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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 09/30/2020

    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 45.42% N/A
    CASHUSD00 USD CURRENCY CASH 1054763813 $1,054,763,813.08 34.47% 0.00
    FUTURES CASH COLLATERAL & VM 191660000 $191,660,000.00 6.26% N/A
    912796XE4 UNITED STATES TREASURY BILL B 02/25/21 171000000 $170,924,937.84 5.59% Aaa 0.00 02/25/2021
    912796TU3 UNITED STATES TREASURY BILL B 12/03/20 162500000 $162,471,562.50 5.31% Aaa 0.00 12/03/2020
    CARGAG377 Agric 2X FLEX Index CARG-2020-02 37000000 $47,993,394.55 1.57% 0.10 04/21/2021
    78011GBS5 Agric 2X FLEX Index RBC 29800000 $30,305,295.14 0.99% 0.10 10/28/2021
    CASHJPY06 JPY CURRENCY CASH 778875000 $7,380,602.67 0.24% 0.00
    SWAP COLLATERAL USD 5440559 $5,440,559.36 0.18% N/A
    Agric FLEX Index 2019-02 CARG Swap (Long) (Leg A) 189000 $5,290,185.60 0.17% 0.00 02/16/2021
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg A) 1160000 $3,155,617.60 0.10% 0.00 10/29/2020
    CASHCAD09 CAD CURRENCY CASH 2751750 $2,059,770.20 0.07% 0.00
    CASHGBP00 GBP CURRENCY CASH 1347750 $1,742,842.92 0.06% 0.00
    COK1 BRENT CRUDE FUTR May21COK1 1460 $1,197,200.00 0.04% N/A 03/31/2021
    HIV0 HANG SENG IDX FUT Oct20HIV0 COMB 1192 $1,291,974.19 0.04% N/A 10/29/2020
    ESZ0 S&P500 EMINI FUT Dec20ESZ0 1063 $972,645.00 0.03% N/A 12/18/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg A) 108000 $929,890.80 0.03% 0.00 07/27/2021
    HIV0SW HANG SENG IDX FUT OCT20HIV0 COMB SWAP ON FUTURE 395 $587,811.02 0.02% N/A 10/29/2020
    XBX0 GASOLINE RBOB FUT Nov20XBX0 COMB 1370 $604,170.00 0.02% N/A 10/30/2020
    CLJ1 WTI CRUDE FUTURE Apr21CLJ1 COMB 710 $639,000.00 0.02% N/A 03/22/2021
    CASHAUD07 AUD CURRENCY CASH 743085 $532,606.17 0.02% 0.00
    CASHEUR08 EUR CURRENCY CASH 564300 $661,895.15 0.02% 0.00
    HOH1 NY Harb ULSD Fut Mar21HOH1 COMB 300 $406,980.00 0.01% N/A 02/26/2021
    GasOil JPM Opt Roll Swap (Long) (Leg A) 175000 $200,252.50 0.01% 0.00 04/27/2021
    Agric FLEX Index 2019-02 CARG Swap (Long) 189000 $0.00 0.00% N/A 02/16/2021
    Agric FLEX Index 2019-02 CARG Swap (Long) (Leg B) -128142057 -$37,951.11 0.00% 0.47 02/16/2021
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 490000 $0.00 0.00% 0.00 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -23086056 -$5,110.33 0.00% 0.25 11/12/2020
    Aluminum BAML OY ER Swap (Long) 20000 $0.00 0.00% N/A 11/02/2020
    CASH SECURITY USD 0 $28,804.82 0.00% N/A
    Copper MACQ Dynamic ER Swap (Long) 108000 $0.00 0.00% N/A 07/27/2021
    Copper MACQ Dynamic ER Swap (Long) (Leg B) -47026364 -$1,855.29 0.00% 0.24 07/27/2021
    Copper BARC Optim Idx ER Swap (Long) 80000 $0.00 0.00% N/A 07/19/2021
    Copper BARC Optim Idx ER Swap (Long) (Leg B) -42842272 -$4,882.85 0.00% 0.26 07/19/2021
    Nat Gas Seasonal BAML Swap (Long) 490000 $0.00 0.00% N/A 11/12/2020
    Aluminum BAML OY ER Swap (Long) (Leg A) 20000 $0.00 0.00% 0.00 11/02/2020
    Aluminum BAML OY ER Swap (Long) (Leg B) -1810180 -$443.82 0.00% 0.28 11/02/2020
    Agric Index 2019-08 GS FLEX Swap (Long) 1160000 $0.00 0.00% N/A 10/29/2020
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg B) -79737344 -$20,098.18 0.00% 0.40 10/29/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 770000 $0.00 0.00% N/A 07/19/2021
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -63364255 -$7,812.03 0.00% 0.30 07/19/2021
    GasOil JPM Opt Roll Swap (Long) 175000 $0.00 0.00% N/A 04/27/2021
    GasOil JPM Opt Roll Swap (Long) (Leg B) -20626375 -$1,271.49 0.00% 0.25 04/27/2021
    HIU0SW HANG SENG IDX FUT SEP20HIU0 COMB SWAP ON FUTURE 0 $0.00 0.00% N/A 09/29/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 395000 $0.00 0.00% N/A 04/09/2021
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -32377478 -$5,322.33 0.00% 0.30 04/09/2021
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 395000 -$284,281.50 -0.01% 0.00 04/09/2021
    RTYZ0 E-Mini Russ 2000 Dec20RTYZ0 2410 -$313,300.00 -0.01% N/A 12/18/2020
    Copper BARC Optim Idx ER Swap (Long) (Leg A) 80000 -$546,736.00 -0.02% 0.00 07/19/2021
    VGZ0 EURO STOXX 50 Dec20VGZ0 6270 -$661,895.69 -0.02% N/A 12/18/2020
    GCZ0 GOLD 100 OZ FUTR Dec20GCZ0 COMB 790 -$608,300.00 -0.02% N/A 12/29/2020
    G Z0 LONG GILT FUTURE Dec20G Z0 930 -$541,183.28 -0.02% N/A 12/29/2020
    XMZ0 AUST 10Y BOND FUT Dec20XMZ0 COMB 6125 -$532,606.17 -0.02% N/A 12/15/2020
    HKD CURRENCY CASH -10012800 -$1,291,974.19 -0.04% N/A
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 770000 -$1,194,870.60 -0.04% 0.00 07/19/2021
    Z Z0 FTSE 100 IDX FUT Dec20Z Z0 3150 -$1,201,659.64 -0.04% N/A 12/18/2020
    USZ0 US LONG BOND(CBT) Dec20USZ0 COMB 1615 -$1,514,062.50 -0.05% N/A 12/21/2020
    CNZ0 CAN 10YR BOND FUT Dec20CNZ0 6115 -$2,059,770.20 -0.07% N/A 12/18/2020
    SIZ0 SILVER FUTURE Dec20SIZ0 COMB 615 -$2,924,325.00 -0.10% N/A 12/29/2020
    TPZ0 TOPIX INDX FUTR Dec20TPZ0 COMB 2325 -$7,380,602.67 -0.24% N/A 12/10/2020

    ** 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.