|
|
Shares
|
Value
|
|
|
Exchange-Traded Funds–46.61%
|
|||
|
Invesco Managed Futures Strategy ETF
(Cost $107,108,382)(b)
|
2,193,500
|
$113,977,331
|
|
|
Common Stocks & Other Equity Interests–34.89%
|
|||
|
Aerospace & Defense–0.31%
|
|||
|
Lockheed Martin Corp.
|
342
|
199,297
|
|
|
Northrop Grumman Corp.
|
202
|
109,581
|
|
|
RTX Corp.
|
2,036
|
438,188
|
|
|
|
|
|
747,066
|
|
Agricultural & Farm Machinery–0.05%
|
|||
|
Deere & Co.
|
184
|
109,051
|
|
|
Agricultural Products & Services–0.24%
|
|||
|
Archer-Daniels-Midland Co.
|
7,416
|
587,866
|
|
|
Air Freight & Logistics–0.58%
|
|||
|
C.H. Robinson Worldwide, Inc.
|
2,349
|
347,017
|
|
|
Expeditors International of
Washington, Inc.
|
3,210
|
538,927
|
|
|
FedEx Corp.
|
1,712
|
526,269
|
|
|
|
|
|
1,412,213
|
|
Apparel Retail–0.42%
|
|||
|
Ross Stores, Inc.
|
1,618
|
406,231
|
|
|
TJX Cos., Inc. (The)
|
4,009
|
630,776
|
|
|
|
|
|
1,037,007
|
|
Apparel, Accessories & Luxury Goods–0.18%
|
|||
|
Ralph Lauren Corp.
|
156
|
59,333
|
|
|
Tapestry, Inc.
|
2,427
|
369,802
|
|
|
|
|
|
429,135
|
|
Application Software–1.26%
|
|||
|
Adobe, Inc.(c)
|
2,948
|
738,209
|
|
|
AppLovin Corp., Class A(c)
|
390
|
154,401
|
|
|
Autodesk, Inc.(c)
|
2,409
|
564,188
|
|
|
Intuit, Inc.
|
1,268
|
400,777
|
|
|
Palantir Technologies, Inc., Class A(c)
|
681
|
83,804
|
|
|
Salesforce, Inc.
|
3,601
|
662,656
|
|
|
Synopsys, Inc.(c)
|
191
|
74,253
|
|
|
Workday, Inc., Class A(c)
|
796
|
127,630
|
|
|
Zoom Communications, Inc., Class A(c)
|
2,901
|
278,699
|
|
|
|
|
|
3,084,617
|
|
Asset Management & Custody Banks–0.67%
|
|||
|
Bank of New York Mellon Corp. (The)
|
4,459
|
697,075
|
|
|
Northern Trust Corp.
|
1,650
|
300,614
|
|
|
State Street Corp.
|
3,485
|
641,798
|
|
|
|
|
|
1,639,487
|
|
Automobile Manufacturers–0.36%
|
|||
|
General Motors Co.
|
3,706
|
329,315
|
|
|
Tesla, Inc.(c)
|
1,757
|
546,796
|
|
|
|
|
|
876,111
|
|
Biotechnology–1.31%
|
|||
|
AbbVie, Inc.
|
2,360
|
592,218
|
|
|
|
Shares
|
Value
|
|
|
Biotechnology–(continued)
|
|||
|
Amgen, Inc.
|
1,494
|
$575,429
|
|
|
Biogen, Inc.(c)
|
1,525
|
309,499
|
|
|
Exelixis, Inc.(c)
|
3,635
|
192,764
|
|
|
Gilead Sciences, Inc.
|
3,172
|
413,026
|
|
|
Incyte Corp.(c)
|
5,650
|
675,288
|
|
|
Neurocrine Biosciences, Inc.(c)
|
1,947
|
324,760
|
|
|
Regeneron Pharmaceuticals, Inc.
|
155
|
118,208
|
|
|
|
|
|
3,201,192
|
|
Broadline Retail–0.80%
|
|||
|
Amazon.com, Inc.(c)
|
6,568
|
1,783,738
|
|
|
eBay, Inc.
|
1,442
|
164,402
|
|
|
|
|
|
1,948,140
|
|
Building Products–0.04%
|
|||
|
Johnson Controls International PLC
|
718
|
105,302
|
|
|
Casinos & Gaming–0.16%
|
|||
|
Las Vegas Sands Corp.
|
7,813
|
381,978
|
|
|
Commodity Chemicals–0.05%
|
|||
|
LyondellBasell Industries N.V., Class A
|
2,113
|
131,175
|
|
|
Communications Equipment–0.65%
|
|||
|
Arista Networks, Inc.(c)
|
811
|
146,264
|
|
|
Ciena Corp.(c)
|
277
|
104,443
|
|
|
Cisco Systems, Inc.
|
7,976
|
925,136
|
|
|
F5, Inc.(c)
|
301
|
121,173
|
|
|
Motorola Solutions, Inc.
|
693
|
301,975
|
|
|
|
|
|
1,598,991
|
|
Computer & Electronics Retail–0.05%
|
|||
|
Best Buy Co., Inc.
|
1,420
|
122,489
|
|
|
Construction & Engineering–0.15%
|
|||
|
API Group Corp.(c)
|
3,582
|
142,134
|
|
|
Comfort Systems USA, Inc.
|
128
|
221,400
|
|
|
|
|
|
363,534
|
|
Construction Machinery & Heavy Transportation Equipment–
0.26%
|
|||
|
Caterpillar, Inc.
|
559
|
455,479
|
|
|
Westinghouse Air Brake Technologies Corp.
|
642
|
186,732
|
|
|
|
|
|
642,211
|
|
Consumer Finance–0.25%
|
|||
|
Capital One Financial Corp.
|
835
|
174,523
|
|
|
Synchrony Financial
|
5,836
|
442,311
|
|
|
|
|
|
616,834
|
|
Consumer Staples Merchandise Retail–0.76%
|
|||
|
Costco Wholesale Corp.
|
444
|
422,639
|
|
|
Dollar General Corp.
|
3,225
|
409,736
|
|
|
Dollar Tree, Inc.(c)
|
2,976
|
378,577
|
|
|
Target Corp.
|
1,407
|
203,297
|
|
|
Walmart, Inc.
|
3,938
|
437,906
|
|
|
|
|
|
1,852,155
|
|
|
Shares
|
Value
|
|
|
Data Processing & Outsourced Services–0.30%
|
|||
|
Broadridge Financial Solutions, Inc.
|
1,910
|
$294,045
|
|
|
SS&C Technologies Holdings, Inc.
|
5,630
|
433,791
|
|
|
|
|
|
727,836
|
|
Diversified Banks–0.64%
|
|||
|
Bank of America Corp.
|
5,932
|
367,487
|
|
|
Citigroup, Inc.
|
5,665
|
750,329
|
|
|
U.S. Bancorp
|
7,059
|
444,788
|
|
|
|
|
|
1,562,604
|
|
Electric Utilities–1.66%
|
|||
|
American Electric Power Co., Inc.
|
9,950
|
1,272,107
|
|
|
Duke Energy Corp.
|
8,205
|
1,029,153
|
|
|
Edison International
|
9,518
|
698,336
|
|
|
Entergy Corp.
|
1,191
|
128,175
|
|
|
Evergy, Inc.
|
2,666
|
221,305
|
|
|
Eversource Energy
|
2,569
|
183,915
|
|
|
Exelon Corp.
|
8,464
|
387,820
|
|
|
NextEra Energy, Inc.
|
1,590
|
138,203
|
|
|
|
|
|
4,059,014
|
|
Electrical Components & Equipment–0.23%
|
|||
|
AMETEK, Inc.
|
1,716
|
414,774
|
|
|
Rockwell Automation, Inc.
|
294
|
141,144
|
|
|
|
|
|
555,918
|
|
Electronic Components–0.25%
|
|||
|
Amphenol Corp., Class A
|
2,340
|
376,038
|
|
|
Corning, Inc.
|
1,672
|
231,154
|
|
|
|
|
|
607,192
|
|
Electronic Equipment & Instruments–0.15%
|
|||
|
Keysight Technologies, Inc.(c)
|
1,150
|
366,942
|
|
|
Electronic Manufacturing Services–0.06%
|
|||
|
TE Connectivity PLC (China)
|
715
|
147,068
|
|
|
Environmental & Facilities Services–0.09%
|
|||
|
Clean Harbors, Inc.(c)
|
390
|
122,023
|
|
|
Waste Management, Inc.
|
470
|
106,479
|
|
|
|
|
|
228,502
|
|
Fertilizers & Agricultural Chemicals–0.29%
|
|||
|
CF Industries Holdings, Inc.
|
4,139
|
518,162
|
|
|
Corteva, Inc.
|
2,461
|
193,705
|
|
|
|
|
|
711,867
|
|
Financial Exchanges & Data–0.12%
|
|||
|
Cboe Global Markets, Inc.
|
469
|
145,498
|
|
|
CME Group, Inc., Class A
|
577
|
154,515
|
|
|
|
|
|
300,013
|
|
Food Retail–0.16%
|
|||
|
Casey’s General Stores, Inc.
|
131
|
114,101
|
|
|
Kroger Co. (The)
|
4,961
|
286,448
|
|
|
|
|
|
400,549
|
|
Health Care Distributors–0.67%
|
|||
|
Cardinal Health, Inc.
|
3,671
|
844,440
|
|
|
Cencora, Inc.
|
496
|
154,425
|
|
|
McKesson Corp.
|
758
|
648,992
|
|
|
|
|
|
1,647,857
|
|
|
Shares
|
Value
|
|
|
Health Care Equipment–0.28%
|
|||
|
Becton, Dickinson and Co.
|
1,185
|
$196,260
|
|
|
IDEXX Laboratories, Inc.(c)
|
285
|
159,335
|
|
|
STERIS PLC
|
1,416
|
323,414
|
|
|
|
|
|
679,009
|
|
Health Care Facilities–0.43%
|
|||
|
Encompass Health Corp.
|
800
|
88,856
|
|
|
HCA Healthcare, Inc.
|
865
|
348,241
|
|
|
Tenet Healthcare Corp.(c)
|
1,423
|
362,552
|
|
|
Universal Health Services, Inc., Class B
|
1,487
|
250,470
|
|
|
|
|
|
1,050,119
|
|
Health Care Services–0.35%
|
|||
|
Cigna Group (The)
|
399
|
111,341
|
|
|
CVS Health Corp.
|
2,412
|
251,885
|
|
|
DaVita, Inc.(c)
|
850
|
204,076
|
|
|
Labcorp Holdings, Inc.
|
334
|
103,273
|
|
|
Quest Diagnostics, Inc.
|
766
|
178,486
|
|
|
|
|
|
849,061
|
|
Heavy Electrical Equipment–0.04%
|
|||
|
GE Vernova, Inc.
|
103
|
102,000
|
|
|
Hotel & Resort REITs–0.10%
|
|||
|
Host Hotels & Resorts, Inc.
|
10,034
|
252,154
|
|
|
Hotels, Resorts & Cruise Lines–0.47%
|
|||
|
Airbnb, Inc., Class A(c)
|
848
|
128,489
|
|
|
Booking Holdings, Inc.
|
1,094
|
211,032
|
|
|
Carnival Corp. Ltd.
|
5,307
|
147,588
|
|
|
Expedia Group, Inc.
|
2,278
|
671,418
|
|
|
|
|
|
1,158,527
|
|
Household Products–0.46%
|
|||
|
Colgate-Palmolive Co.
|
10,153
|
926,969
|
|
|
Procter & Gamble Co. (The)
|
1,369
|
197,807
|
|
|
|
|
|
1,124,776
|
|
Human Resource & Employment Services–0.14%
|
|||
|
Automatic Data Processing, Inc.
|
1,246
|
332,009
|
|
|
Industrial Machinery & Supplies & Components–0.34%
|
|||
|
Fortive Corp.
|
2,675
|
158,387
|
|
|
Nordson Corp.
|
408
|
121,494
|
|
|
Parker-Hannifin Corp.
|
562
|
548,810
|
|
|
|
|
|
828,691
|
|
Integrated Oil & Gas–0.21%
|
|||
|
Chevron Corp.
|
1,594
|
313,747
|
|
|
ExxonMobil Holdings Corp.
|
694
|
107,875
|
|
|
Occidental Petroleum Corp.
|
1,784
|
101,813
|
|
|
|
|
|
523,435
|
|
Integrated Telecommunication Services–0.35%
|
|||
|
AT&T, Inc.
|
12,306
|
286,115
|
|
|
Comcast Corp., Class A
|
16,764
|
401,665
|
|
|
Verizon Communications, Inc.
|
3,770
|
176,474
|
|
|
|
|
|
864,254
|
|
Interactive Home Entertainment–0.03%
|
|||
|
Electronic Arts, Inc.
|
315
|
66,106
|
|
|
|
Shares
|
Value
|
|
|
Interactive Media & Services–1.53%
|
|||
|
Alphabet, Inc., Class A
|
8,164
|
$2,907,445
|
|
|
Meta Platforms, Inc., Class A
|
1,510
|
840,632
|
|
|
|
|
|
3,748,077
|
|
Internet Services & Infrastructure–0.56%
|
|||
|
Akamai Technologies, Inc.(c)
|
2,105
|
242,454
|
|
|
GoDaddy, Inc., Class A(c)
|
2,210
|
182,855
|
|
|
MongoDB, Inc.(c)
|
271
|
91,457
|
|
|
Twilio, Inc., Class A(c)
|
609
|
120,186
|
|
|
VeriSign, Inc.
|
2,496
|
723,890
|
|
|
|
|
|
1,360,842
|
|
Investment Banking & Brokerage–0.32%
|
|||
|
Goldman Sachs Group, Inc. (The)
|
171
|
174,143
|
|
|
Morgan Stanley
|
2,917
|
613,795
|
|
|
|
|
|
787,938
|
|
IT Consulting & Other Services–0.44%
|
|||
|
Accenture PLC, Class A
|
2,423
|
402,024
|
|
|
Cognizant Technology Solutions Corp.,
Class A
|
6,843
|
378,760
|
|
|
International Business Machines Corp.
|
1,351
|
302,151
|
|
|
|
|
|
1,082,935
|
|
Leisure Products–0.12%
|
|||
|
Hasbro, Inc.
|
3,121
|
293,187
|
|
|
Life & Health Insurance–0.07%
|
|||
|
Globe Life, Inc.
|
958
|
174,596
|
|
|
Life Sciences Tools & Services–0.08%
|
|||
|
Illumina, Inc.(c)
|
903
|
185,205
|
|
|
Managed Health Care–0.29%
|
|||
|
Centene Corp.(c)
|
5,460
|
339,721
|
|
|
Elevance Health, Inc.
|
550
|
206,712
|
|
|
UnitedHealth Group, Inc.
|
363
|
150,427
|
|
|
|
|
|
696,860
|
|
Metal, Glass & Plastic Containers–0.31%
|
|||
|
Crown Holdings, Inc.
|
6,483
|
764,022
|
|
|
Movies & Entertainment–0.24%
|
|||
|
Netflix, Inc.(c)
|
4,609
|
330,511
|
|
|
Walt Disney Co. (The)
|
1,317
|
126,682
|
|
|
Warner Bros. Discovery, Inc.(c)
|
5,172
|
136,024
|
|
|
|
|
|
593,217
|
|
Multi-Sector Holdings–0.36%
|
|||
|
Berkshire Hathaway, Inc., Class B(c)
|
1,727
|
883,430
|
|
|
Multi-Utilities–0.59%
|
|||
|
Ameren Corp.
|
7,149
|
783,602
|
|
|
Consolidated Edison, Inc.
|
1,007
|
109,612
|
|
|
DTE Energy Co.
|
3,132
|
444,337
|
|
|
NiSource, Inc.
|
2,424
|
107,698
|
|
|
|
|
|
1,445,249
|
|
Oil & Gas Equipment & Services–0.32%
|
|||
|
Halliburton Co.
|
6,026
|
194,339
|
|
|
TechnipFMC PLC (United Kingdom)
|
8,067
|
578,081
|
|
|
|
|
|
772,420
|
|
|
Shares
|
Value
|
|
|
Oil & Gas Exploration & Production–0.44%
|
|||
|
APA Corp.
|
19,930
|
$743,788
|
|
|
EOG Resources, Inc.
|
2,270
|
337,526
|
|
|
Sabine Oil & Gas Holdings, Inc.(c)(d)
|
115
|
8
|
|
|
|
|
|
1,081,322
|
|
Oil & Gas Refining & Marketing–0.60%
|
|||
|
Marathon Petroleum Corp.
|
1,956
|
619,015
|
|
|
Valero Energy Corp.
|
2,732
|
854,843
|
|
|
|
|
|
1,473,858
|
|
Oil & Gas Storage & Transportation–0.27%
|
|||
|
Kinder Morgan, Inc.
|
18,352
|
590,568
|
|
|
Williams Cos., Inc. (The)
|
982
|
70,252
|
|
|
|
|
|
660,820
|
|
Packaged Foods & Meats–0.18%
|
|||
|
Hershey Co. (The)
|
1,422
|
248,921
|
|
|
Tyson Foods, Inc., Class A
|
3,441
|
199,440
|
|
|
|
|
|
448,361
|
|
Passenger Airlines–0.05%
|
|||
|
Delta Air Lines, Inc.
|
1,258
|
110,000
|
|
|
Pharmaceuticals–1.34%
|
|||
|
Bristol-Myers Squibb Co.
|
14,175
|
925,769
|
|
|
Eli Lilly and Co.
|
743
|
853,588
|
|
|
Johnson & Johnson
|
4,354
|
1,116,148
|
|
|
Merck & Co., Inc.
|
1,778
|
231,496
|
|
|
Viatris, Inc.
|
8,543
|
150,015
|
|
|
|
|
|
3,277,016
|
|
Property & Casualty Insurance–0.47%
|
|||
|
Allstate Corp. (The)
|
1,167
|
308,181
|
|
|
American International Group, Inc.
|
743
|
58,385
|
|
|
Assurant, Inc.
|
1,374
|
383,607
|
|
|
Travelers Cos., Inc. (The)
|
1,039
|
388,960
|
|
|
|
|
|
1,139,133
|
|
Rail Transportation–0.16%
|
|||
|
Norfolk Southern Corp.
|
356
|
119,431
|
|
|
Union Pacific Corp.
|
965
|
281,905
|
|
|
|
|
|
401,336
|
|
Real Estate Services–0.11%
|
|||
|
Jones Lang LaSalle, Inc.(c)
|
746
|
264,852
|
|
|
Regional Banks–0.10%
|
|||
|
Truist Financial Corp.
|
4,521
|
234,369
|
|
|
Reinsurance–0.09%
|
|||
|
RenaissanceRe Holdings Ltd. (Bermuda)
|
712
|
227,826
|
|
|
Research & Consulting Services–0.06%
|
|||
|
Leidos Holdings, Inc.
|
1,231
|
142,304
|
|
|
Semiconductor Materials & Equipment–0.65%
|
|||
|
Applied Materials, Inc.
|
1,093
|
554,883
|
|
|
KLA Corp.
|
1,824
|
333,464
|
|
|
Lam Research Corp.
|
1,997
|
585,161
|
|
|
Teradyne, Inc.
|
315
|
115,822
|
|
|
|
|
|
1,589,330
|
|
|
Shares
|
Value
|
|
|
Semiconductors–3.63%
|
|||
|
Advanced Micro Devices, Inc.(c)
|
1,239
|
$589,950
|
|
|
Analog Devices, Inc.
|
2,028
|
745,107
|
|
|
Broadcom, Inc.
|
3,760
|
1,463,693
|
|
|
First Solar, Inc.(c)
|
781
|
164,814
|
|
|
Intel Corp.(c)
|
2,530
|
228,206
|
|
|
Marvell Technology, Inc.
|
827
|
155,112
|
|
|
Micron Technology, Inc.
|
1,224
|
1,007,389
|
|
|
NVIDIA Corp.
|
19,202
|
3,854,802
|
|
|
ON Semiconductor Corp.(c)
|
905
|
73,857
|
|
|
QUALCOMM, Inc.
|
1,372
|
202,521
|
|
|
Texas Instruments, Inc.
|
1,428
|
393,757
|
|
|
|
|
|
8,879,208
|
|
Soft Drinks & Non-alcoholic Beverages–0.89%
|
|||
|
Coca-Cola Co. (The)
|
7,290
|
638,531
|
|
|
Monster Beverage Corp.(c)
|
9,347
|
900,864
|
|
|
PepsiCo, Inc.
|
4,555
|
635,696
|
|
|
|
|
|
2,175,091
|
|
Steel–0.07%
|
|||
|
Nucor Corp.
|
621
|
159,777
|
|
|
Systems Software–1.37%
|
|||
|
CrowdStrike Holdings, Inc., Class A(c)
|
575
|
109,745
|
|
|
Gen Digital, Inc.
|
6,401
|
175,707
|
|
|
Microsoft Corp.
|
5,714
|
2,655,410
|
|
|
Oracle Corp.
|
771
|
100,130
|
|
|
Palo Alto Networks, Inc.(c)
|
482
|
159,942
|
|
|
ServiceNow, Inc.(c)
|
1,318
|
146,601
|
|
|
|
|
|
3,347,535
|
|
Technology Distributors–0.04%
|
|||
|
TD SYNNEX Corp.
|
342
|
87,449
|
|
|
|
Shares
|
Value
|
|
|
Technology Hardware, Storage & Peripherals–2.03%
|
|||
|
Apple, Inc.
|
11,844
|
$3,658,730
|
|
|
Dell Technologies, Inc., Class C
|
443
|
179,579
|
|
|
NetApp, Inc.
|
1,564
|
279,174
|
|
|
Sandisk Corp.(c)
|
197
|
239,321
|
|
|
Seagate Technology Holdings PLC
|
228
|
195,198
|
|
|
Western Digital Corp.
|
770
|
419,527
|
|
|
|
|
|
4,971,529
|
|
Tobacco–0.56%
|
|||
|
Altria Group, Inc.
|
16,216
|
1,108,039
|
|
|
Philip Morris International, Inc. (Switzerland)
|
1,420
|
270,965
|
|
|
|
|
|
1,379,004
|
|
Transaction & Payment Processing Services–0.18%
|
|||
|
Mastercard, Inc., Class A
|
212
|
121,497
|
|
|
Visa, Inc., Class A
|
854
|
312,675
|
|
|
|
|
|
434,172
|
|
Total Common Stocks & Other Equity Interests
(Cost $56,948,530)
|
85,304,327
|
||
|
Preferred Stocks–0.00%
|
|||
|
Oil & Gas Storage & Transportation–0.00%
|
|||
|
Southcross Energy Partners L.P., Pfd.
(Cost $68,449)(d)
|
68,466
|
404
|
|
|
Money Market Funds–4.21%
|
|||
|
Invesco Treasury Portfolio, Institutional
Class, 3.63%(b)(e)
(Cost $10,297,391)
|
10,297,391
|
10,297,391
|
|
|
TOTAL INVESTMENTS IN SECURITIES–85.71%
(Cost $174,422,752)
|
209,579,453
|
||
|
OTHER ASSETS LESS LIABILITIES—14.29%
|
34,951,660
|
||
|
NET ASSETS–100.00%
|
$244,531,113
|
||
|
ETF
|
– Exchange-Traded Fund
|
|
Pfd.
|
– Preferred
|
|
REIT
|
– Real Estate Investment Trust
|
|
(a)
|
Industry and/or sector classifications used in this report are generally according
to the Global Industry Classification Standard, which was developed by and is the
exclusive property and a service mark of MSCI Inc. and Standard & Poor’s.
|
||
|
(b)
|
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 nine months ended July 31, 2026.
|
||
|
|
Value
October 31, 2025
|
Purchases
at Cost
|
Proceeds
from Sales
|
Change in
Unrealized
Appreciation
|
Realized
Gain
(Loss)
|
Value
July 31, 2026
|
Dividend Income
|
|
Invesco Managed Futures Strategy ETF
|
$113,226,420
|
$5,378,390
|
$(23,191,608)
|
$19,045,275
|
$(481,146)
|
$113,977,331
|
$1,152,261
|
|
Investments in Affiliated Money Market
Funds:
|
|
|
|
|
|
|
|
|
Invesco Treasury Portfolio, Institutional Class
|
13,977,978
|
85,320,992
|
(89,001,579)
|
-
|
-
|
10,297,391
|
502,743
|
|
Investments Purchased with Cash Collateral
from Securities on Loan:
|
|
|
|
|
|
|
|
|
Invesco Private Government Fund
|
-
|
2,173,077
|
(2,173,077)
|
-
|
-
|
-
|
1,441*
|
|
Invesco Private Prime Fund
|
-
|
5,810,941
|
(5,810,893)
|
-
|
(48)
|
-
|
3,875*
|
|
Total
|
$127,204,398
|
$98,683,400
|
$(120,177,157)
|
$19,045,275
|
$(481,194)
|
$124,274,722
|
$1,660,320
|
|
*
|
Represents the income earned on the investment of cash collateral. Does not include
rebates and fees paid to lending agent or premiums received from
borrowers, if any.
|
|
(c)
|
Non-income producing security.
|
|
(d)
|
Security valued using significant unobservable inputs (Level 3). See Note 1.
|
|
(e)
|
The rate shown is the 7-day SEC standardized yield as of July 31, 2026.
|
|
Open Futures Contracts
|
|||||
|
Short Futures Contracts
|
Number of
Contracts
|
Expiration
Month
|
Notional
Value
|
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
Equity Risk
|
|||||
|
E-Mini S&P 500 Index
|
179
|
September-2026
|
$(67,297,288
)
|
$(530,149
)
|
$(530,149
)
|
|
Open Forward Foreign Currency Contracts
|
||||||
|
Settlement
Date
|
Counterparty
|
Contract to
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Deliver
|
Receive
|
|||||
|
Currency Risk
|
|
|
|
|
|
|
|
08/10/2026
|
Goldman Sachs International
|
USD
|
6,407,000
|
AUD
|
9,236,420
|
$91,574
|
|
08/10/2026
|
Goldman Sachs International
|
USD
|
6,407,000
|
EUR
|
5,584,752
|
34,573
|
|
Subtotal—Appreciation
|
126,147
|
|||||
|
Currency Risk
|
|
|
|
|
|
|
|
08/10/2026
|
Goldman Sachs International
|
JPY
|
1,027,937,798
|
USD
|
6,407,000
|
(56,693
)
|
|
08/10/2026
|
Goldman Sachs International
|
NZD
|
11,203,674
|
USD
|
6,407,000
|
(193,781
)
|
|
Subtotal—Depreciation
|
(250,474
)
|
|||||
|
Total Forward Foreign Currency Contracts
|
$(124,327
)
|
|||||
|
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
(Depreciation)
|
|
|
Interest Rate Risk
|
||||||||||
|
Receive
|
28 Day MXN TIEF
|
28 days
|
(7.65)%
|
28 days
|
07/06/2031
|
MXN
|
195,130,000
|
$(16,630
)
|
$68,511
|
$85,141
|
|
Receive
|
ZARONIA
|
Annually
|
(7.41)
|
Annually
|
07/06/2031
|
ZAR
|
181,740,000
|
(13,905
)
|
163,030
|
176,935
|
|
Receive
|
6 Month BUBOR
|
Semi-Annually
|
(4.80)
|
Annually
|
07/06/2031
|
HUF
|
2,465,740,000
|
(9,361
)
|
169,340
|
178,701
|
|
Receive
|
6 Month SARON
|
Annually
|
(0.56)
|
Annually
|
07/06/2036
|
CHF
|
25,440,000
|
21,269
|
379,396
|
358,127
|
|
Receive
|
CORRA
|
Semi-Annually
|
(3.13)
|
Semi-Annually
|
07/06/2036
|
CAD
|
44,860,000
|
191,088
|
793,264
|
602,176
|
|
Receive
|
SOFR
|
Annually
|
(4.04)
|
Annually
|
07/07/2036
|
USD
|
31,600,000
|
(7,034
)
|
718,125
|
725,159
|
|
Subtotal — Appreciation
|
|
|
|
165,427
|
2,291,666
|
2,126,239
|
||||
|
Interest Rate Risk
|
||||||||||
|
Pay
|
3 Month STIBOR
|
Quarterly
|
2.82
|
Annually
|
07/06/2036
|
SEK
|
306,600,000
|
(12,726
)
|
(850,243
)
|
(837,517
)
|
|
Pay
|
SONIA
|
Annually
|
4.38
|
Annually
|
07/06/2036
|
GBP
|
23,680,000
|
23,279
|
(647,829
)
|
(671,108
)
|
|
Pay
|
6 Month NIBOR
|
Semi-Annually
|
4.36
|
Annually
|
07/06/2036
|
NOK
|
312,230,000
|
(10,086
)
|
(427,266
)
|
(417,180
)
|
|
Pay
|
FBIL Overnight
MIBOR
|
Semi-Annually
|
6.19
|
Semi-Annually
|
07/07/2031
|
INR
|
2,166,380,000
|
(1,072
)
|
(167,437
)
|
(166,365
)
|
|
Pay
|
TTHORON
|
Quarterly
|
1.61
|
Quarterly
|
07/07/2031
|
THB
|
684,850,000
|
18,476
|
(125,736
)
|
(144,212
)
|
|
Pay
|
KWCDC
|
Quarterly
|
3.95
|
Quarterly
|
07/07/2031
|
KRW
|
27,801,550,000
|
22,001
|
(7,150
)
|
(29,151
)
|
|
Subtotal — Depreciation
|
|
|
|
39,872
|
(2,225,661
)
|
(2,265,533
)
|
||||
|
Total Centrally Cleared Interest Rate Swap Agreements
|
|
|
|
$205,299
|
$66,005
|
$(139,294
)
|
||||
|
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)
|
|
|
Equity Risk
|
|
|
|
|
|
|
|
|
|
|
|
|
Goldman Sachs
International
|
Receive
|
FTSE Developed ex US
Invesco Dynamic
Multi-Factor Monthly
Long Short Total Return
Index
|
0.45%
|
Monthly
|
69,820
|
September—2026
|
USD
|
100,799,134
|
$—
|
$235,293
|
$235,293
|
|
Goldman Sachs
International
|
Receive
|
FTSE Developed ex US
Invesco Dynamic
Multi-Factor Monthly
Long Short Total Return
Index
|
0.45
|
Monthly
|
1,150
|
September—2026
|
USD
|
1,660,255
|
—
|
3,875
|
3,875
|
|
Goldman Sachs
International
|
Receive
|
FTSE Developed ex US
Invesco Dynamic
Multi-Factor Monthly
Long Short Total Return
Index
|
0.45
|
Monthly
|
510
|
September—2026
|
USD
|
736,287
|
—
|
1,719
|
1,719
|
|
Goldman Sachs
International
|
Receive
|
Russell 1000 Invesco
Dynamic Multi-Factor
Monthly Long Short
Total Return Index
|
0.13
|
Monthly
|
33,300
|
September—2026
|
USD
|
38,972,322
|
—
|
138,528
|
138,528
|
|
Subtotal — Appreciation
|
|
|
|
|
—
|
379,415
|
379,415
|
||||
|
Commodity Risk
|
|
|
|
|
|
|
|
|
|
|
|
|
Barclays Bank PLC
|
Receive
|
Barclays Commodity
Strategy1756 Excess
Return Index
|
0.42
|
Monthly
|
229,330
|
February—2027
|
USD
|
49,128,219
|
—
|
(491,110
)
|
(491,110
)
|
|
Macquarie Bank Ltd.
|
Receive
|
Macquarie F6 Carry
Alpha Index
|
0.32
|
Monthly
|
152,940
|
April—2027
|
USD
|
42,274,926
|
—
|
(210,231
)
|
(210,231
)
|
|
Subtotal
|
|
|
|
|
|
|
|
|
—
|
(701,341
)
|
(701,341
)
|
|
Equity Risk
|
|
|
|
|
|
|
|
|
|
|
|
|
J.P. Morgan Chase
Bank, N.A.
|
Receive
|
Russell 2000 Invesco
Dynamic Multi-Factor
Monthly Long Short
Total Return Index
|
0.25
|
Monthly
|
950
|
September—2026
|
USD
|
1,169,868
|
—
|
(5,235
)
|
(5,235
)
|
|
J.P. Morgan Chase
Bank, N.A.
|
Receive
|
Russell 2000 Invesco
Dynamic Multi-Factor
Monthly Long Short
Total Return Index
|
0.25
|
Monthly
|
31,400
|
September—2026
|
USD
|
38,667,216
|
—
|
(173,011
)
|
(173,011
)
|
|
Subtotal
|
|
|
|
|
|
|
|
|
—
|
(178,246
)
|
(178,246
)
|
|
Subtotal — Depreciation
|
|
|
|
|
—
|
(879,587
)
|
(879,587
)
|
||||
|
Total — Total Return Swap Agreements
|
|
|
|
|
$—
|
$(500,172
)
|
$(500,172
)
|
||||
|
(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.
|
|
Reference Entity Components
|
||
|
Reference Entity
|
Underlying Components
|
Percentage
|
|
Barclays Commodity Strategy1756 Excess Return Index
|
|
|
|
|
Aluminum
|
3.61%
|
|
|
Brent Crude
|
10.16%
|
|
|
Cocoa
|
1.49%
|
|
|
Coffee
|
2.24%
|
|
|
Corn
|
4.79%
|
|
|
Cotton
|
1.76%
|
|
|
Gas Oil
|
4.59%
|
|
|
Gasoline
|
3.37%
|
|
|
Gold
|
12.13%
|
|
|
Heating Oil
|
3.67%
|
|
|
Kansas Wheat
|
2.02%
|
|
|
Lead
|
0.76%
|
|
|
Lean Hogs
|
1.61%
|
|
|
Live Cattle
|
3.32%
|
|
|
Natural Gas
|
6.25%
|
|
|
Nickel
|
1.84%
|
|
|
Silver
|
2.65%
|
|
|
Soybean Meal
|
2.68%
|
|
|
Soybean Oil
|
3.57%
|
|
|
Soybeans
|
5.28%
|
|
|
Sugar
|
2.59%
|
|
|
US Copper
|
6.11%
|
|
|
Wheat
|
2.99%
|
|
|
WTI Crude
|
8.25%
|
|
|
Zinc
|
2.27%
|
|
|
Total
|
100.00%
|
|
Macquarie F6 Carry Alpha Index
|
|
|
|
|
Aluminum
|
4.89%
|
|
|
Brent Crude
|
1.96%
|
|
|
Coffee
|
2.84%
|
|
|
Corn
|
7.15%
|
|
|
Cotton
|
2.47%
|
|
|
Gas Oil
|
5.37%
|
|
|
Gasoline
|
3.69%
|
|
|
Heating Oil
|
4.23%
|
|
|
Kansas Wheat
|
2.98%
|
|
|
Lead
|
1.08%
|
|
|
Lean Hogs
|
2.00%
|
|
|
Live Cattle
|
4.48%
|
|
|
Natural Gas
|
8.73%
|
|
|
Nickel
|
2.63%
|
|
|
Soybean Meal
|
3.76%
|
|
|
Soybean Oil
|
4.58%
|
|
|
Soybeans
|
7.26%
|
|
|
Sugar
|
3.66%
|
|
|
US Copper
|
8.68%
|
|
|
Wheat
|
4.26%
|
|
|
WTI Crude
|
10.24%
|
|
|
Zinc
|
3.08%
|
|
|
Total
|
100.00%
|
|
Abbreviations:
|
|
|
AUD
|
—Australian Dollar
|
|
BUBOR
|
—Budapest Interbank Offered Rate
|
|
CAD
|
—Canadian Dollar
|
|
CHF
|
—Swiss Franc
|
|
CORRA
|
—Canadian Overnight Repo Rate Average
|
|
EUR
|
—Euro
|
|
FBIL
|
—Financial Benchmarks India Private Ltd.
|
|
GBP
|
—British Pound Sterling
|
|
HUF
|
—Hungarian Forint
|
|
INR
|
—Indian Rupee
|
|
JPY
|
—Japanese Yen
|
|
KRW
|
—South Korean Won
|
|
KWCDC
|
—South Korean Won Certificate of Deposit
|
|
MIBOR
|
—Mumbai Interbank Offered Rate
|
|
MXN
|
—Mexican Peso
|
|
NIBOR
|
—Norwegian Interbank Offered Rate
|
|
NOK
|
—Norwegian Krone
|
|
NZD
|
—New Zealand Dollar
|
|
SARON
|
—Swiss Average Rate Overnight
|
|
SEK
|
—Swedish Krona
|
|
SOFR
|
—Secured Overnight Financing Rate
|
|
SONIA
|
—Sterling Overnight Index Average
|
|
STIBOR
|
—Stockholm Interbank Offered Rate
|
|
THB
|
—Thai Baht
|
|
TIEF
|
—Overnight TIIE Funding Rate
|
|
TTHORON
|
—Thai Overnight Repurchase Rate
|
|
USD
|
—U.S. Dollar
|
|
ZAR
|
—South African Rand
|
|
ZARONIA
|
—South African Rand Overnight Index Average
|
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Investments in Securities
|
|
|
|
|
|
Exchange-Traded Funds
|
$113,977,331
|
$—
|
$—
|
$113,977,331
|
|
Common Stocks & Other Equity Interests
|
85,304,319
|
—
|
8
|
85,304,327
|
|
Preferred Stocks
|
—
|
—
|
404
|
404
|
|
Money Market Funds
|
10,297,391
|
—
|
—
|
10,297,391
|
|
Total Investments in Securities
|
209,579,041
|
—
|
412
|
209,579,453
|
|
Other Investments - Assets*
|
|
|
|
|
|
Forward Foreign Currency Contracts
|
—
|
126,147
|
—
|
126,147
|
|
Swap Agreements
|
—
|
2,505,654
|
—
|
2,505,654
|
|
|
—
|
2,631,801
|
—
|
2,631,801
|
|
Other Investments - Liabilities*
|
|
|
|
|
|
Futures Contracts
|
(530,149
)
|
—
|
—
|
(530,149
)
|
|
Forward Foreign Currency Contracts
|
—
|
(250,474
)
|
—
|
(250,474
)
|
|
Swap Agreements
|
—
|
(3,145,120
)
|
—
|
(3,145,120
)
|
|
|
(530,149
)
|
(3,395,594
)
|
—
|
(3,925,743
)
|
|
Total Other Investments
|
(530,149
)
|
(763,793
)
|
—
|
(1,293,942
)
|
|
Total Investments
|
$209,048,892
|
$(763,793
)
|
$412
|
$208,285,511
|
|
*
|
Forward foreign currency contracts, futures contracts and swap agreements are valued
at unrealized appreciation (depreciation).
|