NPORT-EX 2 edgar.htm EDGAR HTML
Schedule of Investments  
September 30, 2025
(Unaudited)
 
 
Principal
Amount
Value
U.S. Government Sponsored Agency Mortgage-Backed
Securities–55.30%
Collateralized Mortgage Obligations–10.45%
Fannie Mae ACES, Series 2019-M5,
Class A2,
3.27%, 02/25/2029
 
$4,632,169
$4,530,192
Fannie Mae REMICs,
7.00%, 09/18/2027
 
285
285
1.50%, 01/25/2028
 
214,260
210,014
6.50%, 03/25/2032
 
142,751
150,114
5.75%, 10/25/2035
 
23,931
24,600
4.77% (30 Day Average SOFR +
0.41%), 05/25/2036(a)
 
562,017
556,276
4.92% (30 Day Average SOFR +
0.56%), 03/25/2037(a)
 
345,712
343,106
6.60%, 06/25/2039(b)
 
709,168
741,054
4.00%, 07/25/2040
 
383,113
377,655
5.02% (30 Day Average SOFR +
0.66%), 02/25/2041(a)
 
21,991
21,989
4.97% (30 Day Average SOFR +
0.61%), 05/25/2041(a)
 
102,544
102,424
4.99% (30 Day Average SOFR +
0.63%), 11/25/2041(a)
 
365,481
364,146
4.78% (30 Day Average SOFR +
0.43%), 08/25/2044(a)
 
430,894
421,667
4.94% (30 Day Average SOFR +
0.59%), 02/25/2056(a)
 
862,864
882,786
4.88% (30 Day Average SOFR +
0.53%), 12/25/2056(a)
 
1,056,372
1,036,800
IO,
2.00%, 03/25/2051(c)
 
2,312,040
325,404
Freddie Mac Multifamily Structured
Pass-Through Ctfs.,
Series KS11, Class AFX1,
2.15%, 12/25/2028
 
3,443,006
3,330,218
Series K092, Class AM,
3.02%, 04/25/2029
 
5,000,000
4,840,154
Freddie Mac REMICs,
4.99% (30 Day Average SOFR +
0.61%), 12/15/2035(a)
 
368,999
367,741
4.79% (30 Day Average SOFR +
0.41%), 03/15/2036 to
09/15/2044(a)
 
451,786
449,230
4.81% (30 Day Average SOFR +
0.46%), 11/15/2036(a)
 
596,614
589,762
4.86% (30 Day Average SOFR +
0.48%), 03/15/2037(a)
 
321,403
318,253
4.89% (30 Day Average SOFR +
0.51%), 06/15/2037(a)
 
490,107
485,946
5.35% (30 Day Average SOFR +
0.97%), 11/15/2039(a)
 
185,843
187,244
4.94% (30 Day Average SOFR +
0.56%), 03/15/2040 to
02/15/2042(a)
 
1,193,588
1,184,496
Freddie Mac STRIPS,
4.81%(30 Day Average SOFR +
0.46%), 10/15/2037(a)
 
447,199
442,052
 
Principal
Amount
Value
Collateralized Mortgage Obligations–(continued)
Uniform Mortgage-Backed Securities,
TBA,
4.50%, 10/01/2040(d)
 
$3,651,000
$3,646,755
5.00%, 10/01/2040(d)
 
3,611,000
3,648,757
3.00%, 10/01/2055(d)
 
1,705,000
1,497,866
6.00%, 10/01/2055(d)
 
2,970,000
3,034,579
 
 
34,111,565
Federal Home Loan Mortgage Corp. (FHLMC)–11.62%
8.50%, 12/01/2026 to
08/01/2031
 
20,951
21,491
7.05%, 05/20/2027
 
2,782
2,795
6.50%, 08/01/2028 to
12/01/2035
 
482,412
500,747
7.00%, 08/01/2028 to
11/01/2035
 
576,497
605,237
6.00%, 09/01/2029 to
12/01/2053
 
5,100,121
5,237,337
7.50%, 09/01/2030 to
06/01/2035
 
205,879
211,632
6.03%, 10/20/2030
 
166,034
168,720
8.00%, 11/17/2030 to
02/01/2035
 
32,181
32,624
3.00%, 02/01/2032 to
01/01/2050
 
7,274,711
6,550,518
2.50%, 09/01/2034 to
12/01/2050
 
9,599,114
8,814,732
5.00%, 01/01/2037 to
01/01/2040
 
267,450
274,348
4.50%, 01/01/2040 to
08/01/2041
 
1,361,650
1,364,672
5.50%, 11/01/2052 to
05/01/2053
 
11,454,301
11,675,464
ARM,
6.79% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.88%),
09/01/2035(a)
 
547,806
564,208
6.75% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.86%),
07/01/2036(a)
 
573,922
594,850
6.26% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.51%),
10/01/2036(a)
 
113,670
116,053
7.08% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.91%),
10/01/2036(a)
 
23,369
24,263
6.74% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.95%),
11/01/2037(a)
 
97,284
100,093
7.08% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks +
2.08%), 01/01/2038(a)
 
13,965
14,364
6.71% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.85%),
07/01/2038(a)
 
150,921
155,975
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund
 
Principal
Amount
Value
Federal Home Loan Mortgage Corp. (FHLMC)–(continued)
6.74% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.78%),
06/01/2043(a)
 
$161,887
$167,897
6.53% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.64%),
01/01/2048(a)
 
732,289
756,107
 
 
37,954,127
Federal National Mortgage Association (FNMA)–13.63%
0.50%, 11/07/2025
 
4,000,000
3,985,191
6.50%, 07/01/2026 to
11/01/2037
 
365,707
382,537
8.00%, 09/01/2026 to
10/01/2037
 
449,737
469,351
7.50%, 12/01/2026 to
08/01/2037
 
795,240
818,960
8.50%, 12/01/2026 to
12/01/2036
 
86,403
91,000
3.50%, 05/01/2027 to
08/01/2027
 
298,220
295,206
6.00%, 06/01/2027 to
10/01/2053
 
5,249,989
5,436,703
0.75%, 10/08/2027
 
6,000,000
5,671,107
7.00%, 01/01/2028 to
02/01/2036
 
254,077
264,445
3.00%, 12/01/2031 to
03/01/2050
 
3,560,036
3,322,026
5.00%, 08/01/2033 to
04/01/2053
 
3,188,393
3,197,448
2.50%, 12/01/2034 to
07/01/2051
 
10,749,013
9,768,365
5.50%, 04/01/2035 to
05/01/2035
 
383,714
394,647
2.00%, 09/01/2035 to
03/01/2051
 
5,927,159
5,069,556
4.50%, 06/01/2039 to
08/01/2041
 
1,281,284
1,279,704
4.00%, 09/01/2043 to
12/01/2048
 
3,574,050
3,454,831
ARM,
6.50% (1 yr. U.S. Treasury Yield
Curve Rate + 2.36%),
10/01/2034(a)
 
260,901
268,173
6.33% (1 yr. U.S. Treasury Yield
Curve Rate + 2.21%),
05/01/2035(a)
 
29,711
30,747
6.65% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.73%),
03/01/2038(a)
 
9,978
10,209
6.54% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.77%),
02/01/2042(a)
 
90,450
93,226
6.27% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks + 1.52%),
08/01/2043(a)
 
67,011
68,666
6.00% (1 yr. U.S. Treasury Yield
Curve Rate + 1.88%),
05/01/2044(a)
 
125,258
127,700
 
 
44,499,798
 
Principal
Amount
Value
Government National Mortgage Association (GNMA)–19.60%
6.50%, 02/15/2026 to
09/15/2034
 
$427,538
$442,570
8.00%, 07/15/2026 to
01/15/2037
 
244,742
252,912
6.38%, 10/20/2027
 
15,806
15,810
7.00%, 11/15/2027 to
12/15/2036
 
219,584
224,172
7.50%, 08/15/2028 to
10/15/2035
 
178,033
185,596
6.00%, 09/15/2029 to
08/15/2033
 
126,395
129,243
6.10%, 12/20/2033
 
993,596
1,032,570
5.66%, 08/20/2034(b)
 
229,936
234,610
8.50%, 10/15/2036 to
01/15/2037
 
94,934
96,914
5.88%, 01/20/2039(b)
 
1,020,569
1,056,860
5.06% (1 mo. Term SOFR +
0.91%), 09/16/2039(a)
 
269,222
270,329
4.95% (1 mo. Term SOFR +
0.81%), 05/20/2040(a)
 
677,430
678,223
4.53%, 07/20/2041(b)
 
193,626
194,604
5.13%, 09/20/2041
 
561,722
583,690
4.50% (1 mo. Term SOFR +
0.36%), 01/20/2042(a)
 
7,813
7,741
3.50%, 10/20/2042 to
06/20/2050
 
4,365,021
4,007,421
4.69% (1 mo. Term SOFR +
0.41%), 08/20/2047(a)
 
1,398,620
1,356,164
3.00%, 10/20/2048 to
11/20/2049
 
6,985,836
6,312,616
2.50%, 07/20/2049
 
2,083,896
1,874,898
TBA,
2.00%, 10/01/2055(d)
 
12,000,000
9,922,297
2.50%, 10/01/2055(d)
 
7,620,000
6,561,503
4.50%, 10/01/2055(d)
 
7,500,000
7,274,356
5.00%, 10/01/2055(d)
 
12,050,000
11,987,985
5.50%, 10/01/2055(d)
 
6,985,000
7,038,076
Series 2020-137, Class A,
1.50%, 04/16/2062
 
2,992,648
2,258,555
 
 
63,999,715
Total U.S. Government Sponsored Agency
Mortgage-Backed Securities
(Cost $187,186,440)
180,565,205
U.S. Treasury Securities–29.58%
U.S. Treasury Bills–0.92%
3.65% - 4.11%, 05/14/2026(e)(f)
 
3,068,000
2,998,721
U.S. Treasury Bonds–1.05%
5.38%, 02/15/2031
 
3,200,000
3,446,000
U.S. Treasury Notes–27.61%
2.25%, 11/15/2025
 
2,800,000
2,794,179
0.38% - 2.88%, 11/30/2025
 
10,500,000
10,446,631
0.38%, 12/31/2025
 
5,000,000
4,955,244
0.88%, 06/30/2026
 
2,000,000
1,957,542
1.50%, 08/15/2026
 
7,450,000
7,306,387
1.13%, 02/28/2027
 
9,159,000
8,840,582
2.38%, 05/15/2027
 
3,700,000
3,626,217
0.50%, 06/30/2027
 
1,900,000
1,800,064
3.63%, 08/31/2027
 
9,800,000
9,800,000
3.38%, 09/15/2027
 
9,800,000
9,756,168
2.25%, 11/15/2027
 
2,900,000
2,819,740
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund
 
Principal
Amount
Value
U.S. Treasury Notes–(continued)
2.75%, 02/15/2028
 
$1,900,000
$1,862,631
1.25%, 06/30/2028
 
4,500,000
4,222,969
2.88%, 08/15/2028
 
7,500,000
7,347,949
2.38%, 05/15/2029
 
2,600,000
2,487,266
1.63%, 08/15/2029
 
400,000
371,203
3.63%, 08/31/2030
 
9,790,000
9,741,050
 
 
90,135,822
Total U.S. Treasury Securities (Cost $98,286,318)
96,580,543
Certificates of Deposit–17.47%
Diversified Banks–17.47%
Bank of Montreal (Canada), 4.50%
(SOFR + 0.30%), 03/19/2026(a)
 
8,000,000
8,003,756
BNP Paribas S.A. (France), 4.53%
(SOFR + 0.33%), 02/06/2026(a)
 
9,000,000
9,006,674
Canadian Imperial Bank of Commerce
(Canada), 4.56% (SOFR + 0.36%),
08/12/2026(a)
 
3,000,000
3,003,080
Credit Agricole Corporate and
Investment Bank (France), 4.54%
(SOFR + 0.34%), 08/28/2026(a)
 
6,000,000
6,003,570
Credit Industriel et Commercial
(France), 4.53% (SOFR + 0.33%),
08/20/2026(a)
 
4,000,000
4,001,261
Mizuho Bank Ltd. (Japan), 4.51%
(SOFR + 0.31%), 02/25/2026(a)
 
9,000,000
9,005,146
Royal Bank of Canada (Canada),
4.53% (SOFR + 0.33%),
07/09/2026(a)
 
9,000,000
9,007,452
Standard Chartered Bank (United
Kingdom), 4.53% (SOFR + 0.33%),
07/24/2026(a)
 
9,000,000
9,007,222
Total Certificates of Deposit (Cost $57,000,345)
57,038,161
Commercial Paper–6.44%(e)
Diversified Banks–3.99%
Toronto-Dominion Bank (The) (Canada),
4.72%, 04/10/2026(g)
 
4,000,000
4,004,360
UBS AG (Switzerland), 4.71%,
05/15/2026(g)
 
9,000,000
9,007,150
 
 
13,011,510
Diversified Financial Services–2.45%
BofA Securities, Inc., 4.48%,
03/19/2026
 
8,000,000
8,002,960
Total Commercial Paper (Cost $21,000,000)
21,014,470
 
Asset-Backed Securities–5.97%(h)
Angel Oak Mortgage Trust,
Series 2025-HB1, Class A1, 6.16%
(30 Day Average SOFR + 1.80%),
02/25/2055(a)(g)
 
532,208
536,140
Banc of America Commercial Mortgage
Trust, Series 2015-UBS7, Class XA,
IO, 0.68%, 09/15/2048(i)
 
472,263
7
Bank, Series 2017-BNK5, Class AS,
3.62%, 06/15/2060
 
1,800,000
1,756,216
Bear Stearns Adjustable Rate Mortgage
Trust, Series 2004-10, Class 12A1,
0.00%, 01/25/2035(b)(j)
 
153,182
148,540
 
Principal
Amount
Value
 
Chase Mortgage Finance Corp.,
Series 2016-SH1, Class M3,
3.75%, 04/25/2045(b)(g)
 
$636,296
$591,819
Series 2016-SH2, Class M3,
3.75%, 12/25/2045(b)(g)
 
871,466
811,983
CHNGE Mortgage Trust,
Series 2023-3, Class A1, 7.10%,
07/25/2058(g)
 
1,118,446
1,127,321
FRESB Mortgage Trust, Series 2019-
SB63, Class A5, 5.17% (30 Day
Average SOFR + 0.81%),
02/25/2039(a)
 
2,183,171
2,154,151
GCAT Trust, Series 2020-NQM1,
Class A3, 3.55%, 01/25/2060(g)
 
1,252,262
1,224,521
GS Mortgage-Backed Securities Trust,
Series 2025-HE1, Class A1, 5.91%
(30 Day Average SOFR + 1.55%),
10/25/2055(a)(g)
 
1,112,155
1,116,121
Series 2025-PJ4, Class A4,
6.00%, 09/25/2055(b)(g)
 
1,592,334
1,614,710
New Residential Mortgage Loan Trust,
Series 2018-4A, Class A1S, 5.02%
(1 mo. Term SOFR + 0.86%),
01/25/2048(a)(g)
 
616,846
606,528
SMB Private Education Loan Trust,
Series 2021-D, Class A1A, 1.34%,
03/17/2053(g)
 
982,136
925,811
Textainer Marine Containers VII Ltd.
(China),
Series 2020-3A, Class A, 2.11%,
09/20/2045(g)
 
1,360,320
1,294,795
Series 2021-2A, Class B, 2.82%,
04/20/2046(g)
 
2,586,667
2,404,394
Verus Securitization Trust,
Series 2023-INV3, Class A3,
7.73%, 11/25/2068(b)(g)
 
3,101,994
3,165,557
Total Asset-Backed Securities (Cost $19,930,757)
19,478,614
 
Agency Credit Risk Transfer Notes–0.86%
Freddie Mac, Series 2022-HQA3,
Class M1, STACR®, 6.66% (30 Day
Average SOFR + 2.30%),
08/25/2042
(Cost $2,773,808)(a)(g)
 
2,757,786
2,799,934
 

Shares
 
Money Market Funds–0.78%
Invesco Government & Agency Portfolio,
Institutional Class, 4.05%(k)(l)
(Cost $2,556,177)
2,556,177
2,556,177
TOTAL INVESTMENTS IN SECURITIES–116.40%
(Cost $388,733,845)
380,033,104
OTHER ASSETS LESS LIABILITIES—(16.40)%
(53,550,072
)
NET ASSETS–100.00%
$326,483,032
 
 
Securities Sold Short
 
 
Principal
Amount
Value
U.S. Government Sponsored Agency Mortgage-Backed
Securities Short–(0.36)%
Collateralized Mortgage Obligations–(0.36)%
TBA, 2.00%, 10/01/2055(d),
(Total Proceeds $(1,156,950))
$(1,440,000
)
$(1,160,976
)
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund
Investment Abbreviations: 
ACES
– Automatically Convertible Extendable Security
ARM
– Adjustable Rate Mortgage
Ctfs.
– Certificates
IBOR
– Interbank Offered Rate
IO
– Interest Only
REMICs
– Real Estate Mortgage Investment Conduits
SOFR
– Secured Overnight Financing Rate
STACR®
– Structured Agency Credit Risk
STRIPS
– Separately Traded Registered Interest and Principal Security
TBA
– To Be Announced
USD
– U.S. Dollar
Notes to Schedule of Investments: 
(a)
Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on September 30, 2025.
(b)
Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is
the rate in effect on September 30, 2025.
(c)
Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security.
(d)
Security purchased on a forward commitment basis. This security is subject to dollar roll transactions.
(e)
Security traded on a discount basis. The interest rate shown represents the discount rate at the time of purchase by the Fund.
(f)
All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts.
(g)
Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the “1933 Act”). The security may be
resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at
September 30, 2025 was $31,231,144, which represented 9.57% of the Fund’s Net Assets.
(h)
Non-U.S. government sponsored securities.
(i)
Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined
periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on
September 30, 2025.
(j)
Zero coupon bond issued at a discount.
(k)
Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in
which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund’s transactions in, and earnings from, its investments in
affiliates for the nine months ended September 30, 2025.
 
 
Value
December 31, 2024
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
Realized
Gain
Value
September 30, 2025
Dividend Income
Investments in Affiliated Money Market
Funds:
Invesco Government & Agency Portfolio,
Institutional Class
$2,935,626
$140,345,818
$(140,725,267)
$-
$-
$2,556,177
$245,245
Investments Purchased with Cash Collateral
from Securities on Loan:
Invesco Private Government Fund
-
123,902
(123,902)
-
-
-
138*
Invesco Private Prime Fund
-
319,861
(319,861)
-
-
-
350*
Total
$2,935,626
$140,789,581
$(141,169,030)
$-
$-
$2,556,177
$245,733
 
*
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.
 
(l)
The rate shown is the 7-day SEC standardized yield as of September 30, 2025.
 
Open Futures Contracts
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Interest Rate Risk
U.S. Treasury 2 Year Notes
533
December-2025
$111,076,367
$169,817
$169,817
U.S. Treasury 5 Year Notes
848
December-2025
92,597,625
245,509
245,509
U.S. Treasury 10 Year Notes
399
December-2025
44,887,500
126,762
126,762
U.S. Treasury 10 Year Ultra Notes
44
December-2025
5,063,438
(28,578
)
(28,578
)
Subtotal—Long Futures Contracts
513,510
513,510
See accompanying notes which are an integral part of this schedule.
Invesco V.I. Government Securities Fund
Open Futures Contracts—(continued)
Short Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Interest Rate Risk
U.S. Treasury Long Bonds
174
December-2025
$(20,287,312
)
$(362,372
)
$(362,372
)
U.S. Treasury Ultra Bonds
8
December-2025
(960,500
)
(22,640
)
(22,640
)
Subtotal—Short Futures Contracts
(385,012
)
(385,012
)
Total Futures Contracts
$128,498
$128,498
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 schedule.
Invesco V.I. Government Securities Fund
Notes to Quarterly Schedule of Portfolio Holdings
September 30, 2025
(Unaudited)
NOTE 1—Additional Valuation Information
Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment’s assigned level:
Level 1 – Prices are determined using quoted prices in an active market for identical assets.
Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others. When market movements occur after the close of the relevant foreign securities markets, foreign securities may be fair valued utilizing an independent pricing service.
Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect Invesco Advisers, Inc.’s assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.
The following is a summary of the tiered valuation input levels, as of September 30, 2025. 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 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. Government Sponsored Agency Mortgage-Backed Securities
$—
$180,565,205
$—
$180,565,205
U.S. Treasury Securities
—
96,580,543
—
96,580,543
Certificates of Deposit
—
57,038,161
—
57,038,161
Commercial Paper
—
21,014,470
—
21,014,470
Asset-Backed Securities
—
19,478,614
—
19,478,614
Agency Credit Risk Transfer Notes
—
2,799,934
—
2,799,934
Money Market Funds
2,556,177
—
—
2,556,177
Total Investments in Securities
2,556,177
377,476,927
—
380,033,104
Other Investments - Assets*
Futures Contracts
542,088
—
—
542,088
Other Investments - Liabilities*
Securities Sold Short
—
(1,160,976
)
—
(1,160,976
)
Futures Contracts
(413,590
)
—
—
(413,590
)
 
(413,590
)
(1,160,976
)
—
(1,574,566
)
Total Other Investments
128,498
(1,160,976
)
—
(1,032,478
)
Total Investments
$2,684,675
$376,315,951
$—
$379,000,626
 
*
Futures contracts are valued at unrealized appreciation (depreciation). Securities sold short are shown at value.
Invesco V.I. Government Securities Fund