Close

Form NPORT-P AIM VARIABLE INSURANCE For: Mar 31

May 25, 2022 8:52 AM EDT

  
    NPORT-P
    false
    
      
      
        
          0000896435
          XXXXXXXX
        
      
      
      
      
        S000073042
        C000229828
        C000229827
      
      
      
    
  
  
    
      AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
      811-07452
      0000896435
      FC4UULIMJMGKBDUARB13
      11 Greenway Plaza
      Suite 1000
      Houston
      
      77046-1173
      800-959-4246
      Invesco V.I. NASDAQ 100 Buffer Fund - September
      S000073042
      54930020BKPHXS3BYL94
      2022-12-31
      2022-03-31
      N
    
    
      4323655.38
      338202.63
      3985452.75
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Invesco Treasury Portfolio
        5493004B3TM8ZIDDDC39
        Invesco Treasury Portfolio, Institutional Class
        825252406
        
          
        
        45033.67000000
        NS
        USD
        45033.67000000
        1.129951170541
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Government & Agency Portfolio
        5493007T1J7WZ5QI1A47
        Invesco Government & Agency Portfolio, Institutional Class
        825252885
        
          
        
        64500.90000000
        NS
        USD
        64500.90000000
        1.618408347709
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Invesco QQQ Trust, Series 1 Option
        N/A
        
          
        
        108.00000000
        NC
        USD
        3790287.84000000
        95.10306802658
        N/A
        DE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Call
            Purchased
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                
              
            
            100.00000000
            10.74000000
            USD
            2022-09-30
            XXXX
            21936.96000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Invesco QQQ Trust, Series 1 Option
        N/A
        
          
        
        108.00000000
        NC
        USD
        253043.76000000
        6.349184794625
        N/A
        DE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Purchased
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                
              
            
            100.00000000
            357.96000000
            USD
            2022-09-30
            XXXX
            -107531.74000000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Invesco QQQ Trust, Series 1 Option
        N/A
        
          
        
        -108.00000000
        NC
        USD
        -61558.65000000
        -1.54458361098
        N/A
        DE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Call
            Written
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                
              
            
            100.00000000
            414.41000000
            USD
            2022-09-30
            XXXX
            57851.25000000
          
        
        
          N
          N
          N
        
      
      
        Invesco Liquid Assets Portfolio
        549300DC1W0JSX3QRC47
        Invesco Liquid Assets Portfolio, Institutional Class
        825252729
        
          
        
        45993.75400000
        NS
        USD
        45979.96000000
        1.153694771566
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Invesco QQQ Trust, Series 1 Option
        N/A
        
          
        
        -108.00000000
        NC
        USD
        -137009.91000000
        -3.43775020290
        N/A
        DE
        
        N/A
        N
        
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            Put
            Written
            
              
                Invesco QQQ Trust Series 1
                Invesco QQQ Trust Series 1
                
                  
                
              
            
            100.00000000
            322.16000000
            USD
            2022-09-30
            XXXX
            83925.01000000
          
        
        
          N
          N
          N
        
      
    
    
      2022-04-30
      AIM Variable Insurance Funds (Invesco Variable Insurance Funds)
      Sheri Morris
      Sheri Morris
      President
    
  
  XXXX



Schedule of Investments
March 31, 2022
(Unaudited)
  Shares Value
Money Market Funds–3.90%
Invesco Government & Agency Portfolio, Institutional Class, 0.25%(a)(b) 64,501    $64,501
Invesco Liquid Assets Portfolio, Institutional Class, 0.25%(a)(b) 45,994    45,979
Invesco Treasury Portfolio, Institutional Class, 0.16%(a)(b) 45,034    45,034
Total Money Market Funds (Cost $155,529) 155,514
  Shares Value
Options Purchased–101.50%
(Cost $4,128,926)(c) $4,043,332
TOTAL INVESTMENTS IN SECURITIES–105.40% (Cost $4,284,455) 4,198,846
OTHER ASSETS LESS LIABILITIES—(5.40)% (215,113)
NET ASSETS–100.00% $3,983,733
 
Notes to Schedule of Investments:
(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 three months ended March 31, 2022.
    
  Value
December 31, 2021
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
(Depreciation)
Realized
Gain
(Loss)
Value
March 31, 2022
Dividend Income
Investments in Affiliated Money Market Funds:              
Invesco Government & Agency Portfolio, Institutional Class $50,251 $163,736 $(149,486) $- $- $64,501 $4
Invesco Liquid Assets Portfolio, Institutional Class 35,819 116,955 (106,775) (12) (8) 45,979 1
Invesco Treasury Portfolio, Institutional Class 28,748 187,127 (170,841) - - 45,034 1
Total $114,818 $467,818 $(427,102) $(12) $(8) $155,514 $6
    
(b) The rate shown is the 7-day SEC standardized yield as of March 31, 2022.
(c) The table below details options purchased.
    
Open Equity Options Purchased
Description Type of
Contract
Expiration
Date
Number of
Contracts
Exercise
Price
Notional
Value(a)
Value
Equity Risk
Invesco QQQ Trust, Series 1 Call 09/30/2022 108 USD 10.74 USD 115,992 $ 3,790,288
Equity Risk
Invesco QQQ Trust, Series 1 Put 09/30/2022 108 USD 357.96 USD 3,865,968 253,044
Total Open Equity Options Purchased           $4,043,332
    
(a) Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.
    
Open Equity Options Written
Description Type of
Contract
Expiration
Date
Number of
Contracts
Exercise
Price
Notional
Value(a)
Value
Equity Risk
Invesco QQQ Trust, Series 1 Call 09/30/2022 108 USD 414.41 USD 4,475,628 $ (61,559)
Equity Risk
Invesco QQQ Trust, Series 1 Put 09/30/2022 108 USD 322.16 USD 3,479,328 (137,010)
Total Open Equity Options Written       $(198,569)
    
(a) Notional Value is calculated by multiplying the Number of Contracts by the Exercise Price by the multiplier.
    
Abbreviations:
USD —U.S. Dollar
The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.
See accompanying notes which are an integral part of this schedule.
Invesco® V.I. Nasdaq 100 Buffer Fund - September

Notes to Quarterly Schedule of Portfolio Holdings
March 31, 2022
(Unaudited)
NOTE 1—Additional Valuation Information
Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available or are unreliable. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment’s assigned level:
Level 1 – Prices are determined using quoted prices in an active market for identical assets.
Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.
Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect the Fund’s own assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.
The following is a summary of the tiered valuation input levels, as of March 31, 2022. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.
  Level 1 Level 2 Level 3 Total
Investments in Securities        
Money Market Funds $155,514 $$— $155,514
Options Purchased 4,043,332 4,043,332
Total Investments in Securities 155,514 4,043,332 4,198,846
Other Investments - Liabilities*        
Options Written (198,569) (198,569)
Total Investments $155,514 $3,844,763 $— $4,000,277
    
* Options written are shown at value.
Invesco® V.I. Nasdaq 100 Buffer Fund - September


Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings