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Quarterly Portfolio Holdings
Invesco Balanced-Risk Allocation Trust - Class C
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 |
For the Invesco Stable Value Trust and IBEW-NECA Stable Value Trust, the underlying Invesco Group Trust portfolio holdings information is available every 10th business day following month end. Please contact your client representative to obtain this information.
** 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.