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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 | 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 |
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.