(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 | $457,584 | $460,400 | $(476,697) | $- | $- | $441,287 | $5,313 |
Invesco Liquid Assets Portfolio, Institutional Class | 327,047 | 328,856 | (340,497) | (108) | 9 | 315,307 | 3,912 |
Invesco Treasury Portfolio, Institutional Class | 523,159 | 526,171 | (544,796) | - | - | 504,534 | 6,059 |
Total | $1,307,790 | $1,315,427 | $(1,361,990) | $(108) | $9 | $1,261,128 | $15,284 |
(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 | 09/30/2024 | 761 | USD | 12.86 | USD | 978,646 | $ 38,831,847 |
Equity Risk | ||||||||
S&P 500® Index | Put | 09/30/2024 | 761 | USD | 428.81 | USD | 32,632,441 | 204,915 |
Total Open Index Options Purchased | $39,036,762 |
(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 | 09/30/2024 | 761 | USD | 497.42 | USD | 37,853,662 | $ (3,586,775) |
Equity Risk | ||||||||
S&P 500® Index | Put | 09/30/2024 | 761 | USD | 385.93 | USD | 29,369,273 | (118,152) |
Total Open Index Options Written | $(3,704,927) |
(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 | $1,261,128 | $— | $— | $1,261,128 |
Options Purchased | — | 39,036,762 | — | 39,036,762 |
Total Investments in Securities | 1,261,128 | 39,036,762 | — | 40,297,890 |
Other Investments - Liabilities* | ||||
Options Written | — | (3,704,927) | — | (3,704,927) |
Total Investments | $1,261,128 | $35,331,835 | $— | $36,592,963 |
* | Options written are shown at value. |