0001752724-23-224227.txt : 20230929 0001752724-23-224227.hdr.sgml : 20230929 20230929160404 ACCESSION NUMBER: 0001752724-23-224227 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230731 FILED AS OF DATE: 20230929 DATE AS OF CHANGE: 20230929 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AIM INVESTMENT FUNDS (INVESCO INVESTMENT FUNDS) CENTRAL INDEX KEY: 0000826644 IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05426 FILM NUMBER: 231295448 BUSINESS ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: SUITE 1000 CITY: HOUSTON STATE: TX ZIP: 77046 BUSINESS PHONE: 7136261919 MAIL ADDRESS: STREET 1: 11 GREENWAY PLAZA STREET 2: SUITE 1000 CITY: HOUSTON STATE: TX ZIP: 77046 FORMER COMPANY: FORMER CONFORMED NAME: AIM INVESTMENT FUNDS DATE OF NAME CHANGE: 19980529 FORMER COMPANY: FORMER CONFORMED NAME: G T INVESTMENT FUNDS INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: G T GLOBAL INCOME SERIES INC DATE OF NAME CHANGE: 19890521 0000826644 S000038362 Invesco Macro Allocation Strategy Fund C000131984 Class A GMSDX C000131985 Class C GMSEX C000131986 Class R5 GMSKX C000131987 Class R6 GMSLX C000131988 Class R GMSJX C000131989 Class Y GMSHX NPORT-P 1 primary_doc.xml NPORT-P false 0000826644 XXXXXXXX S000038362 C000131985 C000131988 C000131989 C000131984 C000131986 C000131987 AIM Investment Funds (Invesco Investment Funds) 811-05426 0000826644 Y5W0BJB7U2X9V6NIC803 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Macro Allocation Strategy Fund S000038362 549300JLK5EEK0QQ3G41 2023-10-31 2023-07-31 N 153407780.49 1543686.81 151864093.68 0.00000000 34971618.58000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13290814.77000000 CAD EUR GBP JPY USD N N/A N/A Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 21260192.18000000 NS USD 21260192.18000000 13.99948576705 Long STIV RF US N 1 N N N N/A N/A S&P 500 Index Option N/A 5.00000000 NC USD 17050.00000000 0.011227143682 N/A DE N/A N 1 MORGAN STANLEY AND CO. 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Morgan Securities PLC N/A 1.00000000 NC USD 18581.03000000 0.012235301676 N/A DE N/A N 2 JP Morgan Securities PLC K6Q0W1PS1L1O4IQL9C32 INVESCO EMERGING MARKETS + KOREA LARGE CAP BROAD PRICE MOMENTUM NTR INDEX IIEELBMN IIEELBMN N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-09-28 0.00000000 USD 0.00000000 USD 406952.40000000 USD 18581.03000000 N N N N/A N/A Canada 10 Year Bond Future N/A -43.00000000 NC 59741.42000000 0.039338739363 N/A DIR N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short Canadian Government Bond Canadian Government Bond 2023-09-20 3955963.01000000 USD 59741.42000000 N N N N/A N/A S&P 500 Index Option N/A 5.00000000 NC USD 28800.00000000 0.018964324813 N/A DE N/A N 1 MORGAN STANLEY AND CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Purchased S&P 500 INDEX SPX N/A 100.00000000 4000.00000000 USD 2024-03-15 XXXX -99595.15000000 N N N N/A N/A Euro-Bund Future N/A -3.00000000 NC -190.03000000 -0.00012513161 N/A DIR N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short Bundesrepublik Deutschland Bundesanleihe Bundesrepublik Deutschland Bundesanleihe 2023-09-07 434043.74000000 USD -190.03000000 N N N N/A N/A Cotton No. 2 Future N/A 9.00000000 NC USD 14144.53000000 0.009313939626 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long COMMODITY FUTURES Cotton No. 2 2023-12-06 367095.47000000 USD 14144.53000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 16982.28000000 0.011182551180 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MSCI EM MINIMUM VOLATILITY NET TOTAL RETURN INDEX M1EFMVOL M1EFMVOL N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-08-25 0.00000000 USD 0.00000000 USD 924056.28000000 USD 16982.28000000 N N N N/A N/A S&P 500 Index Option N/A 5.00000000 NC USD 91425.00000000 0.060201854029 N/A DE N/A N 1 MORGAN STANLEY AND CO. INTERNATIONAL PLC 9R7GPTSO7KV3UQJZQ078 Put Purchased S&P 500 INDEX SPX N/A 100.00000000 4525.00000000 USD 2024-07-19 XXXX -22925.15000000 N N N Invesco US Dollar Liquidity Portfolio 54930019DCE0F2PV4F17 Invesco US Dollar Liquidity Portfolio, Institutional Class G8114D431 13051364.04000000 NS USD 13051364.04000000 8.594107878786 Long STIV RF IE N 1 N N N N/A N/A MSCI EAFE Index Future N/A -135.00000000 NC USD -269565.30000000 -0.17750430234 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short MSCI EAFE MXEA N/A 2023-09-15 14619584.70000000 USD -269565.30000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 97096.30000000 0.063936311505 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 INVESCO US LOW VOLATILITY TOTAL RETURN INDEX IIULT IIULT N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-11-28 0.00000000 USD 0.00000000 USD 4805522.15000000 USD 97096.30000000 N N N N/A N/A LME Nickel Future N/A -7.00000000 NC USD -76975.40000000 -0.05068703084 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short COMMODITY FUTURES LME Nickel 2023-08-14 913908.90000000 USD -76975.40000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 68132.19000000 0.044863922964 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 INVESCO US LARGE CAP BROAD QUALITY TOTAL RETURN INDEX IIULBQT IIULBQT N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-10-25 0.00000000 USD 0.00000000 USD 4932506.10000000 USD 68132.19000000 N N N N/A N/A EURO STOXX 50 Index Future N/A 153.00000000 NC 199867.33000000 0.131609339085 N/A DE N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DJ EURO STOXX 50 = Pr SX5E N/A 2023-09-15 7240482.06000000 USD 199867.33000000 N N N N/A N/A Gold 100 Oz. Future N/A -40.00000000 NC USD 40995.14000000 0.026994623288 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short COMMODITY FUTURES Gold 100 Oz. 2023-12-27 8077795.14000000 USD 40995.14000000 N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 Invesco Liquid Assets Portfolio 825252729 13441569.02300000 NS USD 13442913.18000000 8.851936527093 Long STIV RF US N 1 N N N N/A N/A U.S. Treasury Long Bond Future N/A -5.00000000 NC USD 11090.75000000 0.007303075882 N/A DIR N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short United States Treasury Note/Bond U.S. Treasury Bonds 2023-09-20 633278.25000000 USD 11090.75000000 N N N N/A N/A Wheat Future N/A -70.00000000 NC USD -139317.39000000 -0.09173820264 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short COMMODITY FUTURES Wheat 2023-12-14 2281807.61000000 USD -139317.39000000 N N N N/A N/A Macquarie Bank Limited N/A 1.00000000 NC USD -28934.40000000 -0.01905282499 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY ALUMINIUM TYPE A ER INDEX MQSDLAER MQSDLAER N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-03-01 0.00000000 USD 0.00000000 USD 1505774.16000000 USD -28934.40000000 N N N N/A N/A Japan 10 year Bonds Future N/A 26.00000000 NC -217176.49000000 -0.14300713535 N/A DIR N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long Japan Government Ten Year Bond Japan Government Bond 2023-09-12 27640365.74000000 USD -217176.49000000 N N N N/A N/A Citigroup Global Markets Limited N/A 1.00000000 NC USD 10548.00000000 0.006945683962 N/A DE N/A N 2 Citigroup Global Markets Ltd XKZZ2JZF41MRHTR1V493 MSCI EM MINIMUM VOLATILITY NET TOTAL RETURN INDEX M1EFMVOL M1EFMVOL N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-08-28 0.00000000 USD 0.00000000 USD 573948.00000000 USD 10548.00000000 N N N N/A N/A Low Sulphur Gas Oil Future N/A 15.00000000 NC USD 174489.61000000 0.114898529186 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long COMMODITY FUTURES Low Sulphur Gas Oil 2023-12-12 1045010.39000000 USD 174489.61000000 N N N N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD -99706.96000000 -0.06565538804 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS COMMODITY STRATEGY 1756 INDEX BXCS1756 BXCS1756 N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-03-07 0.00000000 USD 0.01000000 USD 20413927.81000000 USD -99706.95000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 96232.92000000 0.063367790020 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MSCI EM MINIMUM VOLATILITY NET TOTAL RETURN INDEX M1EFMVOL M1EFMVOL N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-08-24 0.00000000 USD 0.00000000 USD 5236318.92000000 USD 96232.92000000 N N N N/A N/A Lean Hogs Future N/A -117.00000000 NC USD 155455.05000000 0.102364585487 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Short COMMODITY FUTURES IHX N/A 2023-12-14 3773095.05000000 USD 155455.05000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC USD 48067.90000000 0.031651919051 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI EAFE MINIMUM VOLATILITY NET TOTAL RETURN INDEX M1EAMVOL M1EAMVOL N/A Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-08-25 0.00000000 USD 0.00000000 USD 4806463.80000000 USD 48067.90000000 N N N 2023-08-30 AIM Investment Funds (Invesco Investment Funds) Sheri Morris Sheri Morris President XXXX NPORT-EX 2 edgar.htm
Consolidated Schedule of Investments
July 31, 2023
(Unaudited)
  Interest
Rate 		Maturity
Date 		Principal
Amount
(000) 		Value
U.S. Treasury Securities–30.36%    
U.S. Treasury Floating Rate Notes–30.36%
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate - 0.02%)(a) 5.33% 01/31/2024   $    23,030 $ 23,032,709
U.S. Treasury Floating Rate Notes (3 mo. U.S. Treasury Bill Money Market Yield Rate - 0.08%)(a) 5.28% 04/30/2024       23,080  23,074,893
Total U.S. Treasury Securities (Cost $46,108,598)   46,107,602
      Shares  
Exchange-Traded Funds–4.27%
Invesco Treasury Collateral ETF(b) ($6,489,480)               61,500    6,485,175
Money Market Funds–55.19%
Invesco Government & Agency Portfolio, Institutional Class, 5.18%(b)(c)           36,050,668  36,050,668
Invesco Liquid Assets Portfolio, Institutional Class, 5.28%(b)(c)           13,441,569  13,442,913
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio (Ireland), Agency Class, 5.30%(b)(c)           13,051,364  13,051,364
Invesco Treasury Portfolio, Institutional Class, 5.18%(b)(c)           21,260,192  21,260,192
Total Money Market Funds (Cost $83,804,012)   83,805,137
Options Purchased–0.23%
(Cost $1,601,564)(d)   351,263
TOTAL INVESTMENTS IN SECURITIES–90.05% (Cost $138,003,654)   136,749,177
OTHER ASSETS LESS LIABILITIES–9.95%   15,114,966
NET ASSETS–100.00%   $151,864,143
Investment Abbreviations:
ETF – Exchange-Traded 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, 2023.
(b) Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. The table below shows the Fund’s transactions in, and earnings from, its investments in affiliates for the nine months ended July 31, 2023.
    
  Value
October 31, 2022 		Purchases
at Cost 		Proceeds
from Sales 		Change in
Unrealized
Appreciation
(Depreciation) 		Realized
Gain
(Loss) 		Value
July 31, 2023 		Dividend Income
Invesco Treasury Collateral ETF $- $6,489,480 $- $(4,305) $- $6,485,175 $160,118
Investments in Affiliated Money Market Funds:              
Invesco Government & Agency Portfolio, Institutional Class 28,357,639 49,636,316 (41,943,287) - - 36,050,668 1,163,988
Invesco Liquid Assets Portfolio, Institutional Class 9,056,334 33,090,225 (28,702,346) (2,127) 827 13,442,913 454,458
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio, Agency Class - 47,794,267 (34,742,903) - - 13,051,364 321,763
Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio, Institutional Class 10,138,306 9,133,806 (19,272,112) - - - 89,598
Invesco Treasury Portfolio, Institutional Class 14,239,588 52,944,361 (45,923,757) - - 21,260,192 697,009
Investments Purchased with Cash Collateral from Securities on Loan:              
Invesco Private Government Fund - 23,560,198 (23,560,198) - - - 6,821*
Invesco Private Prime Fund - 60,223,623 (60,222,887) - (736) - 18,630*
Total $61,791,867 $282,872,276 $(254,367,490) $(6,432) $91 $90,290,312 $2,912,385
    
* 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) The rate shown is the 7-day SEC standardized yield as of July 31, 2023.
(d) The table below details options purchased.
    
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Macro Allocation Strategy Fund
Open Exchange-Traded Index Options Purchased(a)
Description Type of
Contract 		Expiration
Date 		Number of
Contracts 		Exercise
Price 		Notional
Value* 		Value
Equity Risk          
S&P 500 Index Put 09/15/2023 5 USD 3,900.00 USD 1,950,000 $2,125
S&P 500 Index Put 10/20/2023 5 USD 3,625.00 USD 1,812,500 3,375
S&P 500 Index Put 08/18/2023 5 USD 4,075.00 USD 2,037,500 688
S&P 500 Index Put 12/15/2023 5 USD 4,100.00 USD 2,050,000 19,000
S&P 500 Index Put 01/19/2024 5 USD 3,900.00 USD 1,950,000 17,050
S&P 500 Index Put 04/19/2024 5 USD 4,150.00 USD 2,075,000 42,325
S&P 500 Index Put 05/17/2024 5 USD 4,200.00 USD 2,100,000 50,600
S&P 500 Index Put 06/21/2024 5 USD 4,225.00 USD 2,112,500 57,850
S&P 500 Index Put 07/19/2024 5 USD 4,525.00 USD 2,262,500 91,425
S&P 500 Index Put 11/17/2023 5 USD 3,875.00 USD 1,937,500 8,975
S&P 500 Index Put 02/16/2024 5 USD 4,100.00 USD 2,050,000 29,050
S&P 500 Index Put 03/15/2024 5 USD 4,000.00 USD 2,000,000 28,800
Total Index Options Purchased         $351,263
    
(a) Open Exchange-Traded Index Options Purchased collateralized by $4,095,000 cash held with Morgan Stanley & Co.
* Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.
    
Open Futures Contracts(a)
Long Futures Contracts Number of
Contracts 		Expiration
Month 		Notional
Value 		Value Unrealized
Appreciation
(Depreciation)
Commodity Risk
Brent Crude 10 November-2023 $839,700 $87,414 $87,414
Cocoa 10 December-2023 354,300 19,972 19,972
Cotton No. 2 9 December-2023 381,240 14,145 14,145
Gasoline Reformulated Blendstock Oxygenate Blending 19 August-2023 2,310,609 232,334 232,334
Low Sulphur Gas Oil 15 December-2023 1,219,500 174,490 174,490
New York Harbor Ultra-Low Sulfur Diesel 10 November-2023 1,197,882 168,047 168,047
Soybean 17 November-2023 1,131,987 (14,324) (14,324)
Soybean Meal 74 December-2023 2,929,660 142,097 142,097
Soybean Oil 28 December-2023 1,007,832 (22,015) (22,015)
Sugar No. 11 69 February-2024 1,877,131 200,294 200,294
Subtotal 1,002,454 1,002,454
Equity Risk
E-Mini Russell 2000 Index 52 September-2023 5,235,360 307,726 307,726
EURO STOXX 50 Index 153 September-2023 7,563,331 199,868 199,868
FTSE 100 Index 57 September-2023 5,624,574 69,187 69,187
S&P/TSX 60 Index 37 September-2023 6,958,632 135,002 135,002
Tokyo Stock Price Index 100 September-2023 16,356,799 876,516 876,516
Subtotal 1,588,299 1,588,299
Interest Rate Risk
Australia 10 Year Bonds 16 September-2023 1,245,167 (8,567) (8,567)
Japan 10 Year Bonds 26 September-2023 26,828,805 (217,176) (217,176)
Subtotal (225,743) (225,743)
Subtotal—Long Futures Contracts 2,365,010 2,365,010
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Macro Allocation Strategy Fund
Open Futures Contracts(a)—(continued)
Short Futures Contracts Number of
Contracts 		Expiration
Month 		Notional
Value 		Value Unrealized
Appreciation
(Depreciation)
Commodity Risk
Coffee ’C’ 51 September-2023 $(3,148,931) $184,954 $184,954
Corn 12 December-2023 (307,800) (9,685) (9,685)
Gold 100 oz 40 December-2023 (8,036,800) 40,995 40,995
Kansas City Wheat 19 December-2023 (788,025) (39,103) (39,103)
Lean Hogs 117 December-2023 (3,617,640) 155,455 155,455
Live Cattle 13 December-2023 (953,680) (47,401) (47,401)
LME Nickel 7 August-2023 (929,334) (15,425) (15,425)
Natural Gas 47 November-2023 (1,674,610) 14,753 14,753
Silver 36 September-2023 (4,494,960) (306,374) (306,374)
Wheat 70 December-2023 (2,421,125) (139,317) (139,317)
WTI Crude 5 January-2024 (396,750) (42,538) (42,538)
Subtotal (203,686) (203,686)
Equity Risk
E-Mini S&P 500 Index 71 September-2023 (16,381,475) (777,309) (777,309)
MSCI EAFE Index 135 September-2023 (14,889,150) (269,565) (269,565)
MSCI Emerging Markets Index 214 September-2023 (11,281,010) (369,895) (369,895)
Subtotal (1,416,769) (1,416,769)
Interest Rate Risk
Canada 10 Year Bonds 43 September-2023 (3,916,354) 59,741 59,741
Euro-Bund 3 September-2023 (438,701) (190) (190)
Long Gilt 22 September-2023 (2,714,104) (38,989) (38,989)
U.S. Treasury Long Bonds 5 September-2023 (622,187) 11,091 11,091
Subtotal 31,653 31,653
Subtotal—Short Futures Contracts (1,588,802) (1,588,802)
Total Futures Contracts $776,208 $776,208
    
(a) Futures contracts collateralized by $9,194,262 cash held with Goldman Sachs International, the futures commission merchant.
    
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 Commodity Strategy 1452 Excess Return Index 0.17% Monthly 1,600 June—2024 USD 1,115,696 $— $43,616 $43,616
Canadian Imperial Bank of Commerce Receive Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 0.27 Monthly 27,800 February—2024 USD 2,823,287 — 172,507 172,507
Subtotal — Appreciation         — 216,123 216,123
Commodity Risk                      
Barclays Bank PLC Receive Barclays Commodity Strategy 1756 Excess Return Index 0.42 Monthly 94,500 March—2024 USD 20,413,928 — (99,707) (99,707)
Macquarie Bank Ltd. Pay Macquarie Single Commodity Aluminium type A Excess Return Index 0.13 Monthly 26,400 March—2024 USD 1,505,774 — (28,934) (28,934)
Macquarie Bank Ltd. Receive Macquarie F6 Carry Alpha Index 0.32 Monthly 170,620 April—2024 USD 48,940,027 — (5,084) (5,084)
Subtotal — Depreciation         — (133,725) (133,725)
Total — Total Return Swap Agreements         $— $82,398 $82,398
    
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Macro Allocation Strategy Fund
(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
Equity Risk                      
BNP Paribas S.A. Receive MSCI EAFE Minimum Volatility Index SOFR + 0.020% Monthly 2,330 August—2023 USD 4,806,464 $— $48,068 $48,068
BNP Paribas S.A. Receive MSCI EAFE Minimum Volatility Index SOFR + 0.210% Monthly 40 August—2023 USD 82,514 — 825 825
BNP Paribas S.A. Receive MSCI EAFE Quality Index SOFR + 0.140% Monthly 995 August—2023 USD 4,837,292 — 15,033 15,033
BNP Paribas S.A. Receive MSCI EAFE Quality Index SOFR + 0.260% Monthly 35 August—2023 USD 170,156 — 529 529
Citibank, N.A. Receive MSCI EAFE Momentum Index SOFR + 0.130% Monthly 715 August—2023 USD 4,767,449 — 46,261 46,261
Citibank, N.A. Receive MSCI EAFE Momentum Index SOFR + 0.130% Monthly 20 August—2023 USD 133,355 — 1,294 1,294
Citibank, N.A. Receive MSCI Emerging Markets Minimum Volatility Index SOFR + 0.620% Monthly 300 August—2023 USD 573,948 — 10,548 10,548
Goldman Sachs International Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.560% Monthly 10 November—2023 USD 67,825 — 3,097 3,097
J.P. Morgan Chase Bank, N.A. Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.560% Monthly 10 November—2023 USD 67,825 — 3,097 3,097
J.P. Morgan Chase Bank, N.A. Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.580% Monthly 30 January—2024 USD 203,476 — 9,290 9,290
J.P. Morgan Chase Bank, N.A. Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.630% Monthly 552 August—2023 USD 3,743,962 — 170,945 170,945
J.P. Morgan Chase Bank, N.A. Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.630% Monthly 368 August—2023 USD 2,495,975 — 113,964 113,964
J.P. Morgan Chase Bank, N.A. Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.630% Monthly 60 September—2023 USD 406,953 — 18,581 18,581
J.P. Morgan Chase Bank, N.A. Receive Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index SOFR + 0.680% Monthly 90 February—2024 USD 627,759 — 10,541 10,541
J.P. Morgan Chase Bank, N.A. Receive Invesco U.S. Large Cap Broad Price Momentum Total Return Index SOFR + 0.280% Monthly 645 November—2023 USD 4,965,720 — 46,478 46,478
J.P. Morgan Chase Bank, N.A. Receive Invesco U.S. Large Cap Broad Quality Total Return Index SOFR + 0.270% Monthly 465 October—2023 USD 4,932,506 — 68,132 68,132
J.P. Morgan Chase Bank, N.A. Receive Invesco U.S. Low Volatility Total Return Index SOFR + 0.280% Monthly 755 November—2023 USD 4,805,522 — 97,096 97,096
J.P. Morgan Chase Bank, N.A. Receive MSCI Emerging Markets Minimum Volatility Index SOFR + 0.530% Monthly 30 November—2023 USD 57,395 — 1,055 1,055
J.P. Morgan Chase Bank, N.A. Receive MSCI Emerging Markets Minimum Volatility Index SOFR + 0.630% Monthly 2,737 August—2023 USD 5,236,319 — 96,233 96,233
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Macro Allocation Strategy 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
J.P. Morgan Chase Bank, N.A. Receive MSCI Emerging Markets Minimum Volatility Index SOFR + 0.630% Monthly 483 August—2023 USD 924,056 $— $16,982 $16,982
Merrill Lynch International Receive MSCI Emerging Markets Minimum Volatility Index SOFR + 0.530% Monthly 190 November—2023 USD 363,500 — 6,680 6,680
Merrill Lynch International Receive MSCI Emerging Markets Minimum Volatility Index SOFR + 0.570% Monthly 60 February—2024 USD 115,361 — 1,538 1,538
Total — Total Return Swap Agreements         $— $786,267 $786,267
    
(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 Commodity Strategy 1452 Excess Return Index    
  Long Futures Contracts  
  Copper 100%
Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2    
  Long Futures Contracts  
  Copper 100%
Barclays Commodity Index 1756 Excess Return Index    
  Long Futures Contracts  
  Aluminium 4.23%
  Brent Crude 7.80
  Cocoa 0.00
  Coffee 3.42
  Corn 5.34
  Cotton 1.49
  Gas Oil 2.45
  Gasoline 2.65
  Gold 15.82
  Heating Oil 1.85
  Kansas Wheat 1.80
  Lead 0.91
  Lean Hogs 1.86
  Live Cattle 3.42
  Natural Gas 5.68
  Nickel 2.36
  Silver 4.85
  Soybean Meal 3.34
  Soybean Oil 2.74
  Soybeans 5.64
  Sugar 3.14
  US Copper 5.42
  Wheat 2.56
  WTI Crude 8.52
  Zinc 2.71
  Total 100%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Macro Allocation Strategy Fund
Reference Entity Components—(continued)
Reference Entity Underlying Components Percentage
Macquarie Single Commodity Aluminium type A Excess Return Index    
  Long Futures Contracts  
  Aluminium 100%
Macquarie F6 Carry Alpha Index    
  Long Futures Contracts  
  Aluminium 6.20%
  Coffee ’C’ 4.00
  Copper 7.40
  Corn 6.70
  Cotton No. 2 2.02
  Heating Oil 2.62
  KC HRW Wheat 2.37
  Lean Hogs 2.97
  Live Cattle 4.41
  LME Lead 1.21
  Low Sulphur Gasoil 3.44
  Natural Gas 9.77
  Nickel 3.85
  RBOB Gasoline 3.16
  Soybean Meal 3.88
  Soybean Oil 4.07
  Soybeans 6.96
  Sugar No.11 3.33
  Wheat 3.80
  WTI Crude 13.54
  Zinc 4.30
  Total 100%
See accompanying notes which are an integral part of this consolidated schedule.
Invesco Macro Allocation Strategy Fund
Reference Entity Components—(continued)
Reference Entity Underlying Components Percentage
Macquarie F6 Carry Alpha Index    
  Short Futures Contracts  
  Aluminium (5.87)%
  Coffee ’C’ (3.93)
  Copper (7.18)
  Corn (7.37)
  Cotton No. 2 (1.98)
  Heating Oil (2.81)
  KC HRW Wheat (2.36)
  Lean Hogs (2.40)
  Live Cattle (4.42)
  LME Lead (1.17)
  Low Sulphur Gasoil (3.71)
  Natural Gas (8.01)
  Nickel (3.69)
  RBOB Gasoline (3.13)
  Soybean Meal (4.62)
  Soybean Oil (4.05)
  Soybeans (7.61)
  Sugar No. 11 (3.66)
  Wheat (3.62)
  WTI Crude (14.17)
  Zinc (4.24)
  Total 100%
    
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 consolidated schedule.
Invesco Macro Allocation Strategy Fund
Notes to Quarterly Consolidated Schedule of Portfolio Holdings
July 31, 2023
(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.
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, 2023. 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 $— $46,107,602 $— $46,107,602
Exchange-Traded Funds 6,485,175 — — 6,485,175
Money Market Funds 83,805,137 — — 83,805,137
Options Purchased 351,263 — — 351,263
Total Investments in Securities 90,641,575 46,107,602 — 136,749,177
Other Investments - Assets*        
Futures Contracts 3,094,081 — — 3,094,081
Swap Agreements — 1,002,390 — 1,002,390
  3,094,081 1,002,390 — 4,096,471
Other Investments - Liabilities*        
Futures Contracts (2,317,873) — — (2,317,873)
Swap Agreements — (133,725) — (133,725)
  (2,317,873) (133,725) — (2,451,598)
Total Other Investments 776,208 868,665 — 1,644,873
Total Investments $91,417,783 $46,976,267 $— $138,394,050
    
* Unrealized appreciation (depreciation).
Invesco Macro Allocation Strategy Fund