Nickel F3 Swap BAML (Long)

NPORT-P false 0000826644 XXXXXXXX S000030111 C000092474 C000092476 C000092477 C000092478 C000092479 C000120704 AIM Investment Funds (Invesco Investment Funds) 811-05426 0000826644 Y5W0BJB7U2X9V6NIC803 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Balanced-Risk Commodity Strategy Fund S000030111 549300RVCFF0WJ0BEN05 2020-10-31 2020-07-31 N 610864470.48 435803.09 610428667.39 0.00000000 151653757.45000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 50382916.26000000 USD N N/A N/A Nickel F3 Swap BAML (Long) N/A 1.00000000 NC USD 623589.12000000 0.102155936199 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCI3LN EXCESS RETURN STRATEGY MLCI3LNE MLCI3LNE N/A nickel futures 8347693.32 623054.76 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 534.36000000 USD 8347693.32000000 USD 623054.76000000 N N N N/A N/A Gasoil MACQ F0 Swap (Short) N/A 1.00000000 NC USD 18870.60000000 0.003091368575 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY GASOIL TYPE A ER INDEX MQSDQSER MQSDQSER Index comprised of gasoil futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-09-03 0.00000000 USD 0.00000000 USD 1559865.30000000 USD 18870.60000000 N N N United States Treasury Notes 254900HROIFWPRGM1V77 United States Treasury Notes 912828ZK9 37000000.00000000 PA USD 37047394.78000000 6.069078462255 Long DBT UST US N 2 2022-04-30 Floating 0.21902800 N N N N N N N/A N/A Copper RBC Optim ExtdRoll Idx ER Swap (Long) N/A 1.00000000 NC USD 282820.44000000 0.046331447900 N/A DCO N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Enhanced Copper LME 01 Excess Return Index RBCALP01 N/A copper futures 5728130.56 282820.44 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-07-02 0.00000000 USD 0.00000000 USD 5728130.56000000 USD 282820.44000000 N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce, Series 2 13605VBW2 14444000.00000000 PA USD 16382277.34000000 2.683733286977 Long DBT CORP CA Y 2 2021-08-23 Fixed 0.10000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06739FJZ5 13250000.00000000 PA USD 26354178.72000000 4.317323239860 Long DBT CORP US Y 2 2021-04-23 Fixed 0.10000000 N N N N N N N/A N/A Corn MS F0 Swap (Short) N/A 1.00000000 NC USD 611256.46000000 0.100135608409 N/A DCO N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY 2 CORN D0 MORGAN STANLEY 2 CORN D0 MSCY2CN0 N/A corn futures 14166274.15 611256.45 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.01000000 USD 14166274.15000000 USD 611256.45000000 N N N N/A N/A Oil Heating MACQ F0 Swap (Short) N/A 1.00000000 NC USD 42980.00000000 0.007040953725 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY HEATING OIL TYPE A ER INDEX MQSDHOER MQSDHOER Index comprised of heating oil futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-06-24 0.00000000 USD 0.00000000 USD 1420115.20000000 USD 42980.00000000 N N N N/A N/A Cocoa Roll BARC (Long) N/A 1.00000000 NC USD 2635354.14000000 0.431721883454 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS COCOA ROLL BCC2CCKP BCC2CCKP N/A COCOA FUTURES 21231854.01 2635354.15 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-02-03 -0.01000000 USD 0.00000000 USD 21231854.01000000 USD 2635354.15000000 N N N N/A N/A Wheat Futures N/A 374.00000000 NC USD 320309.39000000 0.052472861631 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DUMMY ISSUER FOR COMMODITY FUTURES Wheat 2020-12-14 9754315.61000000 USD 320309.39000000 N N N N/A N/A WTI Roll Yield BARC ER Swap (Long) N/A 1.00000000 NC USD -246226.50000000 -0.04033665408 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays WTI Crude Roll Yield Excess Return Index BCC2CLKP N/A WTI CRUDE FUTURE Sep20CLU0 COMB 9020727.00000000 USD -246226.50000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-03-22 0.00000000 USD 0.00000000 USD 9020727.00000000 USD -246226.50000000 N N N N/A N/A Sugar GS GSCI Mar-Mar ER Swap (Long) N/A 1.00000000 NC USD 606746.70000000 0.099396822661 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Enhanced Strategy Sugar A141 on the S&P GSCI Sugar Excess Return Index AGGS141P N/A SUGAR #11 (WORLD) Mar21SBH1 21039898.25000000 USD 606746.70000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-03-22 0.00000000 USD 0.00000000 USD 21039898.25000000 USD 606746.70000000 N N N N/A N/A Wheat Chicago Ssnl BARC (Long) N/A 1.00000000 NC USD -147244.90000000 -0.02412155717 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS WHEAT SEASONAL INDEX ER BCC2WHSP BCC2WHSP N/A WHEAT FUTURES 5436231.90 -147244.90 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-02-03 0.00000000 USD 0.00000000 USD 5436231.90000000 USD -147244.90000000 N N N N/A N/A Live Cattle BARC OY ER Swap (Long) N/A 1.00000000 NC USD 53060.02000000 0.008692255595 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Live Cattle Roll Yield Excess Return Index BCC2LCKP Index comprised of live cattle futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.00000000 USD 1700658.28000000 USD 53060.02000000 N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 Invesco Liquid Assets Portfolio, Institutional Class 825252729 61403449.56100000 NS USD 61440291.63000000 10.06510586940 Long STIV RF US N 1 N N N N/A N/A Soybean Oil MS Opt Roll Swap (Long) N/A 1.00000000 NC USD 391214.40000000 0.064088471085 N/A DCO N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MS Soybean Oil Dynamic Roll Index MOTC3279 N/A SOYBEAN OIL FUTURES 13297384.02 391214.40 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-04-27 0.00000000 USD 0.00000000 USD 13297384.02000000 USD 391214.40000000 N N N N/A N/A Soybean Futures N/A 964.00000000 NC USD 698021.81000000 0.114349447738 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DUMMY ISSUER FOR COMMODITY FUTURES Soybean 2020-11-13 42320478.19000000 USD 698021.81000000 N N N N/A N/A SoyBeans BARC Seasonal ER Swap (Long) N/A 1.00000000 NC USD 61147.50000000 0.010017140948 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS SOYBEANS SEASONAL INDEX ER BARCLAYS SOYBEANS SEASONAL IND BCC2SOSP N/A SOYBEANS FUTURES 5536431.41 61147.50 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-09-03 0.00000000 USD 0.00000000 USD 5536431.41000000 USD 61147.50000000 N N N N/A N/A Aluminum MACQ Dynamic ER Swap (Long) N/A 1.00000000 NC USD -28152.00000000 -0.00461184107 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Aluminum Dynamic Selection Index MQCP178E N/A LME PRI ALUM FUTR Jun21LAM21 12646059.45000000 USD -8586.36000000 USD LME PRI ALUM FUTR Nov20LAX20 28816430.55000000 USD -19565.64000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-09 0.00000000 USD 0.00000000 USD 41462490.00000000 USD -28152.00000000 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828Z45 37000000.00000000 PA USD 37068114.41000000 6.072472737640 Long DBT UST US N 2 2022-01-31 Floating 0.25902800 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 97950034.61000000 NS USD 97950034.61000000 16.04610658749 Long STIV RF US N 1 N N N N/A N/A Soymeal BARC GSCI 1-2 month ER Swap (Long) N/A 1.00000000 NC USD 91250.55000000 0.014948601675 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS SOYBEAN MEAL S2 NEARBY ER BARCLAYS SOYBEAN MEAL S2 NEARB BCC2SM0P N/A SOYBEAN MEAL FUTR Dec20SMZ0 COMB 6864915.88000000 USD 91250.55000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-01-04 0.00000000 USD 0.00000000 USD 6864915.88000000 USD 91250.55000000 N N N N/A N/A Oil Brent MACQ F0 Swap (Short) N/A 1.00000000 NC USD 19205.00000000 0.003146149751 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY BRENT TYPE A ER INDEX MQSDCOER MQSDCOER Index comprised of brent type a futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-05-06 0.00000000 USD 0.00000000 USD 1737870.00000000 USD 19205.00000000 N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796TU3 28000000.00000000 PA USD 27991460.00000000 4.585541521121 Long DBT UST US N 2 2020-12-03 None 0.00000000 N N N N N N N/A N/A Nat Gas Seasonal BAML Swap (Long) N/A 1.00000000 NC USD 81350.10000000 0.013326716837 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MLCX Natural Gas Annual Excess Return Index MLCXNGAE N/A NATURUAL GAS FUTURES 4858050.60 81350.10 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-11-12 0.00000000 USD 0.00000000 USD 4858050.60000000 USD 81350.10000000 N N N N/A N/A Soymeal BAML GSCI 1-2 month ER Swap (Long) N/A 1.00000000 NC USD 261482.58000000 0.042835894506 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCX2SM EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY M MLCX2SME N/A SOYBEAN MEAL FUTURES 18699092.52 235603.50 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-06-24 0.00000000 USD 25879.08000000 USD 18699092.52000000 USD 235603.50000000 N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 Invesco Government & Agency Portfolio, Institutional Class 825252885 85706280.30000000 NS USD 85706280.30000000 14.04034326671 Long STIV RF US N 1 N N N N/A N/A JPM S&P Gold ER Swap (Long) N/A 1.00000000 NC USD 867117.60000000 0.142050602522 N/A DCO N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 S&P GSCI Gold Index Excess Return SPGCGCP N/A GOLD FUTURES 17589148.35 867117.60 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-10-15 0.00000000 USD 0.00000000 USD 17589148.35000000 USD 867117.60000000 N N N N/A N/A Silver MACQ Idx ER Swap (Long) N/A 1.00000000 NC USD -22680.75000000 -0.00371554470 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Single Commodity Silver type A Excess Return Index MQSDSIER Index comprised of silver futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-03-23 0.00000000 USD 0.00000000 USD 1949866.50000000 USD -22680.75000000 N N N N/A N/A Brent Oil RBC OY ER Swap (Long) N/A 1.00000000 NC USD 1570860.30000000 0.257337242485 N/A DCO N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Enhanced Brent Crude Oil 01 Excess Return Index RBCACO01 N/A BRENT CRUDE FUTURES 27794571.30 1458612.40 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-03-22 0.00000000 USD 112247.90000000 USD 27794571.30000000 USD 1458612.40000000 N N N N/A N/A Cotton No. 2 Future N/A 744.00000000 NC USD -1365301.72000000 -0.22366277878 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DUMMY ISSUER FOR COMMODITY FUTURES Cotton No. 2 2020-12-08 24674821.72000000 USD -1365301.72000000 N N N N/A N/A Copper CIBC Optim ExtdRoll Idx ER Swap (Long) N/A 1.00000000 NC USD -1054928.16000000 -0.17281759792 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce Dynamic Roll LME Copper Excess Return Index 2 CIBZDLPA N/A LME COPPER FUTURE Oct20LPV20 45406574.72000000 USD -1054928.16000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-04-09 0.00000000 USD 0.00000000 USD 45406574.72000000 USD -1054928.16000000 N N N N/A N/A Cocoa BAML F0 ER Swap (Short) N/A 1.00000000 NC USD -257577.25000000 -0.04219612606 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCX2CC EXCESS RETURN STRATEGY MLCX2CCE MLCX2CCE Index comprised of cocoa futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-01-04 0.00000000 USD 0.00000000 USD 2631160.75000000 USD -257577.25000000 N N N U.S. Treasury Floating Rate Notes 254900HROIFWPRGM1V77 U.S. Treasury Floating Rate Notes 91282CAA9 41000000.00000000 PA USD 41009280.35000000 6.718111802537 Long DBT UST US N 2 2022-07-31 Floating 2.08863800 N N N N N N N/A N/A Zinc MACQ F0 Swap (Short) N/A 1.00000000 NC USD -178296.00000000 -0.02920832679 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY ZINC TYPE A ER INDEX MQSDLXER MQSDLXER N/A ZINC FUTURES 4886197.80 -178296.00 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.00000000 USD 4886197.80000000 USD -178296.00000000 N N N N/A N/A Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) N/A 1.00000000 NC USD 95828.67000000 0.015698586111 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Modified Macquarie Single Commodity Sugar type A Excess Return Index MQCC182E Index comprised of sugar futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-01-19 0.00000000 USD 0.00000000 USD 2539458.81000000 USD 95828.67000000 N N N N/A N/A Unlgas MACQ F0 Swap (Short) N/A 1.00000000 NC USD 107273.60000000 0.017573486589 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY GASOLINE TYPE A ER INDEX MQSDXBER MQSDXBER Index comprised of gasoline futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-05-06 0.00000000 USD 0.00000000 USD 1814182.40000000 USD 107273.60000000 N N N N/A N/A Corn Future N/A 700.00000000 NC USD -718703.07000000 -0.11773743737 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DUMMY ISSUER FOR COMMODITY FUTURES Corn 2020-12-14 12163703.07000000 USD -718703.07000000 N N N N/A N/A CARG Gold ER Swap (Long) N/A 1.00000000 NC USD 473039.39000000 0.077492984073 N/A DCO N/A N 2 Cargill Inc QXZYQNMR4JZ5RIRN4T31 CARGILL GOLD INDEX 1 INDEX CARGILL GOLD INDEX 1 INDEX CPASGCI1 N/A GOLD FUTURES 5085058.73 473039.39 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.00000000 USD 5085058.73000000 USD 473039.39000000 N N N N/A N/A GASOLINE RBOB FUT XBU0 31 Aug 20 N/A 555.00000000 NC USD -1370144.74000000 -0.22445615895 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K529 Long Bloomberg 87 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor NYH RBOB Gasoline 2020-08-31 28668485.74000000 USD -1370144.74000000 N N N N/A N/A Heating Oil BARC OY ER Swap (Long) N/A 1.00000000 NC USD -147034.80000000 -0.02408713873 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Heating Oil Roll Yield Excess Return Index BCC2HOKP N/A NY Harb ULSD Fut Sep20HOU0 COMB 16122529.35000000 USD -147034.80000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-03-11 0.00000000 USD 0.00000000 USD 16122529.35000000 USD -147034.80000000 N N N N/A N/A Copper BAML Optim Idx ER Swap (Long) N/A 1.00000000 NC USD 1580429.50000000 0.258904862177 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCXDLP EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY M MLCXDLPE N/A LME COPPER FUTURE Oct20LPV20 26688258.10000000 USD 1580429.50000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-09-14 0.00000000 USD 0.00000000 USD 26688258.10000000 USD 1580429.50000000 N N N Invesco STIC (Global Series) PLC, U.S. Dollar Liquidity Portfolio 54930019DCE0F2PV4F17 Invesco STIC (Global Series) PLC, U.S. Dollar Liquidity Portfolio, Institutional Class G8114D159 92673051.13000000 NS USD 92673051.13000000 15.18163482168 Long STIV RF IE N 1 N N N N/A N/A Zinc F3 Swap BAML (Long) N/A 1.00000000 NC USD 1359304.25000000 0.222680277420 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCI3LX EXCESS RETURN STRATEGY MLCI3LXE MLCI3LXE N/A ZINC FUTURES 10458715.00 1358591.45 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-04-29 0.00000000 USD 712.80000000 USD 10458715.00000000 USD 1358591.45000000 N N N N/A N/A Kansas Wheat MS F0 Swap (Short) N/A 1.00000000 NC USD 22486.96000000 0.003683798157 N/A DCO N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 MORGAN STANLEY 2 KANSAS WHEAT D0 MORGAN STANLEY 2 KANSAS WHEAT MSCY2KW0 Index comprised of kansas wheat futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.00000000 USD 1614523.97000000 USD 22486.96000000 N N N N/A N/A Silver MACQ Idx ER Swap (Long) N/A 1.00000000 NC USD -479319.86000000 -0.07852184630 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Single Commodity Silver type A Excess Return Index MQSDSIER N/A SILVER FUTURES 41207178.71 -479319.85 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-09 -0.01000000 USD 0.00000000 USD 41207178.71000000 USD -479319.85000000 N N N N/A N/A Lean Hogs BAML F0 ER Swap (Short) N/A 1.00000000 NC USD -341315.00000000 -0.05591398606 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITIES MLCIAPLH EXCESS RETURN STRATEGY MLCIAPLH MLCIAPLH N/A LEAN HOGS FUTURES 14646632.00 -352295.00 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-03 0.00000000 USD 10980.00000000 USD 14646632.00000000 USD -352295.00000000 N N N N/A N/A Gold Idx BAML Gold ER Swap (Long) N/A 1.00000000 NC USD 1450939.72000000 0.237691936422 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Merrill Lynch Gold Excess Return Index MLCX2GCE N/A GOLD 100 OZ FUTR Dec20GCZ0 COMB 16995927.30000000 USD 1450939.72000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-06-21 -3711.68000000 USD 0.00000000 USD 16995927.30000000 USD 1454651.40000000 N N N N/A N/A Gold Future N/A 317.00000000 NC USD 713417.44000000 0.116871549144 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DUMMY ISSUER FOR COMMODITY FUTURES Gold 2020-12-29 62239612.56000000 USD 713417.44000000 N N N N/A N/A NatGas CIBC F0 Swap (Short) N/A 1.00000000 NC USD -41481.00000000 -0.00679538858 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC NATURAL GAS STANDARD ROLL EXCESS RETURN INDEX CIBC NATURAL GAS STANDARD ROLL CIBZNGSE N/A NATURAL GAS FUTURES 13868860.50 -41481.00 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-06-02 0.00000000 USD 0.00000000 USD 13868860.50000000 USD -41481.00000000 N N N N/A N/A Natural Gas Future N/A 80.00000000 NC USD 39552.80000000 0.006479512203 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K530 Long Henry Hub Natural Gas Spot Price Natural Gas 2020-11-25 2194847.20000000 USD 39552.80000000 N N N N/A N/A Oil Crude MACQ F0 Swap (Short) N/A 1.00000000 NC USD 58056.00000000 0.009510693566 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY WTI TYPE A ER INDEX MQSDCLER MQSDCLER Index comprised of wti type a futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-05-06 0.00000000 USD 0.00000000 USD 1815888.00000000 USD 58056.00000000 N N N N/A N/A GasOil JPM Opt Roll Swap (Long) N/A 1.00000000 NC USD -124325.44000000 -0.02036690716 N/A DCO N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 J.P. Moran Contag Beta Gas Oil Excess Return Index JCTABQSE N/A GASOIL FUTURES 5813181.60 -124325.44 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-04-27 0.00000000 USD 0.00000000 USD 5813181.60000000 USD -124325.44000000 N N N N/A N/A Cotton GS Seasonal Swap (Long) N/A 1.00000000 NC USD -134103.36000000 -0.02196871922 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GOLDMAN SACHS GSCI A31 COTTON ENHANCED ER GOLDMAN SACHS GSCI A31 COTTON AGGSCT31 N/A COTTON NO.2 FUTR Mar21CTH1 16765477.47000000 USD -134103.36000000 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-09-21 0.00000000 USD 0.00000000 USD 16765477.47000000 USD -134103.36000000 N N N N/A N/A Silver CIBC Swap ER CIBZSI (Short) N/A 1.00000000 NC USD -315213.66000000 -0.05163808268 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce Silver Index CIBZSI Index comprised of silver futures contracts Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-07-02 0.00000000 USD 0.00000000 USD 979427.46000000 USD -315213.66000000 N N N N/A N/A Coffee BAML F0 ER Swap (Short) N/A 1.00000000 NC USD -1759363.20000000 -0.28821765654 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCX2KC EXCESS RETURN STRATEGY MLCX2KCE MLCX2KCE N/A COFFEE FUTURES 9899517.60 -1759363.20 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.00000000 USD 9899517.60000000 USD -1759363.20000000 N N N N/A N/A Soymeal Ssnl BARC (Long) N/A 1.00000000 NC USD 56781.70000000 0.009301938626 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS SOYBEAN MEAL SEASONAL BCC2SMSP BCC2SMSP N/A SOYBEAN MEAL FUTURES 4271785.91 56781.70 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-04-01 0.00000000 USD 0.00000000 USD 4271785.91000000 USD 56781.70000000 N N N N/A N/A Aluminum MACQ F0 Swap (Short) N/A 1.00000000 NC USD -28350.00000000 -0.00464427729 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY ALUMINIUM TYPE A ER INDEX MQSDLAER MQSDLAER N/A ALUMINUM FUTURES 21358305.00 -28350.00 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2020-12-10 0.00000000 USD 0.00000000 USD 21358305.00000000 USD -28350.00000000 N N N N/A N/A Soymeal GSCI 1-2 month ER Swap (Long) N/A 1.00000000 NC USD -369853.80000000 -0.06058919244 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 S&P GSCI Soybean Meal Excess Return SPGSSMP N/A SOYBEAN MEAL FUTURES 19328132.93 -369853.80 USD Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2021-06-24 0.00000000 USD 0.00000000 USD 19328132.93000000 USD -369853.80000000 N N N N/A N/A COFFEE 'C' FUTURE KCU0 18 Sep 20 N/A 376.00000000 NC USD 2565015.40000000 0.420199039957 N/A DCO N/A N 1 Goldman Sachs International W22LROWP2IHZNBB6K528 Long DUMMY ISSUER FOR COMMODITY FUTURES Coffee C 2020-09-18 14206934.60000000 USD 2565015.40000000 N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 U.S. Treasury Bills 9127963J6 28000000.00000000 PA USD 27991220.88000000 4.585502348649 Long DBT UST US N 2 2020-12-10 None 0.00000000 N N N N N N 2020-09-14 AIM Investment Funds (Invesco Investment Funds) Sheri Morris Sheri Morris President XXXX