(a) | Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. The table below shows the Fund’s transactions in, and earnings from, its investments in affiliates for the nine months ended September 30, 2022. |
Value December 31, 2021 | Purchases at Cost | Proceeds from Sales | Change in Unrealized Appreciation | Realized Gain | Value September 30, 2022 | Dividend Income | |
Investments in Affiliated Money Market Funds: | |||||||
Invesco Government & Agency Portfolio, Institutional Class | $788,922 | $3,814,967 | $(4,406,200) | $- | $- | $197,689 | $670 |
Invesco Liquid Assets Portfolio, Institutional Class | 563,516 | 2,724,977 | (3,118,630) | 22 | 20 | 169,905 | 882 |
Invesco Treasury Portfolio, Institutional Class | 901,625 | 4,359,963 | (4,949,669) | - | - | 311,919 | 1,526 |
Total | $2,254,063 | $10,899,907 | $(12,474,499) | $22 | $20 | $679,513 | $3,078 |
(b) | The rate shown is the 7-day SEC standardized yield as of September 30, 2022. |
(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 | 09/29/2023 | 49 | USD | 107.57 | USD | 527,093 | $ 16,801,036 |
Equity Risk | ||||||||
S&P 500® Index | Put | 09/29/2023 | 49 | USD | 3,585.62 | USD | 17,569,538 | 1,557,662 |
Total Open Index Options Purchased | $18,358,698 |
(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 | 09/29/2023 | 49 | USD | 4,428.24 | USD | 21,698,376 | $ (397,017) |
Equity Risk | ||||||||
S&P 500® Index | Put | 09/29/2023 | 49 | USD | 3,227.06 | USD | 15,812,594 | (989,545) |
Total Open Index Options Written | $(1,386,562) |
(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 | $679,513 | $— | $— | $679,513 |
Options Purchased | — | 18,358,698 | — | 18,358,698 |
Total Investments in Securities | 679,513 | 18,358,698 | — | 19,038,211 |
Other Investments - Liabilities | ||||
Options Written | — | (1,386,562) | — | (1,386,562) |
Total Investments | $679,513 | $16,972,136 | $— | $17,651,649 |