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  • Invesco Trust Company
    Financial Professional

    Quarterly Portfolio Holdings

    as of 12/31/2019

    Invesco Balanced-Risk Commodity Trust

    CUSIP Security Name Share/Par Market Value %TNA Moody Rating Coupon/Div Yield Maturity Date
    IRTGOVTT8 IRT GOVT TRUST 255664000 $255,664,000.00 45.17% N/A
    CASHUSD00 USD CURRENCY CASH 221225549 $221,225,548.52 39.09% 0.00
    FUTURES CASH COLLATERAL & VM 32600000 $32,600,000.00 5.76% N/A
    912796TH2 UNITED STATES TREASURY BILL B 03/05/20 29000000 $28,923,747.98 5.11% Aaa 0.00 03/05/2020
    912796TX7 UNITED STATES TREASURY BILL B 06/04/20 29000000 $28,809,388.51 5.09% Aaa 0.00 06/04/2020
    SWAP COLLATERAL USD 1060000 $1,060,000.00 0.19% N/A
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg A) 387500 $603,012.01 0.11% 0.00 10/15/2020
    Cotton GS Seasonal Swap (Long) (Leg A) 293000 $595,792.06 0.11% 0.00 09/21/2020
    SMH0 SOYBEAN MEAL FUTR Mar20SMH0 COMB 1085 $260,400.00 0.05% N/A 03/13/2020
    Soybean Oil MS Opt Roll Swap (Long) (Leg A) 43000 $236,891.30 0.04% 0.00 04/27/2020
    GCG0 GOLD 100 OZ FUTR Feb20GCG0 COMB 437 $196,650.00 0.03% N/A 02/26/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg A) 762000 $148,437.60 0.03% 0.00 04/13/2020
    Live Cattle BARC OY ER Swap (Long) (Leg A) 56000 $93,492.00 0.02% 0.00 12/10/2020
    S N0 SOYBEAN FUTURE Jul20S N0 COMB 683 $76,837.50 0.01% N/A 07/14/2020
    Zinc MACQ F0 Swap (Short) (Leg A) -25000 $53,567.50 0.01% N/A 12/10/2020
    Sugar GS GSCI Mar-Mar ER Swap (Long) (Leg A) 110500 $51,272.00 0.01% 0.00 03/23/2020
    GasOil JPM Opt Roll Swap (Long) (Leg A) 102000 $65,596.20 0.01% 0.00 04/27/2020
    NatGas CIBC F0 Swap (Short) (Leg A) -75000 $84,007.50 0.01% N/A 08/03/2020
    W N0 WHEAT FUTURE(CBT) Jul20W N0 COMB 360 $45,000.00 0.01% N/A 07/14/2020
    Aluminum MACQ F0 Swap (Short) (Leg A) -110000 $57,442.00 0.01% N/A 12/10/2020
    WTI Roll Yield BARC ER Swap (Long) (Leg A) 15500 $65,906.00 0.01% 0.00 03/23/2020
    Zinc F3 Swap BAML (Long) (Leg B) -3215045 -$521.10 0.00% 0.18 05/04/2020
    Zinc F3 Swap BAML (Long) (Leg A) 24000 $0.00 0.00% 0.00 05/04/2020
    Soymeal MS F0 Swap (Short) 14500 $0.00 0.00% N/A 06/03/2020
    Soymeal MS F0 Swap (Short) (Leg A) -14500 $20,436.30 0.00% N/A 06/03/2020
    Soymeal MS F0 Swap (Short) (Leg B) 5681550 -$74.51 0.00% -0.03 06/03/2020
    Sugar CARG GSCI Mar-Mar ER Swap (Long) 90300 $0.00 0.00% N/A 06/19/2020
    Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg B) -14317661 -$5,122.82 0.00% 0.41 06/19/2020
    Sugar CARG GSCI Mar-Mar ER Swap (Long) (Leg A) 90300 $0.00 0.00% 0.00 06/19/2020
    Oilheating MACQ F0 Swap (Short) 20000 $0.00 0.00% N/A 07/02/2020
    Oilheating MACQ F0 Swap (Short) (Leg A) -20000 $27,352.00 0.00% N/A 07/02/2020
    Oilheating MACQ F0 Swap (Short) (Leg B) 1853664 -$18.23 0.00% -0.06 07/02/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) (Leg B) -33063457 -$5,492.51 0.00% 0.38 10/15/2020
    Aluminum MS GSCI Dynamic Roll Swap (Long) 387500 $0.00 0.00% N/A 10/15/2020
    Aluminum BAML OY ER Swap (Long) (Leg B) -9236603 -$2,297.65 0.00% 0.28 11/02/2020
    Aluminum BAML OY ER Swap (Long) (Leg A) 96500 $0.01 0.00% 0.00 11/02/2020
    Aluminum BAML OY ER Swap (Long) 96500 $0.00 0.00% N/A 11/02/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg B) -314762 -$70.05 0.00% 0.25 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) (Leg A) 8000 $0.00 0.00% 0.00 11/12/2020
    Nat Gas Seasonal BAML Swap (Long) 8000 $0.00 0.00% N/A 11/12/2020
    Copper CIBC F0 Swap (Short) (Leg B) 4188264 -$144.19 0.00% -0.06 12/03/2020
    Copper CIBC F0 Swap (Short) (Leg A) -12000 -$11,233.20 0.00% N/A 12/03/2020
    Copper CIBC F0 Swap (Short) 12000 $0.00 0.00% N/A 12/03/2020
    Cocoa Roll Yield BARC (Long) 69500 $0.00 0.00% N/A 02/04/2020
    Cocoa Roll Yield BARC (Long) (Leg B) -9846489 -$1,850.92 0.00% 0.43 02/04/2020
    Cocoa Roll Yield BARC (Long) (Leg A) 69500 -$19,341.85 0.00% 0.00 02/04/2020
    Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) 70000 $0.00 0.00% N/A 01/16/2020
    Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) (Leg B) -10151393 -$565.82 0.00% 0.34 01/16/2020
    Sugar MACQ PrePrePre Mar-Mar ER Swap (Long) (Leg A) 70000 -$15,106.01 0.00% 0.00 01/16/2020
    Soybean MS F0 Swap (Short) (Leg B) 8509373 -$186.00 0.00% -0.05 12/02/2020
    Soybean MS F0 Swap (Short) 23200 $0.00 0.00% N/A 12/02/2020
    Lean Hogs BAML F0 ER Swap (Short) (Leg B) 15980448 $0.00 0.00% 0.00 12/03/2020
    Lean Hogs BAML F0 ER Swap (Short) (Leg A) -2134198 $0.00 0.00% N/A 12/03/2020
    Lean Hogs BAML F0 ER Swap (Short) 2134198 $0.00 0.00% N/A 12/03/2020
    Silver MACQ Idx ER Swap (Long) (Leg B) -5866227 -$153.87 0.00% 0.16 12/09/2020
    Silver MACQ Idx ER Swap (Long) (Leg A) 30000 -$22,500.00 0.00% 0.00 12/09/2020
    Silver MACQ Idx ER Swap (Long) 30000 $0.00 0.00% N/A 12/09/2020
    Live Cattle BARC OY ER Swap (Long) (Leg B) -6644254 -$1,877.09 0.00% 0.47 12/10/2020
    SoybeanOil CIBC Frnt Swap (Short) (Leg B) 6228222 -$336.94 0.00% -0.09 12/10/2020
    CARG Gold ER Swap (Long) (Leg B) -5196615 -$362.86 0.00% 0.12 12/10/2020
    Nickel F3 Swap BAML (Long) (Leg B) -5541041 -$576.33 0.00% 0.18 12/10/2020
    Coffee BAML F0 ER Swap (Short) (Leg B) 5642752 $0.00 0.00% 0.00 12/10/2020
    Aluminum MACQ F0 Swap (Short) (Leg B) 5833025 -$107.58 0.00% -0.14 12/10/2020
    CARG Gold ER Swap (Long) (Leg A) 5200 $0.00 0.00% 0.00 12/10/2020
    Nickel F3 Swap BAML (Long) (Leg A) 20500 $0.00 0.00% 0.00 12/10/2020
    Coffee BAML F0 ER Swap (Short) (Leg A) -640000 $0.00 0.00% N/A 12/10/2020
    Live Cattle BARC OY ER Swap (Long) 56000 $0.00 0.00% N/A 12/10/2020
    SoybeanOil CIBC Frnt Swap (Short) 132000 $0.00 0.00% N/A 12/10/2020
    CARG Gold ER Swap (Long) 5200 $0.00 0.00% N/A 12/10/2020
    Nickel F3 Swap BAML (Long) 20500 $0.00 0.00% N/A 12/10/2020
    Coffee BAML F0 ER Swap (Short) 640000 $0.00 0.00% N/A 12/10/2020
    Aluminum MACQ F0 Swap (Short) 110000 $0.00 0.00% N/A 12/10/2020
    Zinc MACQ F0 Swap (Short) (Leg B) 3745918 -$61.41 0.00% -0.12 12/10/2020
    Corn MS F0 Swap (Short) (Leg B) 6539437 -$196.54 0.00% -0.05 12/10/2020
    Kansas Wheat MS F0 Swap (Short) (Leg B) 7567733 -$227.45 0.00% -0.05 12/10/2020
    Wheat MS F0 Swap (Short) (Leg B) 3636728 -$109.30 0.00% -0.05 12/10/2020
    Zinc MACQ F0 Swap (Short) 25000 $0.00 0.00% N/A 12/10/2020
    Corn MS F0 Swap (Short) 24500 $0.00 0.00% N/A 12/10/2020
    Kansas Wheat MS F0 Swap (Short) 48000 $0.00 0.00% N/A 12/10/2020
    Wheat MS F0 Swap (Short) 14000 $0.00 0.00% N/A 12/10/2020
    CASH SECURITY USD 0 $0.04 0.00% N/A
    C N0 CORN FUTURE Jul20C N0 COMB 370 -$9,250.00 0.00% N/A 07/14/2020
    CCH0 COCOA FUTURE Mar20CCH0 20 $15,400.00 0.00% N/A 03/16/2020
    NatGas CIBC F0 Swap (Short) (Leg B) 3589770 -$205.97 0.00% -0.10 08/03/2020
    NatGas CIBC F0 Swap (Short) 75000 $0.00 0.00% N/A 08/03/2020
    Copper BAML Optim Idx ER Swap (Long) (Leg B) -6779150 -$1,462.70 0.00% 0.25 09/14/2020
    Copper BAML Optim Idx ER Swap (Long) (Leg A) 11700 $0.00 0.00% 0.00 09/14/2020
    Copper BAML Optim Idx ER Swap (Long) 11700 $0.00 0.00% N/A 09/14/2020
    Cotton GS Seasonal Swap (Long) (Leg B) -10613840 -$3,001.45 0.00% 0.45 09/21/2020
    Cotton GS Seasonal Swap (Long) 293000 $0.00 0.00% N/A 09/21/2020
    WTI Roll Yield BARC ER Swap (Long) 15500 $0.00 0.00% N/A 03/23/2020
    WTI Roll Yield BARC ER Swap (Long) (Leg B) -4385785 -$671.05 0.00% 0.35 03/23/2020
    Sugar GS GSCI Mar-Mar ER Swap (Long) 110500 $0.00 0.00% N/A 03/23/2020
    Sugar GS GSCI Mar-Mar ER Swap (Long) (Leg B) -17145732 -$3,986.62 0.00% 0.37 03/23/2020
    Brent Oil RBC OY ER Swap (Long) 2500 $0.00 0.00% N/A 03/23/2020
    Brent Oil RBC OY ER Swap (Long) (Leg B) -848711 -$243.33 0.00% 0.35 03/23/2020
    Brent Oil RBC OY ER Swap (Long) (Leg A) 2500 $0.00 0.00% 0.00 03/23/2020
    UNLGAS OptRoll Swap BAML (Long) 76000 $0.00 0.00% N/A 04/01/2020
    UNLGAS OptRoll Swap BAML (Long) (Leg B) -6405082 -$1,155.84 0.00% 0.21 04/01/2020
    UNLGAS OptRoll Swap BAML (Long) (Leg A) 76000 $0.00 0.00% 0.00 04/01/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) 762000 $0.00 0.00% N/A 04/13/2020
    Copper CIBC Optim ExtdRoll Idx ER Swap (Long) (Leg B) -57901256 -$9,966.61 0.00% 0.30 04/13/2020
    GasOil JPM Opt Roll Swap (Long) 102000 $0.00 0.00% N/A 04/27/2020
    GasOil JPM Opt Roll Swap (Long) (Leg B) -26465440 -$1,626.96 0.00% 0.25 04/27/2020
    Soybean Oil MS Opt Roll Swap (Long) 43000 $0.00 0.00% N/A 04/27/2020
    Soybean Oil MS Opt Roll Swap (Long) (Leg B) -6004662 -$787.50 0.00% 0.30 04/27/2020
    Zinc F3 Swap BAML (Long) 24000 $0.00 0.00% N/A 05/04/2020
    Corn MS F0 Swap (Short) (Leg A) -24500 -$186,469.50 -0.03% N/A 12/10/2020
    CTH0 COTTON NO.2 FUTR Mar20CTH0 680 -$173,400.00 -0.03% N/A 03/09/2020
    HOJ0 NY Harb ULSD Fut Apr20HOJ0 COMB 220 -$191,268.00 -0.03% N/A 03/31/2020
    SIH0 SILVER FUTURE Mar20SIH0 COMB 417 -$166,800.00 -0.03% N/A 03/27/2020
    Soybean MS F0 Swap (Short) (Leg A) -23200 -$177,278.16 -0.03% N/A 12/02/2020
    Wheat MS F0 Swap (Short) (Leg A) -14000 -$243,027.40 -0.04% N/A 12/10/2020
    CLN0 WTI CRUDE FUTURE Jul20CLN0 COMB 353 -$247,100.00 -0.04% N/A 06/22/2020
    KCH0 COFFEE 'C' FUTURE Mar20KCH0 325 -$298,593.75 -0.05% N/A 03/19/2020
    COJ0 BRENT CRUDE FUTR Apr20COJ0 562 -$393,400.00 -0.07% N/A 02/28/2020
    SoybeanOil CIBC Frnt Swap (Short) (Leg A) -132000 -$549,714.00 -0.10% N/A 12/10/2020
    LNG0 LME NICKEL FUTURE Feb20LNG0 0 -$541,026.90 -0.10% N/A 02/17/2020
    XBG0 GASOLINE RBOB FUT Feb20XBG0 COMB 538 -$756,966.00 -0.13% N/A 01/31/2020
    Kansas Wheat MS F0 Swap (Short) (Leg A) -48000 -$960,772.80 -0.17% 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.