Barclays Bank PLC

NPORT-P false 0000896435 XXXXXXXX S000030663 C000095034 C000095035 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) 811-07452 0000896435 FC4UULIMJMGKBDUARB13 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco V.I. Balanced-Risk Allocation Fund S000030663 549300AJVQQLSUGWNL95 2025-12-31 2025-09-30 N 417952138.85 1379910.43 416572228.42 0.00000000 99367699.78000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 20884824.58000000 AUD CAD EUR GBP JPY USD N N/A N/A N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD -155255.08000000 -0.03726966643 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS SOYBEAN OIL SEASONAL BCC2BOSP BCC2BOSP Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-12-04 0.00000000 USD 0.00000000 USD 2929081.88000000 USD -155255.08000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 5130.00000000 0.001231479116 N/A DE N/A N 1 Goldman Sachs International T6FIZBDPKLYJKFCRVK44 Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1070.00000000 USD 2026-02-20 XXXX -52596.24000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 38414.94000000 0.009221675709 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5000.00000000 EUR 2026-08-21 XXXX -24012.55000000 N N N N/A N/A Morgan Stanley Capital Services LLC N/A 1.00000000 NC USD -83593.76000000 -0.02006705063 N/A DCO N/A N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 S&P GSCI ALUMINUM DYNAMIC ROLL INDEX ER SPDYIAP SPDYIAP Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-04-27 0.00000000 USD 0.00000000 USD 6108920.32000000 USD -83593.76000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -93123.05000000 -0.02235459870 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI JAPAN MINIMUM VOLATILITY OPTIMIZED IN JPY NET TOTAL RETURN LOCAL INDEX M4JPVOJ M4JPVOJ Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-25 0.00000000 JPY 0.00000000 JPY 847093930.55000000 JPY -93123.05000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -47160.48000000 -0.01132108114 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI JAPAN MINIMUM VOLATILITY OPTIMIZED IN JPY NET TOTAL RETURN LOCAL INDEX M4JPVOJ M4JPVOJ Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-24 0.00000000 JPY 0.00000000 JPY 428995397.02000000 JPY -47160.48000000 N N N N/A N/A E-Mini S&P 500 Index Future N/A 7.00000000 NC USD 31605.00000000 0.007586919588 N/A DE N/A N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Long S&P 500 Index SPX N/A 2025-12-19 2326957.50000000 USD 31605.00000000 N N N N/A N/A FTSE 100 Index Option 01V2SYK86 12.00000000 NC 45269.32000000 0.010867099847 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 9000.00000000 GBP 2026-09-18 XXXX -18226.54000000 N N N N/A N/A Macquarie Bank Limited N/A 1.00000000 NC USD 43999.06000000 0.010562168334 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 Macquarie Aluminum Dynamic Selection Index MQCP178E Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-07-02 0.00000000 USD 0.00000000 USD 5335241.17000000 USD 43999.06000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD 5320.00000000 0.001277089454 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC SEASONALLY ENHANCED LIVE CATTLE COMMODITY INDEX CIBC SEASONALLY ENHANCED LIVE CIBZSELC Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-12-10 0.00000000 USD 0.00000000 USD 1916095.28000000 USD 5320.00000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC 16081.67000000 0.003860475783 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco UK Broad Quality Net Total Return Index IIBBQPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-24 0.00000000 GBP 0.00000000 GBP 1816603.80000000 GBP 16081.67000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD -70574.00000000 -0.01694159984 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC SEASONALLY ENHANCED BEAN OIL COMMODITY INDEX CIBC SEASONALLY ENHANCED BEAN CIBZSEBO Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-10 0.00000000 USD 0.00000000 USD 1725878.00000000 USD -70574.00000000 N N N N/A N/A WTI Crude Future N/A 41.00000000 NC USD -76101.82000000 -0.01826857740 N/A DCO N/A N 1 New York Mercantile Exchange, Inc. 5493008GFNDTXFPHWI47 Long CRUDE OIL DOMESTIC SWEET (DSW) CUSHING CASH FORMULA (CUSHING CASH EXPIRY) CRUDE OIL DOMESTIC SWEET ( USCRWTIC N/A 2025-11-20 2616461.82000000 USD -76101.82000000 N N N N/A N/A Citigroup Global Markets Limited N/A 1.00000000 NC -44573.05000000 -0.01069995716 N/A DE N/A N 2 Citigroup Global Markets Ltd XKZZ2JZF41MRHTR1V493 MSCI JAPAN MINIMUM VOLATILITY OPTIMIZED IN JPY NET TOTAL RETURN LOCAL INDEX M4JPVOJ M4JPVOJ Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-24 0.00000000 JPY 0.00000000 JPY 405458842.20000000 JPY -44573.05000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 1710.00000000 0.000410493038 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1125.00000000 USD 2025-11-21 XXXX -66060.79000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC 10938.00000000 0.002625715123 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco UK Broad Price Momentum Net Total Return Index IIBBMPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-11-26 0.00000000 GBP 0.00000000 GBP 3983674.24000000 GBP 10938.00000000 N N N Invesco Premier U.S. Government Money Portfolio 549300TCMEM5428K3T88 Invesco Premier U.S. Government Money Portfolio, Institutional Class 00142W843 65985603.32000000 NS USD 65985603.32000000 15.84013499178 Long STIV RF US N 1 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 35397661.25000000 NS USD 35397661.25000000 8.497364642923 Long STIV RF US N 1 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 8114.41000000 0.001947899895 N/A DE N/A N 1 J.P. Morgan Securities PLC BFM8T61CT2L1QCEMIK50 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 37250.00000000 JPY 2025-12-12 XXXX -97591.73000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 403.47000000 0.000096854752 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8225.00000000 GBP 2025-10-17 XXXX -49078.05000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 9720.00000000 0.002333328853 N/A DE N/A N 1 Goldman Sachs International T6FIZBDPKLYJKFCRVK44 Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1100.00000000 USD 2026-04-17 XXXX -48071.06000000 N N N N/A N/A Nikkei 225 Index Future N/A 32.00000000 NC 274597.09000000 0.065918242087 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Long Nikkei 225 Index NKY N/A 2025-12-11 1399071209.00000000 JPY 274597.09000000 N N N N/A N/A EURO STOXX 50 Index Option 01J17THM7 19.00000000 NC 49811.45000000 0.011957458179 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5200.00000000 EUR 2026-09-18 XXXX -17609.83000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC 7324.56000000 0.001758292920 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco UK Broad Price Momentum Net Total Return Index IIBBMPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-24 0.00000000 GBP 0.00000000 GBP 2667639.00000000 GBP 7324.56000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD -31072.60000000 -0.00745911462 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MLCX6CTE Excess Return Index MLCX6CTE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-09 0.00000000 USD 0.00000000 USD 2444512.45000000 USD -31072.60000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD 114306.21000000 0.027439709659 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 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-27 0.00000000 USD 0.00000000 USD 8402455.17000000 USD 114306.21000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC USD -7059.00000000 -0.00169454407 N/A DCO N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CITI COMMODITIES BENCHMARK (REGULAR ROLL) MONO INDEX COFFEE CVICA0KC CVICA0KC Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-12-04 0.00000000 USD 0.00000000 USD 3254923.00000000 USD -7059.00000000 N N N N/A N/A Nikkei 225 Index Option N/A 4.00000000 NC 38272.98000000 0.009187597585 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 38500.00000000 JPY 2026-09-11 XXXX -45049.91000000 N N N N/A N/A Macquarie Bank Limited N/A 1.00000000 NC USD -2046.00000000 -0.00049115132 N/A DE N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE VOLATILITY PRODUCT VMAQWSL5 VMAQWSL5 VMAQWSL5 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-16 0.00000000 USD 0.00000000 USD 7257558.00000000 USD -2046.00000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 19653.61000000 0.004717935728 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5100.00000000 EUR 2026-02-20 XXXX -41136.32000000 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 29330.00000000 0.007040795808 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 595.00000000 USD 2026-06-18 XXXX -41610.59000000 N N N N/A N/A Brent Crude Future N/A 116.00000000 NC USD -208585.28000000 -0.05007181606 N/A DCO N/A N 1 ICE Futures Europe 549300UF4R84F48NCH34 Long Brent Crude Index COY N/A 2025-11-28 7820505.28000000 USD -208585.28000000 N N N N/A N/A MSCI Emerging Markets Index Future N/A 348.00000000 NC USD 411833.64000000 0.098862480958 N/A DE N/A N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI Emerging Markets Index MXEF N/A 2025-12-19 23246946.36000000 USD 411833.64000000 N N N Invesco Government Money Market Fund 549300FZWHBQKHBZX613 Invesco Government Money Market Fund, Cash Reserve Shares 00142C771 69148006.46000000 NS USD 69148006.46000000 16.59928380782 Long STIV RF US N 1 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 472.50000000 0.000113425708 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1160.00000000 USD 2025-10-17 XXXX -60485.01000000 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 41520.00000000 0.009967059051 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 623.00000000 USD 2026-07-17 XXXX -26973.73000000 N N N N/A N/A Australia 10 Year Bonds Future N/A 910.00000000 NC -79350.93000000 -0.01904854058 N/A DIR N/A N 1 Sydney Futures Exchange N/A Long Australia Government Bond Australia Government Bond 2025-12-15 103269921.30000000 AUD -79350.93000000 N N N N/A N/A Nikkei 225 Index Option N/A 4.00000000 NC 12983.06000000 0.003116640792 N/A DE N/A N 1 BNP PARIBAS BFM8T61CT2L1QCEMIK50 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 36250.00000000 JPY 2026-03-13 XXXX -62789.55000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 51503.07000000 0.012363539018 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco US Large Cap Broad Quality Total Return Index IIULBQT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-27 0.00000000 USD 0.00000000 USD 2937697.20000000 USD 51503.07000000 N N N Invesco Treasury Obligations Portfolio 549300AX0P1O1RVENL43 Invesco Treasury Obligations Portfolio, Institutional Class 825252505 51505418.03000000 NS USD 51505418.03000000 12.36410267322 Long STIV RF US N 1 N N N N/A N/A Euro-Bund Future N/A 383.00000000 NC 94452.16000000 0.022673657425 N/A DIR N/A N 1 Eurex Deutschland N/A Long Bundesrepublik Deutschland Bundesanleihe Bundesrepublik Deutschland Bundesanleihe 2025-12-08 49161860.18000000 EUR 94452.16000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 4860.57000000 0.001166801257 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4700.00000000 EUR 2025-12-19 XXXX -48277.26000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 3389.15000000 0.000813580399 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8250.00000000 GBP 2025-12-19 XXXX -43204.20000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 25337.91000000 0.006082477004 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8700.00000000 GBP 2026-06-19 XXXX -40272.12000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD -26635.24000000 -0.00639390679 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC SEASONALLY ENHANCED COTTON COMMODITY INDEX CIBC SEASONALLY ENHANCED COTTO CIBZSECT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-05 0.00000000 USD 0.00000000 USD 1870648.81000000 USD -26635.24000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 27003.17000000 0.006482230009 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5100.00000000 EUR 2026-04-17 XXXX -31937.71000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 34200.00000000 0.008209860779 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1210.00000000 USD 2026-08-21 XXXX -31440.55000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 7560.00000000 0.001814811330 N/A DE N/A N 1 Goldman Sachs International T6FIZBDPKLYJKFCRVK44 Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1090.00000000 USD 2026-03-20 XXXX -50536.15000000 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 15930.00000000 0.003824066731 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 562.00000000 USD 2026-04-17 XXXX -47980.14000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC -23316.80000000 -0.00559730063 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI JAPAN MINIMUM VOLATILITY OPTIMIZED IN JPY NET TOTAL RETURN LOCAL INDEX M4JPVOJ M4JPVOJ Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-22 0.00000000 JPY 0.00000000 JPY 212101310.23000000 JPY -23316.80000000 N N N Invesco V.I. Government Money Market Fund 549300BTSK7KTYK5O237 Invesco V.I. Government Money Market Fund, Series I 008892606 9240309.66000000 NS USD 9240309.66000000 2.218177072208 Long STIV RF US N 1 N N N N/A N/A EURO STOXX 50 Index Option N/A 21.00000000 NC 517.76000000 0.000124290570 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4800.00000000 EUR 2025-10-17 XXXX -60546.67000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 18398.22000000 0.004416573824 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8800.00000000 GBP 2026-03-20 XXXX -38076.17000000 N N N N/A N/A Citigroup Global Markets Limited N/A 1.00000000 NC -1505.58000000 -0.00036142111 N/A DE N/A N 2 Citigroup Global Markets Ltd XKZZ2JZF41MRHTR1V493 MSCI Japan Quality Index M4JPQU Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-24 0.00000000 JPY 0.00000000 JPY 311128887.16000000 JPY -1505.58000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 102728.28000000 0.024660376518 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco U.S. Large Cap Broad Price Momentum Total Return Index IIULBMT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-29 0.00000000 USD 0.00000000 USD 5550733.75000000 USD 102728.28000000 N N N N/A N/A Canada 10 Year Bond Future N/A 831.00000000 NC 1475594.50000000 0.354222965269 N/A DIR N/A N 1 Montreal Exchange 549300DKBYNOI0B1NP44 Long Government of Canada Government of Canada 2025-12-18 99710675.13000000 CAD 1475594.50000000 N N N N/A N/A Goldman Sachs International N/A 1.00000000 NC USD -109998.00000000 -0.02640550485 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Enhanced Strategy BNZOY on the S&P GSCI Soybean Oil Excess Return AGGSBNZ0 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-10 0.00000000 USD 0.00000000 USD 2859523.80000000 USD -109998.00000000 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 7776.31000000 0.001866737499 N/A DE N/A N 1 BNP PARIBAS 549300HN4UKV1E2R3U73 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 37000.00000000 JPY 2025-12-12 XXXX -69488.40000000 N N N N/A N/A Japan 10 year Bonds Future N/A 71.00000000 NC -648243.42000000 -0.15561369092 N/A DIR N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Long Japan Government Bond Japan Government Bond 2025-12-15 9736955478.00000000 JPY -648243.42000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC USD 60358.66000000 0.014489362439 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP PARIBAS AIR VAR INTRADAY US CALENDAR ER INDEX BNPXAVUC BNPXAVUC Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-16 0.00000000 USD 0.00000000 USD 10547638.68000000 USD 60358.66000000 N N N N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD -113764.12000000 -0.02730957856 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Soybeans Seasonal Excess Return Index BCC2SOSP Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-12 0.00000000 USD 0.01000000 USD 2893354.63000000 USD -113764.11000000 N N N N/A N/A Silver Future N/A 31.00000000 NC USD 1253596.13000000 0.300931277813 N/A DCO N/A N 1 Commodities Exchange Inc. N/A Long Silver Silver 2025-12-29 5975603.87000000 USD 1253596.13000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD 27086.28000000 0.006502180930 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBZ ENHANCED SUGAR 2 EXCESS RETURN INDEX CIBZ ENHANCED SUGAR 2 EXCESS R CIBZESB2 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-12-11 0.00000000 USD 0.00000000 USD 4469143.08000000 USD 27086.28000000 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 18764.58000000 0.004504520157 N/A DE N/A N 1 BNP PARIBAS BFM8T61CT2L1QCEMIK50 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 37000.00000000 JPY 2026-03-13 XXXX -60017.31000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 98714.23000000 0.023696786119 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco US Large Cap Broad Quality Total Return Index IIULBQT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-27 0.00000000 USD 0.00000000 USD 5630586.30000000 USD 98714.23000000 N N N N/A N/A Morgan Stanley & Co. International PLC N/A 1.00000000 NC USD 36037.67000000 0.008651001565 N/A DE N/A N 2 Morgan Stanley & Co International PLC 4PQUHN3JPFGFNF3BB653 MSVCDRP2 MSVCDRP2 MSVCDRP2 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-16 0.00000000 USD 0.00000000 USD 8090622.80000000 USD 36037.67000000 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 18050.00000000 0.004332982078 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 560.00000000 USD 2026-05-15 XXXX -54236.39000000 N N N N/A N/A Bank of America, National Association N/A 1.00000000 NC 98474.08000000 0.023639137052 N/A DE N/A N 2 Bank of America NA B4TYDEB6GKMZO031MB27 MSCI EMU MINIMUM VOLATILITY (EUR) EUR NETR RT M7CXDBFR M7CXDBFR Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-03-26 0.00000000 EUR 0.00000000 EUR 6679550.70000000 EUR 98474.08000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 6950.38000000 0.001668469361 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4700.00000000 EUR 2026-01-16 XXXX -43319.75000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC 3229.53000000 0.000775262914 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco UK Broad Low Volatility Net Total Return Index IIBBLPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-11-25 0.00000000 GBP 0.00000000 GBP 3053920.24000000 GBP 3229.53000000 N N N N/A N/A Nikkei 225 Index Option N/A 4.00000000 NC 16499.31000000 0.003960732107 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 35000.00000000 JPY 2026-06-12 XXXX -57227.67000000 N N N N/A N/A S&P 500 Mini Index Option N/A 21.00000000 NC USD 11277.00000000 0.002707093567 N/A DE N/A N 1 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 610.00000000 USD 2025-12-19 XXXX -54161.10000000 N N N N/A N/A U.S. Treasury Long Bond Future N/A 368.00000000 NC USD 940744.39000000 0.225829838337 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-12-19 41965755.61000000 USD 940744.39000000 N N N N/A N/A E-Mini Russell 2000 Index Future N/A 154.00000000 NC USD 283734.67000000 0.068111758452 N/A DE N/A N 1 Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 Long RUSSELL 2000 INDEX RTY RTY N/A 2025-12-19 18623615.33000000 USD 283734.67000000 N N N Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio 54930019DCE0F2PV4F17 Invesco Liquidity Funds PLC, Invesco US Dollar Liquidity Portfolio, Agency Class G8114D431 39477333.66000000 NS USD 39477333.66000000 9.476707991248 Long STIV RF IE N 1 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 56802.70000000 0.013635738564 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco U.S. Large Cap Broad Price Momentum Total Return Index IIULBMT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-29 0.00000000 USD 0.00000000 USD 3069229.25000000 USD 56802.70000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 11430.00000000 0.002743821892 N/A DE N/A N 1 Goldman Sachs International T6FIZBDPKLYJKFCRVK44 Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1100.00000000 USD 2026-05-15 XXXX -46698.65000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 8150.09000000 0.001956465036 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8475.00000000 GBP 2026-02-20 XXXX -46081.83000000 N N N N/A N/A Goldman Sachs International N/A 1.00000000 NC USD 30429.00000000 0.007304615604 N/A DE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 VOLATILITY CARRY US SERIES VSB1 EXCESS RETURN STRATEGY RCXTVSB1 RCXTVSB1 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-16 0.00000000 USD 0.00000000 USD 8062236.00000000 USD 30429.00000000 N N N N/A N/A S&P 500 Mini Index Option N/A 22.00000000 NC USD 3707.00000000 0.000889881693 N/A DE N/A N 1 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 582.00000000 USD 2025-11-21 XXXX -65111.74000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC 8171.24000000 0.001961542187 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco UK Broad Quality Net Total Return Index IIBBQPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-23 0.00000000 GBP 0.00000000 GBP 923031.12000000 GBP 8171.24000000 N N N N/A N/A S&P 500 Mini Index Option 01VLFSJ29 20.00000000 NC USD 55520.00000000 0.013327820774 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 640.00000000 USD 2026-09-18 XXXX -14380.47000000 N N N N/A N/A Macquarie Bank Limited N/A 1.00000000 NC USD 905.13000000 0.000217280447 N/A DCO N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE SINGLE COMMODITY SOYBEAN MEAL TYPE A ER INDEX MQSDSMER MQSDSMER Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-18 0.00000000 USD 0.00000000 USD 2471068.98000000 USD 905.13000000 N N N N/A N/A EURO STOXX 50 Index Future N/A 123.00000000 NC 173387.01000000 0.041622316172 N/A DE N/A N 1 Eurex Deutschland N/A Long EURO STOXX 50 Index SX5E N/A 2025-12-19 6667747.27000000 EUR 173387.01000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC 105211.38000000 0.025256455620 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI EMU Quality Index M7CXEMQ Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-27 0.00000000 EUR 0.00000000 EUR 6773270.00000000 EUR 105211.38000000 N N N N/A N/A Nikkei 225 Index Option N/A 4.00000000 NC 14605.94000000 0.003506220291 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 34250.00000000 JPY 2026-06-12 XXXX -57942.76000000 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 48230.00000000 0.011577824134 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 630.00000000 USD 2026-08-21 XXXX -23830.49000000 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 12170.00000000 0.002921462154 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 597.00000000 USD 2026-01-16 XXXX -50457.00000000 N N N N/A N/A Royal Bank of Canada N/A 1.00000000 NC USD -130848.69000000 -0.03141080491 N/A DCO N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Commodity SO01 ER Custom Index RBCASO01 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-12 0.00000000 USD 8615.34000000 USD 2919834.57000000 USD -122233.35000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 13556.59000000 0.003254319197 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8500.00000000 GBP 2026-04-17 XXXX -40882.03000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 4196.09000000 0.001007289904 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8150.00000000 GBP 2026-01-16 XXXX -42735.67000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 40105.57000000 0.009627518894 N/A DE N/A N 1 UBS AG BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5100.00000000 EUR 2026-07-17 XXXX -23354.12000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD -18914.32000000 -0.00454046590 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCXNGA EXCESS RETURN STRATEGY BOFA MERRILL LYNCH COMMODITY MLCXNGAE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-12-01 0.00000000 USD 0.02000000 USD 2177527.97000000 USD -18914.30000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD 743507.10000000 0.178482157300 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCX2GC GOLD EXCESS RETURN STRATEGY MLCX2GCE MLCX2GCE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-11-25 0.00000000 USD 0.00000000 USD 7320690.30000000 USD 743507.10000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -4829.70000000 -0.00115939077 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI Japan Quality Index M4JPQU Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-24 0.00000000 JPY 0.00000000 JPY 998059472.13000000 JPY -4829.70000000 N N N N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD -56873.30000000 -0.01365268640 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BARCLAYS WHEAT SEASONAL INDEX ER BCC2WHSP BCC2WHSP Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-05-05 0.00000000 USD 0.00000000 USD 1756471.60000000 USD -56873.30000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -10342.16000000 -0.00248268110 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI EMU MOMENTUM NET EUR INDEX MXEMUMNE MXEMUMNE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-26 0.00000000 EUR 0.00000000 EUR 6859503.64000000 EUR -10342.16000000 N N N N/A N/A Long Gilt Future N/A 393.00000000 NC 169986.91000000 0.040806107177 N/A DIR N/A N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Long United Kingdom Gilt United Kingdom Gilt 2025-12-29 35573726.23000000 GBP 169986.91000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC USD 28367.78000000 0.006809810655 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CITI EQ US VOLATILITY CARRY (G) SERIES 5 INDEX CIEQVUG5 CIEQVUG5 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-09-08 0.00000000 USD 0.00000000 USD 6366070.00000000 USD 28367.78000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 2407.50000000 0.000577930989 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1080.00000000 USD 2025-12-19 XXXX -53411.68000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 32310.00000000 0.007756157947 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1220.00000000 USD 2026-07-17 XXXX -29845.86000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 36231.59000000 0.008697552915 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8950.00000000 GBP 2026-08-21 XXXX -29666.22000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -3054.47000000 -0.00073323898 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MSCI Japan Quality Index M4JPQU Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-25 0.00000000 JPY 0.00000000 JPY 631209190.71000000 JPY -3054.47000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 27801.52000000 0.006673877446 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5000.00000000 EUR 2026-05-15 XXXX -42375.13000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 21.00000000 NC 3131.19000000 0.000751655964 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4800.00000000 EUR 2025-11-21 XXXX -59420.30000000 N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 Invesco Government & Agency Portfolio, Institutional Class 825252885 108944834.84000000 NS USD 108944834.84000000 26.15268791518 Long STIV RF US N 1 N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 17230.00000000 0.004136137462 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 600.00000000 USD 2026-02-20 XXXX -47675.38000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 16605.00000000 0.003986103457 N/A DE N/A N 1 Goldman Sachs International T6FIZBDPKLYJKFCRVK44 Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1140.00000000 USD 2026-06-18 XXXX -46773.54000000 N N N N/A N/A Goldman Sachs International N/A 1.00000000 NC USD -2988.00000000 -0.00071728257 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Goldman Sachs GSCI 44A Corn Index AGGSCN44 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-06-01 0.00000000 USD 0.00000000 USD 201628.67000000 USD -2988.00000000 N N N U.S. Treasury Floating Rate Notes 254900HROIFWPRGM1V77 U.S. Treasury Floating Rate Notes 91282CLA7 8950000.00000000 PA USD 8950205.40000000 2.148536265594 Long DBT UST US N 2 2026-07-31 Floating 4.08045600 N N N N N N N/A N/A S&P 500 Mini Index Option N/A 20.00000000 NC USD 20200.00000000 0.004849099056 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 597.00000000 USD 2026-03-20 XXXX -48448.69000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD -24305.90000000 -0.00583473845 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MLCISCE Excess Return Index MLCISCER Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-05-05 0.00000000 USD 0.00000000 USD 1808257.50000000 USD -24305.90000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 9.00000000 NC USD 3397.50000000 0.000815584853 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1060.00000000 USD 2026-01-16 XXXX -51407.01000000 N N N N/A N/A Royal Bank of Canada N/A 1.00000000 NC USD 61817.19000000 0.014839488996 N/A DCO N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC ENHANCED GCE0 ER RBCAGCE0 RBCAGCE0 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-09-01 0.00000000 USD 0.00000000 USD 736749.31000000 USD 61817.19000000 N N N N/A N/A Goldman Sachs International N/A 1.00000000 NC USD -18070.02000000 -0.00433778796 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Enhanced Strategy AB42 on the S&P GSCI Soybeans Excess Return AGGSSO42 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-09-01 0.00000000 USD 0.00000000 USD 506823.62000000 USD -18070.02000000 N N N N/A N/A Bank of America, National Association N/A 1.00000000 NC 15038.55000000 0.003610070228 N/A DE N/A N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Invesco UK Broad Quality Net Total Return Index IIBBQPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-23 0.00000000 GBP 0.00000000 GBP 1698770.04000000 GBP 15038.55000000 N N N N/A N/A New York Harbor Ultra-Low Sulfur Diesel Future N/A 89.00000000 NC USD -93619.15000000 -0.02247368970 N/A DCO N/A N 1 New York Mercantile Exchange, Inc. 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures NYMEX NY Harbor ULSD Futures 2026-03-31 8365065.55000000 USD -93619.15000000 N N N N/A N/A Gasoline Reformulated Blendstock Oxygenate Blending Future N/A 85.00000000 NC USD -29779.28000000 -0.00714864745 N/A DCO N/A N 1 New York Mercantile Exchange, Inc. 5493008GFNDTXFPHWI47 Long Bloomberg 87 Octane RBOB Gasoline Prompt Month Spot Pipeline Px/New York Harbor RBOB87PM N/A 2025-10-31 6892390.28000000 USD -29779.28000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD -22476.30000000 -0.00539553490 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC SEASONALLY ENHANCED LEAN HOG COMMODITY INDEX CIBC SEASONALLY ENHANCED LEAN CIBZSELH Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-04-01 0.00000000 USD 0.00000000 USD 3820526.20000000 USD -22476.30000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC 4160.07000000 0.000998643144 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco UK Broad Low Volatility Net Total Return Index IIBBLPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-11-25 0.00000000 GBP 0.00000000 GBP 3933863.36000000 GBP 4160.07000000 N N N N/A N/A S&P 500 Mini Index Option N/A 22.00000000 NC USD 605.00000000 0.000145232917 N/A DE N/A N 1 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 Put Purchased S&P 500 MINI INDEX XSP XSP N/A 100.00000000 575.00000000 USD 2025-10-17 XXXX -63719.21000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 42618.04000000 0.010230648394 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5200.00000000 EUR 2026-06-19 XXXX -28853.69000000 N N N N/A N/A FTSE 100 Index Future N/A 33.00000000 NC 33676.61000000 0.008084218702 N/A DE N/A N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Long FTSE 100 Index UKX N/A 2025-12-19 3079434.76000000 GBP 33676.61000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 27597.34000000 0.006624863137 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8700.00000000 GBP 2026-07-17 XXXX -29772.24000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 166964.02000000 0.040080449105 N/A DCO N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 S&P GSCI GOLD OFFICIAL CLOSE INDEX ER SPGCGCP SPGCGCP Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-21 0.00000000 USD 0.00000000 USD 6425008.12000000 USD 166964.02000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 130760.69000000 0.031389680127 N/A DCO N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 J.P. MORGAN CONTAG BETA GAS OIL EXCESS RETURN INDEX JCTABQSE JCTABQSE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-01-27 0.00000000 USD 0.00000000 USD 8256732.11000000 USD 130760.69000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC 25469.89000000 0.006114159385 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco UK Broad Quality Net Total Return Index IIBBQPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-23 0.00000000 GBP 0.00000000 GBP 2877107.64000000 GBP 25469.89000000 N N N N/A N/A Nikkei 225 Index Option N/A 4.00000000 NC 53555.13000000 0.012856145068 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 40750.00000000 JPY 2026-09-11 XXXX -23754.59000000 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 53588.94000000 0.012864261307 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 39250.00000000 JPY 2026-09-11 XXXX -52737.38000000 N N N N/A N/A MSCI Emerging Markets Index Option 01WNQVTB5 9.00000000 NC USD 45315.00000000 0.010878065533 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1250.00000000 USD 2026-09-18 XXXX -18270.84000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 1533.19000000 0.000368049018 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8100.00000000 GBP 2025-11-21 XXXX -46359.84000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD -169845.57000000 -0.04077217788 N/A DCO N/A N 2 Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 CIBC SOYBEAN MEAL 1 EXCESS RETURN COMMODITY INDEX CIBC SOYBEAN MEAL 1 EXCESS RET CIBZ1SM Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-02-18 0.00000000 USD 0.00000000 USD 3393373.77000000 USD -169845.57000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 107644.00000000 0.025840416776 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco U.S. Low Volatility Total Return Index IIULT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-28 0.00000000 USD 0.00000000 USD 5760470.40000000 USD 107644.00000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 20.00000000 NC 39401.14000000 0.009458417367 N/A DE N/A N 1 Goldman Sachs International BFM8T61CT2L1QCEMIK50 Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 5400.00000000 EUR 2026-03-20 XXXX -19597.12000000 N N N N/A N/A FTSE 100 Index Option N/A 12.00000000 NC 16219.49000000 0.003893560082 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 8350.00000000 GBP 2026-05-15 XXXX -45465.89000000 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 24174.19000000 0.005803120887 N/A DE N/A N 1 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 36000.00000000 JPY 2026-06-12 XXXX -63691.16000000 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 19609.83000000 0.004707426146 N/A DE N/A N 1 BNP PARIBAS 549300HN4UKV1E2R3U73 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 37250.00000000 JPY 2026-03-13 XXXX -68381.06000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC 1269.58000000 0.000304768276 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco UK Broad Price Momentum Net Total Return Index IIBBMPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-11-26 0.00000000 GBP 0.00000000 GBP 462390.76000000 GBP 1269.58000000 N N N N/A N/A Nikkei 225 Index Option N/A 5.00000000 NC 8452.51000000 0.002029062290 N/A DE N/A N 1 J.P. Morgan Securities PLC BFM8T61CT2L1QCEMIK50 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 37500.00000000 JPY 2025-12-12 XXXX -89993.36000000 N N N N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD 2501.46000000 0.000600486501 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RBC Commodity KCE0 ER Custom Index BXCS1452 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2026-04-07 0.00000000 USD 0.00000000 USD 1026878.58000000 USD 2501.46000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD 45115.50 0.010830174678 N/A DE N/A N 2 JPMorgan Chase Bank NA N/A Invesco U.S. Low Volatility Total Return Index IIULT Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-10-28 0.00000000 USD 0.00000000 USD 2414314.8 USD 45115.5 N N N 2025-10-30 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer XXXX