybean Oil
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Commodity Strategy Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
Barclays Live Cattle Roll Yield Excess Return Index
 
 
Long Futures Contracts
 
Live Cattle
100.00%
BNP Paribas Rolling Futures IY SB Index
 
 
Long Futures Contracts
 
Sugar
100.00%
Canadian Imperial Bank of Commerce Seasonally Enhanced Lean Hog
Commodity Index
 
 
Long Futures Contracts
 
Lean Hog
100.00%
Citi Commodities Curve Beta Enhanced Extended Cotton (Daily
Rebalancing) Excess Return Index
 
 
Long Futures Contracts
 
Cotton
100.00%
S&P GSCI Soybean Meal Excess Return Index
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
Macquarie Aluminum Dynamic Selection Index
 
 
Long Futures Contracts
 
Aluminium
100.00%
MLCX6CTE Excess Return Index
 
 
Long Futures Contracts
 
Cotton
100.00%
Morgan Stanley MSCY2KW0 Index
 
 
Long Futures Contracts
 
Kansas Wheat
100.00%
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 consolidated schedule.
Invesco Balanced-Risk Commodity Strategy Fund

Notes to Quarterly Consolidated Schedule of Portfolio Holdings
January 31, 2026
(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. When market movements occur after the close of the relevant foreign securities markets, foreign securities may be fair valued utilizing an independent pricing service.
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 January 31, 2026. 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 consolidated 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. Treasury Securities
$
$134,355,246
$
$134,355,246
Commodity-Linked Securities
109,811,836
109,811,836
Money Market Funds
760,068,799
760,068,799
Total Investments in Securities
760,068,799
244,167,082
1,004,235,881
Other Investments - Assets*
Futures Contracts
20,593,568
20,593,568
Swap Agreements
34,652,135
34,652,135
 
20,593,568
34,652,135
55,245,703
Other Investments - Liabilities*
Futures Contracts
(17,736,636
)
(17,736,636
)
Swap Agreements
(4,374,881
)
(4,374,881
)
 
(17,736,636
)
(4,374,881
)
(22,111,517
)
Total Other Investments
2,856,932
30,277,254
33,134,186
Total Investments
$762,925,731
$274,444,336
$
$1,037,370,067
*
Unrealized appreciation (depreciation).
Invesco Balanced-Risk Commodity Strategy Fund