Schedule of Investments  
March 31, 2026
(Unaudited)
 
Principal
Amount
Value
U.S. Government Sponsored Agency Mortgage-Backed
Securities–57.35%
Collateralized Mortgage Obligations–6.45%
Fannie Mae ACES, Series 2019-M5,
Class A2,
3.27%, 02/25/2029
 
$4,406,467
$4,310,161
Fannie Mae REMICs,
1.50%, 01/25/2028
 
127,731
126,134
6.50%, 03/25/2032
 
114,876
120,067
5.75%, 10/25/2035
 
19,541
19,998
4.08% (30 Day Average SOFR +
0.41%), 05/25/2036(a)
 
493,810
488,666
4.23% (30 Day Average SOFR +
0.56%), 03/25/2037(a)
 
332,726
330,134
6.60%, 06/25/2039(b)
 
617,405
640,415
4.00%, 07/25/2040
 
333,013
327,843
4.28% (30 Day Average SOFR +
0.61%), 05/25/2041(a)
 
86,614
86,515
4.30% (30 Day Average SOFR +
0.63%), 11/25/2041(a)
 
325,963
324,847
4.12% (30 Day Average SOFR +
0.43%), 08/25/2044(a)
 
393,723
384,786
4.28% (30 Day Average SOFR +
0.59%), 02/25/2056(a)
 
783,099
777,829
4.22% (30 Day Average SOFR +
0.53%), 12/25/2056(a)
 
980,684
961,191
IO,
2.00%, 03/25/2051(c)
 
2,244,222
312,006
Freddie Mac Multifamily Structured
Pass-Through Ctfs.,
Series KS11, Class AFX1,
2.15%, 12/25/2028
 
2,920,200
2,832,941
Series K092, Class AM,
3.02%, 04/25/2029
 
5,000,000
4,832,948
Freddie Mac REMICs,
4.29% (30 Day Average SOFR +
0.61%), 12/15/2035(a)
 
322,822
321,716
4.09% (30 Day Average SOFR +
0.41%), 03/15/2036 to
09/15/2044(a)
 
372,821
371,038
4.15% (30 Day Average SOFR +
0.46%), 11/15/2036(a)
 
546,222
539,759
4.16% (30 Day Average SOFR +
0.48%), 03/15/2037(a)
 
296,989
293,974
4.19% (30 Day Average SOFR +
0.51%), 06/15/2037(a)
 
469,408
465,284
4.65% (30 Day Average SOFR +
0.97%), 11/15/2039(a)
 
167,547
168,911
4.24% (30 Day Average SOFR +
0.56%), 03/15/2040 to
02/15/2042(a)
 
1,051,356
1,043,637
Freddie Mac STRIPS,
4.15%(30 Day Average SOFR +
0.46%), 10/15/2037(a)
 
406,218
401,420
 
 
20,482,220
 
Principal
Amount
Value
Federal Home Loan Mortgage Corp. (FHLMC)–11.21%
8.50%, 12/01/2026 to
08/01/2031
 
$12,053
$12,374
7.05%, 05/20/2027
 
1,371
1,374
6.50%, 08/01/2028 to
12/01/2035
 
405,196
420,784
7.00%, 08/01/2028 to
11/01/2035
 
522,515
549,585
6.00%, 09/01/2029 to
12/01/2053
 
4,819,803
4,932,861
7.50%, 09/01/2030 to
06/01/2035
 
184,842
189,667
6.03%, 10/20/2030
 
146,510
148,342
8.00%, 11/17/2030 to
02/01/2035
 
27,399
27,828
3.00%, 02/01/2032 to
01/01/2050
 
6,964,548
6,268,190
2.50%, 09/01/2034 to
12/01/2050
 
9,006,643
8,261,568
5.00%, 01/01/2037 to
01/01/2040
 
247,342
250,381
4.50%, 01/01/2040 to
08/01/2041
 
1,315,152
1,302,110
5.50%, 11/01/2052 to
05/01/2053
 
10,899,433
11,109,970
ARM,
6.42% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.88%),
09/01/2035(a)
 
499,336
515,577
6.60% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.85%),
07/01/2036(a)
 
516,291
535,692
6.26% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.51%),
10/01/2036(a)
 
110,124
112,782
6.51% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.91%),
10/01/2036(a)
 
18,779
19,553
6.41% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.95%),
11/01/2037(a)
 
94,677
97,805
6.33% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks +
2.08%), 01/01/2038(a)
 
13,608
14,016
6.49% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.89%),
07/01/2038(a)
 
97,531
100,709
6.37% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.79%),
06/01/2043(a)
 
152,269
157,600
5.89% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.64%),
01/01/2048(a)
 
521,675
541,158
 
 
35,569,926
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund

 
Principal
Amount
Value
Federal National Mortgage Association (FNMA)–12.00%
6.50%, 07/01/2026 to
11/01/2037
 
$336,078
$349,806
8.00%, 09/01/2026 to
07/01/2037
 
353,437
367,654
7.50%, 12/01/2026 to
08/01/2037
 
682,806
700,683
8.50%, 12/01/2026 to
12/01/2036
 
76,031
79,606
3.50%, 05/01/2027 to
08/01/2027
 
203,736
202,102
6.00%, 06/01/2027 to
11/01/2055
 
7,861,965
8,111,715
0.75%, 10/08/2027
 
6,000,000
5,730,702
7.00%, 01/01/2028 to
02/01/2036
 
195,345
204,514
3.00%, 12/01/2031 to
03/01/2050
 
3,152,463
2,934,757
5.00%, 08/01/2033 to
04/01/2053
 
2,730,261
2,722,411
2.50%, 12/01/2034 to
08/01/2051
 
6,861,020
6,459,690
5.50%, 04/01/2035 to
05/01/2035
 
354,098
361,615
2.00%, 09/01/2035 to
03/01/2051
 
5,603,309
4,784,082
4.50%, 06/01/2039 to
08/01/2041
 
1,228,657
1,213,971
4.00%, 09/01/2043 to
12/01/2048
 
3,413,128
3,286,125
ARM,
6.11% (1 yr. U.S. Treasury Yield
Curve Rate + 2.36%),
10/01/2034(a)
 
247,425
255,385
6.10% (1 yr. U.S. Treasury Yield
Curve Rate + 2.21%),
05/01/2035(a)
 
26,054
27,083
6.06% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.72%),
03/01/2038(a)
 
9,033
9,272
6.14% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.77%),
02/01/2042(a)
 
87,259
90,300
6.27% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.52%),
08/01/2043(a)
 
62,972
64,825
6.00% (1 yr. U.S. Treasury Yield
Curve Rate + 1.88%),
05/01/2044(a)
 
123,279
126,760
 
 
38,083,058
 
Principal
Amount
Value
Government National Mortgage Association (GNMA)–19.70%
6.50%, 04/15/2027 to
09/15/2034
 
$376,696
$388,164
6.38%, 10/20/2027
 
12,187
12,228
7.00%, 11/15/2027 to
12/15/2036
 
202,985
207,365
7.50%, 08/15/2028 to
10/15/2035
 
140,679
146,004
6.00%, 09/15/2029 to
08/15/2033
 
97,017
98,342
8.00%, 12/15/2030 to
01/15/2037
 
212,862
218,882
6.10%, 12/20/2033
 
882,744
911,742
5.65%, 08/20/2034(b)
 
196,866
200,029
8.50%, 10/15/2036 to
01/15/2037
 
91,749
93,171
5.87%, 01/20/2039(b)
 
909,618
935,375
4.59% (1 mo. Term SOFR +
0.91%), 09/16/2039(a)
 
239,785
240,751
4.49% (1 mo. Term SOFR +
0.81%), 05/20/2040(a)
 
635,144
635,817
4.53%, 07/20/2041(b)
 
184,415
184,955
5.40%, 09/20/2041
 
495,637
507,437
4.04% (1 mo. Term SOFR +
0.36%), 01/20/2042(a)
 
7,464
7,396
3.50%, 10/20/2042 to
06/20/2050
 
3,947,378
3,642,262
4.08% (1 mo. Term SOFR +
0.41%), 08/20/2047(a)
 
1,351,134
1,316,074
3.00%, 10/20/2048 to
11/20/2049
 
6,819,224
6,145,819
2.50%, 07/20/2049
 
1,941,734
1,733,999
TBA,
2.00%, 04/01/2056(d)
 
12,000,000
9,915,937
2.50%, 04/01/2056(d)
 
7,620,000
6,556,772
4.50%, 04/01/2056(d)
 
7,500,000
7,246,602
5.00%, 04/01/2056(d)
 
12,050,000
11,935,967
5.50%, 04/01/2056(d)
 
6,985,000
7,030,577
Series 2020-137, Class A,
1.50%, 04/16/2062
 
2,944,679
2,211,483
 
 
62,523,150
Uniform Mortgage-Backed Securities–7.99%
TBA,
4.00%, 04/01/2041(d)
 
8,000
7,814
4.50%, 04/01/2041(d)
 
13,287,000
13,193,371
5.00%, 04/01/2041(d)
 
6,811,000
6,861,798
2.00%, 04/01/2056(d)
 
1,440,000
1,160,213
2.50%, 04/01/2056(d)
 
3,163,000
2,659,885
3.00%, 04/01/2056(d)
 
1,705,000
1,497,829
 
 
25,380,910
Total U.S. Government Sponsored Agency
Mortgage-Backed Securities
(Cost $188,836,067)
182,039,264
U.S. Treasury Securities–29.75%
U.S. Treasury Bills–1.33%
3.53% - 4.11%, 05/14/2026(e)(f)
 
4,218,000
4,199,700
U.S. Treasury Bonds–1.07%
5.38%, 02/15/2031
 
3,200,000
3,401,625
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund

 
Principal
Amount
Value
U.S. Treasury Notes–27.35%
0.88%, 06/30/2026
 
$2,000,000
$1,985,951
1.50%, 08/15/2026
 
7,450,000
7,387,121
1.13%, 02/28/2027
 
9,159,000
8,945,762
2.38%, 05/15/2027
 
3,700,000
3,642,476
0.50%, 06/30/2027
 
1,900,000
1,824,148
4.38%, 07/15/2027
 
5,000,000
5,034,766
3.63%, 08/31/2027
 
9,800,000
9,771,863
3.38%, 09/15/2027
 
9,800,000
9,737,027
2.25%, 11/15/2027
 
2,900,000
2,828,293
2.75%, 02/15/2028
 
1,900,000
1,863,855
1.25%, 06/30/2028
 
4,500,000
4,253,906
2.88%, 08/15/2028
 
7,500,000
7,342,969
2.38%, 05/15/2029
 
2,600,000
2,489,754
1.63%, 08/15/2029
 
400,000
372,305
3.63%, 08/31/2030
 
9,790,000
9,670,876
3.88%, 12/31/2032
 
9,800,000
9,658,934
 
 
86,810,006
Total U.S. Treasury Securities (Cost $95,933,235)
94,411,331
Certificates of Deposit–13.99%
Diversified Banks–13.99%
Bank of Nova Scotia (Canada),
4.05% (SOFR + 0.40%),
02/09/2027(a)
 
5,000,000
5,000,818
3.95% (SOFR + 0.30%),
02/24/2027(a)
 
4,400,000
4,409,152
BNP Paribas S.A. (France), 3.96%
(SOFR + 0.31%), 02/05/2027(a)
 
7,000,000
6,998,043
Credit Agricole Corporate and
Investment Bank (France), 3.99%
(SOFR + 0.34%), 08/28/2026(a)
 
6,000,000
6,004,038
Credit Industriel et Commercial
(France), 3.98% (SOFR + 0.33%),
08/20/2026(a)
 
4,000,000
4,002,576
Royal Bank of Canada (Canada),
3.98% (SOFR + 0.33%),
07/09/2026(a)
 
9,000,000
9,004,146
Standard Chartered Bank (United
Kingdom), 3.98% (SOFR + 0.33%),
07/24/2026(a)
 
9,000,000
9,001,962
Total Certificates of Deposit (Cost $44,400,000)
44,420,735
 
Asset-Backed Securities–10.52%(g)
Angel Oak Mortgage Trust,
Series 2025-HB1, Class A1, 5.46%
(30 Day Average SOFR + 1.80%),
02/25/2055(a)(h)
 
436,599
438,547
Bank, Series 2017-BNK5, Class AS,
3.62%, 06/15/2060
 
1,800,000
1,764,320
Bear Stearns Adjustable Rate Mortgage
Trust, Series 2004-10, Class 12A1,
0.00%, 01/25/2035(b)(i)
 
149,527
146,065
Chase Mortgage Finance Corp.,
Series 2016-SH1, Class M3,
3.75%, 04/25/2045(b)(h)
 
585,863
543,551
Series 2016-SH2, Class M3,
3.75%, 12/25/2045(b)(h)
 
811,365
753,488
CHNGE Mortgage Trust,
Series 2023-3, Class A1, 7.10%,
07/25/2058(h)
 
816,394
817,025
Cross Mortgage Trust, Series 2026-
NQM3, Class A3, 5.48%,
03/25/2071(h)
 
3,000,000
2,989,658
 
Principal
Amount
Value
 
Ellington Financial Mortgage Trust,
Series 2022-3, Class A1, 5.00%,
08/25/2067(h)
 
$715,489
$713,682
FRESB Mortgage Trust, Series 2019-
SB63, Class A5, 4.48% (30 Day
Average SOFR + 0.81%),
02/25/2039(a)
 
2,012,273
2,002,146
GS Mortgage-Backed Securities Corp.
Trust, Series 2025-NQM6, Class A1,
5.02%, 02/25/2066(h)
 
3,033,268
3,024,335
GS Mortgage-Backed Securities Trust,
Series 2025-HE1, Class A1, 5.21%
(30 Day Average SOFR + 1.55%),
10/25/2055(a)(h)
 
980,867
982,775
Series 2025-HE2, Class A1, 5.21%
(30 Day Average SOFR + 1.55%),
12/25/2065(a)(h)
 
3,135,119
3,135,425
Series 2025-HE2, Class M1, 5.56%
(30 Day Average SOFR + 1.90%),
12/25/2065(a)(h)
 
810,000
813,176
Series 2025-PJ4, Class A4,
6.00%, 09/25/2055(b)(h)
 
1,084,109
1,089,087
Series 2026-CES1, Class A1,
4.90%, 05/25/2056(h)
 
797,774
791,394
Morgan Stanley Residential Mortgage
Loan Trust, Series 2026-1,
Class A3, 5.50%, 04/25/2056(b)(h)
 
3,000,000
3,001,557
New Residential Mortgage Loan Trust,
Series 2018-4A, Class A1S, 4.54%
(1 mo. Term SOFR + 0.86%),
01/25/2048(a)(h)
 
550,525
542,195
OBX Trust, Series 2026-R1, Class A3,
5.29%, 01/25/2063(h)
 
2,957,901
2,932,918
SMB Private Education Loan Trust,
Series 2021-D, Class A1A, 1.34%,
03/17/2053(h)
 
820,284
777,210
Textainer Marine Containers VII Ltd.
(China),
Series 2020-3A, Class A, 2.11%,
09/20/2045(h)
 
1,246,752
1,196,050
Series 2021-2A, Class B, 2.82%,
04/20/2046(h)
 
2,426,667
2,271,759
Verus Securitization Trust,
Series 2023-INV3, Class A3,
7.73%, 11/25/2068(b)(h)
 
2,635,341
2,662,823
Total Asset-Backed Securities (Cost $33,811,301)
33,389,186
Commercial Paper–8.51%(e)
Diversified Banks–8.51%
Bank of Montreal (Canada), 4.04%
(SOFR + 0.39%), 02/17/2027(a)
 
8,000,000
8,001,336
Toronto-Dominion Bank (The) (Canada),
4.05% (SOFR + 0.40%),
04/10/2026(a)(h)
 
4,000,000
4,000,240
UBS AG (Switzerland), 4.04% (SOFR +
0.38%), 05/15/2026(a)(h)
 
9,000,000
9,002,580
Westpac Banking Corp. (Australia),
3.92% (SOFR + 0.27%),
02/23/2027(a)(h)
 
6,000,000
5,995,208
Total Commercial Paper (Cost $26,998,399)
26,999,364
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund

 

Shares
Value
Money Market Funds–0.87%
Invesco Government & Agency Portfolio,
Institutional Class, 3.58%(j)(k)
(Cost $2,769,291)
2,769,291
$2,769,291
TOTAL INVESTMENTS IN SECURITIES–120.99%
(Cost $392,748,293)
384,029,171
OTHER ASSETS LESS LIABILITIES—(20.99)%
(66,630,808
)
NET ASSETS–100.00%
$317,398,363
 
Securities Sold Short
 
 
Principal
Amount
Value
U.S. Government Sponsored Agency Mortgage-Backed
Securities Short–(2.75)%
Uniform Mortgage-Backed Securities–(2.75)%
TBA, 2.50%, 04/01/2041(d)
$(6,789,000
)
$(6,415,291
)
TBA, 2.00%, 04/01/2056(d)
(1,440,000
)
(1,160,213
)
TBA, 2.00%, 05/01/2056(d)
(1,440,000
)
(1,159,594
)
Total Securities Sold Short (Proceeds
$(8,773,308))
(8,735,098
)
Investment Abbreviations:
ACES
– Automatically Convertible Extendable Security
ARM
– Adjustable Rate Mortgage
Ctfs.
– Certificates
IBOR
– Interbank Offered Rate
IO
– Interest Only
REMICs
– Real Estate Mortgage Investment Conduits
SOFR
– Secured Overnight Financing Rate
STRIPS
– Separately Traded Registered Interest and Principal Security
TBA
– To Be Announced
USD
– U.S. Dollar
Notes to Schedule of Investments:
(a)
Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on March 31, 2026.
(b)
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 March 31, 2026.
(c)
Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security.
(d)
Security purchased on a forward commitment basis. This security is subject to dollar roll transactions.
(e)
Security traded on a discount basis. The interest rate shown represents the discount rate at the time of purchase by the Fund.
(f)
All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts.
(g)
Non-U.S. government sponsored securities.
(h)
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
March 31, 2026 was $48,474,683, which represented 15.27% of the Fund’s Net Assets.
(i)
Zero coupon bond issued at a discount.
(j)
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 March 31, 2026.
 
Value
December 31, 2025
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
Realized
Gain
Value
March 31, 2026
Dividend Income
Investments in Affiliated Money Market Funds:
Invesco Government & Agency Portfolio, Institutional
Class
$15,949,906
$47,799,064
$(60,979,679)
$-
$-
$2,769,291
$84,942
(k)
The rate shown is the 7-day SEC standardized yield as of March 31, 2026.
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund

Open Futures Contracts
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Interest Rate Risk
U.S. Treasury 2 Year Notes
228
June-2026
$47,297,531
$(338,784
)
$(338,784
)
U.S. Treasury 5 Year Notes
737
June-2026
79,728,430
(1,014,495
)
(1,014,495
)
U.S. Treasury 10 Year Notes
252
June-2026
27,983,813
(460,291
)
(460,291
)
U.S. Treasury 10 Year Ultra Notes
99
June-2026
11,238,047
(217,894
)
(217,894
)
U.S. Treasury Ultra Bonds
4
June-2026
466,250
(11,756
)
(11,756
)
Subtotal—Long Futures Contracts
(2,043,220
)
(2,043,220
)
Short Futures Contracts
 
 
 
 
 
Interest Rate Risk
U.S. Treasury Long Bonds
95
June-2026
(10,818,125
)
351,632
351,632
Total Futures Contracts
$(1,691,588
)
$(1,691,588
)
Open Centrally Cleared Interest Rate Swap Agreements
Pay/
Receive
Floating
Rate
Floating Rate Index
Payment
Frequency
(Pay)/
Receive
Fixed
Rate
Payment
Frequency
Maturity
Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
Interest Rate Risk
Receive
SOFR
Annually
(3.57)%
Annually
01/30/2031
USD
7,049,000
$
$11,919
$11,919
Abbreviations:
SOFR
—Secured Overnight Financing Rate
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 V.I. Government Securities Fund

Notes to Quarterly Schedule of Portfolio Holdings
March 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 March 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 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. Government Sponsored Agency Mortgage-Backed Securities
$
$182,039,264
$
$182,039,264
U.S. Treasury Securities
94,411,331
94,411,331
Certificates of Deposit
44,420,735
44,420,735
Asset-Backed Securities
33,389,186
33,389,186
Commercial Paper
26,999,364
26,999,364
Money Market Funds
2,769,291
2,769,291
Total Investments in Securities
2,769,291
381,259,880
384,029,171
Other Investments - Assets*
Futures Contracts
351,632
351,632
Swap Agreements
11,919
11,919
 
351,632
11,919
363,551
Other Investments - Liabilities*
Securities Sold Short
(8,735,098
)
(8,735,098
)
Futures Contracts
(2,043,220
)
(2,043,220
)
 
(2,043,220
)
(8,735,098
)
(10,778,318
)
Total Other Investments
(1,691,588
)
(8,723,179
)
(10,414,767
)
Total Investments
$1,077,703
$372,536,701
$
$373,614,404
*
Futures contracts and swap agreements are valued at unrealized appreciation (depreciation). Securities sold short are shown at value.
Invesco V.I. Government Securities Fund