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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 06/30/2020

    Invesco Balanced-Risk Allocation Trust

    CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
    IRTGOVTT8 IRT GOVT TRUST 1389593000 $1,389,593,000.00 44.79% N/A
    CASHUSD00 USD CURRENCY CASH 1075845710 $1,075,845,709.81 34.68% 0.00
    FUTURES CASH COLLATERAL & VM 232010000 $232,010,000.00 7.48% N/A
    912796XG9 TREASURY BILL 0 8/27/2020 0 8/27/2020 163500000 $163,465,699.34 5.27% Aaa 0.00 08/27/2020
    912796TU3 UNITED STATES TREASURY BILL B 12/03/20 162500000 $162,395,052.63 5.23% Aaa 0.00 12/03/2020
    CARGAG377 Agric 2X FLEX Index CARG-2020-02 37000000 $38,252,642.80 1.23% 0.10 04/21/2021
    78011GBQ9 ROYAL BANK OF CANADA RY FLOAT 09/30/20 27300000 $26,075,287.66 0.84% 0.10 09/30/2020
    SWAP COLLATERAL USD 3700559 $3,700,559.36 0.12% N/A
    ESU0 S&P500 EMINI FUT Sep20ESU0 1335 $2,836,875.00 0.09% N/A 09/18/2020
    SIU0 SILVER FUTURE Sep20SIU0 COMB 840 $2,406,600.00 0.08% N/A 09/28/2020
    RTYU0 E-Mini Russ 2000 Sep20RTYU0 3120 $2,246,400.00 0.07% N/A 09/18/2020
    GCQ0 GOLD 100 OZ FUTR Aug20GCQ0 COMB 918 $1,771,740.00 0.06% N/A 08/27/2020
    CASHGBP00 GBP CURRENCY CASH 1627480 $2,011,158.43 0.06% 0.00
    TPU0 TOPIX INDX FUTR Sep20TPU0 COMB 2390 $1,439,959.22 0.05% N/A 09/10/2020
    HIN0 HANG SENG IDX FUT Jul20HIN0 COMB 1250 $1,507,976.96 0.05% N/A 07/30/2020
    Copper BARC Optim Idx ER Swap (Long) (Leg A) 60000 $1,479,300.00 0.05% 0.00 02/05/2021
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 470000 $1,343,401.00 0.04% 0.00 04/09/2021
    CASHCAD09 CAD CURRENCY CASH 1566400 $1,150,284.56 0.04% 0.00
    XBQ0 GASOLINE RBOB FUT Aug20XBQ0 COMB 1500 $863,100.00 0.03% N/A 07/31/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg A) 127000 $952,144.40 0.03% 0.00 07/27/2020
    XMU0 AUST 10Y BOND FUT Sep20XMU0 COMB 8350 $693,391.01 0.02% N/A 09/15/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 380000 $256,572.20 0.01% 0.00 10/15/2020
    Agric FLEX Index 2019-02 CARG Swap (Long) (Leg B) -127748574 -$37,834.58 0.00% 0.47 02/16/2021
    Agric FLEX Index 2019-02 CARG Swap (Long) 204000 $0.00 0.00% N/A 02/16/2021
    Copper BARC Optim Idx ER Swap (Long) 60000 $0.00 0.00% N/A 02/05/2021
    Copper BARC Optim Idx ER Swap (Long) (Leg B) -27095394 -$3,919.55 0.00% 0.33 02/05/2021
    Nat Gas Seasonal BAML Swap (Long) 110000 $0.00 0.00% N/A 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 110000 $0.00 0.00% 0.00 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -4567398 -$1,055.67 0.00% 0.25 11/12/2020
    Agric Index 2019-08 GS FLEX Swap (Long) 20000 $0.00 0.00% N/A 10/29/2020
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg A) 20000 -$6,005.20 0.00% 0.00 10/29/2020
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg B) -1275330 -$321.45 0.00% 0.40 10/29/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 380000 $0.00 0.00% N/A 10/15/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -28660630 -$4,475.76 0.00% 0.38 10/15/2020
    CASH SECURITY USD 0 $50,503.45 0.00% N/A
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 470000 $0.00 0.00% N/A 04/09/2021
    CASHEUR08 EUR CURRENCY CASH -53100 -$59,634.48 0.00% 0.00
    HIM0SW HANG SENG IDX FUT JUN20HIM0 COMB SWAP ON FUTURE 0 $0.00 0.00% N/A 06/29/2020
    GasOil JPM Opt Roll Swap (Long) (Leg B) -12719122 -$784.06 0.00% 0.25 04/27/2021
    GasOil JPM Opt Roll Swap (Long) 95000 $0.00 0.00% N/A 04/27/2021
    Copper MACQ Dynamic ER Swap (Long) 127000 $0.00 0.00% N/A 07/27/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg B) -50182958 -$1,979.82 0.00% 0.24 07/27/2020
    VGU0 EURO STOXX 50 Sep20VGU0 5310 $59,633.95 0.00% N/A 09/18/2020
    HOZ0 NY Harb ULSD Fut Dec20HOZ0 COMB 280 -$42,336.00 0.00% N/A 11/30/2020
    G U0 LONG GILT FUTURE Sep20G U0 753 -$148,883.16 0.00% N/A 09/28/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -33189003 -$5,455.73 0.00% 0.30 04/09/2021
    CLF1 WTI CRUDE FUTURE Jan21CLF1 COMB 680 -$340,000.00 -0.01% N/A 12/21/2020
    GasOil JPM Opt Roll Swap (Long) (Leg A) 95000 -$434,843.50 -0.01% 0.00 04/27/2021
    Agric FLEX Index 2019-02 CARG Swap (Long) (Leg A) 204000 -$344,841.60 -0.01% 0.00 02/16/2021
    HIN0SW HANG SENG IDX FUT JUL20HIN0 COMB SWAP ON FUTURE 90 -$174,419.63 -0.01% N/A 07/30/2020
    CASHAUD07 AUD CURRENCY CASH -1007177 -$693,391.01 -0.02% 0.00
    USU0 US LONG BOND(CBT) Sep20USU0 COMB 1790 -$839,062.50 -0.03% N/A 09/21/2020
    COF1 BRENT CRUDE FUTR Jan21COF1 1670 -$918,500.00 -0.03% N/A 11/30/2020
    CNU0 CAN 10YR BOND FUT Sep20CNU0 7120 -$1,150,284.56 -0.04% N/A 09/21/2020
    CASHJPY06 JPY CURRENCY CASH -155350000 -$1,439,959.22 -0.05% 0.00
    HKD CURRENCY CASH -11687500 -$1,507,976.95 -0.05% N/A
    Z U0 FTSE 100 IDX FUT Sep20Z U0 2740 -$1,862,275.25 -0.06% N/A 09/18/2020

    ** 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.