NPORT-P
false
0000826644
XXXXXXXX
S000030111
C000092478
C000092474
C000120704
C000092479
C000092477
C000092476
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
2020-10-31
N
606349243.63
1451065.76
604898177.87
0.00000000
131598508.81000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
56606605.78000000
USD
N
N/A
N/A
Soybean Future
N/A
916.00000000
NC
USD
538109.21000000
0.088958642906
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
Soybean
2021-07-14
47242740.79000000
USD
538109.21000000
N
N
N
U.S. Treasury Floating Rate Notes
254900HROIFWPRGM1V77
U.S. Treasury Floating Rate Notes
91282CAA9
41000000.00000000
PA
USD
41005422.25000000
6.778896639165
Long
DBT
UST
US
N
2
2022-07-31
Floating
0.15502500
N
N
N
N
N
N
N/A
N/A
Nat Gas Seasonal BAML Swap (Long)
N/A
1.00000000
NC
USD
383002.10000000
0.063316788512
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
MLCX Natural Gas Annual Excess Return Index
MLCXNGAE
N/A
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
4758554.40000000
USD
383002.10000000
N
N
N
N/A
N/A
Silver MACQ Idx ER Swap (Long)
N/A
1.00000000
NC
USD
-1568470.76000000
-0.25929500490
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Single Commodity Silver type A Excess Return Index
MQSDSIER
N/A
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
49485686.26000000
USD
-1568470.75000000
N
N
N
N/A
N/A
Gold Idx BAML Gold ER Swap (Long)
N/A
1.00000000
NC
USD
-147277.50000000
-0.02434748613
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
Merrill Lynch Gold Excess Return Index
MLCX2GCE
N/A
GOLD 100 OZ FUTR Dec20GCZ0 COMB
17895426.75000000
USD
-147277.50000000
USD
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-06-21
0.00000000
USD
6480.05000000
USD
17895426.75000000
USD
-153757.55000000
N
N
N
N/A
N/A
Cotton GS Seasonal Swap (Long)
N/A
1.00000000
NC
USD
443678.38000000
0.073347613901
N/A
DCR
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
21206694.49000000
USD
443678.38000000
USD
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-09-20
0.00000000
USD
0.00000000
USD
21206694.49000000
USD
443678.38000000
N
N
N
N/A
N/A
Corn MS F0 Swap (Short)
N/A
1.00000000
NC
USD
143589.61000000
0.023737814933
N/A
DCR
N/A
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY 2 CORN D0 MORGAN STANLEY 2 CORN D0
MSCY2CN0
N/A
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
16492429.81000000
USD
143589.60000000
N
N
N
U.S. Treasury Notes
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Z45
37000000.00000000
PA
USD
37059608.85000000
6.126586292670
Long
DBT
UST
US
N
2
2022-01-31
Floating
0.25402500
N
N
N
N
N
N
N/A
N/A
Gasoil MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
77218.65000000
0.012765561680
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE SINGLE COMMODITY GASOIL TYPE A ER INDEX MQSDQSER
MQSDQSER
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-08-27
0.00000000
USD
0.00000000
USD
1468272.95000000
USD
77218.65000000
N
N
N
N/A
N/A
Aluminum MACQ Dynamic ER Swap (Long)
N/A
1.00000000
NC
USD
506974.05000000
0.083811469193
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Aluminum Dynamic Selection Index
MQCP178E
N/A
LME PRI ALUM FUTR Mar21LAH21
51637999.05000000
USD
506974.05000000
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
51637999.05000000
USD
506974.05000000
N
N
N
N/A
N/A
Copper RBC Optim ExtdRoll Idx ER Swap (Long)
N/A
1.00000000
NC
USD
30691.86000000
0.005073888651
N/A
DCR
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
RBC Enhanced Copper LME 01 Excess Return Index
RBCALP01
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-07-02
-80201.52000000
USD
0.00000000
USD
5371178.73000000
USD
110893.38000000
N
N
N
N/A
N/A
Natural Gas Future
N/A
43.00000000
NC
USD
204630.01000000
0.033828835577
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
Henry Hub Natural Gas Spot Price
Natural Gas
2020-11-25
1237589.99000000
USD
204630.01000000
N
N
N
N/A
N/A
Soybean Oil MS Opt Roll Swap (Long)
N/A
1.00000000
NC
USD
58242.89000000
0.009628544461
N/A
DCR
N/A
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MS Soybean Oil Dynamic Roll Index
MOTC3279
N/A
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
17442378.32000000
USD
58242.89000000
N
N
N
N/A
N/A
Lean Hogs BAML F0 ER Swap (Short)
N/A
1.00000000
NC
USD
-256563.00000000
-0.04241424579
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
BOFA MERRILL LYNCH COMMODITIES MLCIAPLH EXCESS RETURN STRATEGY MLCIAPLH
MLCIAPLH
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2020-12-03
0.00000000
USD
0.00000000
USD
6539355.00000000
USD
-256563.00000000
N
N
N
N/A
N/A
Coffee 'C' Future
N/A
355.00000000
NC
USD
-1256506.94000000
-0.20772205735
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
Coffee C
2020-12-18
15154756.94000000
USD
-1256506.94000000
N
N
N
N/A
N/A
SoyBeans BARC Seasonal ER Swap (Long)
N/A
1.00000000
NC
USD
31268.61000000
0.005169235276
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS SOYBEANS SEASONAL INDEX ER BARCLAYS SOYBEANS SEASONAL IND
BCC2SOSP
N/A
SOYBEAN FUTURE Jul21S N1 COMB
14467556.67000000
USD
31268.61000000
USD
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-08-27
0.00000000
USD
0.00000000
USD
14467556.67000000
USD
31268.61000000
N
N
N
N/A
N/A
Nickel MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
252181.26000000
0.041689869340
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE SINGLE COMMODITY NICKEL TYPE A ER INDEX MQSDLNER
MQSDLNER
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-02-03
0.00000000
USD
0.01000000
USD
7812963.71000000
USD
252181.25000000
N
N
N
N/A
N/A
GasOil JPM Opt Roll Swap (Long)
N/A
1.00000000
NC
USD
-270983.20000000
-0.04479815114
N/A
DCR
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
J.P. Moran Contag Beta Gas Oil Excess Return Index
JCTABQSE
N/A
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
2811199.25000000
USD
-270983.20000000
N
N
N
N/A
N/A
Zinc BAML Optim Idx ER Swap (Long)
N/A
1.00000000
NC
USD
261294.00000000
0.043196360901
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
MLCSLXAE Excess Retun Index
MLCXLXAE
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-03-02
0.00000000
USD
0.00000000
USD
3184440.52000000
USD
261294.00000000
N
N
N
N/A
N/A
WTI Roll Yield BARC ER Swap (Long)
N/A
1.00000000
NC
USD
-847850.30000000
-0.14016413522
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays WTI Crude Roll Yield Excess Return Index
BCC2CLKP
N/A
WTI CRUDE FUTURE Jul21CLN1 COMB
8154586.44000000
USD
-847850.30000000
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
8154586.44000000
USD
-847850.30000000
N
N
N
N/A
N/A
Sugar GS GSCI Mar-Mar ER Swap (Long)
N/A
1.00000000
NC
USD
304206.10000000
0.050290463937
N/A
DCR
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
19552402.10000000
USD
304206.10000000
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
19552402.10000000
USD
304206.10000000
N
N
N
N/A
N/A
Oil Brent MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
110717.86000000
0.018303553234
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE SINGLE COMMODITY BRENT TYPE A ER INDEX MQSDCOER
MQSDCOER
N/A
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
1574340.57000000
USD
110717.86000000
N
N
N
N/A
N/A
Oil Heating MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
55929.60000000
0.009246118114
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE SINGLE COMMODITY HEATING OIL TYPE A ER INDEX MQSDHOER
MQSDHOER
N/A
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
1389692.80000000
USD
55929.60000000
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
9127963J6
28000000.00000000
PA
USD
27994358.00000000
4.627945499617
Long
DBT
UST
US
N
2
2020-12-10
None
0.00000000
N
N
N
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio, Institutional Class
825252729
69361150.39200000
NS
USD
69388894.85000000
11.47116942794
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
CARG Gold ER Swap (Long)
N/A
1.00000000
NC
USD
-79592.57000000
-0.01315801120
N/A
DCR
N/A
N
2
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL GOLD INDEX 1 INDEX CARGILL GOLD INDEX 1 INDEX
CPASGCI1
N/A
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
5256737.10000000
USD
-79592.57000000
N
N
N
N/A
N/A
Wheat MS F0 Swap (Short)
N/A
1.00000000
NC
USD
59245.70000000
0.009794326081
N/A
DCR
N/A
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY 2 WHEAT D0 MORGAN STANLEY 2 WHEAT D0
MSCY2WH0
N/A
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
1384794.58000000
USD
59245.70000000
N
N
N
N/A
N/A
Wheat Futures
N/A
574.00000000
NC
USD
1897118.98000000
0.313626168734
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
Wheat
2020-12-14
15279831.02000000
USD
1897118.98000000
N
N
N
N/A
N/A
Cocoa Roll BARC (Long)
N/A
1.00000000
NC
USD
-285215.51000000
-0.04715099506
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS COCOA ROLL BCC2CCKP
BCC2CCKP
N/A
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
20181728.51000000
USD
-285215.50000000
N
N
N
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
110688669.80000000
NS
USD
110688669.80000000
18.29872759573
Long
STIV
RF
US
N
1
N
N
N
Barclays Bank PLC
213800LBQA1Y9L22JB70
Barclays Bank PLC
06739FKN0
15070000.00000000
PA
USD
12545842.82000000
2.074042091542
Long
DBT
CORP
US
N
2
2021-11-16
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
Cocoa BAML F0 ER Swap (Short)
N/A
1.00000000
NC
USD
160434.00000000
0.026522480289
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
BOFA MERRILL LYNCH COMMODITY MLCX2CC EXCESS RETURN STRATEGY MLCX2CCE
MLCX2CCE
N/A
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
1614481.20000000
USD
160434.00000000
N
N
N
N/A
N/A
Coffee Ssnl BARC (Long)
N/A
1.00000000
NC
USD
-162734.40000000
-0.02690277569
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS COFFEE ROL BCC2KCKP
BCC2KCKP
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-09-01
0.00000000
USD
0.00000000
USD
3474867.60000000
USD
-162734.40000000
N
N
N
N/A
N/A
Aluminum MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
-225247.50000000
-0.03723725880
N/A
DCR
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
2020-12-10
0.00000000
USD
0.00000000
USD
17015973.75000000
USD
-225247.50000000
N
N
N
N/A
N/A
Brent Oil RBC OY ER Swap (Long)
N/A
1.00000000
NC
USD
-1235898.00000000
-0.20431504759
N/A
DCR
N/A
N
2
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
RBC Enhanced Brent Crude Oil 01 Excess Return Index
RBCACO01
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-03-22
-22755.60000000
USD
0.00000000
USD
13020240.00000000
USD
-1213142.40000000
N
N
N
N/A
N/A
LME Nickel Future
N/A
60.00000000
NC
USD
295996.80000000
0.048933326438
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
LME Nickel
2020-11-16
5150083.20000000
USD
295996.80000000
N
N
N
N/A
N/A
NatGas CIBC F0 Swap (Short)
N/A
1.00000000
NC
USD
-418914.10000000
-0.06925365546
N/A
DCR
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
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
16717306.10000000
USD
-418914.10000000
N
N
N
N/A
N/A
Copper BAML Optim Idx ER Swap (Long)
N/A
1.00000000
NC
USD
177564.90000000
0.029354510642
N/A
DCR
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 Sep21LPU21
28647315.45000000
USD
177564.90000000
USD
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-09-14
0.00000000
USD
0.00000000
USD
28647315.45000000
USD
177564.90000000
N
N
N
N/A
N/A
Corn Future
N/A
1010.00000000
NC
USD
2039006.43000000
0.337082587548
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
Corn
2020-12-14
18085243.57000000
USD
2039006.43000000
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
77897396.99000000
NS
USD
77897396.99000000
12.87777015039
Long
STIV
RF
IE
N
1
N
N
N
N/A
N/A
Heating Oil BARC OY ER Swap (Long)
N/A
1.00000000
NC
USD
-1343106.20000000
-0.22203839408
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Heating Oil Roll Yield Excess Return Index
BCC2HOKP
N/A
NY Harb ULSD Fut Jan21HOF1 COMB
14454351.10000000
USD
-1343106.20000000
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
14454351.10000000
USD
-1343106.20000000
N
N
N
N/A
N/A
Kansas Wheat MS F0 Swap (Short)
N/A
1.00000000
NC
USD
386678.50000000
0.063924560222
N/A
DCR
N/A
N
2
Morgan Stanley Capital Services LLC
I7331LVCZKQKX5T7XV54
MORGAN STANLEY 2 KANSAS WHEAT D0 MORGAN STANLEY 2 KANSAS WHEAT
MSCY2KW0
N/A
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
12346139.00000000
USD
386678.50000000
N
N
N
N/A
N/A
Gold S&P JPM ER Swap (Long)
N/A
1.00000000
NC
USD
-418691.66000000
-0.06921688233
N/A
DCR
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
S&P GSCI Gold Index Excess Return
SPGCGCP
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-10-15
0.00000000
USD
0.00000000
USD
27558552.34000000
USD
-418691.66000000
N
N
N
N/A
N/A
Live Cattle BARC OY ER Swap (Long)
N/A
1.00000000
NC
USD
-30784.10000000
-0.00508913749
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Live Cattle Roll Yield Excess Return Index
BCC2LCKP
N/A
LIVE CATTLE FUTR Jun21LCM1 COMB
7022344.50000000
USD
-30784.10000000
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
7022344.50000000
USD
-30784.10000000
N
N
N
N/A
N/A
Gold Future
N/A
271.00000000
NC
USD
-2262706.86000000
-0.37406408926
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
Gold
2020-12-29
53207996.86000000
USD
-2262706.86000000
N
N
N
N/A
N/A
Zinc MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
10150.75000000
0.001678092342
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE SINGLE COMMODITY ZINC TYPE A ER INDEX MQSDLXER
MQSDLXER
N/A
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
1538757.75000000
USD
10150.75000000
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796TU3
28000000.00000000
PA
USD
27995594.76000000
4.628149957167
Long
DBT
UST
US
N
2
2020-12-03
None
0.00000000
N
N
N
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
96852586.11000000
NS
USD
96852586.11000000
16.01138665205
Long
STIV
RF
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce, Series 2
13605VBW2
14444000.00000000
PA
USD
13134354.72000000
2.171333159945
Long
DBT
CORP
CA
N
2
2021-08-23
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
UNLGAS OptRoll Swap BAML (Long)
N/A
1.00000000
NC
USD
-480187.55000000
-0.07938320325
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
BOFA MERRILL LYNCH COMMODITY MLCIRXB6 EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY M
MLCIRXB6
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-03-26
0.00000000
USD
0.00000000
USD
4544163.80000000
USD
-480187.55000000
N
N
N
N/A
N/A
Silver MACQ Idx ER Swap (Long)
N/A
1.00000000
NC
USD
-50516.98000000
-0.00835131958
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
Macquarie Single Commodity Silver type A Excess Return Index
MQSDSIER
N/A
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
1593824.70000000
USD
-50516.98000000
N
N
N
N/A
N/A
Soymeal BARC GSCI 1-2 month ER Swap (Long)
N/A
1.00000000
NC
USD
215523.09000000
0.035629647746
N/A
DCR
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
12337883.96000000
USD
215523.09000000
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
12337883.96000000
USD
215523.09000000
N
N
N
N/A
N/A
Brent Oil BNP OY ER Swap (Long)
N/A
1.00000000
NC
USD
-1478540.00000000
-0.24442791433
N/A
DCR
N/A
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS COMMODITY DAILY DYNAMIC CURVE CO INDEX BNPIDSCO
BNPIDSCO
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-08-30
0.00000000
USD
0.00000000
USD
14467077.30000000
USD
-1478540.00000000
N
N
N
N/A
N/A
Cotton No. 2 Future
N/A
761.00000000
NC
USD
1116997.47000000
0.184658759253
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DUMMY ISSUER FOR COMMODITY FUTURES
Cotton No. 2
2020-12-08
25107062.53000000
USD
1116997.47000000
N
N
N
United States Treasury Notes
254900HROIFWPRGM1V77
United States Treasury Notes
912828ZK9
37000000.00000000
PA
USD
37044353.01000000
6.124064241760
Long
DBT
UST
US
N
2
2022-04-30
Floating
0.21402500
N
N
N
N
N
N
N/A
N/A
Soymeal BAML GSCI 1-2 month ER Swap (Long)
N/A
1.00000000
NC
USD
2095112.65000000
0.346357903966
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
BOFA MERRILL LYNCH COMMODITY MLCX2SM EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY M
MLCX2SME
N/A
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
20061574.05000000
USD
2095112.65000000
N
N
N
N/A
N/A
Soymeal GSCI 1-2 month ER Swap (Long)
N/A
1.00000000
NC
USD
982906.10000000
0.162491165614
N/A
DCR
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
S&P GSCI Soybean Meal Excess Return
SPGSSMP
N/A
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
21167290.10000000
USD
982906.10000000
N
N
N
N/A
N/A
Copper CIBC Optim ExtdRoll Idx ER Swap (Long)
N/A
1.00000000
NC
USD
-112480.20000000
-0.01859489813
N/A
DCR
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 May21LPK21
45358774.30000000
USD
-112480.20000000
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
45358774.30000000
USD
-112480.20000000
N
N
N
N/A
N/A
Aluminum BAML OY ER Swap (Long)
N/A
1.00000000
NC
USD
19860.81000000
0.003283331100
N/A
DCR
N/A
N
2
Merrill Lynch International
GGDZP1UYGU9STUHRDP48
BOFA MERRILL LYNCH COMMODITY MLCXLAA EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY M
MLCXLAAE
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2021-10-28
0.00000000
USD
0.00000000
USD
1136151.00000000
USD
19860.81000000
N
N
N
N/A
N/A
Oil Crude MACQ F0 Swap (Short)
N/A
1.00000000
NC
USD
117986.20000000
0.019505133974
N/A
DCR
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE SINGLE COMMODITY WTI TYPE A ER INDEX MQSDCLER
MQSDCLER
N/A
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
1674645.20000000
USD
117986.20000000
N
N
N
N/A
N/A
Soymeal Ssnl BARC (Long)
N/A
1.00000000
NC
USD
224880.00000000
0.037176504778
N/A
DCR
N/A
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
BARCLAYS SOYBEAN MEAL SEASONAL BCC2SMSP
BCC2SMSP
N/A
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
12873540.00000000
USD
224880.00000000
N
N
N
N/A
N/A
Gasoline RBOB Futures
N/A
614.00000000
NC
USD
-3130087.89000000
-0.51745698772
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
Bloomberg 87 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor
NYH RBOB Gasoline
2020-11-30
29748461.49000000
USD
-3130087.89000000
N
N
N
2020-12-21
AIM Investment Funds (Invesco Investment Funds)
Sheri Morris
Sheri Morris
President