AIM Variable Insurance Funds’ Invesco V.I. S&P 500 Buffer Fund - June held 71072938.93 in total net Assets as of 2026-06-30, including 69468405.06000000 in an S&P 500 Mini index Option call position. The portfolio gives investors a clear view of its 100% S&P 500 Index composition and related option positions.

Key Highlights

  • The portfolio’s composition was identified as 100% S&P 500 Index exposure.
  • An S&P 500 Mini Index Option call position carried 950.00000000 units.
  • Invesco Treasury Portfolio, Institutional Class represented 2.703589874135 of the portfolio.

Its largest listed position was an S&P 500 Mini Index Option Call Purchased valued at 69468405.06000000. The portfolio also included Invesco Treasury Portfolio, Institutional Class and Invesco Government & Agency Portfolio, Institutional Class.

Portfolio Snapshot

The portfolio composition identified S&P 500 Index exposure at 100%. Invesco Treasury Portfolio, Institutional Class was valued at 1833573.20000000 and carried a portfolio weighting of 2.703589874135. Invesco Government & Agency Portfolio, Institutional Class was valued at 987308.75000000, with a weighting of 1.455779316116.

The holdings therefore combined the stated S&P 500 Index allocation with Treasury and government and agency portfolio positions.

Index Option Positions

The S&P 500 Mini Index Option Call Purchased position listed 950.00000000 units and a value of 69468405.06000000. The contract record identified XSP as the index symbol, a contract unit of 100.00000000 and a figure of 18.62000000, with 11919183.44000000 also shown alongside the position dated 2026-06-30.

The Options section also listed a Put Written position of -950.00000000 units and a value of -0.10000000. A Put Purchased position carried 950.00000000 units and a value of 0.10000000. Each position was associated with the Chicago Board Options Exchange.

Four-Way Options Structure

The listed S&P 500 Mini Index Option positions comprised a purchased call, a written put, a purchased put and a written call. The quantities shown were 950.00000000 for the purchased call and purchased put, and -950.00000000 for the written put and written call. The portfolio holdings therefore specified both purchased and written index-option positions alongside the 100% S&P 500 Index composition.

Source(s)

  • https://www.sec.gov/Archives/edgar/data/896435/000089643526000543/primary_doc.xml