S&P 500 Mini Index Option

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Balanced-Risk Allocation Fund S000030663 549300AJVQQLSUGWNL95 2023-12-31 2023-09-30 N 464210481.8 9530453.15 454680028.65 0.00000000 107372593.46000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 42267293.58000000 AUD CAD EUR GBP JPY USD N 30% MSCI World Index, 20% BBG Commodity Index, 50% ICE BofA 10+ Year G7 Government Index 30% MS-AC World, 20% BB-Cmdty, 50% ICEBA-Glb Gov G7 N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 462.50000000 0.000101719884 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 360.00000000 USD 2023-10-20 XXXX 11.70000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC -133533.28000000 -0.02936862663 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI Japan Quality Index M4JPQU Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-26 0.00000000 JPY 0.00000000 JPY 960165628.88000000 JPY -133533.28000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -16128.90000000 -0.00354730777 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 2023-11-29 0.00000000 USD 0.00000000 USD 537229.70000000 USD -16128.90000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 5625.00000000 0.001237133730 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 840.00000000 USD 2023-11-17 XXXX -109755.61000000 N N N N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD -99686.60000000 -0.02192456094 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Soybean Meal S2 Nearby Excess Return Index BCC2SM0P Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-21 0.00000000 USD 0.00000000 USD 3585724.61000000 USD -99686.60000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -31409.84000000 -0.00690811956 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 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 2024-01-24 0.00000000 EUR 0.00000000 EUR 954003.00000000 EUR -31409.84000000 N N N N/A N/A U.S. Treasury Long Bond Future N/A 301.00000000 NC USD -1722226.26000000 -0.37877763514 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 2023-12-19 35970382.51000000 USD -1722226.26000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 31500.00000000 0.006927948890 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 415.00000000 USD 2024-04-19 XXXX 10374.20000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 213875.00000000 0.047038573617 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 990.00000000 USD 2024-09-20 XXXX 50691.99000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC -701.61000000 -0.00015430851 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 2023-10-26 0.00000000 GBP 0.00000000 GBP 411613.80000000 GBP -701.61000000 N N N N/A N/A Cargill, Incorporated N/A 1.00000000 NC USD -344482.85000000 -0.07576379614 N/A DCO N/A N 2 Cargill Inc QXZYQNMR4JZ5RIRN4T31 CARGILL SOYBEAN OIL INDEX CARGILL SOYBEAN OIL INDEX CPASCBO Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-21 0.00000000 USD 0.00000000 USD 3280711.40000000 USD -344482.85000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 87375.00000000 0.019216810612 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 970.00000000 USD 2023-12-15 XXXX -77453.61000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC -2338.68000000 -0.00051435731 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 2024-01-25 0.00000000 GBP 0.00000000 GBP 1372046.00000000 GBP -2338.68000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 10812.50000000 0.002378045948 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 390.00000000 USD 2024-01-19 XXXX 4036.70000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD -34593.00000000 -0.00760820749 N/A DE N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MSCI Emerging Markets Minimum Volatility Index M1EFMVOL Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2023-11-27 0.00000000 USD 0.00000000 USD 3633240.00000000 USD -34593.00000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -36279.23000000 -0.00797906829 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index IIEELBMN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-01-25 0.00000000 USD 0.00000000 USD 1460261.00000000 USD -36279.23000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -26384.90000000 -0.00580295995 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index IIEELBMN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-01-25 0.00000000 USD 0.00000000 USD 1062008.00000000 USD -26384.90000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -31261.37000000 -0.00687546582 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 2024-01-30 0.00000000 JPY 0.00000000 JPY 359902400.00000000 JPY -31261.37000000 N N N Invesco Premier U.S. Government Money Portfolio 549300TCMEM5428K3T88 Invesco Premier U.S. Government Money Portfolio, Institutional Class 00142W843 70819949.79000000 NS USD 70819949.79000000 15.57577754190 Long STIV RF US N 1 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 69893.42000000 0.015372001318 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 7800.00000000 GBP 2024-03-15 XXXX -19369.82000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -26953.09000000 -0.00592792476 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 2024-02-27 0.00000000 USD 0.00000000 USD 743962.10000000 USD -26953.09000000 N N N N/A N/A Royal Bank of Canada N/A 1.00000000 NC USD -155944.46000000 -0.03429762694 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 2024-02-21 0.00000000 USD 0.00000000 USD 3339882.78000000 USD -155944.46000000 N N N N/A N/A Nikkei 225 Index Option N/A 9.00000000 NC 4516.86000000 0.000993415086 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 27000.00000000 JPY 2023-12-08 XXXX -96741.09000000 N N N N/A N/A Canadian Imperial Bank of Commerce N/A 1.00000000 NC USD -229251.36000000 -0.05042037159 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 2024-02-21 0.00000000 USD 0.01000000 USD 3916608.02000000 USD -229251.35000000 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 Invesco Treasury Portfolio, Institutional Class 825252406 45512009.39000000 NS USD 45512009.39000000 10.00967857003 Long STIV RF US N 1 N N N N/A N/A EURO STOXX 50 Index Option N/A 35.00000000 NC 105127.66000000 0.023121239855 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4300.00000000 EUR 2024-07-19 XXXX 24949.34000000 N N N N/A N/A Cargill, Incorporated N/A 1.00000000 NC USD -1075.05000000 -0.00023644099 N/A DCO N/A N 2 Cargill Inc QXZYQNMR4JZ5RIRN4T31 CARGILL LEAN HOG INDEX CARGILL LEAN HOG INDEX CPASCLH Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-08-01 0.00000000 USD 0.00000000 USD 29918.75000000 USD -1075.05000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -266441.84000000 -0.05859985554 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 2024-01-24 0.00000000 EUR 0.00000000 EUR 9286737.25000000 EUR -266441.84000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC -45115.85000000 -0.00992254929 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 2024-01-30 0.00000000 JPY 0.00000000 JPY 519404600.00000000 JPY -45115.85000000 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 50420.63000000 0.011089255481 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 7575.00000000 GBP 2024-04-19 XXXX -29556.59000000 N N N N/A N/A Barclays Bank PLC N/A 1.00000000 NC USD -159628.56000000 -0.03510788905 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 2024-02-21 0.00000000 USD 0.00000000 USD 3278790.06000000 USD -159628.56000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC -7460.10000000 -0.00164073623 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 2024-01-29 0.00000000 JPY 0.00000000 JPY 85885800.00000000 JPY -7460.10000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 35.00000000 NC 13580.38000000 0.002986799319 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 3875.00000000 EUR 2023-12-15 XXXX -51487.65000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 35.00000000 NC 78966.01000000 0.017367380360 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4200.00000000 EUR 2024-05-17 XXXX -14864.35000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 192375.00000000 0.042309973581 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1000.00000000 USD 2024-07-19 XXXX 46299.27000000 N N N N/A N/A Nikkei 225 Index Option N/A 9.00000000 NC 159294.70000000 0.035034461591 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 32250.00000000 JPY 2024-09-13 XXXX 12497.67000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 35.00000000 NC 126330.81000000 0.027784552221 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4400.00000000 EUR 2024-08-16 XXXX 18376.01000000 N N N N/A N/A Goldman Sachs International N/A 1.00000000 NC USD -5664.60000000 -0.00124584315 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 2024-02-21 0.00000000 USD 0.00000000 USD 289931.13000000 USD -5664.60000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 124625.00000000 0.027409385094 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 960.00000000 USD 2024-05-17 XXXX -29454.73000000 N N N N/A N/A Royal Bank of Canada N/A 1.00000000 NC USD 153958.28000000 0.033860796669 N/A DCO N/A N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 RBC Commodity SB01 ER Custom Index RBCASB01 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-21 0.00000000 USD 0.00000000 USD 3315922.56000000 USD 153958.28000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -6408.01000000 -0.00140934494 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SONIA INTEREST RATE BENCHMARK SONIA INTEREST RATE BENCHMARK SONIO/N Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-01-25 0.00000000 GBP 0.00000000 GBP 3759406.04000000 GBP -6408.01000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 135125.00000000 0.029718701391 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 960.00000000 USD 2024-06-21 XXXX -14764.67000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 44175.00000000 0.009715623563 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 425.00000000 USD 2024-06-21 XXXX 12899.20000000 N N N N/A N/A Cargill, Incorporated N/A 1.00000000 NC USD -20730.92000000 -0.00455945251 N/A DCO N/A N 2 Cargill Inc QXZYQNMR4JZ5RIRN4T31 CARGILL COFFEE FRONT INDEX CARGILL COFFEE FRONT INDEX CPASCKC1 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-07-03 0.00000000 USD 0.00000000 USD 416785.88000000 USD -20730.92000000 N N N N/A N/A EURO STOXX 50 Index Option N/A 35.00000000 NC 43072.37000000 0.009473116760 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 4100.00000000 EUR 2024-02-16 XXXX -27170.34000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD -4102.63000000 -0.00090231145 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCXDLP COPPER EXCESS RETURN STRATEGY MLCXDLPE MLCXDLPE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-01-24 3633.41000000 USD 0.00000000 USD 1211660.85000000 USD -7736.04000000 N N N N/A N/A FTSE 100 Index Future N/A 10.00000000 NC 13095.76000000 0.002880214474 N/A DE N/A N 1 ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION N/A Long FTSE 100 Index UKX N/A 2023-12-15 756366.65000000 GBP 13095.76000000 N N N Invesco Government Money Market Fund 549300FZWHBQKHBZX613 Invesco Government Money Market Fund, Cash Reserve Shares 00142C771 64381772.54000000 NS USD 64381772.54000000 14.15979776616 Long STIV RF US N 1 N N N N/A N/A Macquarie Bank Limited N/A 1.00000000 NC USD -118606.79000000 -0.02608577076 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 2024-02-21 0.00000000 USD 0.00000000 USD 5375965.84000000 USD -118606.79000000 N N N N/A N/A Japan 10 year Bonds Future N/A 80.00000000 NC -596054.06000000 -0.13109308138 N/A DIR N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Long Japan Government Bond Japan Government Bond 2023-12-13 11685874318.00000000 JPY -596054.06000000 N N N N/A N/A Merrill Lynch International N/A 1.00000000 NC USD 190665.86000000 0.041934074070 N/A DCO N/A N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BOFA MERRILL LYNCH COMMODITY MLCXLAA ALUMINIUM EXCESS RETURN STRATEGY MLCXLAAE MLCXLAAE Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-09-25 0.00000000 USD 0.00000000 USD 3594476.34000000 USD 190665.86000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -208440.67000000 -0.04584337487 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco Emerging Markets + Korea Large Cap Broad Price Momentum Index IIEELBMN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-23 0.00000000 USD 0.00000000 USD 8389863.20000000 USD -208440.67000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -38916.60000000 -0.00855911796 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 2023-11-28 0.00000000 USD 0.00000000 USD 1081397.20000000 USD -38916.60000000 N N N N/A N/A Citibank, N.A. N/A 1.00000000 NC -1403.21000000 -0.00030861483 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 2024-01-26 0.00000000 GBP 0.00000000 GBP 823227.60000000 GBP -1403.21000000 N N N N/A N/A Nikkei 225 Index Option N/A 9.00000000 NC 49685.49000000 0.010927572549 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 28250.00000000 JPY 2024-06-14 XXXX -66806.20000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -219764.34000000 -0.04833384493 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 2023-11-28 0.00000000 USD 0.00000000 USD 6106713.60000000 USD -219764.34000000 N N N N/A N/A Nikkei 225 Index Option N/A 9.00000000 NC 129483.40000000 0.028477916741 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 31250.00000000 JPY 2024-09-13 XXXX 11720.91000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -40784.26000000 -0.00896988154 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MSCI Emerging Markets Minimum Volatility Index M1EFMVOL Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-26 0.00000000 USD 0.00000000 USD 4283496.80000000 USD -40784.26000000 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 63750.22000000 0.014020897330 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 7575.00000000 GBP 2024-06-21 XXXX -21911.69000000 N N N N/A N/A Nikkei 225 Index Option N/A 9.00000000 NC 15357.33000000 0.003377612613 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 26250.00000000 JPY 2024-03-08 XXXX -65963.98000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 134625.00000000 0.029608733948 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 975.00000000 USD 2024-04-19 XXXX -18872.53000000 N N N N/A N/A Silver Future N/A 66.00000000 NC USD -220843.83000000 -0.04857126244 N/A DCO N/A N 1 Commodities Exchange Inc. N/A Long Silver Silver 2023-12-27 7629343.83000000 USD -220843.83000000 N N N Invesco Treasury Obligations Portfolio 549300AX0P1O1RVENL43 Invesco Treasury Obligations Portfolio, Institutional Class 825252505 51505418.03000000 NS USD 51505418.03000000 11.32783821249 Long STIV RF US N 1 N N N N/A N/A EURO STOXX 50 Index Option N/A 35.00000000 NC 2146.22000000 0.000472028649 N/A DE N/A N 1 Eurex Deutschland N/A Put Purchased EURO STOXX 50 Index SX5E N/A 10.00000000 3500.00000000 EUR 2023-11-17 XXXX -48917.02000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC USD -270795.42000000 -0.05955735966 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 2023-11-01 0.00000000 USD 0.00000000 USD 6627296.20000000 USD -270795.42000000 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 22254.62000000 0.004894567299 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 7450.00000000 GBP 2023-12-15 XXXX -35993.27000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 272625.00000000 0.059959748135 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 1050.00000000 USD 2024-08-16 XXXX 111831.24000000 N N N N/A N/A Morgan Stanley Capital Services LLC N/A 1.00000000 NC USD 347542.00000000 0.076436609945 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 2024-07-08 0.00000000 USD 0.00000000 USD 6675656.00000000 USD 347542.00000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 20212.50000000 0.004445433871 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 400.00000000 USD 2024-03-15 XXXX 7061.70000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 37662.50000000 0.008283297621 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 420.00000000 USD 2024-05-17 XXXX 11811.70000000 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 4404.56000000 0.000968716398 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 7050.00000000 GBP 2023-11-17 XXXX -35470.07000000 N N N N/A N/A Goldman Sachs International N/A 1.00000000 NC USD -261009.65000000 -0.05740512746 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 2024-02-21 0.00000000 USD 0.00000000 USD 3204858.25000000 USD -261009.65000000 N N N N/A N/A Citibank, N.A. 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N/A 1.00000000 NC -11455.95000000 -0.00251956305 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 2024-02-26 0.00000000 GBP 0.00000000 GBP 1826150.30000000 GBP -11455.95000000 N N N N/A N/A Nikkei 225 Index Option N/A 9.00000000 NC 151465.47000000 0.033312540788 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 32000.00000000 JPY 2024-09-13 XXXX 8032.63000000 N N N N/A N/A MSCI Emerging Markets Index Option N/A 25.00000000 NC USD 116125.00000000 0.025539938568 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 970.00000000 USD 2024-03-15 XXXX -30970.73000000 N N N N/A N/A BNP Paribas N/A 1.00000000 NC -93316.76000000 -0.02052361091 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI Japan Quality Index M4JPQU Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-02-22 0.00000000 JPY 0.00000000 JPY 670990366.30000000 JPY -93316.76000000 N N N N/A N/A MSCI Emerging Markets Index Future N/A -4.00000000 NC USD 5553.35000000 0.001221375395 N/A DE N/A N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Short MSCI Emerging Markets Index MXEF N/A 2023-12-15 196653.35000000 USD 5553.35000000 N N N N/A N/A JPMorgan Chase Bank, National Association N/A 1.00000000 NC -20492.08000000 -0.00450692326 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 2024-05-23 0.00000000 GBP 0.00000000 GBP 6850204.90000000 GBP -20492.08000000 N N N N/A N/A New York Harbor Ultra-Low Sulfur Diesel Future N/A 96.00000000 NC USD 2880383.60000000 0.633496837006 N/A DCO N/A N 1 New York Mercantile Exchange, Inc. 5493008GFNDTXFPHWI47 Long NYMEX NY Harbor ULSD Futures NYMEX NY Harbor ULSD Futures 2023-11-30 9851866.00000000 USD 2880383.60000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 3475.00000000 0.000764273726 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 387.00000000 USD 2023-11-17 XXXX 1149.20000000 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 66416.14000000 0.014607226140 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 7575.00000000 GBP 2024-07-19 XXXX -15634.54000000 N N N N/A N/A FTSE 100 Index Option N/A 19.00000000 NC 65372.95000000 0.014377792267 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 7500.00000000 GBP 2024-08-16 XXXX -12205.36000000 N N N N/A N/A S&P 500 Mini Index Option N/A 25.00000000 NC USD 83375.00000000 0.018337071071 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 460.00000000 USD 2024-09-20 XXXX 20949.20000000 N N N 2023-10-30 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer XXXX