(a) | Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund’s transactions in, and earnings from, its investments in affiliates for the three months ended March 31, 2024. |
Value December 31, 2023 | Purchases at Cost | Proceeds from Sales | Change in Unrealized Appreciation (Depreciation) | Realized Gain | Value March 31, 2024 | Dividend Income | |
Investments in Affiliated Money Market Funds: | |||||||
Invesco Government & Agency Portfolio, Institutional Class | $424,515 | $305,003 | $(497,963) | $- | $- | $231,555 | $4,319 |
Invesco Liquid Assets Portfolio, Institutional Class | 303,380 | 217,859 | (355,688) | (90) | 22 | 165,483 | 3,182 |
Invesco Treasury Portfolio, Institutional Class | 485,160 | 348,575 | (569,101) | - | - | 264,634 | 4,925 |
Total | $1,213,055 | $871,437 | $(1,422,752) | $(90) | $22 | $661,672 | $12,426 |
(b) | The rate shown is the 7-day SEC standardized yield as of March 31, 2024. |
(c) | The table below details options purchased. |
Open Index Options Purchased | ||||||||
Description | Type of Contract | Expiration Date | Number of Contracts | Exercise Price | Notional Value(a) | Value | ||
Equity Risk | ||||||||
S&P 500® Index | Call | 06/28/2024 | 588 | USD | 13.35 | USD | 784,980 | $ 30,022,906 |
Equity Risk | ||||||||
S&P 500® Index | Put | 06/28/2024 | 588 | USD | 445.04 | USD | 26,168,352 | 67,135 |
Total Open Index Options Purchased | $30,090,041 |
(a) | Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier. |
Open Index Options Written | ||||||||
Description | Type of Contract | Expiration Date | Number of Contracts | Exercise Price | Notional Value(a) | Value | ||
Equity Risk | ||||||||
S&P 500® Index | Call | 06/28/2024 | 588 | USD | 503.34 | USD | 29,596,392 | $ (1,900,154) |
Equity Risk | ||||||||
S&P 500® Index | Put | 06/28/2024 | 588 | USD | 400.54 | USD | 23,551,752 | (31,881) |
Total Open Index Options Written | $(1,932,035) |
(a) | Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier. |
Abbreviations: | |
USD | —U.S. Dollar |
Level 1 | Level 2 | Level 3 | Total | |
Investments in Securities | ||||
Money Market Funds | $661,672 | $— | $— | $661,672 |
Options Purchased | — | 30,090,041 | — | 30,090,041 |
Total Investments in Securities | 661,672 | 30,090,041 | — | 30,751,713 |
Other Investments - Liabilities* | ||||
Options Written | — | (1,932,035) | — | (1,932,035) |
Total Investments | $661,672 | $28,158,006 | $— | $28,819,678 |
* | Options written are shown at value. |