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Quarterly Portfolio Holdings
Invesco Balanced-Risk Commodity Trust - Class C
CUSIP | Security Name | Share/Par | Market Value | %TNA | Moody Rating | Coupon/Div Yield | Maturity Date |
---|---|---|---|---|---|---|---|
IRTGOVTT8 | IRT GOVT TRUST | 365664000 | $365,664,000.00 | 44.83% | N/A | ||
CASHUSD00 | USD CURRENCY CASH | 334786473 | $334,786,472.53 | 41.04% | 0.00 | ||
912796RN1 | UNITED STATES TREASURY BILL B 12/05/19 | 43800000 | $43,659,132.63 | 5.35% | Aaa | 0.00 | 12/05/2019 |
912796SU4 | UNITED STATES TREASURY BILL B 11/29/19 | 42900000 | $42,773,269.11 | 5.24% | Aaa | 0.00 | 11/29/2019 |
FUTURES CASH COLLATERAL & VM | 32600000 | $32,600,000.00 | 4.00% | N/A | |||
SWAP COLLATERAL USD | 4290000 | $4,290,000.00 | 0.53% | N/A | |||
Sugar GS GSCI Mar-Mar ER Swap (Long) (Leg A) | 172500 | $1,500,318.75 | 0.18% | 0.00 | 03/23/2020 | ||
S X9 | SOYBEAN FUTURE Nov19S X9 COMB | 1138 | $1,308,700.00 | 0.16% | N/A | 11/14/2019 | |
SMZ9 | SOYBEAN MEAL FUTR Dec19SMZ9 COMB | 1685 | $994,150.00 | 0.12% | N/A | 12/13/2019 | |
Cocoa Roll Yield BARC (Long) (Leg A) | 200000 | $936,380.01 | 0.11% | 0.00 | 02/04/2020 | ||
LNX9 | LME NICKEL FUTURE Nov19LNX9 | 25 | $707,513.10 | 0.09% | N/A | 11/18/2019 | |
NatGas CIBC F0 Swap (Short) (Leg A) | -100000 | $620,670.00 | 0.08% | N/A | 08/03/2020 | ||
Aluminum MACQ F0 Swap (Short) (Leg A) | -615000 | $573,918.00 | 0.07% | N/A | 01/02/2020 | ||
C Z9 | CORN FUTURE Dec19C Z9 COMB | 680 | $561,000.00 | 0.07% | N/A | 12/13/2019 | |
W Z9 | WHEAT FUTURE(CBT) Dec19W Z9 COMB | 580 | $246,500.00 | 0.03% | N/A | 12/13/2019 | |
Cotton GS Seasonal Swap (Long) (Leg A) | 563000 | $118,534.02 | 0.01% | 0.00 | 09/21/2020 | ||
Oilheating MACQ F0 Swap (Short) (Leg A) | -30000 | $69,705.00 | 0.01% | N/A | 07/02/2020 | ||
Nat Gas Seasonal BAML Swap (Long) | 250000 | $0.00 | 0.00% | N/A | 11/12/2019 | ||
Nat Gas Seasonal BAML Swap (Long) (Leg B) | -9927325 | -$2,159.86 | 0.00% | 0.25 | 11/12/2019 | ||
Nat Gas Seasonal BAML Swap (Long) (Leg A) | 250000 | $0.00 | 0.00% | 0.00 | 11/12/2019 | ||
Lean Hogs BAML F0 ER Swap (Short) | 350000 | $0.00 | 0.00% | N/A | 12/03/2019 | ||
Lean Hogs BAML F0 ER Swap (Short) (Leg A) | -350000 | $0.00 | 0.00% | N/A | 12/03/2019 | ||
Lean Hogs BAML F0 ER Swap (Short) (Leg B) | 1810480 | $0.00 | 0.00% | 0.00 | 12/03/2019 | ||
Zinc MACQ F0 Swap (Short) | 74000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Zinc MACQ F0 Swap (Short) (Leg B) | 10907977 | -$215.17 | 0.00% | -0.12 | 01/02/2020 | ||
Live Cattle BAML F0 ER Swap (Short) | 172000 | $0.00 | 0.00% | N/A | 12/03/2019 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg A) | -172000 | $0.00 | 0.00% | N/A | 12/03/2019 | ||
Live Cattle BAML F0 ER Swap (Short) (Leg B) | 11895331 | $0.00 | 0.00% | 0.00 | 12/03/2019 | ||
Cocoa BAML F0 ER Swap (Short) | 93000 | $0.00 | 0.00% | N/A | 12/03/2019 | ||
Cocoa BAML F0 ER Swap (Short) (Leg A) | -93000 | $0.00 | 0.00% | N/A | 12/03/2019 | ||
Cocoa BAML F0 ER Swap (Short) (Leg B) | 5100148 | $0.00 | 0.00% | 0.00 | 12/03/2019 | ||
Silver MACQ Idx ER Swap (Long) | 41000 | $0.00 | 0.00% | N/A | 12/11/2019 | ||
KCZ9 | COFFEE 'C' FUTURE Dec19KCZ9 | 265 | $24,843.75 | 0.00% | N/A | 12/18/2019 | |
CTZ9 | COTTON NO.2 FUTR Dec19CTZ9 | 1120 | -$39,200.00 | 0.00% | N/A | 12/06/2019 | |
Silver MACQ Idx ER Swap (Long) (Leg B) | -8123580 | -$213.66 | 0.00% | 0.16 | 12/11/2019 | ||
Corn MS F0 Swap (Short) | 38000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Corn MS F0 Swap (Short) (Leg B) | 10297730 | -$211.60 | 0.00% | -0.05 | 01/02/2020 | ||
Wheat MS F0 Swap (Short) | 76000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Wheat MS F0 Swap (Short) (Leg B) | 18588802 | -$381.96 | 0.00% | -0.05 | 01/02/2020 | ||
Coffee BAML F0 ER Swap (Short) | 2000000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Coffee BAML F0 ER Swap (Short) (Leg A) | -2000000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Coffee BAML F0 ER Swap (Short) (Leg B) | 14182800 | $0.00 | 0.00% | 0.00 | 01/02/2020 | ||
Wheatkc MS F0 Swap (Short) | 81000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Wheatkc MS F0 Swap (Short) (Leg B) | 12340674 | -$253.58 | 0.00% | -0.05 | 01/02/2020 | ||
Cocoa Roll Yield BARC (Long) | 200000 | $0.00 | 0.00% | N/A | 02/04/2020 | ||
Cocoa Roll Yield BARC (Long) (Leg B) | -26064380 | -$4,605.89 | 0.00% | 0.43 | 02/04/2020 | ||
Aluminum MACQ F0 Swap (Short) | 615000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Aluminum MACQ F0 Swap (Short) (Leg B) | 31453622 | -$698.01 | 0.00% | -0.14 | 01/02/2020 | ||
Nickel F3 Swap BAML (Long) | 23000 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
Nickel F3 Swap BAML (Long) (Leg B) | -7506982 | -$1,241.41 | 0.00% | 0.18 | 01/02/2020 | ||
Nickel F3 Swap BAML (Long) (Leg A) | 23000 | $0.00 | 0.00% | 0.00 | 01/02/2020 | ||
CARG Gold ER Swap (Long) | 7500 | $0.00 | 0.00% | N/A | 01/02/2020 | ||
CARG Gold ER Swap (Long) (Leg B) | -7282900 | -$794.67 | 0.00% | 0.12 | 01/02/2020 | ||
CARG Gold ER Swap (Long) (Leg A) | 7500 | $0.00 | 0.00% | 0.00 | 01/02/2020 | ||
Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) | 46500 | $0.00 | 0.00% | N/A | 01/16/2020 | ||
Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) (Leg B) | -6352063 | -$355.02 | 0.00% | 0.34 | 01/16/2020 | ||
Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) (Leg A) | 46500 | -$5,017.36 | 0.00% | 0.00 | 01/16/2020 | ||
NatGas CIBC F0 Swap (Short) (Leg B) | 6226660 | -$341.19 | 0.00% | -0.10 | 08/03/2020 | ||
NatGas CIBC F0 Swap (Short) | 100000 | $0.00 | 0.00% | N/A | 08/03/2020 | ||
Gasoil MACQ F0 Swap (Short) (Leg B) | 2363958 | -$23.32 | 0.00% | -0.06 | 09/03/2020 | ||
Gasoil MACQ F0 Swap (Short) (Leg A) | -18000 | $26,897.40 | 0.00% | N/A | 09/03/2020 | ||
Gasoil MACQ F0 Swap (Short) | 18000 | $0.00 | 0.00% | N/A | 09/03/2020 | ||
Cotton GS Seasonal Swap (Long) (Leg B) | -19081269 | -$2,587.73 | 0.00% | 0.45 | 09/21/2020 | ||
Cotton GS Seasonal Swap (Long) | 563000 | $0.00 | 0.00% | N/A | 09/21/2020 | ||
WTI Roll Yield BARC ER Swap (Long) | 23500 | $0.00 | 0.00% | N/A | 03/23/2020 | ||
WTI Roll Yield BARC ER Swap (Long) (Leg B) | -6541669 | -$940.93 | 0.00% | 0.35 | 03/23/2020 | ||
Sugar GS GSCI Mar-Mar ER Swap (Long) | 172500 | $0.00 | 0.00% | N/A | 03/23/2020 | ||
Sugar GS GSCI Mar-Mar ER Swap (Long) (Leg B) | -23805293 | -$5,308.91 | 0.00% | 0.37 | 03/23/2020 | ||
Brent Oil RBC OY ER Swap (Long) | 4000 | $0.00 | 0.00% | N/A | 03/23/2020 | ||
Brent Oil RBC OY ER Swap (Long) (Leg B) | -1175356 | -$355.34 | 0.00% | 0.35 | 03/23/2020 | ||
Brent Oil RBC OY ER Swap (Long) (Leg A) | 4000 | $0.00 | 0.00% | 0.00 | 03/23/2020 | ||
UNLGAS OptRoll Swap BAML (Long) | 100000 | $0.00 | 0.00% | N/A | 04/01/2020 | ||
UNLGAS OptRoll Swap BAML (Long) (Leg B) | -7556440 | -$1,336.41 | 0.00% | 0.21 | 04/01/2020 | ||
UNLGAS OptRoll Swap BAML (Long) (Leg A) | 100000 | $0.00 | 0.00% | 0.00 | 04/01/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) | 1322000 | $0.00 | 0.00% | N/A | 04/13/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) | -94596768 | -$15,550.15 | 0.00% | 0.30 | 04/13/2020 | ||
GasOil JPM Opt Roll Swap (Long) | 111000 | $0.00 | 0.00% | N/A | 04/27/2020 | ||
GasOil JPM Opt Roll Swap (Long) (Leg B) | -28212182 | -$1,545.87 | 0.00% | 0.25 | 04/27/2020 | ||
Soybean Oil MS Opt Roll Swap (Long) | 196000 | $0.00 | 0.00% | N/A | 04/27/2020 | ||
Soybean Oil MS Opt Roll Swap (Long) (Leg B) | -25288684 | -$3,117.78 | 0.00% | 0.30 | 04/27/2020 | ||
Zinc F3 Swap BAML (Long) | 128000 | $0.00 | 0.00% | N/A | 05/04/2020 | ||
Zinc F3 Swap BAML (Long) (Leg B) | -17843354 | -$2,618.47 | 0.00% | 0.18 | 05/04/2020 | ||
Zinc F3 Swap BAML (Long) (Leg A) | 128000 | $0.00 | 0.00% | 0.00 | 05/04/2020 | ||
Soymeal MS F0 Swap (Short) | 21500 | $0.00 | 0.00% | N/A | 06/03/2020 | ||
Soymeal MS F0 Swap (Short) (Leg B) | 8405277 | -$103.63 | 0.00% | -0.03 | 06/03/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) | 141000 | $0.00 | 0.00% | N/A | 06/19/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) | -21073719 | -$7,331.34 | 0.00% | 0.41 | 06/19/2020 | ||
Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) | 141000 | $0.00 | 0.00% | 0.00 | 06/19/2020 | ||
SoyBeans BARC Seasonal ER Swap (Long) | 26000 | $0.00 | 0.00% | N/A | 09/03/2020 | ||
SoyBeans BARC Seasonal ER Swap (Long) (Leg B) | -5927386 | -$730.77 | 0.00% | 0.30 | 09/03/2020 | ||
SoyBeans BARC Seasonal ER Swap (Long) (Leg A) | 26000 | $39,517.40 | 0.00% | 0.00 | 09/03/2020 | ||
Oilheating MACQ F0 Swap (Short) | 30000 | $0.00 | 0.00% | N/A | 07/02/2020 | ||
Oilheating MACQ F0 Swap (Short) (Leg B) | 2588592 | -$25.53 | 0.00% | -0.06 | 07/02/2020 | ||
CASH SECURITY USD | 0 | $0.04 | 0.00% | N/A | |||
Aluminum MS GSCI Dynamic Roll Swap (Long) | 525000 | $0.00 | 0.00% | N/A | 10/15/2019 | ||
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) | -45395285 | -$7,089.13 | 0.00% | 0.38 | 10/15/2019 | ||
Soymeal MS F0 Swap (Short) (Leg A) | -21500 | -$59,054.05 | -0.01% | N/A | 06/03/2020 | ||
Wheatkc MS F0 Swap (Short) (Leg A) | -81000 | -$181,035.00 | -0.02% | N/A | 01/02/2020 | ||
Wheat MS F0 Swap (Short) (Leg A) | -76000 | -$266,235.60 | -0.03% | N/A | 01/02/2020 | ||
Corn MS F0 Swap (Short) (Leg A) | -38000 | -$385,475.80 | -0.05% | N/A | 01/02/2020 | ||
Silver MACQ Idx ER Swap (Long) (Leg A) | 41000 | -$483,201.40 | -0.06% | 0.00 | 12/11/2019 | ||
HOH0 | NY Harb ULSD Fut Mar20HOH0 COMB | 320 | -$526,848.00 | -0.06% | N/A | 02/28/2020 | |
Zinc MACQ F0 Swap (Short) (Leg A) | -74000 | -$533,776.80 | -0.07% | N/A | 01/02/2020 | ||
WTI Roll Yield BARC ER Swap (Long) (Leg A) | 23500 | -$667,033.40 | -0.08% | 0.00 | 03/23/2020 | ||
Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) | 1322000 | -$797,959.20 | -0.10% | 0.00 | 04/13/2020 | ||
CLF0 | WTI CRUDE FUTURE Jan20CLF0 COMB | 518 | -$896,140.00 | -0.11% | N/A | 12/19/2019 | |
Soybean Oil MS Opt Roll Swap (Long) (Leg A) | 196000 | -$969,788.40 | -0.12% | 0.00 | 04/27/2020 | ||
GasOil JPM Opt Roll Swap (Long) (Leg A) | 111000 | -$1,031,445.30 | -0.13% | 0.00 | 04/27/2020 | ||
XBX9 | GASOLINE RBOB FUT Nov19XBX9 COMB | 833 | -$1,399,440.00 | -0.17% | N/A | 10/31/2019 | |
COF0 | BRENT CRUDE FUTR Jan20COF0 | 840 | -$1,436,400.00 | -0.18% | N/A | 11/29/2019 | |
Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) | 525000 | -$1,686,016.50 | -0.21% | 0.00 | 10/15/2019 | ||
SIZ9 | SILVER FUTURE Dec19SIZ9 COMB | 653 | -$2,135,310.01 | -0.26% | N/A | 12/27/2019 | |
GCZ9 | GOLD 100 OZ FUTR Dec19GCZ9 COMB | 682 | -$2,284,700.00 | -0.28% | N/A | 12/27/2019 |
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.