Log in Register
  • Contact Us
  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 06/30/2020

    Invesco Balanced-Risk Commodity Trust

    CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
    IRTGOVTT8 IRT GOVT TRUST 100014000 $100,014,000.00 45.92% N/A
    CASHUSD00 USD CURRENCY CASH 70470928 $70,470,928.13 32.35% 0.00
    FUTURES CASH COLLATERAL & VM 19600000 $19,600,000.00 9.00% N/A
    912796XG9 TREASURY BILL 0 8/27/2020 0 8/27/2020 11650000 $11,647,555.95 5.35% Aaa 0.00 08/27/2020
    912796TU3 UNITED STATES TREASURY BILL B 12/03/20 11650000 $11,642,476.08 5.35% Aaa 0.00 12/03/2020
    SWAP COLLATERAL USD 1380000 $1,380,000.00 0.63% N/A
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 374000 $1,069,004.20 0.49% 0.00 04/09/2021
    NatGas CIBC F0 Swap (Short) (Leg A) -215000 $513,635.00 0.24% N/A 06/02/2021
    SIU0 SILVER FUTURE Sep20SIU0 COMB 177 $507,105.00 0.23% N/A 09/28/2020
    SMZ0 SOYBEAN MEAL FUTR Dec20SMZ0 COMB 557 $406,610.00 0.19% N/A 12/14/2020
    S X0 SOYBEAN FUTURE Nov20S X0 COMB 351 $364,162.50 0.17% N/A 11/13/2020
    GCQ0 GOLD 100 OZ FUTR Aug20GCQ0 COMB 189 $364,770.00 0.17% N/A 08/27/2020
    CTZ0 COTTON NO.2 FUTR Dec20CTZ0 289 $180,625.00 0.08% N/A 12/08/2020
    XBQ0 GASOLINE RBOB FUT Aug20XBQ0 COMB 310 $178,374.00 0.08% N/A 07/31/2020
    C Z0 CORN FUTURE Dec20C Z0 COMB 183 $144,112.50 0.07% N/A 12/14/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 171000 $115,457.49 0.05% 0.00 10/15/2020
    CARG Gold ER Swap (Long) (Leg A) 1600 $99,030.40 0.05% 0.00 12/10/2020
    Cotton GS Seasonal Swap (Long) (Leg A) 195000 $62,912.85 0.03% 0.00 09/21/2020
    KCU0 COFFEE 'C' FUTURE Sep20KCU0 111 $37,462.50 0.02% N/A 09/18/2020
    Silver MACQ Idx ER Swap (Long) (Leg A) 2800 $17,410.68 0.01% 0.00 12/09/2020
    SoyBeans BARC Seasonal ER Swap (Long) (Leg A) 8900 $13,265.45 0.01% 0.00 09/03/2020
    W Z0 WHEAT FUTURE(CBT) Dec20W Z0 COMB 117 $32,175.00 0.01% N/A 12/14/2020
    Lean Hogs BAML F0 ER Swap (Short) 1240000 $0.00 0.00% N/A 12/03/2020
    Silver MACQ Idx ER Swap (Long) (Leg B) -536314 -$14.11 0.00% 0.16 12/09/2020
    Silver MACQ Idx ER Swap (Long) 2800 $0.00 0.00% N/A 12/09/2020
    Live Cattle BARC OY ER Swap (Long) (Leg B) -367229 -$75.66 0.00% 0.47 12/10/2020
    SoybeanOil CIBC Frnt Swap (Short) (Leg B) 2188197 -$107.91 0.00% -0.09 12/10/2020
    CARG Gold ER Swap (Long) (Leg B) -1770042 -$133.84 0.00% 0.12 12/10/2020
    Nickel F3 Swap BAML (Long) (Leg B) -3246325 -$510.30 0.00% 0.18 12/10/2020
    Coffee BAML F0 ER Swap (Short) (Leg B) 3797434 $0.00 0.00% 0.00 12/10/2020
    Aluminum MACQ F0 Swap (Short) (Leg B) 1273265 -$28.26 0.00% -0.14 12/10/2020
    Live Cattle BARC OY ER Swap (Long) (Leg A) 4000 $1,052.00 0.00% 0.00 12/10/2020
    Nickel F3 Swap BAML (Long) (Leg A) 13300 $0.00 0.00% 0.00 12/10/2020
    Coffee BAML F0 ER Swap (Short) (Leg A) -580000 $0.00 0.00% N/A 12/10/2020
    Live Cattle BARC OY ER Swap (Long) 4000 $0.00 0.00% N/A 12/10/2020
    SoybeanOil CIBC Frnt Swap (Short) 55000 $0.00 0.00% N/A 12/10/2020
    CARG Gold ER Swap (Long) 1600 $0.00 0.00% N/A 12/10/2020
    Nickel F3 Swap BAML (Long) 13300 $0.00 0.00% N/A 12/10/2020
    Coffee BAML F0 ER Swap (Short) 580000 $0.00 0.00% N/A 12/10/2020
    Aluminum MACQ F0 Swap (Short) 29000 $0.00 0.00% N/A 12/10/2020
    Zinc MACQ F0 Swap (Short) (Leg B) 2900841 -$57.22 0.00% -0.12 12/10/2020
    Corn MS F0 Swap (Short) (Leg B) 5707964 -$117.29 0.00% -0.05 12/10/2020
    Kansas Wheat MS F0 Swap (Short) (Leg B) 577713 -$11.87 0.00% -0.05 12/10/2020
    Wheat MS F0 Swap (Short) (Leg B) 466710 -$9.59 0.00% -0.05 12/10/2020
    Zinc MACQ F0 Swap (Short) (Leg A) -22000 $4,600.20 0.00% N/A 12/10/2020
    Kansas Wheat MS F0 Swap (Short) (Leg A) -3700 $9,370.25 0.00% N/A 12/10/2020
    Wheat MS F0 Swap (Short) (Leg A) -1900 $8,845.26 0.00% N/A 12/10/2020
    Zinc MACQ F0 Swap (Short) 22000 $0.00 0.00% N/A 12/10/2020
    Corn MS F0 Swap (Short) 25200 $0.00 0.00% N/A 12/10/2020
    Kansas Wheat MS F0 Swap (Short) 3700 $0.00 0.00% N/A 12/10/2020
    Wheat MS F0 Swap (Short) 1900 $0.00 0.00% N/A 12/10/2020
    Cocoa BAML F0 ER Swap (Short) (Leg B) 1685986 $0.00 0.00% 0.00 01/04/2021
    Cocoa BAML F0 ER Swap (Short) (Leg A) -33000 $0.00 0.00% N/A 01/04/2021
    Cocoa BAML F0 ER Swap (Short) 33000 $0.00 0.00% N/A 01/04/2021
    Nickel MACQ F0 Swap (Short) (Leg B) 1190835 -$32.30 0.00% -0.17 02/03/2021
    Cocoa Roll BARC (Long) (Leg B) -7615576 -$1,435.48 0.00% 0.43 02/03/2021
    Nickel MACQ F0 Swap (Short) 15000 $0.00 0.00% N/A 02/03/2021
    Cocoa Roll BARC (Long) 61000 $0.00 0.00% N/A 02/03/2021
    Sugar GS GSCI Mar-Mar ER Swap (Long) (Leg B) -984579 -$229.56 0.00% 0.37 03/22/2021
    Sugar GS GSCI Mar-Mar ER Swap (Long) (Leg A) 6800 -$8,547.60 0.00% 0.00 03/22/2021
    Sugar GS GSCI Mar-Mar ER Swap (Long) 6800 $0.00 0.00% N/A 03/22/2021
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -26409973 -$4,341.36 0.00% 0.30 04/09/2021
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 374000 $0.00 0.00% N/A 04/09/2021
    GasOil JPM Opt Roll Swap (Long) (Leg B) -4886821 -$301.24 0.00% 0.25 04/27/2021
    GasOil JPM Opt Roll Swap (Long) 36500 $0.00 0.00% N/A 04/27/2021
    Soybean Oil MS Opt Roll Swap (Long) (Leg B) -1767987 -$217.97 0.00% 0.30 04/27/2021
    Soybean Oil MS Opt Roll Swap (Long) (Leg A) 15000 -$1,816.50 0.00% 0.00 04/27/2021
    Soybean Oil MS Opt Roll Swap (Long) 15000 $0.00 0.00% N/A 04/27/2021
    Zinc F3 Swap BAML (Long) (Leg B) -3990030 -$632.16 0.00% 0.18 04/29/2021
    Zinc F3 Swap BAML (Long) (Leg A) 33000 $0.00 0.00% 0.00 04/29/2021
    Zinc F3 Swap BAML (Long) 33000 $0.00 0.00% N/A 04/29/2021
    Oil Brent MACQ F0 Swap (Short) (Leg B) 651156 -$8.03 0.00% -0.08 05/06/2021
    Unlgas MACQ F0 Swap (Short) (Leg B) 703379 -$6.93 0.00% -0.06 05/06/2021
    Oil Crude MACQ F0 Swap (Short) (Leg B) 707695 -$6.98 0.00% -0.06 05/06/2021
    Oil Brent MACQ F0 Swap (Short) (Leg A) -10000 -$2,375.00 0.00% N/A 05/06/2021
    Unlgas MACQ F0 Swap (Short) (Leg A) -13000 $296.40 0.00% N/A 05/06/2021
    Oil Crude MACQ F0 Swap (Short) (Leg A) -50000 -$7,820.00 0.00% N/A 05/06/2021
    Oil Brent MACQ F0 Swap (Short) 10000 $0.00 0.00% N/A 05/06/2021
    Unlgas MACQ F0 Swap (Short) 13000 $0.00 0.00% N/A 05/06/2021
    Oil Crude MACQ F0 Swap (Short) 50000 $0.00 0.00% N/A 05/06/2021
    Soymeal MS F0 Swap (Short) (Leg B) 1766466 -$21.78 0.00% -0.03 06/01/2021
    Soymeal MS F0 Swap (Short) (Leg A) -5000 -$1,195.00 0.00% N/A 06/01/2021
    Soymeal MS F0 Swap (Short) 5000 $0.00 0.00% N/A 06/01/2021
    NatGas CIBC F0 Swap (Short) (Leg B) 6549760 -$358.89 0.00% -0.10 06/02/2021
    NatGas CIBC F0 Swap (Short) 215000 $0.00 0.00% N/A 06/02/2021
    Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) -5566224 -$750.30 0.00% 0.41 06/21/2021
    Sugar CARG GSCI Mar-Mar ER Swap (Long) 37800 $0.00 0.00% N/A 06/21/2021
    Oil Heating MACQ F0 Swap (Short) (Leg B) 572023 -$6.58 0.00% -0.06 06/24/2021
    Oil Heating MACQ F0 Swap (Short) (Leg A) -12000 -$8,341.20 0.00% N/A 06/24/2021
    Oil Heating MACQ F0 Swap (Short) 12000 $0.00 0.00% N/A 06/24/2021
    CASH SECURITY USD 0 $0.04 0.00% N/A
    Gasoil MACQ F0 Swap (Short) (Leg B) 671508 -$6.62 0.00% -0.06 09/03/2020
    Gasoil MACQ F0 Swap (Short) (Leg A) -9500 -$9,484.80 0.00% N/A 09/03/2020
    Gasoil MACQ F0 Swap (Short) 9500 $0.00 0.00% N/A 09/03/2020
    Copper BAML Optim Idx ER Swap (Long) (Leg B) -3018149 -$617.78 0.00% 0.25 09/14/2020
    Copper BAML Optim Idx ER Swap (Long) (Leg A) 5400 $0.00 0.00% 0.00 09/14/2020
    Copper BAML Optim Idx ER Swap (Long) 5400 $0.00 0.00% N/A 09/14/2020
    Cotton GS Seasonal Swap (Long) (Leg B) -6389928 -$1,811.94 0.00% 0.45 09/21/2020
    Cotton GS Seasonal Swap (Long) 195000 $0.00 0.00% N/A 09/21/2020
    SoyBeans BARC Seasonal ER Swap (Long) 8900 $0.00 0.00% N/A 09/03/2020
    SoyBeans BARC Seasonal ER Swap (Long) (Leg B) -1859219 -$244.50 0.00% 0.30 09/03/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -12897283 -$2,014.10 0.00% 0.38 10/15/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 171000 $0.00 0.00% N/A 10/15/2020
    Aluminum BAML OY ER Swap (Long) (Leg B) -378549 -$83.93 0.00% 0.28 11/02/2020
    Aluminum BAML OY ER Swap (Long) (Leg A) 4500 $0.00 0.00% 0.00 11/02/2020
    Aluminum BAML OY ER Swap (Long) 4500 $0.00 0.00% N/A 11/02/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -2948048 -$681.39 0.00% 0.25 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 71000 $0.00 0.00% 0.00 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) 71000 $0.00 0.00% N/A 11/12/2020
    Lean Hogs BAML F0 ER Swap (Short) (Leg B) 4735808 $0.00 0.00% 0.00 12/03/2020
    Lean Hogs BAML F0 ER Swap (Short) (Leg A) -1240000 $0.00 0.00% N/A 12/03/2020
    SoybeanOil CIBC Frnt Swap (Short) (Leg A) -55000 -$28,468.00 -0.01% N/A 12/10/2020
    HOZ0 NY Harb ULSD Fut Dec20HOZ0 COMB 80 -$12,096.00 -0.01% N/A 11/30/2020
    Nickel MACQ F0 Swap (Short) (Leg A) -15000 -$35,074.50 -0.02% N/A 02/03/2021
    Aluminum MACQ F0 Swap (Short) (Leg A) -29000 -$39,393.60 -0.02% N/A 12/10/2020
    Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) 37800 -$65,692.62 -0.03% 0.00 06/21/2021
    CLF1 WTI CRUDE FUTURE Jan21CLF1 COMB 155 -$77,500.00 -0.04% N/A 12/21/2020
    Corn MS F0 Swap (Short) (Leg A) -25200 -$123,807.60 -0.06% N/A 12/10/2020
    GasOil JPM Opt Roll Swap (Long) (Leg A) 36500 -$167,071.45 -0.08% 0.00 04/27/2021
    COF1 BRENT CRUDE FUTR Jan21COF1 359 -$197,450.00 -0.09% N/A 11/30/2020
    Cocoa Roll BARC (Long) (Leg A) 61000 -$268,863.60 -0.12% 0.00 02/03/2021

    ** 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.