Consolidated Schedule of Investments  
January 31, 2026
(Unaudited)
 
Interest
Rate
Maturity
Date
Principal
Amount
(000)
Value
U.S. Treasury Securities–19.58%
 
 
U.S. Treasury Floating Rate Notes–19.58%
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate + 0.15%)(a)
3.78%
04/30/2026
 
$93,350
$93,372,728
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate + 0.18%)(a)
3.82%
07/31/2026
 
80,500
80,547,142
Total U.S. Treasury Securities (Cost $173,852,641)
173,919,870
 
 
Expiration
Date
 
 
Commodity-Linked Securities–6.34%
Bank of Montreal, Commodity-Linked Notes (linked to the S&P GSCI Aluminum Dynamic Roll Index) (Canada)(b)(c)
     
08/25/2026
 
9,500
12,077,381
Canadian Imperial Bank of Commerce, EMTN, U.S. Federal Funds Effective Rate minus 0.03% (linked to the
Canadian Imperial Bank of Commerce Gold Standard Roll Excess Return Index) (Canada)(b)(c)
     
07/29/2026
 
6,660
13,287,691
Canadian Imperial Bank of Commerce, EMTN, U.S. Federal Funds Effective Rate minus 0.03% (linked to the
Canadian Imperial Bank of Commerce Silver Index) (Canada)(b)(c)
     
07/27/2026
 
3,700
12,054,019
Royal Bank of Canada, Commodity-Linked Notes (linked to the RBC Enhanced Copper 2x Index, multiplied by 2)
(Canada)(b)(c)
     
08/24/2026
 
11,800
18,879,094
Total Commodity-Linked Securities (Cost $31,660,000)
56,298,185
 
 
 
Shares
 
Money Market Funds–56.26%
Invesco Government & Agency Portfolio, Institutional Class, 3.61%(d)(e)
     
 
 
132,399,312
132,399,312
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio (Ireland), Agency Class, 3.88%(d)(e)
     
 
 
73,326,345
73,326,345
Invesco Treasury Obligations Portfolio, Institutional Class, 3.56%(d)(e)
     
 
 
250,700,000
250,700,000
Invesco Treasury Portfolio, Institutional Class, 3.57%(d)(e)
     
 
 
43,233,287
43,233,287
Total Money Market Funds (Cost $499,658,944)
499,658,944
Options Purchased–0.43%
(Cost $9,248,354)(f)
3,793,575
TOTAL INVESTMENTS IN SECURITIES–82.61% (Cost $714,419,939)
733,670,574
OTHER ASSETS LESS LIABILITIES–17.39%
154,450,751
NET ASSETS–100.00%
$888,121,325
Investment Abbreviations:
EMTN
– European Medium-Term Notes
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 $56,298,185, which represented 6.34% 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
$138,918,312
$22,073,064
$(28,592,064)
$-
$-
$132,399,312
$1,225,879
Invesco Liquidity Funds PLC, Invesco US Dollar
Liquidity Portfolio, Agency Class
81,581,377
49,806,175
(58,061,207)
-
-
73,326,345
785,708
Invesco Treasury Obligations Portfolio, Institutional
Class
250,700,000
-
-
-
-
250,700,000
2,330,950
Invesco Treasury Portfolio, Institutional Class
55,340,001
40,992,834
(53,099,548)
-
-
43,233,287
398,570
Total
$526,539,690
$112,872,073
$(139,752,819)
$-
$-
$499,658,944
$4,741,107
(e)
The rate shown is the 7-day SEC standardized yield as of January 31, 2026.
(f)
The table below details options purchased.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Open Exchange-Traded Index Options Purchased
Description
Type of
Contract
Expiration
Date
Number of
Contracts
Exercise
Price
Notional
Value(a)
Value
Equity Risk
EURO STOXX 50 Index
Put
02/20/2026
40
EUR
5,100.00
EUR
2,040,000
$2,797
EURO STOXX 50 Index
Put
04/17/2026
40
EUR
5,100.00
EUR
2,040,000
14,509
EURO STOXX 50 Index
Put
03/20/2026
40
EUR
5,400.00
EUR
2,160,000
14,841
EURO STOXX 50 Index
Put
05/15/2026
40
EUR
5,000.00
EUR
2,000,000
19,013
EURO STOXX 50 Index
Put
06/19/2026
40
EUR
5,200.00
EUR
2,080,000
35,987
EURO STOXX 50 Index
Put
07/17/2026
40
EUR
5,100.00
EUR
2,040,000
37,030
EURO STOXX 50 Index
Put
08/21/2026
40
EUR
5,000.00
EUR
2,000,000
39,259
EURO STOXX 50 Index
Put
09/18/2026
40
EUR
5,200.00
EUR
2,080,000
56,849
EURO STOXX 50 Index
Put
10/16/2026
39
EUR
5,500.00
EUR
2,145,000
89,730
EURO STOXX 50 Index
Put
11/20/2026
39
EUR
5,500.00
EUR
2,145,000
98,236
EURO STOXX 50 Index
Put
12/18/2026
38
EUR
5,500.00
EUR
2,090,000
102,564
EURO STOXX 50 Index
Put
01/15/2027
40
EUR
5,700.00
EUR
2,280,000
140,962
FTSE 100 Index
Put
02/20/2026
30
GBP
8,475.00
GBP
2,542,500
1,847
FTSE 100 Index
Put
03/20/2026
30
GBP
8,800.00
GBP
2,640,000
8,415
FTSE 100 Index
Put
04/17/2026
30
GBP
8,500.00
GBP
2,550,000
10,263
FTSE 100 Index
Put
05/15/2026
30
GBP
8,350.00
GBP
2,505,000
12,931
FTSE 100 Index
Put
06/19/2026
30
GBP
8,700.00
GBP
2,610,000
23,399
FTSE 100 Index
Put
07/17/2026
30
GBP
8,700.00
GBP
2,610,000
27,093
FTSE 100 Index
Put
08/21/2026
30
GBP
8,950.00
GBP
2,685,000
44,745
FTSE 100 Index
Put
09/18/2026
30
GBP
9,000.00
GBP
2,700,000
54,187
FTSE 100 Index
Put
10/16/2026
30
GBP
9,375.00
GBP
2,812,500
83,127
FTSE 100 Index
Put
11/20/2026
30
GBP
9,625.00
GBP
2,887,500
115,763
FTSE 100 Index
Put
12/18/2026
31
GBP
9,600.00
GBP
2,976,000
121,954
FTSE 100 Index
Put
01/15/2027
31
GBP
9,850.00
GBP
3,053,500
157,798
MSCI Emerging Markets Index
Put
02/20/2026
18
USD
1,070.00
USD
1,926,000
900
MSCI Emerging Markets Index
Put
03/20/2026
18
USD
1,090.00
USD
1,962,000
2,610
MSCI Emerging Markets Index
Put
04/17/2026
18
USD
1,100.00
USD
1,980,000
5,130
MSCI Emerging Markets Index
Put
05/15/2026
19
USD
1,100.00
USD
2,090,000
9,595
MSCI Emerging Markets Index
Put
06/18/2026
19
USD
1,140.00
USD
2,166,000
15,105
MSCI Emerging Markets Index
Put
07/17/2026
19
USD
1,220.00
USD
2,318,000
26,125
MSCI Emerging Markets Index
Put
08/21/2026
19
USD
1,210.00
USD
2,299,000
30,780
MSCI Emerging Markets Index
Put
09/18/2026
19
USD
1,250.00
USD
2,375,000
34,770
MSCI Emerging Markets Index
Put
10/16/2026
19
USD
1,350.00
USD
2,565,000
70,870
MSCI Emerging Markets Index
Put
11/20/2026
19
USD
1,375.00
USD
2,612,500
91,390
MSCI Emerging Markets Index
Put
12/18/2026
19
USD
1,360.00
USD
2,584,000
105,925
MSCI Emerging Markets Index
Put
01/15/2027
19
USD
1,440.00
USD
2,736,000
142,500
Nikkei 225 Index
Put
03/13/2026
9
JPY
36,250.00
JPY
326,250,000
4,420
Nikkei 225 Index
Put
03/13/2026
9
JPY
37,000.00
JPY
333,000,000
4,827
Nikkei 225 Index
Put
06/12/2026
10
JPY
34,250.00
JPY
342,500,000
14,086
Nikkei 225 Index
Put
06/12/2026
10
JPY
35,000.00
JPY
350,000,000
15,637
Nikkei 225 Index
Put
06/12/2026
10
JPY
36,000.00
JPY
360,000,000
17,834
Nikkei 225 Index
Put
09/11/2026
10
JPY
38,500.00
JPY
385,000,000
41,031
Nikkei 225 Index
Put
09/11/2026
10
JPY
39,250.00
JPY
392,500,000
45,231
Nikkei 225 Index
Put
09/11/2026
10
JPY
40,750.00
JPY
407,500,000
54,924
Nikkei 225 Index
Put
12/11/2026
10
JPY
43,000.00
JPY
430,000,000
102,417
Nikkei 225 Index
Put
12/11/2026
10
JPY
47,500.00
JPY
475,000,000
169,294
Nikkei 225 Index
Put
12/11/2026
10
JPY
50,500.00
JPY
505,000,000
235,526
Nikkei 225 Index
Put
03/12/2027
10
JPY
50,250.00
JPY
502,500,000
259,434
S&P 500 Index
Put
02/20/2026
4
USD
6,000.00
USD
2,400,000
1,540
S&P 500 Index
Put
03/20/2026
5
USD
5,975.00
USD
2,987,500
8,550
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Open Exchange-Traded Index Options Purchased—(continued)
Description
Type of
Contract
Expiration
Date
Number of
Contracts
Exercise
Price
Notional
Value(a)
Value
S&P 500 Index
Put
04/17/2026
5
USD
5,625.00
USD
2,812,500
$10,450
S&P 500 Index
Put
05/15/2026
5
USD
5,650.00
USD
2,825,000
17,075
S&P 500 Index
Put
06/18/2026
5
USD
5,950.00
USD
2,975,000
35,050
S&P 500 Index
Put
07/17/2026
5
USD
6,225.00
USD
3,112,500
58,350
S&P 500 Index
Put
08/21/2026
5
USD
6,300.00
USD
3,150,000
75,975
S&P 500 Index
Put
09/18/2026
5
USD
6,450.00
USD
3,225,000
98,300
S&P 500 Index
Put
10/16/2026
5
USD
6,725.00
USD
3,362,500
138,100
S&P 500 Index
Put
11/20/2026
5
USD
6,875.00
USD
3,437,500
171,050
S&P 500 Index
Put
12/18/2026
5
USD
6,850.00
USD
3,425,000
176,000
S&P 500 Index
Put
01/15/2027
5
USD
6,900.00
USD
3,450,000
189,475
Total Index Options Purchased
$3,793,575
(a)Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.
Open Futures Contracts(a)
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Commodity Risk
Gasoline Reformulated Blendstock Oxygenate Blending
353
February-2026
$28,795,057
$1,590,596
$1,590,596
Gold 100 Oz.
93
April-2026
44,129,430
(3,234,529
)
(3,234,529
)
Low Sulphur Gasoil
137
April-2026
9,723,575
1,398,907
1,398,907
Silver
21
March-2026
8,245,755
(195,460
)
(195,460
)
Subtotal
(440,486
)
(440,486
)
Equity Risk
E-Mini Russell 2000 Index
335
March-2026
43,962,050
857,765
857,765
E-Mini S&P 500 Index
16
March-2026
5,572,600
60,792
60,792
EURO STOXX 50 Index
240
March-2026
16,929,636
515,452
515,452
FTSE 100 Index
71
March-2026
9,899,392
428,610
428,610
MSCI Emerging Markets Index
780
March-2026
59,311,200
5,187,130
5,187,130
Nikkei 225 Index
72
March-2026
24,838,977
1,274,714
1,274,714
Subtotal
8,324,463
8,324,463
Interest Rate Risk
Australia 10 Year Bonds
1,960
March-2026
148,975,513
(227,696
)
(227,696
)
Canada 10 Year Bonds
1,687
March-2026
150,010,620
(2,100,716
)
(2,100,716
)
Euro-Bund
919
March-2026
139,620,226
(465,179
)
(465,179
)
Japan 10 Year Bonds
184
March-2026
156,476,092
(2,074,508
)
(2,074,508
)
Long Gilt
952
March-2026
118,347,525
(2,127
)
(2,127
)
U.S. Treasury Long Bonds
888
March-2026
102,231,000
(1,114,459
)
(1,114,459
)
Subtotal
(5,984,685
)
(5,984,685
)
Total Futures Contracts
$1,899,292
$1,899,292
(a)
Futures contracts collateralized by $13,916,538 cash held with Merrill Lynch International, the futures commission merchant.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

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
34,200
October—2026
USD
16,772,918
$
$1,659,213
$1,659,213
Barclays Bank PLC
Receive
Barclays Soybean
Oil Seasonal Index
0.19
Monthly
78,500
November—2026
USD
8,580,537
105,410
105,410
Barclays Bank PLC
Receive
Barclays Soybeans
Seasonal Index
Excess Return
0.19
Monthly
19,700
February—2026
USD
5,995,246
79,377
79,377
Barclays Bank PLC
Receive
Barclays Wheat
Seasonal Index
0.17
Monthly
365,000
May—2026
USD
4,094,935
170,783
170,783
BNP Paribas S.A.
Receive
BNP Paribas
Commodity Daily
Dynamic Curve CL
Index
0.25
Monthly
17,900
November—2026
USD
8,488,880
859,458
859,458
BNP Paribas S.A.
Receive
BNP Paribas
Commodity Daily
Dynamic Curve CO
Index
0.25
Monthly
21,100
October—2026
USD
10,540,262
1,052,248
1,052,248
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial
Bank of Commerce
Seasonally
Enhanced Bean Oil
Commodity Index
0.26
Monthly
80,500
February—2026
USD
9,559,818
615,495
615,495
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial
Bank of Commerce
Seasonally
Enhanced Live
Cattle Commodity
Index
0.15
Monthly
116,800
December—2026
USD
14,920,009
45,821
45,821
Citibank, N.A.
Receive
Citi Commodities
Curve Beta
Enhanced
Distributed Mono
Index - WTI Crude
Oil (Excess Return)
0.14
Monthly
6,900
October—2026
USD
5,818,984
415,270
415,270
Citibank, N.A.
Receive
Citi Commodities
Curve Beta
Enhanced Extended
Copper (Daily
Rebalancing)
Excess Return Index
0.30
Monthly
7,250
May—2026
USD
10,303,395
352,169
352,169
Goldman Sachs
International
Receive
Enhanced Strategy
AB42 on the S&P
GSCI Soybeans
Excess Return
0.14
Monthly
14,700
November—2026
USD
5,552,112
1,271
1,271
Goldman Sachs
International
Receive
Goldman Sachs
Commodity Daily IC
Selective Curve
Strategy - LA
0.25
Monthly
88,500
July—2026
USD
12,300,146
87,243
87,243
Goldman Sachs
International
Receive
Goldman Sachs
Heating Oil F0
Standard Roll
Excess Return Index
0.14
Monthly
52,900
November—2026
USD
9,892,665
2,339,127
2,339,127
Goldman Sachs
International
Receive
S&P GSCI Soybean
Oil Excess Return
Index
0.25
Monthly
61,800
February—2026
USD
8,045,767
607,599
607,599
Goldman Sachs
International
Receive
S&P GSCI Wheat
Excess Return A48
Strategy
0.20
Monthly
190,000
July—2026
USD
1,596,368
48,846
48,846
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation 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)
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Contag
Beta Gas Oil Excess
Return Index
0.25%
Monthly
56,300
January—2027
USD
21,645,999
$
$1,782,514
$1,782,514
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Front
Month Heating Oil
Index - Excess
Return
0.11
Monthly
66,200
October—2026
USD
20,826,758
2,124,808
2,124,808
Merrill Lynch
International
Receive
MLCX Aluminum
Annual Excess
Return Index
0.28
Monthly
8,500
January—2027
USD
1,193,315
6,842
10,416
3,574
Merrill Lynch
International
Receive
MLCX Natural Gas
Annual Excess
Return Index
0.25
Monthly
181,000
October—2026
USD
11,798,974
(149,220
)
1,430,099
1,579,319
Royal Bank of Canada
Receive
RBC Commodity
SO01 Excess Return
Custom Index
0.18
Monthly
56,500
February—2026
USD
6,054,992
89,954
89,954
Subtotal
 
 
 
 
(142,378
)
13,877,121
14,019,499
Equity Risk
 
 
 
 
Macquarie Bank Ltd.
Receive
Macquarie Volatility
Product VMAQWSL5
0.15
Monthly
159,000
October—2026
USD
19,141,851
859
859
Subtotal — Appreciation
 
(142,378
)
13,877,980
14,020,358
Commodity Risk
 
 
 
 
Barclays Bank PLC
Receive
Barclays Soybean
Meal S2 Nearby
Excess Return Index
0.19
Monthly
700
January—2027
USD
602,752
(12,631
)
(12,631
)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial
Bank of Commerce
Seasonally
Enhanced Cotton
Commodity Excess
Return Index
0.28
Monthly
51,500
February—2026
USD
6,167,393
(165,325
)
(165,325
)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial
Bank of Commerce
Seasonally
Enhanced Lean Hog
Commodity Index
0.20
Monthly
340,000
January—2027
USD
18,896,452
(59,398
)
(59,398
)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial
Bank of Commerce
Soybean Meal 1
Excess Return
Commodity Index
0.14
Monthly
40,500
February—2026
USD
6,730,719
(106,049
)
(106,049
)
Canadian Imperial Bank
of Commerce
Receive
CIBZ Enhanced
Sugar 2 Excess
Return Index
0.21
Monthly
105,500
December—2026
USD
10,926,920
(397,123
)
(397,123
)
Citibank, N.A.
Receive
Citi Commodities
Benchmark
(Regular Roll) Mono
Index Coffee
0.12
Monthly
295,000
November—2026
USD
5,202,915
(213,875
)
(213,875
)
Goldman Sachs
International
Receive
S&P GSCI Corn
Excess Return Index
0.18
Monthly
55,000
June—2026
USD
1,331,610
(51,411
)
(51,411
)
Macquarie Bank Ltd.
Receive
Macquarie
Aluminum Dynamic
Selection Index
0.30
Monthly
194,000
January—2027
USD
12,619,293
(182,360
)
(182,360
)
Macquarie Bank Ltd.
Receive
Macquarie Single
Commodity
Soymeal type A
Excess Return
0.17
Monthly
34,500
February—2026
USD
9,995,188
(23,774
)
(23,774
)
Merrill Lynch
International
Receive
MLCISCE Excess
Return Index
0.12
Monthly
104,000
May—2026
USD
4,120,345
(116,522
)
(116,522
)
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation 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)
Merrill Lynch
International
Receive
MLCX6CTE Excess
Return Index
0.18%
Monthly
70,500
January—2027
USD
5,018,260
$
$(34,453
)
$(34,453
)
Royal Bank of Canada
Receive
RBC Commodity
CT01 Excess Return
Custom Index
0.28
Monthly
38,800
July—2026
USD
3,880,279
18,649
(32,642
)
(51,291
)
Royal Bank of Canada
Receive
RBC Commodity
SB01 Excess Return
Custom Index
0.18
Monthly
121,300
November—2026
USD
14,932,394
(213,361
)
(774,355
)
(560,994
)
Subtotal
 
 
 
 
(194,712
)
(2,169,918
)
(1,975,206
)
Equity Risk
 
 
 
 
BNP Paribas S.A.
Receive
BNP Paribas AIR
VAR Intraday US
Calendar Excess
Return Index
0.00
Monthly
159,000
October—2026
USD
34,462,121
(108,840
)
(108,840
)
Citibank, N.A.
Receive
Citi EQ
U.S. Volatility Carry
(G) Series 5 Index
0.00
Monthly
77,000
September—2026
USD
12,065,900
(39,055
)
(39,055
)
Goldman Sachs
International
Receive
Volatility Carry US
Series VSB1 Excess
Return Strategy
0.00
Monthly
177,000
January—2027
USD
17,845,140
(28,320
)
(28,320
)
Morgan Stanley and Co.
International PLC
Receive
Morgan Stanley
Volatility Relative
Value SPX
0.00
Monthly
128,000
January—2027
USD
17,759,270
(26,151
)
(26,151
)
Subtotal
 
 
 
 
(202,366
)
(202,366
)
Subtotal — Depreciation
 
(194,712
)
(2,372,284
)
(2,177,572
)
Total — Total Return Swap Agreements
 
$(337,090
)
$11,505,696
$11,842,786
(a)Open Over-The-Counter Total Return Swap Agreements are collateralized by cash held with the swap Counterparties in the amount of $2,020,000.
(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.
Open Over-The-Counter Total Return Swap Agreements(a)(b)
Counterparty
Pay/
Receive
Reference Entity
Floating
Rate
Index
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
Equity Risk
 
 
 
 
 
Citibank, N.A.
Receive
Invesco UK
Broad Price
Momentum Net
Total Return
Index
SONIA +
0.590%
Monthly
110
March—2026
GBP
1,063,024
$
$26,151
$26,151
Citibank, N.A.
Receive
Invesco UK
Broad Price
Momentum Net
Total Return
Index
SONIA +
0.930%
Monthly
1,700
February—2026
GBP
16,456,340
366,123
366,123
Citibank, N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.580%
Monthly
150
March—2026
GBP
1,626,264
14,220
14,220
Citibank, N.A.
Receive
MSCI EMU
Momentum
Index
ESTRON +
0.139%
Monthly
1,480
April—2026
EUR
14,361,406
131,746
131,746
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility Index
TONAR +
0.250%
Monthly
75,000
March—2026
JPY
338,955,412
12,791
12,791
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR +
0.260%
Monthly
100,000
March—2026
JPY
481,579,280
34,271
34,271
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Open Over-The-Counter Total Return Swap Agreements(a)(b)—(continued)
Counterparty
Pay/
Receive
Reference Entity
Floating
Rate
Index
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large Cap
Broad Price
Momentum
Total Return
Index
SOFR +
0.550%
Monthly
120
March—2026
USD
1,614,908
$
$5,005
$5,005
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large Cap
Broad Quality
Total Return
Index
SOFR +
0.910%
Monthly
1,180
March—2026
USD
20,252,824
152,498
152,498
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Low
Volatility Total
Return Index
SOFR +
0.540%
Monthly
250
March—2026
USD
2,145,650
10,897
10,897
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Low
Volatility Total
Return Index
SOFR +
0.920%
Monthly
2,270
March—2026
USD
19,450,200
131,251
131,251
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Price
Momentum Net
Total Return
Index
SONIA +
0.895%
Monthly
220
March—2026
GBP
2,129,644
47,381
47,381
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.520%
Monthly
30
April—2026
GBP
325,988
1,839
1,839
Merrill Lynch
International
Receive
MSCI EMU
Momentum
Index
ESTRON +
0.590%
Monthly
100
March—2026
EUR
975,671
2,612
2,612
Subtotal — Appreciation
 
936,785
936,785
Equity Risk
 
 
 
 
 
BNP Paribas S.A.
Receive
MSCI EMU
Quality Index
ESTRON +
0.269%
Monthly
2,920
April—2026
EUR
14,501,684
(209,162
)
(209,162
)
BNP Paribas S.A.
Receive
MSCI Japan
Minimum
Volatility Index
TONAR -
0.170%
Monthly
336,542
April—2026
JPY
1,562,153,924
(208,719
)
(208,719
)
BNP Paribas S.A.
Receive
MSCI Japan
Quality Index
TONAR -
0.060%
Monthly
262,469
April—2026
JPY
1,295,229,396
(111,867
)
(111,867
)
Citibank, N.A.
Receive
Invesco UK
Broad Low
Volatility Net
Total Return
Index
SONIA +
0.580%
Monthly
250
March—2026
GBP
1,731,995
(4,179
)
(4,179
)
Citibank, N.A.
Receive
Invesco UK
Broad Low
Volatility Net
Total Return
Index
SONIA +
0.915%
Monthly
2,390
February—2026
GBP
16,603,187
(101,953
)
(101,953
)
Citibank, N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.820%
Monthly
1,110
March—2026
GBP
12,122,188
(14,959
)
(14,959
)
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility Index
TONAR -
0.070%
Monthly
222,114
February—2026
JPY
1,024,236,509
(94,021
)
(94,021
)
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility Index
TONAR -
0.070%
Monthly
336,344
February—2026
JPY
1,550,986,450
(142,375
)
(142,375
)
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Open Over-The-Counter Total Return Swap Agreements(a)(b)—(continued)
Counterparty
Pay/
Receive
Reference Entity
Floating
Rate
Index
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility Index
TONAR -
0.090%
Monthly
70,000
February—2026
JPY
322,791,700
$
$(29,631
)
$(29,631
)
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility Index
TONAR +
0.250%
Monthly
50,000
March—2026
JPY
230,565,500
(21,165
)
(21,165
)
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR -
0.010%
Monthly
71,519
February—2026
JPY
352,319,043
(26,526
)
(26,526
)
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR +
0.000%
Monthly
368,259
February—2026
JPY
1,814,128,533
(136,586
)
(136,586
)
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR +
0.020%
Monthly
232,753
February—2026
JPY
1,146,594,811
(86,327
)
(86,327
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large Cap
Broad Price
Momentum
Total Return
Index
SOFR +
0.920%
Monthly
150
March—2026
USD
2,042,512
(17,621
)
(17,621
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large Cap
Broad Price
Momentum
Total Return
Index
SOFR +
0.920%
Monthly
1,350
March—2026
USD
18,382,612
(158,589
)
(158,589
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large Cap
Broad Quality
Total Return
Index
SOFR +
0.540%
Monthly
70
March—2026
USD
1,217,026
(6,541
)
(6,541
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Low
Volatility Net
Total Return
Index
SONIA +
0.895%
Monthly
160
March—2026
GBP
1,111,510
(6,825
)
(6,825
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.895%
Monthly
120
March—2026
GBP
1,310,507
(1,617
)
(1,617
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.895%
Monthly
390
March—2026
GBP
4,259,147
(5,256
)
(5,256
)
Merrill Lynch
International
Receive
MSCI EMU
Minimum
Volatility Index
ESTRON +
0.339%
Monthly
3,700
March—2026
EUR
15,293,210
(186,791
)
(186,791
)
Merrill Lynch
International
Receive
MSCI EMU
Quality Index
ESTRON +
0.520%
Monthly
180
March—2026
EUR
911,227
(33,385
)
(33,385
)
Subtotal — Depreciation
 
(1,604,095
)
(1,604,095
)
Total — Total Return Swap Agreements
 
$
$(667,310
)
$(667,310
)
(a)Open Over-The-Counter Total Return Swap Agreements are collateralized by cash held with the swap Counterparties in the amount of $2,020,000.
(b)The Fund receives or pays payments based on any positive or negative return on the Reference Entity, respectively.
Reference Entity Components
Reference Entity
Underlying Components
Percentage
S&P GSCI Aluminum Dynamic Roll Index
 
 
Long Futures Contracts
 
Aluminum
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
Canadian Imperial Bank of Commerce Gold Standard Roll Excess
Return Index
 
 
Long Futures Contracts
 
Gold
100.00%
Canadian Imperial Bank of Commerce Silver Index
 
 
Long Futures Contracts
 
Silver
100.00%
RBC Enhanced Copper 2x Index
 
 
Long Futures Contracts
 
Copper
100.00%
Barclays Brent Crude Roll Yield Index
 
 
Long Futures Contracts
 
Brent Crude
100.00%
Barclays Soybean Oil Seasonal Index
 
 
Long Futures Contracts
 
Soybean Oil
100.00%
Barclays Soybeans Seasonal Index Excess Return
 
 
Long Futures Contracts
 
Soybean
100.00%
Barclays Wheat Seasonal Index
 
 
Long Futures Contracts
 
Wheat
100.00%
BNP Paribas Commodity Daily Dynamic Curve CL Index
 
 
Long Futures Contracts
 
Crude Oil
100.00%
BNP Paribas Commodity Daily Dynamic Curve CO Index
 
 
Long Futures Contracts
 
Brent Crude
100.00%
Canadian Imperial Bank of Commerce Seasonally Enhanced Bean Oil
Commodity Index
 
 
Long Futures Contracts
 
Bean Oil
100.00%
Canadian Imperial Bank of Commerce Seasonally Enhanced Live Cattle
Commodity Index
 
 
Long Futures Contracts
 
Live Cattle
100.00%
Citi Commodities Curve Beta Enhanced Distributed Mono Index - WTI
Crude Oil (Excess Return)
 
 
Long Futures Contracts
 
Crude Oil
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
Citi Commodities Curve Beta Enhanced Extended Copper (Daily
Rebalancing) Excess Return Index
 
 
Long Futures Contracts
 
Copper
100.00%
Enhanced Strategy AB42 on the S&P GSCI Soybeans Excess Return
 
 
Long Futures Contracts
 
Soybean
100.00%
Goldman Sachs Commodity Daily IC Selective Curve Strategy - LA
 
 
Long Futures Contracts
 
Aluminum
100.00%
Goldman Sachs Heating Oil F0 Standard Roll Excess Return Index
 
 
Long Futures Contracts
 
Heating Oil
100.00%
S&P GSCI Soybean Oil Excess Return Index
 
 
Long Futures Contracts
 
Soybean Oil
100.00%
S&P GSCI Wheat Excess Return A48 Strategy
 
 
Long Futures Contracts
 
Wheat
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
 
Aluminium
100.00%
MLCX Natural Gas Annual Excess Return Index
 
 
Long Futures Contracts
 
Natural Gas
100.00%
RBC Commodity SO01 Excess Return Custom Index
 
 
Long Futures Contracts
 
Soybean
100.00%
Barclays Soybean Meal S2 Nearby Excess Return Index
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
Canadian Imperial Bank of Commerce Seasonally Enhanced Cotton
Commodity Excess Return Index
 
 
Long Futures Contracts
 
Cotton
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
Canadian Imperial Bank of Commerce Seasonally Enhanced Lean Hog
Commodity Index
 
 
Long Futures Contracts
 
Lean Hog
100.00%
Canadian Imperial Bank of Commerce Soybean Meal 1 Excess Return
Commodity Index
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
CIBZ Enhanced Sugar 2 Excess Return Index
 
 
Long Futures Contracts
 
Sugar
100.00%
Citi Commodities Benchmark (Regular Roll) Mono Index Coffee
 
 
Long Futures Contracts
 
Coffee
100.00%
S&P GSCI Corn Excess Return Index
 
 
Long Futures Contracts
 
Corn
100.00%
Macquarie Aluminum Dynamic Selection Index
 
 
Long Futures Contracts
 
Aluminum
100.00%
Macquarie Single Commodity Soymeal type A Excess Return
 
 
Long Futures Contracts
 
Soymeal
100.00%
MLCISCE Excess Return Index
 
 
Long Futures Contracts
 
Corn
100.00%
MLCX6CTE Excess Return Index
 
 
Long Futures Contracts
 
Cotton
100.00%
RBC Commodity CT01 Excess Return Custom Index
 
 
Long Futures Contracts
 
Cotton
100.00%
RBC Commodity SB01 Excess Return Custom Index
 
 
Long Futures Contracts
 
Sugar
100.00%
Abbreviations:
EMU
—European Economic and Monetary Union
ESTRON
—Euro Short-Term Rate
EUR
—Euro
GBP
—British Pound Sterling
JPY
—Japanese Yen
SOFR
—Secured Overnight Financing Rate
SONIA
—Sterling Overnight Index Average
TONAR
—Tokyo Overnight Average Rate
USD
—U.S. Dollar
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

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 Allocation 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
$
$173,919,870
$
$173,919,870
Commodity-Linked Securities
56,298,185
56,298,185
Money Market Funds
499,658,944
499,658,944
Options Purchased
3,793,575
3,793,575
Total Investments in Securities
503,452,519
230,218,055
733,670,574
Other Investments - Assets*
Futures Contracts
11,313,966
11,313,966
Swap Agreements
14,957,143
14,957,143
 
11,313,966
14,957,143
26,271,109
Other Investments - Liabilities*
Futures Contracts
(9,414,674
)
(9,414,674
)
Swap Agreements
(3,781,667
)
(3,781,667
)
 
(9,414,674
)
(3,781,667
)
(13,196,341
)
Total Other Investments
1,899,292
11,175,476
13,074,768
Total Investments
$505,351,811
$241,393,531
$
$746,745,342
*
Unrealized appreciation (depreciation).
Invesco Balanced-Risk Allocation Fund