Consolidated Schedule of Investments
March 31, 2026
(Unaudited)
 
Interest
Rate
Maturity
Date
Principal
Amount
(000)
Value
U.S. Treasury Securities–2.10%
 
 
U.S. Treasury Floating Rate Notes–2.10%
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate + 0.18%)
(Cost $8,950,000)(a)
3.84%
07/31/2026
 
$8,950
$8,954,459
 
 
 
Shares
 
Money Market Funds–86.80%
Invesco Government & Agency Portfolio, Institutional Class, 3.58%(b)(c)
     
 
 
103,669,139
103,669,139
Invesco Government Money Market Fund, Cash Reserve Shares, 3.50%(b)(c)
     
 
 
58,131,044
58,131,044
Invesco Premier U.S. Government Money Portfolio, Institutional Class, 3.56%(b)(c)
     
 
 
54,998,477
54,998,477
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio (Ireland), Agency Class, 3.84%(b)(c)
     
 
 
31,647,608
31,647,608
Invesco Treasury Obligations Portfolio, Institutional Class, 3.55%(b)(c)
     
 
 
61,730,465
61,730,465
Invesco Treasury Portfolio, Institutional Class, 3.56%(b)(c)
     
 
 
51,022,290
51,022,290
Invesco V.I. Government Money Market Fund, Series I, 3.39%(b)(c)
     
 
 
9,240,310
9,240,310
Total Money Market Funds (Cost $370,439,333)
370,439,333
Options Purchased–0.89%
(Cost $4,234,021)(d)
3,819,435
TOTAL INVESTMENTS IN SECURITIES–89.79% (Cost $383,623,354)
383,213,227
OTHER ASSETS LESS LIABILITIES–10.21%
43,575,735
NET ASSETS–100.00%
$426,788,962
Notes to Consolidated Schedule of Investments:
(a)
Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on March 31, 2026.
(b)
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
$93,958,187
$71,678,614
$(61,967,662)
$-
$-
$103,669,139
$876,676
Invesco Government Money Market Fund, Cash
Reserve Shares
68,795,682
16,813,997
(27,478,635)
-
-
58,131,044
514,109
Invesco Premier U.S. Government Money Portfolio,
Institutional Class
65,514,454
5,641,831
(16,157,808)
-
-
54,998,477
471,448
Invesco Liquidity Funds PLC, Invesco US Dollar
Liquidity Portfolio, Agency Class
34,195,706
75,354,869
(77,902,967)
-
-
31,647,608
287,921
Invesco Treasury Obligations Portfolio, Institutional
Class
51,505,418
15,829,713
(5,604,666)
-
-
61,730,465
557,063
Invesco Treasury Portfolio, Institutional Class
25,834,488
87,774,489
(62,586,687)
-
-
51,022,290
388,578
Invesco V.I. Government Money Market Fund,
Series I
9,240,310
-
-
-
-
9,240,310
76,374
Total
$349,044,245
$273,093,513
$(251,698,425)
$-
$-
$370,439,333
$3,172,169
(c)
The rate shown is the 7-day SEC standardized yield as of March 31, 2026.
(d)
The table below details options purchased.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. 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
04/17/2026
26
EUR
5,100.00
EUR
1,326,000
$8,475
EURO STOXX 50 Index
Put
05/15/2026
26
EUR
5,000.00
EUR
1,300,000
20,105
EURO STOXX 50 Index
Put
06/19/2026
26
EUR
5,200.00
EUR
1,352,000
45,709
EURO STOXX 50 Index
Put
07/17/2026
26
EUR
5,100.00
EUR
1,326,000
46,250
EURO STOXX 50 Index
Put
08/21/2026
26
EUR
5,000.00
EUR
1,300,000
47,272
EURO STOXX 50 Index
Put
09/18/2026
26
EUR
5,200.00
EUR
1,352,000
67,527
EURO STOXX 50 Index
Put
10/16/2026
26
EUR
5,500.00
EUR
1,430,000
104,371
EURO STOXX 50 Index
Put
11/20/2026
26
EUR
5,500.00
EUR
1,430,000
110,502
EURO STOXX 50 Index
Put
12/18/2026
27
EUR
5,500.00
EUR
1,485,000
119,620
EURO STOXX 50 Index
Put
01/15/2027
27
EUR
5,700.00
EUR
1,539,000
151,078
EURO STOXX 50 Index
Put
02/19/2027
27
EUR
5,800.00
EUR
1,566,000
171,425
EURO STOXX 50 Index
Put
03/19/2027
27
EUR
5,800.00
EUR
1,566,000
173,579
FTSE 100 Index
Put
04/17/2026
17
GBP
8,500.00
GBP
1,445,000
1,575
FTSE 100 Index
Put
05/15/2026
17
GBP
8,350.00
GBP
1,419,500
5,850
FTSE 100 Index
Put
06/19/2026
17
GBP
8,700.00
GBP
1,479,000
15,638
FTSE 100 Index
Put
07/17/2026
17
GBP
8,700.00
GBP
1,479,000
18,001
FTSE 100 Index
Put
08/21/2026
18
GBP
8,950.00
GBP
1,611,000
27,398
FTSE 100 Index
Put
09/18/2026
18
GBP
9,000.00
GBP
1,620,000
39,192
FTSE 100 Index
Put
10/16/2026
18
GBP
9,375.00
GBP
1,687,500
55,273
FTSE 100 Index
Put
11/20/2026
18
GBP
9,625.00
GBP
1,732,500
73,142
FTSE 100 Index
Put
12/18/2026
18
GBP
9,600.00
GBP
1,728,000
81,004
FTSE 100 Index
Put
01/15/2027
18
GBP
9,850.00
GBP
1,773,000
95,537
FTSE 100 Index
Put
02/19/2027
18
GBP
10,175.00
GBP
1,831,500
132,228
FTSE 100 Index
Put
03/19/2027
18
GBP
10,600.00
GBP
1,908,000
187,978
MSCI Emerging Markets Index
Put
04/17/2026
10
USD
1,100.00
USD
1,100,000
1,125
MSCI Emerging Markets Index
Put
05/15/2026
10
USD
1,100.00
USD
1,100,000
4,650
MSCI Emerging Markets Index
Put
06/18/2026
10
USD
1,140.00
USD
1,140,000
11,000
MSCI Emerging Markets Index
Put
07/17/2026
11
USD
1,220.00
USD
1,342,000
26,400
MSCI Emerging Markets Index
Put
08/21/2026
11
USD
1,210.00
USD
1,331,000
33,000
MSCI Emerging Markets Index
Put
09/18/2026
11
USD
1,250.00
USD
1,375,000
46,200
MSCI Emerging Markets Index
Put
10/16/2026
11
USD
1,350.00
USD
1,485,000
81,400
MSCI Emerging Markets Index
Put
11/20/2026
11
USD
1,375.00
USD
1,512,500
99,000
MSCI Emerging Markets Index
Put
12/18/2026
11
USD
1,360.00
USD
1,496,000
99,605
MSCI Emerging Markets Index
Put
01/15/2027
11
USD
1,440.00
USD
1,584,000
138,600
MSCI Emerging Markets Index
Put
02/19/2027
11
USD
1,500.00
USD
1,650,000
174,900
MSCI Emerging Markets Index
Put
03/19/2027
11
USD
1,560.00
USD
1,716,000
214,500
Nikkei 225 Index
Put
06/12/2026
4
JPY
35,000.00
JPY
140,000,000
9,073
Nikkei 225 Index
Put
06/12/2026
5
JPY
34,250.00
JPY
171,250,000
10,082
Nikkei 225 Index
Put
06/12/2026
4
JPY
36,000.00
JPY
144,000,000
10,082
Nikkei 225 Index
Put
09/11/2026
5
JPY
38,500.00
JPY
192,500,000
32,608
Nikkei 225 Index
Put
09/11/2026
5
JPY
39,250.00
JPY
196,250,000
35,601
Nikkei 225 Index
Put
09/11/2026
5
JPY
40,750.00
JPY
203,750,000
42,059
Nikkei 225 Index
Put
12/11/2026
5
JPY
43,000.00
JPY
215,000,000
73,407
Nikkei 225 Index
Put
12/11/2026
5
JPY
47,500.00
JPY
237,500,000
113,575
Nikkei 225 Index
Put
12/11/2026
5
JPY
50,500.00
JPY
252,500,000
150,279
Nikkei 225 Index
Put
03/12/2027
5
JPY
50,250.00
JPY
251,250,000
166,346
Nikkei 225 Index
Put
03/12/2027
5
JPY
51,250.00
JPY
256,250,000
180,524
Nikkei 225 Index
Put
03/12/2027
5
JPY
56,250.00
JPY
281,250,000
266,690
Total Index Options Purchased
$3,819,435
(a)Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Open Futures Contracts
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Commodity Risk
Gasoline Reformulated Blendstock Oxygenate Blending
109
April-2026
$14,667,454
$1,053,881
$1,053,881
Gold 100 Oz.
47
June-2026
21,989,420
80,081
80,081
Low Sulphur Gas Oil
38
May-2026
4,709,150
1,419,402
1,419,402
Silver
24
May-2026
8,990,280
(419,244
)
(419,244
)
Subtotal
2,134,120
2,134,120
Equity Risk
E-Mini Russell 2000 Index
236
June-2026
29,643,960
180,536
180,536
E-Mini S&P 500 Index
22
June-2026
7,227,825
(127,474
)
(127,474
)
EURO STOXX 50 Index
114
June-2026
7,240,593
(275,167
)
(275,167
)
FTSE 100 Index
32
June-2026
4,319,808
(76,536
)
(76,536
)
MSCI Emerging Markets Index
426
June-2026
30,982,980
(902,594
)
(902,594
)
Nikkei 225 Index
38
June-2026
12,249,646
(668,807
)
(668,807
)
Subtotal
(1,870,042
)
(1,870,042
)
Interest Rate Risk
Australia 10 Year Bonds
1,112
June-2026
82,671,351
(81,280
)
(81,280
)
Canada 10 Year Bond
1,173
June-2026
101,194,544
(1,735,823
)
(1,735,823
)
Euro-Bund
584
June-2026
84,640,323
(1,722,987
)
(1,722,987
)
Japan 10 Year Bonds
115
June-2026
94,424,561
(1,171,144
)
(1,171,144
)
Long Gilt
586
June-2026
68,092,546
(3,860,592
)
(3,860,592
)
U.S. Treasury Long Bonds
544
June-2026
61,948,000
(1,739,289
)
(1,739,289
)
Subtotal
(10,311,115
)
(10,311,115
)
Total Futures Contracts
$(10,047,037
)
$(10,047,037
)
Open Over-The-Counter Total Return Swap Agreements(a)
Counterparty
Pay/
Receive
Reference Entity(b)
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
11,400
October—2026
USD
8,962,070
$
$509,558
$509,558
Barclays Bank PLC
Receive
Barclays Soybean Meal
S2 Nearby Excess Return
Index
0.19
Monthly
2,330
January—2027
USD
2,055,953
27,659
27,659
Barclays Bank PLC
Receive
Barclays Soybean Oil
Seasonal Index
0.19
Monthly
34,200
November—2026
USD
4,426,373
365,971
365,971
Barclays Bank PLC
Receive
Barclays Soybeans
Seasonal Excess Return
Index
0.19
Monthly
8,700
February—2027
USD
2,872,128
45,511
45,511
Barclays Bank PLC
Receive
Barclays Wheat Seasonal
Index
0.17
Monthly
169,000
May—2026
USD
2,159,888
66,637
66,637
BNP Paribas S.A.
Receive
BNP Paribas Commodity
Daily Dynamic Curve CL
Index
0.25
Monthly
9,250
October—2026
USD
5,853,840
492,262
492,262
BNP Paribas S.A.
Receive
BNP Paribas Commodity
Daily Dynamic Curve CO
Index
0.25
Monthly
12,800
October—2026
USD
9,143,935
532,001
532,001
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce Seasonally
Enhanced Bean Oil
Commodity Index
0.26
Monthly
41,000
February—2027
USD
6,373,499
189,613
189,613
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Open Over-The-Counter Total Return Swap Agreements(a)—(continued)
Counterparty
Pay/
Receive
Reference Entity(b)
Fixed
Rate
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce Seasonally
Enhanced Cotton
Commodity Excess
Return Index
0.28%
Monthly
24,300
February—2027
USD
2,843,899
$
$186,279
$186,279
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce Seasonally
Enhanced Live Cattle
Commodity Index
0.15
Monthly
22,800
December—2026
USD
2,843,249
128,964
128,964
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce Soybean
Meal 1 Excess Return
Commodity Index
0.14
Monthly
19,200
February—2027
USD
3,320,886
10,529
10,529
Canadian Imperial Bank
of Commerce
Receive
CIBZ Enhanced Sugar 2
Excess Return Index
0.21
Monthly
52,000
December—2026
USD
5,399,945
410,831
410,831
Citibank, N.A.
Receive
Citi Commodities
Benchmark (Regular
Roll) Mono Index Coffee
0.12
Monthly
309,000
November—2026
USD
4,702,053
57,474
57,474
Goldman Sachs
International
Receive
Enhanced Strategy AB44
on the S&P GSCI Corn
Excess Return Index
0.18
Monthly
29,000
June—2026
USD
710,903
4,199
4,199
Goldman Sachs
International
Receive
Enhanced Strategy
BNZ0Y on the S&P GSCI
Soybean Oil Excess
Return Index
0.25
Monthly
27,900
February—2027
USD
4,563,190
200,618
200,618
Goldman Sachs
International
Receive
Goldman Sachs Heating
Oil F0 Standard Roll
Excess Return Index
0.14
Monthly
32,850
October—2026
USD
11,140,158
1,491,737
1,491,737
Goldman Sachs
International
Receive
S&P GSCI Wheat Excess
Return A48 Strategy
0.20
Monthly
41,000
February—2027
USD
369,708
28,267
28,267
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Contag Beta
Gas Oil Excess Return
Index
0.25
Monthly
13,600
January—2027
USD
10,301,063
949,360
949,360
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Front Month
Heating Oil Excess
Return Index
0.11
Monthly
20,450
October—2026
USD
11,595,483
668,443
668,443
Macquarie Bank Ltd.
Receive
Macquarie Aluminum
Dynamic Selection Index
0.30
Monthly
87,500
October—2026
USD
5,553,572
247,914
247,914
Merrill Lynch
International
Receive
MLCISCE Excess Return
Index
0.12
Monthly
48,500
May—2026
USD
2,035,623
0
0
Merrill Lynch
International
Receive
MLCX Aluminum Annual
Excess Return Index
0.28
Monthly
48,500
November—2026
USD
7,104,110
24
24
Merrill Lynch
International
Receive
MLCX Natural Gas Annual
Excess Return Index
0.25
Monthly
46,000
October—2026
USD
2,642,866
0
0
Merrill Lynch
International
Receive
MLCX6CTE Excess Return
Index
0.18
Monthly
34,000
January—2027
USD
2,589,545
0
0
Royal Bank of Canada
Receive
RBC Commodity CT01
Excess Return Custom
Index
0.28
Monthly
9,100
January—2027
USD
984,228
0
0
Royal Bank of Canada
Receive
RBC Commodity KCEO
Excess Return Custom
Index
0.16
Monthly
20,500
March—2027
USD
806,652
0
0
Royal Bank of Canada
Receive
RBC Commodity SB01
Excess Return Custom
Index
0.18
Monthly
29,400
November—2026
USD
4,077,980
0
0
Royal Bank of Canada
Receive
RBC Commodity SO01
Excess Return Custom
Index
0.18
Monthly
26,500
February—2027
USD
3,085,119
0
0
Subtotal
 
 
 
 
6,613,851
6,613,851
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Open Over-The-Counter Total Return Swap Agreements(a)—(continued)
Counterparty
Pay/
Receive
Reference Entity(b)
Fixed
Rate
Payment
Frequency
Number of
Contracts
Maturity Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
(Depreciation)
Equity Risk
 
 
 
 
Barclays Bank PLC
Receive
Barclays IVPR Index
0.30%
Monthly
2,500
February—2027
USD
2,493,275
$
$76,025
$76,025
BNP Paribas S.A.
Receive
BNP Paribas AIR VAR
Intraday US Calendar
Excess Return Index
0.00
Monthly
82,000
October—2026
USD
17,717,863
255,362
255,362
BNP Paribas S.A.
Receive
BNP Paribas US Hedge
-40D 1Y Index
0.15
Monthly
5,000
February—2027
USD
4,973,031
72,321
72,321
Citibank, N.A.
Receive
Citi EQ U.S. Volatility
Carry (G) Series 5 Index
0.00
Monthly
78,000
September—2026
USD
12,345,840
94,002
94,002
Goldman Sachs
International
Receive
Volatility Carry US
Series VSB1 Excess
Return Strategy
0.00
Monthly
135,000
January—2027
USD
13,626,900
167,400
167,400
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Bespoke
Rolling Put (JPRPIVUB)
Index
0.15
Monthly
4,800
February—2027
USD
4,540,176
64,992
64,992
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Bespoke
Rolling Put (JPRPIVUB)
Index
0.15
Monthly
500
February—2027
USD
470,521
9,184
9,184
Macquarie Bank Ltd.
Receive
Macquarie Volatility
Product VMAQWSL5
0.15
Monthly
108,000
October—2026
USD
13,115,315
2,344
2,344
Morgan Stanley and Co.
International PLC
Receive
Morgan Stanley Volatility
Relative Value SPX S2
Index
0.00
Monthly
111,500
January—2027
USD
15,587,700
111,509
111,509
Royal Bank of Canada
Receive
RBICPOS1
0.20
Monthly
4,900
February—2027
USD
5,056,310
94,152
94,152
UBS AG
Receive
UBCSLPDR
0.15
Monthly
5,000
February—2027
USD
5,053,400
73,391
73,391
Subtotal
 
 
 
 
1,020,682
1,020,682
Subtotal — Appreciation
 
7,634,533
7,634,533
Commodity Risk
 
 
 
 
BNP Paribas S.A.
Receive
BNP Paribas Commodity
Daily Dynamic Curve LP
Index
0.30
Monthly
750
January—2027
USD
1,006,983
(48,143
)
(48,143
)
Canadian Imperial Bank
of Commerce
Receive
CIBC Seasonally
Enhanced Lean Hog
Commodity Index
0.20
Monthly
11,700
January—2027
USD
653,397
(7,339
)
(7,339
)
Citibank, N.A.
Receive
Citi Commodities Curve
Beta Enhanced
Distributed Mono Index -
WTI Crude Oil (Excess
Return)
0.14
Monthly
3,140
October—2026
USD
3,470,425
(164,699
)
(164,699
)
Citibank, N.A.
Receive
Citi Commodities Curve
Beta Enhanced Extended
Copper (Daily
Rebalancing) Excess
Return Index
0.30
Monthly
8,680
May—2026
USD
12,419,943
(458,339
)
(458,339
)
Goldman Sachs
International
Receive
Enhanced Strategy AB42
on the S&P GSCI
Soybeans Excess Return
0.14
Monthly
13,000
November—2026
USD
5,444,830
(103,580
)
(103,580
)
Macquarie Bank Ltd.
Receive
Macquarie Single
Commodity Soymeal
type A Excess Return
0.17
Monthly
16,350
February—2027
USD
5,066,589
(53,867
)
(53,867
)
Morgan Stanley and Co.
International PLC
Receive
S&P GSCI Aluminum
Dynamic Index Excess
Return
0.30
Monthly
49,000
April—2026
USD
5,528,464
(90,096
)
(90,096
)
Subtotal — Depreciation
 
(926,063
)
(926,063
)
Total — Total Return Swap Agreements
 
$
$6,708,470
$6,708,470
(a)The Fund receives or pays payments based on any positive or negative return on the Reference Entity, respectively.
(b)The Reference Entity Components table below includes additional information regarding the underlying components of certain reference entities that are not
publicly available.
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Open Over-The-Counter Total Return Swap Agreements(a)
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
Low Volatility Net
Total Return Index
SONIA +
0.445%
Monthly
550
June—2026
GBP
3,767,148
$
$114,464
$114,464
Citibank, N.A.
Receive
Invesco UK Broad
Price Momentum
Net Total Return
Index
SONIA +
0.450%
Monthly
330
June—2026
GBP
3,204,112
123,786
123,786
Citibank, N.A.
Receive
Invesco UK Broad
Quality Net Total
Return Index
SONIA +
0.440%
Monthly
358
June—2026
GBP
3,834,355
147,351
147,351
Citibank, N.A.
Receive
MSCI EMU Quality
Index
ESTRON -
0.270%
Monthly
370
June—2026
EUR
1,677,321
945
945
Citibank, N.A.
Receive
MSCI Japan
Minimum Volatility
Index
TONAR -
0.240%
Monthly
49,000
June—2026
JPY
223,657,560
2,519
2,519
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco U.S. Low
Volatility Total
Return Index
SOFR +
0.560%
Monthly
1,490
June—2026
USD
12,632,473
43,344
43,344
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK Broad
Quality Net Total
Return Index
SONIA +
0.45%
Monthly
185
June—2026
GBP
2,010,643
37,493
37,493
Merrill Lynch
International
Receive
MSCI EMU Minimum
Volatility Index
ESTRON -
0.710%
Monthly
2,070
June—2026
EUR
8,335,062
184,327
184,327
Subtotal — Appreciation
 
654,229
654,229
Equity Risk
 
 
 
 
 
BNP Paribas S.A.
Receive
MSCI EMU Minimum
Volatility Index
ESTRON -
0.020%
Monthly
180
April—2026
EUR
751,340
(14,662
)
(14,662
)
BNP Paribas S.A.
Receive
MSCI EMU
Momentum Index
ESTRON -
0.200%
Monthly
130
April—2026
EUR
1,209,434
(47,390
)
(47,390
)
BNP Paribas S.A.
Receive
MSCI EMU Quality
Index
ESTRON +
0.160%
Monthly
210
April—2026
EUR
1,006,102
(62,005
)
(62,005
)
BNP Paribas S.A.
Receive
MSCI EMU Quality
Index
ESTRON +
0.269%
Monthly
1,350
April—2026
EUR
6,395,787
(315,372
)
(315,372
)
BNP Paribas S.A.
Receive
MSCI Japan
Minimum Volatility
Index
TONAR -
0.170%
Monthly
50,627
April—2026
JPY
235,850,435
(27,431
)
(27,431
)
Citibank, N.A.
Receive
Invesco UK Broad
Low Volatility Net
Total Return Index
SONIA +
0.490%
Monthly
35
May—2026
GBP
252,321
(9,385
)
(9,385
)
Citibank, N.A.
Receive
Invesco UK Broad
Low Volatility Net
Total Return Index
SONIA +
0.600%
Monthly
1,000
May—2026
GBP
7,162,000
(205,695
)
(205,695
)
Citibank, N.A.
Receive
Invesco UK Broad
Price Momentum
Net Total Return
Index
SONIA +
0.490%
Monthly
35
May—2026
GBP
355,291
(7,336
)
(7,336
)
Citibank, N.A.
Receive
Invesco UK Broad
Price Momentum
Net Total Return
Index
SONIA +
0.570%
Monthly
760
May—2026
GBP
7,597,439
(3,822
)
(3,822
)
Citibank, N.A.
Receive
Invesco UK Broad
Quality Net Total
Return Index
SONIA +
0.490%
Monthly
50
April—2026
GBP
557,877
(9,005
)
(9,005
)
Citibank, N.A.
Receive
Invesco UK Broad
Quality Net Total
Return Index
SONIA +
0.545%
Monthly
165
April—2026
GBP
1,823,201
(6,168
)
(6,168
)
Citibank, N.A.
Receive
MSCI EMU
Momentum Index
ESTRON +
0.139%
Monthly
710
April—2026
EUR
6,558,937
(205,153
)
(205,153
)
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Open Over-The-Counter Total Return Swap Agreements(a)—(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 -
0.100%
Monthly
199,178
May—2026
JPY
927,888,639
$
$(107,919
)
$(107,919
)
Citibank, N.A.
Receive
MSCI Japan
Minimum Volatility
Index
TONAR -
0.100%
Monthly
202,195
May—2026
JPY
941,943,605
(109,554
)
(109,554
)
Citibank, N.A.
Receive
MSCI Japan
Minimum Volatility
Index
TONAR -
0.200%
Monthly
33,000
June—2026
JPY
153,541,410
(16,670
)
(16,670
)
Citibank, N.A.
Receive
MSCI Japan Quality
Index
TONAR -
0.080%
Monthly
76,000
June—2026
JPY
372,086,120
(24,859
)
(24,859
)
Citibank, N.A.
Receive
MSCI Japan Quality
Index
TONAR +
0.000%
Monthly
273,989
May—2026
JPY
1,383,551,293
(355,121
)
(355,121
)
Citibank, N.A.
Receive
MSCI Japan Quality
Index
TONAR +
0.000%
Monthly
148,011
May—2026
JPY
747,405,226
(191,839
)
(191,839
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco U.S. Large
Cap Broad Price
Momentum Total
Return Index
SOFR +
0.560%
Monthly
990
June—2026
USD
12,840,775
(256,558
)
(256,558
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco U.S. Large
Cap Broad Quality
Total Return Index
SOFR +
0.590%
Monthly
770
June—2026
USD
12,631,742
(42,452
)
(42,452
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK Broad
Quality Net Total
Return Index
SONIA +
0.520%
Monthly
267
April—2026
GBP
2,950,270
(9,981
)
(9,981
)
J.P. Morgan Chase Bank,
N.A.
Receive
MSCI EMU
Momentum Index
ESTRON -
0.470%
Monthly
150
June—2026
EUR
1,354,580
(7,382
)
(7,382
)
Subtotal — Depreciation
 
(2,035,759
)
(2,035,759
)
Total — Total Return Swap Agreements
 
$
$(1,381,530
)
$(1,381,530
)
(a)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
Barclays Brent Crude Roll Yield Index
 
 
Long Futures Contracts
 
Brent Crude
100.00%
Barclays Soybean Meal S2 Nearby Excess Return Index
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
Barclays Soybean Oil Seasonal Index
 
 
Long Futures Contracts
 
Soybean Oil
100.00%
Barclays Soybeans Seasonal Excess Return Index
 
 
Long Futures Contracts
 
Soybean
100.00%
Barclays Wheat Seasonal Index
 
 
Long Futures Contracts
 
Wheat
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
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
 
Soybean Oil
100.00%
Canadian Imperial Bank of Commerce Seasonally Enhanced Cotton
Commodity Excess Return Index
 
 
Long Futures Contracts
 
Cotton
100.00%
Canadian Imperial Bank of Commerce Seasonally Enhanced Live Cattle
Commodity Index
 
 
Long Futures Contracts
 
Live Cattle
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%
Enhanced Strategy AB44 on the S&P GSCI Corn Excess Return Index
 
 
Long Futures Contracts
 
Corn
100.00%
Enhanced Strategy BNZ0Y on the S&P GSCI Soybean Oil Excess
Return Index
 
 
Long Futures Contracts
 
Soybean Oil
100.00%
Goldman Sachs Heating Oil F0 Standard Roll Excess Return Index
 
 
Long Futures Contracts
 
Heating Oil
100.00%
S&P GSCI Wheat Excess Return A48 Strategy
 
 
Long Futures Contracts
 
Wheat
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
J.P. Morgan Contag Beta Gas Oil Excess Return Index
 
 
Long Futures Contracts
 
Gas Oil
100.00%
J.P. Morgan Front Month Heating Oil Excess Return Index
 
 
Long Futures Contracts
 
Heating Oil
100.00%
Macquarie Aluminum Dynamic Selection Index
 
 
Long Futures Contracts
 
Aluminum
100.00%
MLCISCE Excess Return Index
 
 
Long Futures Contracts
 
Corn
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%
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 KCEO Excess Return Custom Index
 
 
Long Futures Contracts
 
Coffee
100.00%
RBC Commodity SB01 Excess Return Custom Index
 
 
Long Futures Contracts
 
Sugar
100.00%
RBC Commodity SO01 Excess Return Custom Index
 
 
Long Futures Contracts
 
Soybean
100.00%
BNP Paribas Commodity Daily Dynamic Curve LP Index
 
 
Long Futures Contracts
 
Copper
100.00%
CIBC Seasonally Enhanced Lean Hog Commodity Index
 
 
Long Futures Contracts
 
Lean Hog
100.00%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco V.I. Balanced-Risk Allocation Fund

Reference Entity Components—(continued)
Reference Entity
Underlying Components
Percentage
Citi Commodities Curve Beta Enhanced Distributed Mono Index - WTI
Crude Oil (Excess Return)
 
 
Long Futures Contracts
 
Crude Oil
100.00%
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%
Macquarie Single Commodity Soymeal type A Excess Return
 
 
Long Futures Contracts
 
Soybean Meal
100.00%
S&P GSCI Aluminum Dynamic Index Excess Return
 
 
Long Futures Contracts
 
Aluminum
100.00%
Abbreviations:
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
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 V.I. Balanced-Risk Allocation Fund

Notes to Quarterly Consolidated 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 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
$
$8,954,459
$
$8,954,459
Money Market Funds
370,439,333
370,439,333
Options Purchased
3,819,435
3,819,435
Total Investments in Securities
374,258,768
8,954,459
383,213,227
Other Investments - Assets*
Futures Contracts
2,733,900
2,733,900
Swap Agreements
8,288,762
8,288,762
 
2,733,900
8,288,762
11,022,662
Other Investments - Liabilities*
Futures Contracts
(12,780,937
)
(12,780,937
)
Swap Agreements
(2,961,822
)
(2,961,822
)
 
(12,780,937
)
(2,961,822
)
(15,742,759
)
Total Other Investments
(10,047,037
)
5,326,940
(4,720,097
)
Total Investments
$364,211,731
$14,281,399
$
$378,493,130
*
Unrealized appreciation (depreciation).
Invesco V.I. Balanced-Risk Allocation Fund