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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 12/31/2019

    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 43.34% N/A
    CASHUSD00 USD CURRENCY CASH 1418201055 $1,418,201,054.71 40.21% 0.00
    912796TH2 UNITED STATES TREASURY BILL B 03/05/20 182000000 $181,521,452.84 5.15% Aaa 0.00 03/05/2020
    912796TX7 UNITED STATES TREASURY BILL B 06/04/20 181000000 $179,810,321.39 5.10% Aaa 0.00 06/04/2020
    FUTURES CASH COLLATERAL & VM 144660000 $144,660,000.00 4.10% N/A
    CARGAG369 Agric 2X Index CARG 2019-02 42800000 $41,319,769.43 1.17% 0.10 03/20/2020
    78011GBQ9 ROYAL BANK OF CANADA RY FLOAT 09/30/20 27300000 $32,805,212.08 0.93% 0.10 09/30/2020
    CASHAUD07 AUD CURRENCY CASH 6924865 $4,867,141.19 0.14% 0.00
    CASHCAD09 CAD CURRENCY CASH 4235100 $3,264,926.96 0.09% 0.00
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg A) 1120000 $2,522,318.40 0.07% 0.00 10/29/2020
    G H0 LONG GILT FUTURE Mar20G H0 2140 $1,615,076.19 0.05% N/A 03/27/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 810000 $1,260,489.60 0.04% 0.00 10/15/2020
    HKD CURRENCY CASH 7137000 $915,927.68 0.03% N/A
    ESH0 S&P500 EMINI FUT Mar20ESH0 1480 $569,800.00 0.02% N/A 03/20/2020
    GCG0 GOLD 100 OZ FUTR Feb20GCG0 COMB 910 $409,500.00 0.01% N/A 02/26/2020
    RTYH0 E-Mini Russ 2000 Mar20RTYH0 3010 $331,100.00 0.01% N/A 03/20/2020
    Agric Index 2019-02 CARG Swap (Long) 208000 $0.00 0.00% N/A 02/14/2020
    Agric Index 2019-02 CARG Swap (Long) (Leg B) -145641995 -$58,982.17 0.00% 0.47 02/14/2020
    Agric Index 2019-02 CARG Swap (Long) (Leg A) 208000 $0.00 0.00% 0.00 02/14/2020
    TPH0 TOPIX INDX FUTR Mar20TPH0 COMB 2625 $0.00 0.00% N/A 03/12/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 470000 $0.00 0.00% N/A 04/13/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -35713373 -$6,147.38 0.00% 0.30 04/13/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 470000 $91,556.00 0.00% 0.00 04/13/2020
    GasOil JPM Opt Roll Swap (Long) 150000 $0.00 0.00% N/A 04/27/2020
    GasOil JPM Opt Roll Swap (Long) (Leg B) -38919765 -$2,392.61 0.00% 0.25 04/27/2020
    GasOil JPM Opt Roll Swap (Long) (Leg A) 150000 $96,465.00 0.00% 0.00 04/27/2020
    VGH0 EURO STOXX 50 Mar20VGH0 6820 $0.00 0.00% N/A 03/20/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -69113290 -$11,481.11 0.00% 0.38 10/15/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 810000 $0.00 0.00% N/A 10/15/2020
    CASH SECURITY USD 0 $34,870.72 0.00% N/A
    SWAP COLLATERAL USD 559 $559.36 0.00% N/A
    CASHEUR08 EUR CURRENCY CASH -0 -$0.52 0.00% 0.00
    CASHJPY06 JPY CURRENCY CASH 0 $0.00 0.00% 0.00
    CASHGBP00 GBP CURRENCY CASH 64100 $84,871.61 0.00% 0.00
    Copper MACQ Dynamic ER Swap (Long) (Leg B) -54552900 -$1,788.62 0.00% 0.24 07/27/2020
    Nat Gas Seasonal BAML Swap (Long) 20000 $0.00 0.00% N/A 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 20000 $0.00 0.00% 0.00 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -786904 -$175.14 0.00% 0.25 11/12/2020
    Aluminum BAML OY ER Swap (Long) 180000 $0.00 0.00% N/A 11/02/2020
    Aluminum BAML OY ER Swap (Long) (Leg A) 180000 $0.00 0.00% 0.00 11/02/2020
    Aluminum BAML OY ER Swap (Long) (Leg B) -17228896 -$4,285.78 0.00% 0.28 11/02/2020
    Agric Index 2019-08 GS FLEX Swap (Long) 1120000 $0.00 0.00% N/A 10/29/2020
    Agric Index 2019-08 GS FLEX Swap (Long) (Leg B) -77542562 -$19,491.57 0.00% 0.40 10/29/2020
    Copper BARC Optim Idx ER Swap (Long) 96000 $0.00 0.00% N/A 10/23/2020
    Copper BARC Optim Idx ER Swap (Long) (Leg B) -47432179 -$6,842.68 0.00% 0.33 10/23/2020
    Copper MACQ Dynamic ER Swap (Long) 129000 $0.00 0.00% N/A 07/27/2020
    Copper BARC Optim Idx ER Swap (Long) (Leg A) 96000 -$198,460.80 -0.01% 0.00 10/23/2020
    Copper MACQ Dynamic ER Swap (Long) (Leg A) 129000 -$359,394.00 -0.01% 0.00 07/27/2020
    SIH0 SILVER FUTURE Mar20SIH0 COMB 870 -$348,000.00 -0.01% N/A 03/27/2020
    HOJ0 NY Harb ULSD Fut Apr20HOJ0 COMB 450 -$391,230.00 -0.01% N/A 03/31/2020
    CLN0 WTI CRUDE FUTURE Jul20CLN0 COMB 700 -$490,000.00 -0.01% N/A 06/22/2020
    USH0 US LONG BOND(CBT) Mar20USH0 COMB 2090 -$718,437.50 -0.02% N/A 03/20/2020
    COJ0 BRENT CRUDE FUTR Apr20COJ0 1150 -$805,000.00 -0.02% N/A 02/28/2020
    HIF0 HANG SENG IDX FUT Jan20HIF0 COMB 915 -$915,927.67 -0.03% N/A 01/30/2020
    XBG0 GASOLINE RBOB FUT Feb20XBG0 COMB 1110 -$1,561,770.00 -0.04% N/A 01/31/2020
    Z H0 FTSE 100 IDX FUT Mar20Z H0 3470 -$1,699,947.80 -0.05% N/A 03/20/2020
    CNH0 CAN 10YR BOND FUT Mar20CNH0 7430 -$3,264,926.96 -0.09% N/A 03/20/2020
    XMH0 AUST 10Y BOND FUT Mar20XMH0 COMB 9235 -$4,867,141.19 -0.14% N/A 03/16/2020

    ** 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.