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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 03/31/2020

    Invesco Balanced-Risk Allocation Trust

    CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
    IRTGOVTT8 IRT GOVT TRUST 1528593000 $1,528,593,000.00 50.12% N/A
    CASHUSD00 USD CURRENCY CASH 868221450 $868,221,450.16 28.46% 0.00
    FUTURES CASH COLLATERAL & VM 238160000 $238,160,000.00 7.81% N/A
    912796XG9 TREASURY BILL 0 8/27/2020 0 8/27/2020 182000000 $181,910,961.96 5.96% Aaa 0.00 08/27/2020
    912796TX7 UNITED STATES TREASURY BILL B 06/04/20 181000000 $180,966,212.73 5.93% Aaa 0.00 06/04/2020
    CARGAG377 Agric 2X FLEX Index CARG-2020-02 37000000 $39,134,353.76 1.28% 0.10 04/21/2021
    78011GBQ9 ROYAL BANK OF CANADA RY FLOAT 09/30/20 27300000 $26,366,670.56 0.86% 0.10 09/30/2020
    SWAP COLLATERAL USD 18120559 $18,120,559.36 0.59% N/A
    HIJ0 HANG SENG IDX FUT Apr20HIJ0 COMB 1225 $5,578,813.60 0.18% N/A 04/28/2020
    CASHJPY06 JPY CURRENCY CASH 229200000 $2,122,320.48 0.07% 0.00
    Z M0 FTSE 100 IDX FUT Jun20Z M0 2235 $2,245,829.69 0.07% N/A 06/19/2020
    VGM0 EURO STOXX 50 Jun20VGM0 5380 $1,946,992.41 0.06% N/A 06/19/2020
    XMM0 AUST 10Y BOND FUT Jun20XMM0 COMB 10500 $1,570,515.44 0.05% N/A 06/15/2020
    CNM0 CAN 10YR BOND FUT Jun20CNM0 8620 $847,769.58 0.03% N/A 06/19/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg A) 129000 $789,750.90 0.03% 0.00 07/27/2020
    GasOil JPM Opt Roll Swap (Long) (Leg A) 133000 $283,782.10 0.01% 0.00 04/27/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 540000 $0.00 0.00% N/A 10/15/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -42288296 -$7,044.19 0.00% 0.38 10/15/2020
    CASH SECURITY USD 0 -$150,946.40 0.00% N/A
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 510000 $0.00 0.00% N/A 04/13/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -34697085 -$5,988.81 0.00% 0.30 04/13/2020
    GasOil JPM Opt Roll Swap (Long) 133000 $0.00 0.00% N/A 04/27/2020
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg B) -130725797 -$32,950.06 0.00% 0.40 10/29/2020
    Agric Index 2019-08 GS FLEX Swap (Long) 1980000 $0.00 0.00% N/A 10/29/2020
    HIJ0SW HANG SENG IDX FUT MAR20HIJ0 COMB SWAP ON FUTURE 2 $4,204.63 0.00% N/A 04/28/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -395265 -$80.50 0.00% 0.25 11/12/2020
    Agric FLEX Index 2019-02 CARG Swap (Long) 201000 $0.00 0.00% N/A 02/16/2021
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 10000 $0.00 0.00% 0.00 11/12/2020
    Agric FLEX Index 2019-02 CARG Swap (Long) (Leg B) -126911521 -$56,758.06 0.00% 0.47 02/16/2021
    Copper BARC Optim Idx ER Swap (Long) 19000 $0.00 0.00% N/A 02/05/2021
    Nat Gas Seasonal BAML Swap (Long) 10000 $0.00 0.00% N/A 11/12/2020
    Copper BARC Optim Idx ER Swap (Long) (Leg B) -8000231 -$1,157.29 0.00% 0.33 02/05/2021
    HIH0SW HANG SENG IDX FUT MAR20HIH0 COMB SWAP ON FUTURE 0 $0.00 0.00% N/A 03/30/2020
    Copper MACQ Dynamic ER Swap (Long) 129000 $0.00 0.00% N/A 07/27/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg B) -42687712 -$1,964.80 0.00% 0.24 07/27/2020
    SIK0 SILVER FUTURE May20SIK0 COMB 970 $116,400.00 0.00% N/A 05/27/2020
    GasOil JPM Opt Roll Swap (Long) (Leg B) -16445423 -$1,013.76 0.00% 0.25 04/27/2020
    CLV0 WTI CRUDE FUTURE Oct20CLV0 COMB 910 $45,500.00 0.00% N/A 09/22/2020
    COM0 BRENT CRUDE FUTR Jun20COM0 1490 -$104,300.00 0.00% N/A 04/30/2020
    HOK0 NY Harb ULSD Fut May20HOK0 COMB 390 -$226,044.00 -0.01% N/A 04/30/2020
    Copper BARC Optim Idx ER Swap (Long) (Leg A) 19000 -$509,070.80 -0.02% 0.00 02/05/2021
    RTYM0 E-Mini Russ 2000 Jun20RTYM0 2770 -$941,800.00 -0.03% N/A 06/19/2020
    CASHCAD09 CAD CURRENCY CASH -1206800 -$847,769.58 -0.03% 0.00
    CASHGBP00 GBP CURRENCY CASH -760350 -$943,252.18 -0.03% 0.00
    XBK0 GASOLINE RBOB FUT May20XBK0 COMB 1310 -$1,325,982.00 -0.04% N/A 04/30/2020
    G M0 LONG GILT FUTURE Jun20G M0 2100 -$1,302,577.50 -0.04% N/A 06/26/2020
    CASHAUD07 AUD CURRENCY CASH -2568090 -$1,570,515.44 -0.05% 0.00
    CASHEUR08 EUR CURRENCY CASH -1775400 -$1,946,992.92 -0.06% 0.00
    TPM0 TOPIX INDX FUTR Jun20TPM0 COMB 1910 -$2,122,320.48 -0.07% N/A 06/11/2020
    ESM0 S&P500 EMINI FUT Jun20ESM0 1155 -$2,396,625.00 -0.08% N/A 06/19/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 540000 -$2,803,285.80 -0.09% 0.00 10/15/2020
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg A) 1980000 -$3,518,915.40 -0.12% 0.00 10/29/2020
    USM0 US LONG BOND(CBT) Jun20USM0 COMB 2205 -$3,652,031.25 -0.12% N/A 06/19/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 510000 -$3,629,364.00 -0.12% 0.00 04/13/2020
    HKD CURRENCY CASH -43242500 -$5,578,813.60 -0.18% N/A
    GCM0 GOLD 100 OZ FUTR Jun20GCM0 COMB 1360 -$6,337,600.00 -0.21% N/A 06/26/2020
    Agric FLEX Index 2019-02 CARG Swap (Long) (Leg A) 201000 -$6,866,461.50 -0.23% 0.00 02/16/2021

    ** Not Annualized if less than one year. Since Inception performance is as of the first full month the fund was open.

    Total return assumes reinvestment of dividends and capital gains for the periods indicated. Past performance is no guarantee of future results.

    The monthly adjusted returns are compounded and then annualized to compute the long-term results. Individual Plan performance may vary depending upon the timing of contributions and withdrawals. Investment return and principal value will fluctuate so that, when redeemed, an investor's shares may be worth more or less than when originally purchased.

    As with all investments, there are associated risks. Please obtain and read all information carefully before making investment decisions.

    Indices presented for comparison are unmanaged and considered to be representative of the stock or bond markets in general. Investors cannot invest directly in an index.

    The Invesco Collective Trust Funds are bank collective trust funds for which Invesco Trust Company serves as trustee and investment manager. The funds are not FDIC-insured or registered with the Securities and Exchange Commission. Fund investors and potential investors are strongly encouraged to review the funds' Declaration of Trust for additional information regarding the operation and investment objectives of the funds.

    All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments. It is not our intention to state, indicate or imply in any manner that current or past results are indicative of future profitability or expectations. As with all investments there are associated inherent risks. Please obtain and review all financial material carefully before investing.

    When evaluating whether a fund is appropriate for your investment goals, fund performance, fees and expenses are only a few of the criteria you should consider. You may also consider the investment objective, strategy and risks.

    Invesco Custom Intermediate Index, consisting of the following percentages of the Bloomberg Barclays US bond indices (the "Underlying Benchmark Indices"): 30% Intermediate US Treasury, 25% US MBS, 5% CMBS ERISA eligible AAA, 30% USD Corporate 1-5 Year, and 10% Intermediate Corporate (the "Index"). The Underlying Benchmark Indices, including percentages, may be changed from time to time when the investment manager and sub-adviser believe that such changes will benefit the Fund and its investors, without prior notice to investors. Information about the Index and the Underlying Benchmark Indices is available upon request.