Consolidated Schedule of Investments  
July 31, 2026
(Unaudited) 
 
Interest
Rate
Maturity
Date
Principal
Amount
(000)
Value
U.S. Treasury Securities–24.24%
 
 
U.S. Treasury Floating Rate Notes–24.24%
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate + 0.10%)(a)
3.88%
01/31/2028
 
$70,400
$70,480,548
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate + 0.10%)(a)
3.89%
04/30/2028
 
82,000
82,096,311
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate + 0.05%)(a)
3.84%
07/31/2028
 
70,500
70,525,547
Total U.S. Treasury Securities (Cost $222,911,363)
223,102,406
 
 
 
Shares
 
Exchange-Traded Funds–6.56%
iShares Core MSCI Emerging Markets ETF (Cost $57,845,701)
     
 
 
778,000
60,380,580
 
 
Expiration
Date
Principal
Amount
(000)
 
Commodity-Linked Securities–5.27%
Bank of Montreal, Commodity-Linked Notes (linked to the S&P GSCI Aluminum Dynamic Roll Index) (Canada)(b)(c)
     
08/25/2026
 
9,500
10,807,039
Canadian Imperial Bank of Commerce, EMTN, U.S. Federal Funds Effective Rate minus 0.045% (linked to the
Canadian Imperial Bank of Commerce Gold Standard Roll Excess Return Index) (Canada)(b)(c)
     
08/30/2027
 
10,935
10,267,295
Canadian Imperial Bank of Commerce, EMTN, U.S. Federal Funds Effective Rate minus 0.08% (linked to the
Canadian Imperial Bank of Commerce Silver Index) (Canada)(b)(c)
     
08/30/2027
 
7,000
7,178,354
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
20,205,073
Total Commodity-Linked Securities (Cost $39,235,000)
48,457,761
 
 
 
Shares
 
Money Market Funds–56.26%
Invesco Government & Agency Portfolio, Institutional Class, 3.64%(d)(e)
     
 
 
136,452,508
136,452,508
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio (Ireland), Agency Class, 3.87%(d)(e)
     
 
 
79,814,633
79,814,633
Invesco Treasury Obligations Portfolio, Institutional Class, 3.59%(d)(e)
     
 
 
250,700,000
250,700,000
Invesco Treasury Portfolio, Institutional Class, 3.63%(d)(e)
     
 
 
50,753,227
50,753,227
Total Money Market Funds (Cost $517,720,368)
517,720,368
Options Purchased–0.64%
(Cost $11,283,514)(f)
5,904,469
TOTAL INVESTMENTS IN SECURITIES–92.97% (Cost $848,995,946)
855,565,584
OTHER ASSETS LESS LIABILITIES–7.03%
64,727,573
NET ASSETS–100.00%
$920,293,157
Investment Abbreviations: 
EMTN
– European Medium-Term Notes
ETF
– Exchange-Traded Fund
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Notes to Consolidated Schedule of Investments: 
(a)
Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on July 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
July 31, 2026 was $48,457,761, which represented 5.27% 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 nine months ended July 31, 2026.
 
 
Value
October 31, 2025
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
Realized
Gain
Value
July 31, 2026
Dividend Income
Investments in Affiliated Money Market Funds:
Invesco Government & Agency Portfolio, Institutional
Class
$138,918,312
$208,374,600
$(210,840,404)
$-
$-
$136,452,508
$3,693,181
Invesco Liquidity Funds PLC, Invesco US Dollar
Liquidity Portfolio, Agency Class
81,581,377
318,780,202
(320,546,946)
-
-
79,814,633
2,240,935
Invesco Treasury Obligations Portfolio, Institutional
Class
250,700,000
-
-
-
-
250,700,000
6,733,112
Invesco Treasury Portfolio, Institutional Class
55,340,001
386,981,399
(391,568,173)
-
-
50,753,227
1,296,312
Total
$526,539,690
$914,136,201
$(922,955,523)
$-
$-
$517,720,368
$13,963,540
 
(e)
The rate shown is the 7-day SEC standardized yield as of July 31, 2026.
(f)
The table below details options purchased.
 
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
08/21/2026
54
EUR
5,000.00
EUR
2,700,000
$560
EURO STOXX 50 Index
Put
09/18/2026
54
EUR
5,200.00
EUR
2,808,000
4,982
EURO STOXX 50 Index
Put
10/16/2026
54
EUR
5,500.00
EUR
2,970,000
17,373
EURO STOXX 50 Index
Put
11/20/2026
54
EUR
5,500.00
EUR
2,970,000
29,080
EURO STOXX 50 Index
Put
12/18/2026
54
EUR
5,500.00
EUR
2,970,000
38,234
EURO STOXX 50 Index
Put
01/15/2027
54
EUR
5,700.00
EUR
3,078,000
59,842
EURO STOXX 50 Index
Put
04/16/2027
54
EUR
5,600.00
EUR
3,024,000
80,391
EURO STOXX 50 Index
Put
02/19/2027
54
EUR
5,800.00
EUR
3,132,000
82,259
EURO STOXX 50 Index
Put
03/19/2027
54
EUR
5,800.00
EUR
3,132,000
91,101
EURO STOXX 50 Index
Put
05/21/2027
54
EUR
5,700.00
EUR
3,078,000
112,148
EURO STOXX 50 Index
Put
06/18/2027
54
EUR
5,900.00
EUR
3,186,000
150,258
EURO STOXX 50 Index
Put
07/16/2027
55
EUR
6,100.00
EUR
3,355,000
197,817
FTSE 100 Index
Put
08/21/2026
40
GBP
8,950.00
GBP
3,580,000
1,078
FTSE 100 Index
Put
09/18/2026
40
GBP
9,000.00
GBP
3,600,000
5,391
FTSE 100 Index
Put
10/16/2026
40
GBP
9,375.00
GBP
3,750,000
16,173
FTSE 100 Index
Put
11/20/2026
40
GBP
9,625.00
GBP
3,850,000
18,868
FTSE 100 Index
Put
12/18/2026
41
GBP
9,600.00
GBP
3,936,000
39,233
FTSE 100 Index
Put
01/15/2027
40
GBP
9,850.00
GBP
3,940,000
62,266
FTSE 100 Index
Put
02/19/2027
40
GBP
10,175.00
GBP
4,070,000
95,151
FTSE 100 Index
Put
04/16/2027
40
GBP
10,275.00
GBP
4,110,000
129,654
FTSE 100 Index
Put
05/21/2027
40
GBP
10,300.00
GBP
4,120,000
152,026
FTSE 100 Index
Put
03/19/2027
40
GBP
10,600.00
GBP
4,240,000
165,504
FTSE 100 Index
Put
06/18/2027
40
GBP
10,275.00
GBP
4,110,000
171,973
FTSE 100 Index
Put
07/16/2027
41
GBP
10,400.00
GBP
4,264,000
202,520
MSCI Emerging Markets Index
Put
08/21/2026
20
USD
1,210.00
USD
2,420,000
2,650
MSCI Emerging Markets Index
Put
09/18/2026
20
USD
1,250.00
USD
2,500,000
10,000
MSCI Emerging Markets Index
Put
10/16/2026
20
USD
1,350.00
USD
2,700,000
36,000
MSCI Emerging Markets Index
Put
11/20/2026
20
USD
1,375.00
USD
2,750,000
62,000
MSCI Emerging Markets Index
Put
12/18/2026
20
USD
1,360.00
USD
2,720,000
70,000
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
MSCI Emerging Markets Index
Put
01/15/2027
20
USD
1,440.00
USD
2,880,000
$116,000
MSCI Emerging Markets Index
Put
02/19/2027
20
USD
1,500.00
USD
3,000,000
166,000
MSCI Emerging Markets Index
Put
04/16/2027
20
USD
1,460.00
USD
2,920,000
174,000
MSCI Emerging Markets Index
Put
03/19/2027
20
USD
1,560.00
USD
3,120,000
224,000
MSCI Emerging Markets Index
Put
05/21/2027
20
USD
1,620.00
USD
3,240,000
306,000
MSCI Emerging Markets Index
Put
07/16/2027
20
USD
1,710.00
USD
3,420,000
418,000
MSCI Emerging Markets Index
Put
06/17/2027
20
USD
1,790.00
USD
3,580,000
490,000
Nikkei 225 Index
Put
09/11/2026
9
JPY
38,500.00
JPY
346,500,000
4,299
Nikkei 225 Index
Put
09/11/2026
10
JPY
39,250.00
JPY
392,500,000
5,531
Nikkei 225 Index
Put
12/11/2026
9
JPY
43,000.00
JPY
387,000,000
26,303
Nikkei 225 Index
Put
12/11/2026
9
JPY
47,500.00
JPY
427,500,000
44,405
Nikkei 225 Index
Put
12/11/2026
9
JPY
50,500.00
JPY
454,500,000
63,072
Nikkei 225 Index
Put
03/12/2027
9
JPY
50,250.00
JPY
452,250,000
93,617
Nikkei 225 Index
Put
03/12/2027
9
JPY
51,250.00
JPY
461,250,000
103,517
Nikkei 225 Index
Put
06/11/2027
9
JPY
52,250.00
JPY
470,250,000
152,164
Nikkei 225 Index
Put
03/12/2027
9
JPY
56,250.00
JPY
506,250,000
167,437
Nikkei 225 Index
Put
06/11/2027
9
JPY
57,750.00
JPY
519,750,000
241,821
Nikkei 225 Index
Put
06/11/2027
9
JPY
64,750.00
JPY
582,750,000
415,763
Nikkei 225 Index
Put
09/10/2027
9
JPY
68,750.00
JPY
618,750,000
588,008
Total Index Options Purchased
$5,904,469
 
(a)   Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.
 
Open Futures Contracts
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Commodity Risk
Gold 100 Oz.
27
December-2026
$11,088,900
$(11,601
)
$(11,601
)
Gasoline Reformulated Blendstock Oxygenate Blending
266
August-2026
34,791,842
581,833
581,833
Low Sulphur Gas Oil
90
December-2026
9,263,250
936,727
936,727
Silver
26
September-2026
7,512,180
(1,056,300
)
(1,056,300
)
Subtotal
450,659
450,659
Equity Risk
E-Mini Russell 2000 Index
410
September-2026
60,229,000
(86,393
)
(86,393
)
E-Mini S&P 500 Index
59
September-2026
22,181,787
178,395
178,395
EURO STOXX 50 Index
225
September-2026
16,535,304
230,964
230,964
FTSE 100 Index
132
September-2026
19,329,171
616,202
616,202
MSCI Emerging Markets Index
140
September-2026
11,496,100
(711,512
)
(711,512
)
Nikkei 225 Index
61
September-2026
24,429,905
(472,144
)
(472,144
)
Subtotal
(244,488
)
(244,488
)
Interest Rate Risk
Long Gilt
1,380
September-2026
160,862,399
(2,733,776
)
(2,733,776
)
Australia 10 Year Bonds
2,940
September-2026
223,674,726
(970,058
)
(970,058
)
Canada 10 Year Bonds
3,155
September-2026
267,325,962
(2,931,029
)
(2,931,029
)
Euro-Bund
1,250
September-2026
179,257,141
(2,336,165
)
(2,336,165
)
Japan 10 Year Bonds
292
September-2026
233,207,253
(807,917
)
(807,917
)
U.S. Treasury 10 Year Notes
1,907
September-2026
205,956,000
(1,805,932
)
(1,805,932
)
Subtotal
(11,584,877
)
(11,584,877
)
Total Futures Contracts
$(11,378,706
)
$(11,378,706
)
 
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)
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
 
 
 
 
BNP Paribas S.A.
Receive
BNP Paribas Commodity
Daily Dynamic Curve CL
Index
0.25%
Monthly
30,850
November—2026
USD
18,028,317
$—
$1,424,147
$1,424,147
BNP Paribas S.A.
Receive
BNP Paribas Commodity
Daily Dynamic Curve CO
Index
0.25
Monthly
15,500
October—2026
USD
10,269,471
—
871,043
871,043
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce
Seasonally Enhanced
Cotton Commodity
Excess Return Index
0.28
Monthly
49,000
February—2027
USD
6,699,804
—
23,015
23,015
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce
Seasonally Enhanced
Lean Hog Commodity
Index
0.20
Monthly
30,000
January—2027
USD
1,487,133
—
11,886
11,886
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce Soybean
Meal 1 Excess Return
Commodity Index
0.14
Monthly
45,000
February—2027
USD
7,713,639
—
151,821
151,821
Citibank, N.A.
Receive
Citi Commodities
Benchmark (Regular
Roll) Mono Index Coffee
0.12
Monthly
688,000
November—2026
USD
11,739,344
—
432,064
432,064
Citibank, N.A.
Receive
Citi Commodities Curve
Beta Enhanced
Distributed Mono Index
- WTI Crude Oil (Excess
Return)
0.14
Monthly
6,700
October—2026
USD
6,997,969
—
109,746
109,746
Citibank, N.A.
Receive
Citi Commodities Curve
Beta Enhanced
Extended Copper (Daily
Rebalancing) Excess
Return Index
0.30
Monthly
2,600
July—2027
USD
3,822,187
—
122,395
122,395
Goldman Sachs
International
Receive
Goldman Sachs
Commodity Daily IC
Selective Curve
Strategy - LA
0.25
Monthly
93,000
July—2027
USD
13,483,763
—
91,642
91,642
Goldman Sachs
International
Receive
Goldman Sachs Heating
Oil F0 Standard Roll
Excess Return Index
0.14
Monthly
24,900
November—2026
USD
9,238,064
—
2,517,612
2,517,612
Goldman Sachs
International
Receive
S&P GSCI Wheat Excess
Return A48 Strategy
0.20
Monthly
143,000
February—2027
USD
1,343,561
—
50,349
50,349
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Contag
Beta Gas Oil Excess
Return Index
0.25
Monthly
32,050
January—2027
USD
27,265,076
—
720,545
720,545
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Front
Month Heating Oil
Excess Return Index
0.11
Monthly
38,200
October—2026
USD
26,829,988
—
193,991
193,991
Macquarie Bank Ltd.
Receive
Macquarie Aluminum
Dynamic Selection
Index
0.30
Monthly
81,000
January—2027
USD
5,265,964
—
13,389
13,389
Merrill Lynch
International
Receive
MLCISCE Excess Return
Index
0.12
Monthly
115,000
May—2027
USD
4,595,538
—
0
0
Merrill Lynch
International
Receive
MLCX Natural Gas
Annual Excess Return
Index
0.25
Monthly
131,000
October—2026
USD
6,208,627
—
0
0
Merrill Lynch
International
Receive
MLCX6CTE Excess
Return Index
0.18
Monthly
72,500
January—2027
USD
6,092,197
—
0
0
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)—(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)
Royal Bank of Canada
Receive
RBC Commodity CT01
Excess Return Custom
Index
0.28%
Monthly
8,500
June—2027
USD
1,011,465
$—
$0
$0
Royal Bank of Canada
Receive
RBC Commodity KCEO
Excess Return Custom
Index
0.16
Monthly
59,000
July—2027
USD
2,666,517
—
0
0
Royal Bank of Canada
Receive
RBC Commodity SB01
Excess Return Custom
Index
0.18
Monthly
60,500
November—2026
USD
7,664,999
—
0
0
Royal Bank of Canada
Receive
RBC Commodity SO01
Excess Return Custom
Index
0.18
Monthly
58,000
February—2027
USD
6,594,977
—
0
0
Subtotal
 
 
 
 
—
6,733,645
6,733,645
Equity Risk
 
 
 
 
Barclays Bank PLC
Receive
Barclays IVPR Index
0.30
Monthly
5,900
February—2027
USD
5,415,418
—
16,476
16,476
BNP Paribas S.A.
Receive
BNP Paribas US Hedge
-40D 1Y Index
0.15
Monthly
17,900
February—2027
USD
17,060,399
—
12,438
12,438
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Bespoke
Rolling Put (JPRPIVUB)
Index
0.15
Monthly
10,400
February—2027
USD
9,460,568
—
2,808
2,808
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Bespoke
Rolling Put (JPRPIVUB)
Index
0.15
Monthly
1,000
February—2027
USD
909,670
—
270
270
J.P. Morgan Chase
Bank, N.A.
Receive
J.P. Morgan Bespoke
Rolling Put (JPRPIVUB)
Index
0.15
Monthly
600
February—2027
USD
545,802
—
162
162
Royal Bank of Canada
Receive
RBICPOS1
0.20
Monthly
11,100
February—2027
USD
10,997,813
—
8,832
8,832
UBS AG
Receive
UBCSLPDR
0.15
Monthly
17,500
February—2027
USD
17,004,050
—
14,064
14,064
Subtotal
 
 
 
 
—
55,050
55,050
Subtotal — Appreciation
 
—
6,788,695
6,788,695
Commodity Risk
 
 
 
 
Barclays Bank PLC
Receive
Barclays Brent Crude
Roll Yield Index
0.17
Monthly
25,700
October—2026
USD
19,482,183
—
(82,528
)
(82,528
)
Barclays Bank PLC
Receive
Barclays Soybean Oil
Seasonal Index
0.19
Monthly
62,300
November—2026
USD
9,506,600
—
(541,393
)
(541,393
)
Barclays Bank PLC
Receive
Barclays Soybeans
Seasonal Index Excess
Return
0.19
Monthly
20,100
February—2027
USD
6,723,798
—
(79,729
)
(79,729
)
Barclays Bank PLC
Receive
Barclays Wheat
Seasonal Index Excess
Return Index
0.17
Monthly
340,000
May—2027
USD
4,707,810
—
(234,702
)
(234,702
)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce
Seasonally Enhanced
Bean Oil Commodity
Index
0.26
Monthly
70,500
February—2027
USD
12,327,482
—
(737,987
)
(737,987
)
Canadian Imperial Bank
of Commerce
Receive
Canadian Imperial Bank
of Commerce
Seasonally Enhanced
Live Cattle Commodity
Index
0.15
Monthly
52,300
December—2026
USD
6,675,148
—
(99,950
)
(99,950
)
Canadian Imperial Bank
of Commerce
Receive
CIBZ Enhanced Sugar 2
Excess Return Index
0.21
Monthly
117,500
December—2026
USD
12,319,805
—
(102,272
)
(102,272
)
Goldman Sachs
International
Receive
Enhanced Strategy
AB42 on the S&P GSCI
Soybeans Excess Return
0.14
Monthly
15,000
November—2026
USD
6,148,799
—
(48,244
)
(48,244
)
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)—(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)
Goldman Sachs
International
Receive
Enhanced Strategy
AB44 on the S&P GSCI
Corn Excess Return
Index
0.18%
Monthly
75,000
May—2027
USD
1,720,610
$—
$(925
)
$(925
)
Goldman Sachs
International
Receive
Enhanced Strategy
BNZ0Y on the S&P GSCI
Soybean Oil Excess
Return Index
0.25
Monthly
51,200
February—2027
USD
9,005,942
—
(49,541
)
(49,541
)
Macquarie Bank Ltd.
Receive
Macquarie Single
Commodity Soybean
Meal type A Excess
Return
0.17
Monthly
35,200
February—2027
USD
10,969,482
—
(98,152
)
(98,152
)
Subtotal — Depreciation
 
—
(2,075,423
)
(2,075,423
)
Total — Total Return Swap Agreements
 
$—
$4,713,272
$4,713,272
 
(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.
 
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
 
 
 
 
 
BNP Paribas S.A.
Receive
MSCI EMU
Minimum
Volatility
Index
ESTRON +
0.420%
Monthly
420
October—2026
EUR
1,852,683
$—
$4,872
$4,872
BNP Paribas S.A.
Receive
MSCI EMU
Quality Index
ESTRON +
0.480%
Monthly
3,110
October—2026
EUR
15,499,649
—
191,221
191,221
Citibank, N.A.
Receive
Invesco UK
Broad Low
Volatility Net
Total Return
Index
SONIA +
0.500%
Monthly
2,420
August—2026
GBP
17,585,801
—
603,747
603,747
Citibank, N.A.
Receive
Invesco UK
Broad Price
Momentum
Net Total
Return Index
SONIA +
0.455%
Monthly
1,670
August—2026
GBP
18,084,547
—
327,303
327,303
Citibank, N.A.
Receive
Invesco UK
Broad Price
Momentum
Net Total
Return Index
SONIA +
0.985%
Monthly
800
September—2026
GBP
8,663,256
—
156,792
156,792
Citibank, N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.680%
Monthly
580
October—2026
GBP
6,686,588
—
244,600
244,600
Citibank, N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.979%
Monthly
1,460
September—2026
GBP
16,706,488
—
784,548
784,548
Citibank, N.A.
Receive
MSCI EMU
Quality Index
ESTRON +
0.680%
Monthly
1,240
September—2026
EUR
6,184,326
—
71,167
71,167
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility
Index
TONAR -
0.200%
Monthly
356,542
October—2026
JPY
1,752,521,588
—
58,869
58,869
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)—(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 +
0.270%
Monthly
292,114
August—2026
JPY
1,415,309,856
$—
$177,246
$177,246
Citibank, N.A.
Receive
MSCI Japan
Minimum
Volatility
Index
TONAR +
0.280%
Monthly
336,344
August—2026
JPY
1,629,606,860
—
204,083
204,083
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Low
Volatility
Total Return
Index
SOFR +
0.990%
Monthly
3,330
September—2026
USD
30,367,702
—
447,552
447,552
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Low
Volatility Net
Total Return
Index
SONIA +
0.750%
Monthly
1,330
September—2026
GBP
9,664,924
—
331,811
331,811
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco UK
Broad Quality
Net Total
Return Index
SONIA +
0.989%
Monthly
390
September—2026
GBP
4,462,692
—
209,571
209,571
J.P. Morgan Chase Bank,
N.A.
Receive
MSCI EMU
Minimum
Volatility
Index
ESTRON +
0.590%
Monthly
4,550
September—2026
EUR
19,946,335
—
196,232
196,232
J.P. Morgan Chase Bank,
N.A.
Receive
MSCI Japan
Minimum
Volatility
Index
TONAR +
0.530%
Monthly
315,000
September—2026
JPY
1,526,193,900
—
191,132
191,132
Subtotal — Appreciation
 
—
4,200,746
4,200,746
Equity Risk
 
 
 
 
 
Citibank, N.A.
Receive
MSCI EMU
Momentum
Index
ESTRON +
0.399%
Monthly
1,650
October—2026
EUR
16,892,875
—
(476,511
)
(476,511
)
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR -
0.030%
Monthly
172,469
October—2026
JPY
980,646,661
—
(13,474
)
(13,474
)
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR +
0.340%
Monthly
369,778
August—2026
JPY
2,103,260,286
—
(33,467
)
(33,467
)
Citibank, N.A.
Receive
MSCI Japan
Quality Index
TONAR +
0.360%
Monthly
232,753
August—2026
JPY
1,323,875,788
—
(21,066
)
(21,066
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large
Cap Broad
Price
Momentum
Total Return
Index
SOFR +
0.990%
Monthly
1,700
September—2026
USD
26,465,549
—
(341,564
)
(341,564
)
J.P. Morgan Chase Bank,
N.A.
Receive
Invesco
U.S. Large
Cap Broad
Quality Total
Return Index
SOFR +
1.100%
Monthly
1,550
September—2026
USD
29,477,481
—
(462,520
)
(462,520
)
J.P. Morgan Chase Bank,
N.A.
Receive
MSCI EMU
Momentum
Index
ESTRON +
0.560%
Monthly
460
September—2026
EUR
4,645,732
—
(59,278
)
(59,278
)
J.P. Morgan Chase Bank,
N.A.
Receive
MSCI Japan
Quality Index
TONAR +
0.550%
Monthly
305,000
September—2026
JPY
1,734,809,500
—
(27,604
)
(27,604
)
Subtotal — Depreciation
 
—
(1,435,484
)
(1,435,484
)
Total — Total Return Swap Agreements
 
$—
$2,765,262
$2,765,262
 
(a)   The Fund receives or pays payments based on any positive or negative return on the Reference Entity, respectively.
 
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Balanced-Risk Allocation Fund

Reference Entity Components
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 Cotton
Commodity Excess Return Index
 
 
Long Futures Contracts
 
Cotton
100.00%
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%
Citi Commodities Benchmark (Regular Roll) Mono Index Coffee
 
 
Long Futures Contracts
 
Coffee
100.00%
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%
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 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%
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
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 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%
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 Excess Return Index
 
 
Long Futures Contracts
 
Wheat
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 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%
CIBZ Enhanced Sugar 2 Excess Return Index
 
 
Long Futures Contracts
 
Sugar
100.00%
Enhanced Strategy AB42 on the S&P GSCI Soybeans Excess Return
 
 
Long Futures Contracts
 
Soybean
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%
Macquarie Single Commodity Soybean Meal type A Excess Return
 
 
Long Futures Contracts
 
Soybean Meal
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
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
July 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 July 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
$—
$223,102,406
$—
$223,102,406
Exchange-Traded Funds
60,380,580
—
—
60,380,580
Commodity-Linked Securities
—
48,457,761
—
48,457,761
Money Market Funds
517,720,368
—
—
517,720,368
Options Purchased
5,904,469
—
—
5,904,469
Total Investments in Securities
584,005,417
271,560,167
—
855,565,584
Other Investments - Assets*
Futures Contracts
2,544,121
—
—
2,544,121
Swap Agreements
—
10,989,441
—
10,989,441
 
2,544,121
10,989,441
—
13,533,562
Other Investments - Liabilities*
Futures Contracts
(13,922,827
)
—
—
(13,922,827
)
Swap Agreements
—
(3,510,907
)
—
(3,510,907
)
 
(13,922,827
)
(3,510,907
)
—
(17,433,734
)
Total Other Investments
(11,378,706
)
7,478,534
—
(3,900,172
)
Total Investments
$572,626,711
$279,038,701
$—
$851,665,412
 
*
Unrealized appreciation (depreciation).
Invesco Balanced-Risk Allocation Fund