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
2023-04-30
N
155644877.27
1700051.56
153944825.71
0.00000000
35343988.72000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
19048260.87000000
AUD
CAD
EUR
GBP
JPY
USD
N
N/A
N/A
Invesco Treasury Portfolio
5493004B3TM8ZIDDDC39
Invesco Treasury Portfolio, Institutional Class
825252406
20781797.36000000
NS
USD
20781797.36000000
13.49951014212
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
83160.00000000
0.054019353762
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
3900.00000000
USD
2024-01-19
XXXX
-94833.13000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
104880.00000000
0.068128304745
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
4100.00000000
USD
2023-12-15
XXXX
-77361.07000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
-3092.76000000
-0.00200900548
N/A
DE
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
INVESCO US LARGE CAP BROAD PRICE MOMENTUM TOTAL RETURN INDEX IIULBMT
IIULBMT
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
294746.00000000
USD
-3092.76000000
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZF9
9200000.00000000
PA
USD
9172301.84000000
5.958174818605
Long
DBT
UST
US
N
2
2023-05-25
None
0.00000000
N
N
N
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
25020.00000000
0.016252576132
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
4025.00000000
USD
2023-06-16
XXXX
-149184.16000000
N
N
N
N/A
N/A
Live Cattle Future
N/A
-9.00000000
NC
USD
-11567.19000000
-0.00751385436
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Live Cattle
2023-12-29
606822.81000000
USD
-11567.19000000
N
N
N
N/A
N/A
Citibank, N.A.
N/A
1.00000000
NC
USD
31880.87000000
0.020709283246
N/A
DE
N/A
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
MSCI EAFE MOMENTUM USD NET TOTAL RETURN INDEX M1EAMM
M1EAMM
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
4729283.10000000
USD
31880.87000000
N
N
N
N/A
N/A
Citibank, N.A.
N/A
1.00000000
NC
USD
-968.07000000
-0.00062884218
N/A
DE
N/A
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
MSCI EAFE QUALITY NET TOTAL RETURN USD INDEX M1EAQU
M1EAQU
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
4380386.80000000
USD
-968.07000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
142470.00000000
0.092546143946
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
4150.00000000
USD
2024-04-19
XXXX
-23268.18000000
N
N
N
N/A
N/A
BNP Paribas
N/A
1.00000000
NC
USD
570.00000000
0.000370262525
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
2023-05-26
0.00000000
USD
0.00000000
USD
41122.00000000
USD
570.00000000
N
N
N
N/A
N/A
Bank of America, National Association
N/A
1.00000000
NC
USD
430.80000000
0.000279840519
N/A
DE
N/A
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
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
2023-07-24
0.00000000
USD
0.00000000
USD
113050.80000000
USD
430.80000000
N
N
N
N/A
N/A
E-Mini Russell 2000 Index Future
N/A
-41.00000000
NC
USD
98398.88000000
0.063918276919
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
RUSSELL 2000 INDEX RTY
RTY
N/A
2023-06-16
3736738.88000000
USD
98398.88000000
N
N
N
Invesco Government & Agency Portfolio
5493007T1J7WZ5QI1A47
Invesco Government & Agency Portfolio, Institutional Class
825252885
32322072.75000000
NS
USD
32322072.75000000
20.99588121973
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
FTSE 100 Index Future
N/A
122.00000000
NC
403920.55000000
0.262380075547
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
FTSE 100 Index
UKX
N/A
2023-06-16
11270418.90000000
USD
403920.55000000
N
N
N
N/A
N/A
Gasoline Reformulated Blendstock Oxygenate Blending Future
N/A
49.00000000
NC
USD
-404469.73000000
-0.26273681374
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
RBOB87PM
N/A
2023-05-31
5611415.53000000
USD
-404469.73000000
N
N
N
N/A
N/A
Euro-Bund Future
N/A
9.00000000
NC
44338.18000000
0.028801344764
N/A
DIR
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
Bundesrepublik Deutschland Bundesanleihe
Bundesrepublik Deutschland Bundesanleihe
2023-06-08
1258317.30000000
USD
44338.18000000
N
N
N
U.S. Treasury Bills
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZP7
1480000.00000000
PA
USD
1472915.32000000
0.956781309931
Long
DBT
UST
US
N
2
2023-06-08
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Australia 10 Year Bonds Future
N/A
318.00000000
NC
-53686.91000000
-0.03487412438
N/A
DIR
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
Australia Government Bond
Australia Government Bond
2023-06-15
26339040.46000000
USD
-53686.91000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
65820.00000000
0.042755577978
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
3875.00000000
USD
2023-11-17
XXXX
-110309.12000000
N
N
N
N/A
N/A
BNP Paribas
N/A
1.00000000
NC
USD
-5798.93000000
-0.00376688854
N/A
DE
N/A
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
INVESCO US LARGE CAP BROAD PRICE MOMENTUM TOTAL RETURN INDEX IIULBMT
IIULBMT
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
552648.75000000
USD
-5798.93000000
N
N
N
N/A
N/A
Canada 10 Year Bond Future
N/A
102.00000000
NC
-46470.75000000
-0.03018662679
N/A
DIR
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
Canadian Government Bond
Canadian Government Bond
2023-06-21
9629747.31000000
USD
-46470.75000000
N
N
N
N/A
N/A
Citibank, N.A.
N/A
1.00000000
NC
USD
1364.20000000
0.000886161645
N/A
DE
N/A
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
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
2023-05-26
0.00000000
USD
0.00000000
USD
357994.20000000
USD
1364.20000000
N
N
N
N/A
N/A
Gold 100 Oz. Future
N/A
-52.00000000
NC
USD
-46724.85000000
-0.03035168592
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Gold 100 Oz.
2023-06-28
10348595.15000000
USD
-46724.85000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
119580.00000000
0.077677180410
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
4100.00000000
USD
2024-02-16
XXXX
-38082.18000000
N
N
N
United States Treasury Floating Rate Note
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CDU2
19200000.00000000
PA
USD
19203839.23000000
12.47449476877
Long
DBT
UST
US
N
2
2024-01-31
Floating
5.11568900
N
N
N
N
N
N
N/A
N/A
S&P/TSX 60 Index Future
N/A
-39.00000000
NC
-165649.14000000
-0.10760292802
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
S&P/TSX 60 INDEX
SPTSX60
N/A
2023-06-15
7089322.10000000
USD
-165649.14000000
N
N
N
N/A
N/A
BNP Paribas
N/A
1.00000000
NC
USD
2050.28000000
0.001331827809
N/A
DE
N/A
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
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
2023-05-25
0.00000000
USD
0.00000000
USD
409845.15000000
USD
2050.28000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
35970.00000000
0.023365514127
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
3625.00000000
USD
2023-10-20
XXXX
-107405.16000000
N
N
N
N/A
N/A
Cotton No. 2 Future
N/A
-24.00000000
NC
USD
25178.45000000
0.016355502618
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Cotton No. 2
2023-12-06
998378.45000000
USD
25178.45000000
N
N
N
N/A
N/A
Brent Crude Future
N/A
40.00000000
NC
USD
-155303.40000000
-0.10088250727
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
COY
N/A
2023-09-29
3296503.40000000
USD
-155303.40000000
N
N
N
N/A
N/A
Kansas City Wheat Future
N/A
-43.00000000
NC
USD
71445.37000000
0.046409724828
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Kansas City Wheat
2023-07-14
1740382.87000000
USD
71445.37000000
N
N
N
United States Treasury Floating Rate Note
254900HROIFWPRGM1V77
United States Treasury Floating Rate Note
91282CEL1
19250000.00000000
PA
USD
19236565.81000000
12.49575341118
Long
DBT
UST
US
N
2
2024-04-30
Floating
5.05568900
N
N
N
N
N
N
N/A
N/A
Macquarie Bank Limited
N/A
1.00000000
NC
USD
64840.68000000
0.042119427983
N/A
DCO
N/A
N
2
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE INVESTOR PRODUCT 592E MQCP592E
MQCP592E
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2024-04-22
0.00000000
USD
0.00000000
USD
51171368.48000000
USD
64840.68000000
N
N
N
Invesco Treasury Collateral ETF
549300E094R1VT171085
Invesco Treasury Collateral ETF
46138G888
61500.00000000
NS
USD
6486405.00000000
4.213460874754
Long
EC
RF
US
N
1
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
19556.51000000
0.012703583839
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
2023-05-25
0.00000000
USD
0.00000000
USD
3909292.20000000
USD
19556.51000000
N
N
N
N/A
N/A
WTI Crude Future
N/A
27.00000000
NC
USD
-87172.69000000
-0.05662593049
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
US CRUDE OIL WTI CUSHING OK SPOT US CRUDE OIL WTI CUSHING OK SP
USCRWTIC
N/A
2023-10-20
2101642.69000000
USD
-87172.69000000
N
N
N
N/A
N/A
Tokyo Stock Price Index Future
N/A
139.00000000
NC
404722.08000000
0.262900736113
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
TOPIX INDEX (TOKYO)
TPX
N/A
2023-06-08
20701304.44000000
USD
404722.08000000
N
N
N
N/A
N/A
Citibank, N.A.
N/A
1.00000000
NC
USD
65835.00000000
0.042765321728
N/A
DE
N/A
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
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
2023-05-26
0.00000000
USD
0.00000000
USD
4749591.00000000
USD
65835.00000000
N
N
N
N/A
N/A
BNP Paribas
N/A
1.00000000
NC
USD
2207.99000000
0.001434273604
N/A
DE
N/A
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
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
2023-05-25
0.00000000
USD
0.00000000
USD
441371.70000000
USD
2207.99000000
N
N
N
N/A
N/A
Canadian Imperial Bank of Commerce
N/A
1.00000000
NC
USD
-70191.18000000
-0.04559502385
N/A
DCO
N/A
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CIBC DYNAMIC ROLL LME COPPER INDEX 2 CIBC DYNAMIC ROLL LME COPPER I
CIBZDLPA
N/A
LME COPPER FUTURE Mar24LPH24
2652817.26000000
USD
-70191.18000000
USD
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2024-02-06
0.00000000
USD
0.00000000
USD
2652817.26000000
USD
-70191.18000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
49530.00000000
0.032173864741
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
3900.00000000
USD
2023-09-15
XXXX
-117513.16000000
N
N
N
N/A
N/A
Soybean Future
N/A
37.00000000
NC
USD
-74054.27000000
-0.04810442290
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
Soybean
2023-07-14
2699666.77000000
USD
-74054.27000000
N
N
N
N/A
N/A
Sugar No. 11 Future
N/A
99.00000000
NC
USD
685680.28000000
0.445406512909
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
Sugar No. 11
2024-02-29
2148412.52000000
USD
685680.28000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
60630.00000000
0.039384240243
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
4075.00000000
USD
2023-08-18
XXXX
-121065.18000000
N
N
N
N/A
N/A
Coffee 'C' Future
N/A
-25.00000000
NC
USD
-103290.58000000
-0.06709584393
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Coffee 'C'
2023-07-19
1639990.67000000
USD
-103290.58000000
N
N
N
N/A
N/A
MSCI Emerging Markets Index Future
N/A
-196.00000000
NC
USD
-183490.98000000
-0.11919269072
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
MSCI EM
MXEF
N/A
2023-06-16
9461669.02000000
USD
-183490.98000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
-36726.57000000
-0.02385696942
N/A
DE
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
INVESCO US LARGE CAP BROAD PRICE MOMENTUM TOTAL RETURN INDEX IIULBMT
IIULBMT
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
3500108.75000000
USD
-36726.57000000
N
N
N
N/A
N/A
Soybean Meal Future
N/A
73.00000000
NC
USD
-140511.71000000
-0.09127407131
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
Soybean Meal
2023-07-14
3297031.71000000
USD
-140511.71000000
N
N
N
N/A
N/A
Cocoa Future
N/A
18.00000000
NC
USD
15654.01000000
0.010168584704
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
Cocoa
2023-07-14
513005.99000000
USD
15654.01000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
3100.08000000
0.002013760440
N/A
DE
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
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
2023-08-24
0.00000000
USD
0.00000000
USD
3569668.08000000
USD
3100.08000000
N
N
N
N/A
N/A
Natural Gas Future
N/A
-39.00000000
NC
USD
-25741.95000000
-0.01672154285
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
Henry Hub Natural Gas Spot Price
NGUSHHUB
N/A
2023-11-28
1396588.05000000
USD
-25741.95000000
N
N
N
N/A
N/A
Citigroup Global Markets Limited
N/A
1.00000000
NC
USD
436.72000000
0.000283686053
N/A
DE
N/A
N
2
Citigroup Global Markets Ltd
XKZZ2JZF41MRHTR1V493
MSCI EAFE MOMENTUM USD NET TOTAL RETURN INDEX M1EAMM
M1EAMM
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
64784.70000000
USD
436.72000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
2066.72000000
0.001342506960
N/A
DE
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
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
2023-08-25
0.00000000
USD
0.00000000
USD
2379778.72000000
USD
2066.72000000
N
N
N
N/A
N/A
Corn Future
N/A
-42.00000000
NC
USD
108835.73000000
0.070697881203
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Corn
2023-07-14
1337335.73000000
USD
108835.73000000
N
N
N
N/A
N/A
Soybean Oil Future
N/A
4.00000000
NC
USD
-20436.36000000
-0.01327511977
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
Soybean Oil
2023-07-14
144444.36000000
USD
-20436.36000000
N
N
N
N/A
N/A
BNP Paribas
N/A
1.00000000
NC
USD
-4252.55000000
-0.00276238579
N/A
DE
N/A
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
INVESCO US LARGE CAP BROAD PRICE MOMENTUM TOTAL RETURN INDEX IIULBMT
IIULBMT
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
405275.75000000
USD
-4252.55000000
N
N
N
N/A
N/A
J.P. Morgan Securities PLC
N/A
1.00000000
NC
USD
336.97000000
0.000218890111
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
388007.40000000
USD
336.97000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
110850.00000000
0.072006317515
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
-43228.18000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
3467.94000000
0.002252716181
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
910058.94000000
USD
3467.94000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
11250.00000000
0.007307813009
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
4050.00000000
USD
2023-05-19
XXXX
-164863.16000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
505.45000000
0.000328331918
N/A
DE
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
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
2023-07-28
0.00000000
USD
0.00000000
USD
582011.10000000
USD
505.45000000
N
N
N
N/A
N/A
EURO STOXX 50 Index Future
N/A
202.00000000
NC
430757.71000000
0.279813048612
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
DJ EURO STOXX 50 = Pr
SX5E
N/A
2023-06-16
8960541.01000000
USD
430757.71000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
112.32000000
0.000072961205
N/A
DE
N/A
N
2
JPMorgan Chase Bank NA
7H6GLXDRUGQFU57RNE97
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
2023-05-25
0.00000000
USD
0.00000000
USD
129335.80000000
USD
112.32000000
N
N
N
Invesco US Dollar Liquidity Portfolio
54930019DCE0F2PV4F17
Invesco US Dollar Liquidity Portfolio
G8114D431
10976464.01000000
NS
USD
10976464.01000000
7.130128576505
Long
STIV
RF
IE
N
1
N
N
N
N/A
N/A
Low Sulphur Gas Oil Future
N/A
57.00000000
NC
USD
49157.64000000
0.031931985874
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
COMMODITY FUTURES
Low Sulphur Gas Oil
2023-06-12
3909492.36000000
USD
49157.64000000
N
N
N
Invesco Liquid Assets Portfolio
549300DC1W0JSX3QRC47
Invesco Liquid Assets Portfolio
825252729
13142648.31800000
NS
USD
13146591.11000000
8.539807070076
Long
STIV
RF
US
N
1
N
N
N
N/A
N/A
Silver Future
N/A
-42.00000000
NC
USD
58833.18000000
0.038217055837
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Silver
2023-07-27
5356293.18000000
USD
58833.18000000
N
N
N
N/A
N/A
MSCI EAFE Index Future
N/A
-133.00000000
NC
USD
-656591.74000000
-0.42651108081
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
MSCI EAFE
MXEA
N/A
2023-06-16
13638248.26000000
USD
-656591.74000000
N
N
N
N/A
N/A
Wheat Future
N/A
-142.00000000
NC
USD
750679.13000000
0.487628685496
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
Wheat
2023-07-14
5250304.13000000
USD
750679.13000000
N
N
N
N/A
N/A
Macquarie Bank Limited
N/A
1.00000000
NC
USD
-37637.56000000
-0.02444873338
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
4339304.80000000
USD
-37637.56000000
N
N
N
N/A
N/A
LME Nickel Future
N/A
-23.00000000
NC
USD
-40679.30000000
-0.02642459713
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
LME Nickel
2023-06-19
3302922.70000000
USD
-40679.30000000
N
N
N
N/A
N/A
Citibank, N.A.
N/A
1.00000000
NC
USD
-78.92000000
-0.00005126512
N/A
DE
N/A
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
MSCI EAFE QUALITY NET TOTAL RETURN USD INDEX M1EAQU
M1EAQU
N/A
Y
The Fund makes or receives payments based on any positive or negative return on the reference instrument
2023-05-26
0.00000000
USD
0.00000000
USD
357096.75000000
USD
-78.92000000
N
N
N
N/A
N/A
Citigroup Global Markets Limited
N/A
1.00000000
NC
USD
2154.00000000
0.001399202597
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
565254.00000000
USD
2154.00000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
80228.66000000
0.052115204021
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
2023-05-30
0.00000000
USD
0.00000000
USD
4236311.00000000
USD
80228.66000000
N
N
N
N/A
N/A
E-Mini S&P 500 Index Future
N/A
-83.00000000
NC
USD
-620658.94000000
-0.40316973119
N/A
DE
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
S&P 500 INDEX
SPX
N/A
2023-06-16
16761616.06000000
USD
-620658.94000000
N
N
N
N/A
N/A
Barclays Bank PLC
N/A
1.00000000
NC
USD
133849.96000000
0.086946709239
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
0.00000000
USD
18202075.36000000
USD
133849.96000000
N
N
N
N/A
N/A
JPMorgan Chase Bank, National Association
N/A
1.00000000
NC
USD
19651.66000000
0.012765391697
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
5157000.66000000
USD
19651.66000000
N
N
N
N/A
N/A
U.S. Treasury Long Bond Future
N/A
1.00000000
NC
USD
7346.12000000
0.004771917449
N/A
DIR
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
United States Treasury Note/Bond
U.S. Treasury Bonds
2023-06-21
124310.13000000
USD
7346.12000000
N
N
N
N/A
N/A
New York Harbor Ultra-Low Sulfur Diesel Future
N/A
35.00000000
NC
USD
-409591.90000000
-0.26606409024
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
NYMEX NY Harbor ULSD Futures
NYMEX NY Harbor ULSD Futures
2023-05-31
3903928.90000000
USD
-409591.90000000
N
N
N
N/A
N/A
Lean Hogs Future
N/A
-192.00000000
NC
USD
149273.98000000
0.096965896262
N/A
DCO
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Short
COMMODITY FUTURES
IHX
N/A
2023-12-14
6300953.98000000
USD
149273.98000000
N
N
N
N/A
N/A
S&P 500 Index Option
N/A
6.00000000
NC
USD
18480.00000000
0.012004300836
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
3750.00000000
USD
2023-07-21
XXXX
-112508.16000000
N
N
N
N/A
N/A
Japan 10 year Bonds Future
N/A
31.00000000
NC
339014.12000000
0.220217937456
N/A
DIR
N/A
N
1
Goldman Sachs International
W22LROWP2IHZNBB6K528
Long
Japan Government Ten Year Bond
Japan Government Bond
2023-06-13
34254327.60000000
USD
339014.12000000
N
N
N
N/A
N/A
BNP Paribas
N/A
1.00000000
NC
USD
9375.03000000
0.006089863661
N/A
DE
N/A
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
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
2023-05-30
0.00000000
USD
0.00000000
USD
495029.60000000
USD
9375.03000000
N
N
N
2023-05-30
AIM Investment Funds (Invesco Investment Funds)
Sheri Morris
Sheri Morris
President