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

    Quarterly Portfolio Holdings

    as of 09/30/2019

    Invesco Balanced-Risk Commodity Trust

    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

    ** 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.