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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 09/30/2019

    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 45.62% N/A
    CASHUSD00 USD CURRENCY CASH 1280119321 $1,280,119,320.68 38.21% 0.00
    912796SU4 UNITED STATES TREASURY BILL B 11/29/19 175000000 $174,483,032.50 5.21% Aaa 0.00 11/29/2019
    912796RN1 UNITED STATES TREASURY BILL B 12/05/19 175000000 $174,437,173.75 5.21% Aaa 0.00 12/05/2019
    FUTURES CASH COLLATERAL & VM 138660000 $138,660,000.00 4.14% N/A
    CARGAG369 Agric 2X Index CARG 2019-02 42800000 $36,301,977.72 1.08% 0.10 03/20/2020
    78011GBQ9 Agric 2X FLEX Index RBC 27300000 $29,113,071.98 0.87% 0.10 09/30/2020
    CASHAUD07 AUD CURRENCY CASH 8122295 $5,478,894.09 0.16% 0.00
    CASHCAD09 CAD CURRENCY CASH 3106500 $2,346,564.94 0.07% 0.00
    VGZ9 EURO STOXX 50 Dec19VGZ9 6110 $1,665,280.50 0.05% N/A 12/20/2019
    CASHJPY06 JPY CURRENCY CASH 192150000 $1,778,425.66 0.05% 0.00
    SWAP COLLATERAL USD 1150559 $1,150,559.36 0.03% N/A
    ESZ9 S&P500 EMINI FUT Dec19ESZ9 1330 $977,550.00 0.03% N/A 12/20/2019
    HIV9 HANG SENG IDX FUT Oct19HIV9 COMB 1180 $406,408.65 0.01% N/A 10/30/2019
    G Z9 LONG GILT FUTURE Dec19G Z9 875 $172,543.00 0.01% N/A 12/27/2019
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 440000 $0.00 0.00% N/A 04/13/2020
    Agric Index 2019-02 CARG Swap (Long) (Leg A) 187000 $0.00 0.00% 0.00 02/14/2020
    GasOil JPM Opt Roll Swap (Long) (Leg B) -32024639 -$1,754.77 0.00% 0.25 04/27/2020
    GasOil JPM Opt Roll Swap (Long) 126000 $0.00 0.00% N/A 04/27/2020
    CASH SECURITY USD 0 -$69,973.54 0.00% N/A
    Agric Index 2019-02 CARG Swap (Long) (Leg B) -123225614 -$49,014.92 0.00% 0.47 02/14/2020
    Agric Index 2019-02 CARG Swap (Long) 187000 $0.00 0.00% N/A 02/14/2020
    Agric Index 2019-02 GS Swap (Long) (Leg A) 30000 $89,158.50 0.00% 0.00 02/12/2020
    USZ9 US LONG BOND(CBT) Dec19USZ9 COMB 2280 -$71,250.00 0.00% N/A 12/19/2019
    Agric Index 2019-02 GS Swap (Long) (Leg B) -1964458 -$473.62 0.00% 0.40 02/12/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 95000 $0.00 0.00% N/A 10/15/2019
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -8214385 -$1,282.79 0.00% 0.38 10/15/2019
    Agric Index 2019-02 GS Swap (Long) 30000 $0.00 0.00% N/A 02/12/2020
    Copper MACQ Dynamic ER Swap (Long) 106000 $0.00 0.00% N/A 07/27/2020
    Nat Gas Seasonal BAML Swap (Long) 100000 $0.00 0.00% N/A 11/12/2019
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -3970930 -$863.95 0.00% 0.25 11/12/2019
    RTYZ9 E-Mini Russ 2000 Dec19RTYZ9 1980 $89,100.00 0.00% N/A 12/20/2019
    CASHGBP00 GBP CURRENCY CASH 3388 $4,175.29 0.00% 0.00
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 100000 $0.00 0.00% 0.00 11/12/2019
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -31484552 -$5,175.54 0.00% 0.30 04/13/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg B) -41874600 -$1,652.04 0.00% 0.24 07/27/2020
    Z Z9 FTSE 100 IDX FUT Dec19Z Z9 2865 -$176,548.46 -0.01% N/A 12/20/2019
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 440000 -$265,584.00 -0.01% 0.00 04/13/2020
    HKD CURRENCY CASH -3186000 -$406,408.65 -0.01% N/A
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 95000 -$305,088.70 -0.01% 0.00 10/15/2019
    Copper MACQ Dynamic ER Swap (Long) (Leg A) 106000 -$461,248.40 -0.01% 0.00 07/27/2020
    HOH0 NY Harb ULSD Fut Mar20HOH0 COMB 355 -$584,472.00 -0.02% N/A 02/28/2020
    GasOil JPM Opt Roll Swap (Long) (Leg A) 126000 -$1,170,829.80 -0.03% 0.00 04/27/2020
    CLF0 WTI CRUDE FUTURE Jan20CLF0 COMB 540 -$934,200.00 -0.03% N/A 12/19/2019
    TPZ9 TOPIX INDX FUTR Dec19TPZ9 COMB 2135 -$1,778,425.66 -0.05% N/A 12/12/2019
    COF0 BRENT CRUDE FUTR Jan20COF0 1010 -$1,727,100.00 -0.05% N/A 11/29/2019
    XBX9 GASOLINE RBOB FUT Nov19XBX9 COMB 1000 -$1,680,000.00 -0.05% N/A 10/31/2019
    CASHEUR08 EUR CURRENCY CASH -1527500 -$1,665,281.00 -0.05% 0.00
    CNZ9 CAN 10YR BOND FUT Dec19CNZ9 8175 -$2,346,564.94 -0.07% N/A 12/18/2019
    GCZ9 GOLD 100 OZ FUTR Dec19GCZ9 COMB 945 -$3,165,750.00 -0.09% N/A 12/27/2019
    SIZ9 SILVER FUTURE Dec19SIZ9 COMB 910 -$2,975,700.01 -0.09% N/A 12/27/2019
    XMZ9 AUST 10Y BOND FUT Dec19XMZ9 COMB 9700 -$5,478,894.09 -0.16% N/A 12/16/2019

    ** 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.