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Allianz Investment Management LLC |
| AIM ETF PRODUCTS TRUST | |
| Annual Report | |
| October 31, 2022 | |
| September 30, 2022 | |
| BUFFERED Exchange-Traded Funds | |||
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AllianzIM U.S. Large Cap Buffer10 Jan ETF | JANT | NYSE Arca AllianzIM U.S. Large Cap Buffer20 Jan ETF | JANW | NYSE Arca AllianzIM U.S. Large Cap Buffer10 Apr ETF | APRT | NYSE Arca AllianzIM U.S. Large Cap Buffer20 Apr ETF | APRW | NYSE Arca AllianzIM U.S. Large Cap Buffer10 Jul ETF | JULT | NYSE Arca AllianzIM U.S. Large Cap Buffer20 Jul ETF | JULW | NYSE Arca AllianzIM U.S. Large Cap Buffer10 Oct ETF | OCTT | NYSE Arca AllianzIM U.S. Large Cap Buffer20 Oct ETF | OCTW | NYSE Arca AllianzIM U.S. Large Cap Buffer10 Nov ETF | NVBT | NYSE Arca AllianzIM U.S. Large Cap Buffer20 Nov ETF | NVBW | NYSE Arca AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF | SIXJ | NYSE Arca AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF | SIXO | NYSE Arca |
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Want to know more? → www.AllianzIMetfs.com → 1.877.429.3837 |
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ETF-151 (R-10/2022)
Letter from the President (unaudited)
Dear Shareholders,
Thank you for being an investor in the AllianzIM Buffered Exchange-Traded Funds (“ETFs”). As part of one of the largest asset management and diversified insurance companies in the world, Allianz Investment Management LLC (“AllianzIM”) maintains a long track record of developing and executing risk management strategies. The AllianzIM Buffered ETFs (the “Funds”) are risk mitigation solutions which seek to provide downside risk mitigation through a Buffer against the first 10% and 20% of market losses and offer upside potential by tracking market returns up to a stated Cap. The AllianzIM ETF platform offers 12 Buffered ETFs, including both 12-month and 6-month Outcome Period solutions with additional funds expected to launch. Please note that the fiscal year end for the Funds has changed from September 30 to October 31, except for the AllianzIM U.S. Large Cap Buffer10 Nov ETF and AllianzIM U.S. Large Cap Buffer20 Nov ETF, which already have a fiscal year end of October 31. Therefore, this Annual Report covers the period immediately following September 30, 2021, the date of the last annual report, through October 31, 2022, the end of the Funds’ new fiscal year.
For the one-year period that ended September 30, 2022, the S&P 500® Price Return Index (“S&P 500 Price Index”) returned (16.76)% and for the one-year period that ended October 31, 2022, the S&P 500 Price Index returned (15.92)%. For the period covered by this report, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. We view that the era of easy money and ultra-loose monetary policy is in the rear-view mirror and the Fed has the pedal to the metal when it comes to raising the Fed funds rate to combat inflation. Compared to previous Fed hiking cycles, the current campaign from the Fed has proven to be one of the most aggressive as short-term rates have gone from zero-bound to above 3% in less than a year. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. Therefore, against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events and look for ways to mitigate risks along the uncertain road ahead.
Accordingly, the inflation-induced shift of interest rates has already wreaked havoc across the spectrum of risk assets. Equities have experienced a sharp selloff and traditional safe-havens such as U.S. Treasuries appear to be less effective than they were in the past. Despite the market volatility and challenging market environment, we believe the Funds were able to demonstrate their risk management attributes and reduce the amount of negative market performance across their respective Outcome Periods while still offering upside potential. Our Buffered ETFs set initial average gross caps1 over the reporting periods for each Fund’s respective Outcome Period of 19.34% for the 12-month Buffer10 series, 11.78% for the 12-month Buffer20 series, and 8.38% for the 6-month Buffer10 series. We believe investment solutions designed to offer built-in risk mitigation with upside potential can be an important cornerstone of an investor’s portfolio by seeking to keep investors in the market and eliminate challenges in trying to time the market.
In closing, we understand that many investors have less desire for unlimited potential gains if they come with potential loss as noted in the Allianz Life Insurance Company of North America (“Allianz Life”) Q2 2022 Quarterly Market Perceptions Study. The study indicated that only 25% of respondents believe it is worth the risk of potential loss to have unlimited potential gains. In addition, 65% of respondents noted that they are keeping more money than they should out of the market because they are worried about loss. AllianzIM Buffered ETFs may have a place in your portfolio to address investor concerns like those noted in the study. For more information regarding the Funds, please contact your investment professional or call 877-4AZ-ETFS. Furthermore, please visit our website at www.AllianzIMetfs.com to learn more about the Funds.
Sincerely,
Brian Muench
President
AIM ETF Products Trust
Allianz Investment Management LLC is a registered investment adviser and a wholly owned subsidiary of Allianz Life Insurance Company of North America.
The views expressed above reflect the views of Allianz Investment Management LLC as of 11/2022. These views may change as the market or conditions change. This report is not intended to be used to provide financial advice and does not address or account for an individual’s circumstances. Past performance does not guarantee future results and no forecast should be considered a guarantee either.
The Allianz Life 2022 Q2 Quarterly Market Perceptions Study was conducted by Allianz Life via an online survey in March 2022 with a nationally representative sample of 1,004 respondents age 18+.
| (1) | Gross reflects the Cap prior to taking into account the 0.74% expense ratio of the ETF. |
| 1 |
ALLIANZIM U.S. LARGE CAP BUFFER10 JAN ETF
ALLIANZIM U.S. LARGE CAP BUFFER20 JAN ETF
(together, the “Funds”)
Fund Performance Overview (unaudited)
The Funds seek to match the returns of the S&P 500® Price Return Index (“S&P 500 Price Index”) up to a stated upside Cap, while limiting downside losses to the S&P 500 Price Index by the amount of the stated Buffer over a twelve-month Outcome Period. The Funds’ most recent Outcome Period initiated on January 1, 2022. AllianzIM’s Buffered ETF solutions seek to provide downside risk mitigation through a Buffer against the first 10% and 20% of market losses. The Buffer for the AllianzIM U.S. Large Cap Buffer10 Jan ETF is 10% and the AllianzIM U.S. Large Cap Buffer20 Jan ETF is 20%. This market commentary will primarily focus on factors influencing the S&P 500 Price Index for the periods covered by this report. Because these periods do not align with the Outcome Period of the Funds, the Funds’ performance stated over the periods covered by this report does not align with the investment objective of the Funds for the applicable Outcome Period.
For the one-year period that ended September 30, 2022, the S&P 500 Price Index returned (16.76)% and for the one-year period that ended October 31, 2022, the S&P 500 Price Index returned (15.92)%. For the periods, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. The inflation-induced shift of interest rates has wreaked havoc across the spectrum of risk assets with a selloff in equities, and traditional safe-havens such as U.S. Treasuries have proven to be less effective than they were in the past downturns.
The risk mitigation attributes of the 10% and 20% Buffer provided an opportunity for the Funds to soften market losses during the reporting periods and outperform the S&P 500 Price Index. Against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events ahead and look for ways to mitigate risks along the uncertain road ahead.
Each AllianzIM Buffered ETF is subject to an upside return Cap that represents the absolute maximum percentage return that the Fund can achieve for its outcome period. Therefore, even though the Fund seeks to provide returns based upon the performance of the S&P 500 Price Index, if the return of the S&P 500 Price Index for the outcome period exceeds the Cap, the Fund will not experience those excess gains. The Funds’ website, www.AllianzIMetfs.com, provides important information relating to each Fund, including potential outcomes of an investment in the Fund. One cannot invest directly in an index. Past performance does not guarantee future results.
| 2 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 JAN ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer10 Jan ETF (‘‘JANT’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (December 31, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer10 Jan ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer10 Jan ETF (NAV) ($10,145) | Allianz U.S. Large Cap Buffer10 Jan ETF (NAV) ($9,540) |
| Allianz U.S. Large Cap Buffer10 Jan ETF (Market) ($10,146) | Allianz U.S. Large Cap Buffer10 Jan ETF (Market) ($9,500) |
| S&P 500 Price Return IndexSM ($10,309) | S&P 500 Price Return IndexSM ($9,546) |
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Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (December 31, 2020)** | One Year | (December 31, 2020)** | ||||
| Allianz U.S. Large Cap Buffer10 Jan ETF (NAV) | (9.31)% | 0.79% | (12.87)% | (2.66)% | |||
| Allianz U.S. Large Cap Buffer10 Jan ETF (Market Price) | (9.38)% | 0.79% | (13.29)% | (2.89)% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 1.67% | (16.76)% | (2.62)% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZAJ to JANT. |
| ** | The inception date, December 31, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of JANT were listed on the NYSE Arca, Inc. on January 4, 2021. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 3 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER20 JAN ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer20 Jan ETF (‘‘JANW’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (December 31, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer20 Jan ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer20 Jan ETF (NAV) ($10,225) | Allianz U.S. Large Cap Buffer20 Jan ETF (NAV) ($9,842) |
| Allianz U.S. Large Cap Buffer20 Jan ETF (Market) ($10,214) | Allianz U.S. Large Cap Buffer20 Jan ETF (Market) ($9,806) |
| S&P 500 Price Return IndexSM ($10,309) | S&P 500 Price Return IndexSM ($9,546) |
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Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (December 31, 2020)** | One Year | (December 31, 2020)** | ||||
| Allianz U.S. Large Cap Buffer20 Jan ETF (NAV) | (3.42)% | 1.22% | (6.18)% | (0.91)% | |||
| Allianz U.S. Large Cap Buffer20 Jan ETF (Market Price) | (3.62)% | 1.16% | (6.67)% | (1.12)% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 1.67% | (16.76)% | (2.62)% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZBJ to JANW. |
| ** | The inception date, December 31, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of JANW were listed on the NYSE Arca, Inc. on January 4, 2021. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 4 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 APR ETF
ALLIANZIM U.S. LARGE CAP BUFFER20 APR ETF
(together, the “Funds”)
Fund Performance Overview (unaudited)
The Funds seek to match the returns of the S&P 500® Price Return Index (“S&P 500 Price Index”) up to a stated upside Cap, while limiting downside losses to the S&P 500 Price Index by the amount of the stated Buffer over a twelve-month Outcome Period. The Funds’ most recent Outcome Period initiated on April 1, 2022. AllianzIM’s Buffered ETF solutions seek to provide downside risk mitigation through a Buffer against the first 10% and 20% of market losses. The Buffer for the AllianzIM U.S. Large Cap Buffer10 Apr ETF is 10% and the AllianzIM U.S. Large Cap Buffer20 Apr ETF is 20%. This market commentary will primarily focus on factors influencing the S&P 500 Price Index for the periods covered by this report. Because these periods do not align with the Outcome Period of the Funds, the Funds’ performance stated over the periods covered by this report does not align with the investment objective of the Funds for the applicable Outcome Period.
For the one-year period that ended September 30, 2022, the S&P 500 Price Index returned (16.76)% and for the one-year period that ended October 31, 2022, the S&P 500 Price Index returned (15.92)%. For the periods, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. The inflation-induced shift of interest rates has wreaked havoc across the spectrum of risk assets with a selloff in equities, and traditional safe-havens such as U.S. Treasuries have proven to be less effective than they were in the past downturns.
The risk mitigation attributes of the 10% and 20% Buffer provided an opportunity for the Funds to soften market losses during the reporting periods and outperform the S&P 500 Price Index. Against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events ahead and look for ways to mitigate risks along the uncertain road ahead.
Each AllianzIM Buffered ETF is subject to an upside return Cap that represents the absolute maximum percentage return that the Fund can achieve for its outcome period. Therefore, even though the Fund seeks to provide returns based upon the performance of the S&P 500 Price Index, if the return of the S&P 500 Price Index for the outcome period exceeds the Cap, the Fund will not experience those excess gains. The Funds’ website, www.AllianzIMetfs.com, provides important information relating to each Fund, including potential outcomes of an investment in the Fund. One cannot invest directly in an index. Past performance does not guarantee future results.
| 5 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 APR ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer10 Apr ETF (‘‘APRT’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (May 28, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer10 Apr ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer10 Apr ETF (NAV) ($11,401) | Allianz U.S. Large Cap Buffer10 Apr ETF (NAV) ($10,816) |
| Allianz U.S. Large Cap Buffer10 Apr ETF (Market) ($11,387) | Allianz U.S. Large Cap Buffer10 Apr ETF (Market) ($10,762) |
| S&P 500 Price Return IndexSM ($12,780) | S&P 500 Price Return IndexSM ($11,835) |
 |
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Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (May 28, 2020)** | One Year | (May 28, 2020)** | ||||
| Allianz U.S. Large Cap Buffer10 Apr ETF (NAV) | (5.79)% | 5.55% | (7.94)% | 3.41% | |||
| Allianz U.S. Large Cap Buffer10 Apr ETF (Market Price) | (5.87)% | 5.51% | (8.37)% | 3.19% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 10.63% | (16.76)% | 7.46% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZAA to APRT. |
| ** | The inception date, May 28, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of APRT were listed on the NYSE Arca, Inc. on June 1, 2020. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 6 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER20 APR ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer20 Apr ETF (‘‘APRW’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (May 28, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer20 Apr ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer20 Apr ETF (NAV) ($10,678) | Allianz U.S. Large Cap Buffer20 Apr ETF (NAV) ($10,338) |
| Allianz U.S. Large Cap Buffer20 Apr ETF (Market) ($10,666) | Allianz U.S. Large Cap Buffer20 Apr ETF (Market) ($10,294) |
| S&P 500 Price Return IndexSM ($12,780) | S&P 500 Price Return IndexSM ($11,835) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (May 28, 2020)** | One Year | (May 28, 2020)** | ||||
| Allianz U.S. Large Cap Buffer20 Apr ETF (NAV) | (3.26)% | 2.74% | (5.02)% | 1.43% | |||
| Allianz U.S. Large Cap Buffer20 Apr ETF (Market Price) | (3.46)% | 2.70% | (5.57)% | 1.25% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 10.63% | (16.76)% | 7.46% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZBA to APRW. |
| ** | The inception date, May 28, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of APRW were listed on the NYSE Arca, Inc. on June 1, 2020. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 7 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 JUL ETF
ALLIANZIM U.S. LARGE CAP BUFFER20 JUL ETF
(together, the “Funds”)
Fund Performance Overview (unaudited)
The Funds seek to match the returns of the S&P 500® Price Return Index (“S&P 500 Price Index”) up to a stated upside Cap, while limiting downside losses to the S&P 500 Price Index by the amount of the stated Buffer over a twelve-month Outcome Period. The Funds’ most recent Outcome Period initiated on July 1, 2022. AllianzIM’s Buffered ETF solutions seek to provide downside risk mitigation through a Buffer against the first 10% and 20% of market losses. The Buffer for the AllianzIM U.S. Large Cap Buffer10 Jul ETF is 10% and the AllianzIM U.S. Large Cap Buffer20 Jul ETF is 20%. This market commentary will primarily focus on factors influencing the S&P 500 Price Index for the periods covered by this report. Because these periods do not align with the Outcome Period of the Funds, the Funds’ performance stated over the periods covered by this report does not align with the investment objective of the Funds for the applicable Outcome Period.
For the one-year period that ended September 30, 2022, the S&P 500 Price Index returned (16.76)% and for the one-year period that ended October 31, 2022, the S&P 500 Price Index returned (15.92)%. For the periods, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. The inflation-induced shift of interest rates has wreaked havoc across the spectrum of risk assets with a selloff in equities, and traditional safe-havens such as U.S. Treasuries have proven to be less effective than they were in the past downturns.
The risk mitigation attributes of the 10% and 20% Buffer provided an opportunity for the Funds to soften market losses during the reporting periods and outperform the S&P 500 Price Index. Against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events ahead and look for ways to mitigate risks along the uncertain road ahead.
Each AllianzIM Buffered ETF is subject to an upside return Cap that represents the absolute maximum percentage return that the Fund can achieve for its outcome period. Therefore, even though the Fund seeks to provide returns based upon the performance of the S&P 500 Price Index, if the return of the S&P 500 Price Index for the outcome period exceeds the Cap, the Fund will not experience those excess gains. The Funds’ website, www.AllianzIMetfs.com, provides important information relating to each Fund, including potential outcomes of an investment in the Fund. One cannot invest directly in an index. Past performance does not guarantee future results.
| 8 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 JUL ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer10 Jul ETF (‘‘JULT’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (June 30, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer10 Jul ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer10 Jul ETF (NAV) ($11,492) | Allianz U.S. Large Cap Buffer10 Jul ETF (NAV) ($10,895) |
| Allianz U.S. Large Cap Buffer10 Jul ETF (Market) ($11,513) | Allianz U.S. Large Cap Buffer10 Jul ETF (Market) ($10,857) |
| S&P 500 Price Return IndexSM ($12,489) | S&P 500 Price Return IndexSM ($11,565) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (June 30, 2020)** | One Year | (June 30, 2020)** | ||||
| Allianz U.S. Large Cap Buffer10 Jul ETF (NAV) | (4.23)% | 6.13% | (5.92)% | 3.88% | |||
| Allianz U.S. Large Cap Buffer10 Jul ETF (Market Price) | (4.06)% | 6.21% | (6.19)% | 3.72% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 9.98% | (16.76)% | 6.67% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZAL to JULT. |
| ** | The inception date, June 30, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of JULT were listed on the NYSE Arca, Inc. on July 1, 2020. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 9 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER20 JUL ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer20 Jul ETF (‘‘JULW’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (June 30, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer20 Jul ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer20 Jul ETF (NAV) ($10,921) | Allianz U.S. Large Cap Buffer20 Jul ETF (NAV) ($10,542) |
| Allianz U.S. Large Cap Buffer20 Jul ETF (Market) ($10,940) | Allianz U.S. Large Cap Buffer20 Jul ETF (Market) ($10,538) |
| S&P 500 Price Return IndexSM ($12,489) | S&P 500 Price Return IndexSM ($11,565) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (June 30, 2020)** | One Year | (June 30, 2020)** | ||||
| Allianz U.S. Large Cap Buffer20 Jul ETF (NAV) | (0.93)% | 3.84% | (2.66)% | 2.37% | |||
| Allianz U.S. Large Cap Buffer20 Jul ETF (Market Price) | (0.86)% | 3.92% | (2.83)% | 2.35% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 9.98% | (16.76)% | 6.67% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZBL to JULW. |
| ** | The inception date, June 30, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of JULW were listed on the NYSE Arca, Inc. on July 1, 2020. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 10 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 OCT ETF
ALLIANZIM U.S. LARGE CAP BUFFER20 OCT ETF
(together, the ‘‘Funds’’)
Fund Performance Overview (unaudited)
The Funds seek to match the share price returns of the SPDR S&P 500 ETF Trust up to a stated upside Cap, while limiting downside losses to the SPDR S&P 500 ETF Trust by the amount of the stated Buffer over a twelve-month Outcome Period. The Funds’ most recent Outcome Period initiated on October 1, 2022. Prior to October 1, 2022, the Funds sought to match the returns of the S&P 500® Price Return Index (“S&P 500 Price Index”) up to a stated upside Cap, while limiting downside losses to the S&P 500 Price Index by the amount of the stated Buffer over a twelve-month Outcome Period from October 1 to September 30. AllianzIM’s Buffered ETF solutions seek to provide downside risk mitigation through a Buffer against the first 10% and 20% of market losses. The Buffer for the AllianzIM U.S. Large Cap Buffer10 Oct ETF is 10% and the AllianzIM U.S. Large Cap Buffer20 Oct ETF is 20%. This market commentary will primarily focus on factors influencing the S&P 500 Price Index for the periods covered by this report. Because the one-year period ended October 31, 2022 does not align with the Outcome Period of the Funds, the Funds’ performance stated over such period does not align with the investment objective of the Funds over the applicable Outcome Period.
For the one-year period that ended September 30, 2022, the S&P 500 Price Index returned (16.76)% and for the one-year period that ended October 31, 2022, the S&P 500 Price Index returned (15.92)%. For the periods, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. The inflation-induced shift of interest rates has wreaked havoc across the spectrum of risk assets with a selloff in equities, and traditional safe-havens such as U.S. Treasuries have proven to be less effective than they were in the past downturns.
The risk mitigation attributes of the 10% and 20% Buffer provided an opportunity for the Funds to soften market losses during the reporting periods and outperform the S&P 500 Price Index. Against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events ahead and look for ways to mitigate risks along the uncertain road ahead.
Each AllianzIM Buffered ETF is subject to an upside return Cap that represents the absolute maximum percentage return that the Fund can achieve for its outcome period. Therefore, even though the Fund seeks to provide returns based upon the performance of the SPDR S&P 500 ETF Trust, if the return of the SPDR S&P 500 ETF Trust for the outcome period exceeds the Cap, the Fund will not experience those excess gains. The Funds’ website, www.AllianzIMetfs.com, provides important information relating to each Fund, including potential outcomes of an investment in the Fund. One cannot invest directly in an index. Past performance does not guarantee future results.
| 11 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER10 OCT ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer10 Oct ETF (‘‘OCTT’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (September 30, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM U.S. Large Cap Buffer10 Oct ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer10 Oct ETF (NAV) ($11,182) | Allianz U.S. Large Cap Buffer10 Oct ETF (NAV) ($10,652) |
| Allianz U.S. Large Cap Buffer10 Oct ETF (Market) ($11,220) | Allianz U.S. Large Cap Buffer10 Oct ETF (Market) ($10,684) |
| S&P 500 Price Return IndexSM ($11,513) | S&P 500 Price Return IndexSM ($10,662) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (September 30, 2020)** | One Year | (September 30, 2020)** | ||||
| Allianz U.S. Large Cap Buffer10 Oct ETF (NAV) | (6.62)% | 5.50% | (7.54)% | 3.21% | |||
| Allianz U.S. Large Cap Buffer10 Oct ETF (Market Price) | (6.25)% | 5.68% | (7.37)% | 3.37% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 6.99% | (16.76)% | 3.26% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZAO to OCTT. |
| ** | The inception date, September 30, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of OCTT were listed on the NYSE Arca, Inc. on October 1, 2020. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 12 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP BUFFER20 OCT ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap Buffer20 Oct ETF (‘‘OCTW’’)* at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (September 30, 2020**) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap Buffer20 Oct ETF Growth of a Hypothetical $10,000 Investment at
October 31, 2022 and September 30, 2022
| Allianz U.S. Large Cap Buffer20 Oct ETF (NAV) ($10,984) | Allianz U.S. Large Cap Buffer20 Oct ETF (NAV) ($10,674) |
| Allianz U.S. Large Cap Buffer20 Oct ETF (Market) ($11,009) | Allianz U.S. Large Cap Buffer20 Oct ETF (Market) ($10,698) |
| S&P 500 Price Return IndexSM ($11,513) | S&P 500 Price Return IndexSM ($10,662) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (September 30, 2020)** | One Year | (September 30, 2020)** | ||||
| Allianz U.S. Large Cap Buffer20 Oct ETF (NAV) | 0.16% | 4.60% | (0.75)% | 3.32% | |||
| Allianz U.S. Large Cap Buffer20 Oct ETF (Market Price) | 0.23% | 4.72% | (0.65)% | 3.43% | |||
| S&P 500 Price Return IndexSM | (15.92)% | 6.99% | (16.76)% | 3.26% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | Effective October 31, 2022, the Fund’s ticker symbol changed from AZBO to OCTW. |
| ** | The inception date, September 30, 2020, is the date the Fund started accruing expenses and commenced operations. Shares of OCTW were listed on the NYSE Arca, Inc. on October 1, 2020. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund share.
| 13 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP 6 MONTH BUFFER10 JAN/JUL ETF
(the “Fund”)
Fund Performance Overview (unaudited)
The Fund seeks to match the returns of the S&P 500® Price Return Index (“S&P 500 Price Index”) up to a stated upside Cap, while limiting downside losses to the S&P 500 Price Index by the amount of the stated Buffer over a six-month Outcome Period. The Fund’s most recent Outcome Period initiated on July 1, 2022. The Fund seeks to provide downside risk mitigation through a Buffer against the first 10% of market loss. This market commentary will primarily focus on factors influencing the S&P 500 Price Index for periods from the Fund’s inception on December 31, 2021. Because these periods do not align with the Outcome Period of the Fund, the Fund’s performance stated over the periods covered by this report does not align with the investment objective of the Fund for the applicable Outcome Period.
For the year-to-date period that ended September 30, 2022, the S&P 500 Price Index returned (24.77)% and for the year-to-date period that ended October 31, 2022, the S&P 500 Price Index returned (18.76)%. For the periods, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. The inflation-induced shift of interest rates has wreaked havoc across the spectrum of risk assets with a selloff in equities, and traditional safe-havens such as U.S. Treasuries have proven to be less effective than they were in the past downturns.
The risk mitigation attributes of the 10% Buffer provided an opportunity for the Fund to soften market losses during the reporting periods and outperform the S&P 500 Price Index. Against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events ahead and look for ways to mitigate risks along the uncertain road ahead.
Each AllianzIM Buffered ETF is subject to an upside return Cap that represents the absolute maximum percentage return that the Fund can achieve for its outcome period. Therefore, even though the Fund seeks to provide returns based upon the performance of the S&P 500 Price Index, if the return of the S&P 500 Price Index for the outcome period exceeds the Cap, the Fund will not experience those excess gains. The Fund’s website, www.AllianzIMetfs.com, provides important information relating to the Fund, including potential outcomes of an investment in the Fund. One cannot invest directly in an index. Past performance does not guarantee future results.
| 14 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP 6 MONTH BUFFER10 JAN/JUL ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (‘‘SIXJ’’) at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (December 29, 2021*) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF Growth of a Hypothetical $10,000
Investment at
October 31, 2022 and September 30, 2022
| AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF | AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF |
| (NAV) ($9,160) | (NAV) ($8,757) |
| AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF | AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF |
| (Market) ($9,162) | (Market) ($8,750) |
| S&P 500 Price Return IndexSM ($8,124) | S&P 500 Price Return IndexSM ($7,523) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||
| Since Inception | Since Inception | ||
| (December 29, 2021)* | (December 29, 2021)* | ||
| AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (NAV) | (8.40)% | (12.43)% | |
| AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (Market Price) | (8.38)% | (12.50)% | |
| S&P 500 Price Return IndexSM | (18.76)% | (24.77)% |
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | The inception date, December 29, 2021, is the date the Fund started accruing expenses and commenced operations. Shares of SIXJ were listed on the NYSE Arca, Inc. on January 4, 2022. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 15 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP 6 MONTH BUFFER10 APR/OCT ETF
(the “Fund”)
Fund Performance Overview (unaudited)
The Fund seeks to match the share price returns of the SPDR S&P 500 ETF Trust up to a stated upside Cap, while limiting downside losses to the SPDR S&P 500 ETF Trust by the amount of the stated Buffer over a six-month Outcome Period. The Fund’s most recent Outcome Period initiated on October 1, 2022. Prior to October 1, 2022, the Fund sought to match the returns of the S&P 500® Price Return Index (“S&P 500 Price Index”) up to a stated upside Cap, while limiting downside losses to the S&P 500 Price Index by the amount of the stated Buffer over a six-month Outcome Period from April 1 to September 30 or October 1 to March 31. The Fund seeks to provide downside risk mitigation through a Buffer against the first 10% of market loss. This market commentary will primarily focus on factors influencing the S&P 500 Price Index for the periods covered by this report. Because these periods do not align with the Outcome Period of the Fund, the Fund’s performance stated over the periods covered by this report does not align with the investment objective of the Fund for the applicable Outcome Period.
For the one-year period that ended September 30, 2022, the S&P 500 Price Index returned (16.76)% and for the one-year period that ended October 31, 2022, the S&P 500 Price Index returned (15.92)%. For the periods, the macroeconomic environment has been particularly challenging for investors. Inflation has become more entrenched in the economy because of over-stimulated policies, and the Federal Reserve (the “Fed”) has run into a problematic situation in which interest rates must be lifted swiftly to create enough restrictive friction on consumer demand. The Fed has accepted the challenge of facing inflation head on and understands the collateral damage of slowing the economy may lead to a recession. The inflation-induced shift of interest rates has wreaked havoc across the spectrum of risk assets with a selloff in equities, and traditional safe-havens such as U.S. Treasuries have proven to be less effective than they were in the past downturns.
The risk mitigation attributes of the 10% Buffer provided an opportunity for the Fund to soften market losses during the reporting periods and outperform the S&P 500 Price Index. Against a backdrop of rapidly rising rates, the potential of a recession, and continuing geopolitical risks, we believe it makes sense for investors to buckle up for the possibility of more volatile market events ahead and look for ways to mitigate risks along the uncertain road ahead.
Each AllianzIM Buffered ETF is subject to an upside return Cap that represents the absolute maximum percentage return that the Fund can achieve for its outcome period. Therefore, even though the Fund seeks to provide returns based upon the performance of the SPDR S&P 500 ETF Trust, if the return of the SPDR S&P 500 ETF Trust for the outcome period exceeds the Cap, the Fund will not experience those excess gains. The Fund’s website, www.AllianzIMetfs.com, provides important information relating to the Fund, including potential outcomes of an investment in the Fund. One cannot invest directly in an index. Past performance does not guarantee future results.
| 16 |
AIM ETF PRODUCTS TRUST
ALLIANZIM U.S. LARGE CAP 6 MONTH BUFFER10 APR/OCT ETF
Fund Performance Overview (unaudited) (continued)
The following graphs depict the hypothetical $10,000 investment in the AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (‘‘SIXO’’) at net asset value and market price as compared to the S&P 500 Price Return IndexSM(1) from the Fund’s inception date (September 30, 2021*) to October 31, 2022 and September 30, 2022, respectively. Please note the fiscal year end changed from September 30 to October 31. Therefore, the period covered is from the Fund’s inception through October 31, 2022, the Fund’s new fiscal year end.
AllianzIM
U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF Growth of a Hypothetical $10,000
Investment at
October 31, 2022 and September 30, 2022
| AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF | AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF |
| (NAV) ($9,691) | (NAV) ($9,304) |
| AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF | AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF |
| (Market) ($9,697) | (Market) ($9,330) |
| S&P 500 Price Return IndexSM ($8,989) | S&P 500 Price Return IndexSM ($8,324) |
 |
 |
Average Annual Return as of:
| October 31, 2022 | September 30, 2022 | ||||||
| Since Inception | Since Inception | ||||||
| One Year | (September 30, 2021)* | One Year | (September 30, 2021)* | ||||
| AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (NAV) | (5.70)% | (2.85)% | (6.96)% | (6.96)% | |||
| AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (Market Price) | (5.70)% | (2.79)% | (6.70)% | (6.70)% | |||
| S&P 500 Price Return IndexSM | (15.92)% | (9.36)% | (16.76)% | (16.76)% | |||
| (1) | The S&P 500 Price Return IndexSM is a large-cap, market-weighted, U.S. equities index that tracks the price (excluding dividends) of the leading companies that reflect the industries of the U.S. economy and is often considered a proxy for the stock market in general. |
| * | The inception date, September 30, 2021, is the date the Fund started accruing expenses and commenced operations. Shares of SIXO were listed on the NYSE Arca, Inc. on October 1, 2021. |
The performance shown represents past performance. Past performance does not guarantee future results. The performance data quoted represents past performance and current returns may be lower or higher. The investment return and principal will fluctuate so that an investor’s shares when sold may be worth more or less than the original cost. The Fund’s most recent month-end performance can be obtained and is available upon request and without charge on the Fund’s website at www.AllianzIMetfs.com, or by calling 877-429-3837 (877-4AZ-ETFS).
Net asset value (“NAV”) returns are based on the dollar value of a single share of the Fund, calculated using the value of the underlying assets of the Fund minus its liabilities, divided by the number of shares outstanding. The NAV is typically calculated at 4:00 pm Eastern time on each business day the New York Stock Exchange is open for trading. Market returns are based on the trade price at which shares are bought and sold on the NYSE Arca, Inc. using the last share trade. Market performance does not represent the returns you would receive if you traded shares at other times. Total Return reflects reinvestment of distributions on ex-date for NAV returns and payment date for Market Price returns. The market price of the Fund’s shares may differ significantly from their NAV during periods of market volatility. The referenced indices are shown for informational purposes only and are not meant to represent the Fund.
One cannot invest directly in an index.
The Fund’s performance assumes the reinvestment of all dividends and all capital gains. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.
| 17 |
AllianzIM
U.S. Large Cap Buffer10 Jan ETF
Schedule of Investments
October 31,
2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 37.1% | ||||||||||||||||||
| Options on Equity Indices - 37.1% | ||||||||||||||||||
| S&P 500 Index | December 2022 | $ | 3,098.02 | 278 | $ | 86,124,956 | $ | 22,108,951 | ||||||||||
| S&P 500 E-mini Index | December 2022 | 309.80 | 264 | 8,178,720 | 2,099,605 | |||||||||||||
| Total Options Purchased - Calls (Cost $47,868,005) |
94,303,676 | 24,208,556 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 73.8% | ||||||||||||||||||
| Options on Equity Indices - 73.8% | ||||||||||||||||||
| S&P 500 Index | December 2022 | 4,766.18 | 139 | 66,249,902 | 12,130,692 | |||||||||||||
| S&P 500 Index | December 2022 | 6,196.03 | 139 | 86,124,817 | 31,871,769 | |||||||||||||
| S&P 500 E-mini Index | December 2022 | 476.62 | 132 | 6,291,384 | 1,152,005 | |||||||||||||
| S&P 500 E-mini Index | December 2022 | 619.60 | 132 | 8,178,720 | 3,026,632 | |||||||||||||
| Total Options Purchased - Puts (Cost $47,012,943) |
166,844,823 | 48,181,098 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.0%* | ||||||||||||||||||
| Time Deposits - 0.0%* | ||||||||||||||||||
| Banco
Bilbao Vizcaya Argentaria SA, Madrid, 2.430%, 11/01/22(c) |
$ | 20,704 | 20,704 | |||||||||||||||
| Total Short-Term Investments (Cost $20,704) |
20,704 | |||||||||||||||||
| Total Investments – 110.9% (Cost $94,901,652) |
72,410,358 | |||||||||||||||||
| Other assets less liabilities – (10.9)% | (7,101,629 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 65,308,729 | ||||||||||||||||
| * | Rounds to less than 0.05%. |
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 18 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer10 Jan ETF
Schedule of Investments
October 31, 2022
(continued)
SCHEDULE OF WRITTEN OPTIONS AS OF OCTOBER 31, 2022
CALL OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 139 | $ | 5,338.12 | December 2022 | $ | 1,075 | $ | 74,199,868 | $ | (1,007 | ) | |||||||||||
| S&P 500 Index | 139 | 6,196.03 | December 2022 | 405 | 86,124,817 | (694 | ) | |||||||||||||||
| S&P 500 E-mini Index | 132 | 533.81 | December 2022 | 784 | 7,046,292 | (96 | ) | |||||||||||||||
| S&P 500 E-mini Index | 132 | 619.60 | December 2022 | 688 | 8,178,720 | (66 | ) | |||||||||||||||
| $ | 2,952 | $ | 175,549,697 | $ | (1,863 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration
Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 278 | $ | 3,098.02 | December 2022 | $ | 682,972 | $ | 86,124,956 | $ | (293,307 | ) | |||||||||||
| S&P 500 Index | 139 | 4,289.56 | December 2022 | 3,627,946 | 59,624,884 | (5,838,770 | ) | |||||||||||||||
| S&P 500 E-mini Index | 264 | 309.80 | December 2022 | 65,716 | 8,178,720 | (27,852 | ) | |||||||||||||||
| S&P 500 E-mini Index | 132 | 428.96 | December 2022 | 402,053 | 5,662,272 | (554,518 | ) | |||||||||||||||
| $ | 4,778,687 | $ | 159,590,832 | $ | (6,714,447 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 4,781,639 | $ | 335,140,529 | $ | (6,716,310 | ) | |||||||||||||||
| (a) | Non-income producing. |
| (b) | Each contract equals 100 shares. |
The accompanying notes are an integral part of the financial statements.
| 19 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer20 Jan ETF
Schedule of Investments
October 31,
2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 34.8% | ||||||||||||||||||
| Options on Equity Indices - 34.8% | ||||||||||||||||||
| S&P 500 Index | December 2022 | $ | 3,098.06 | 216 | $ | 66,918,096 | $ | 17,177,364 | ||||||||||
| S&P 500 E-mini Index | December 2022 | 309.85 | 244 | 7,560,340 | 1,939,394 | |||||||||||||
| Total Options Purchased - Calls (Cost $40,482,681) |
74,478,436 | 19,116,758 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 69.3% | ||||||||||||||||||
| Options on Equity Indices - 69.3% | ||||||||||||||||||
| S&P 500 Index | December 2022 | 4,766.23 | 108 | 51,475,284 | 9,425,816 | |||||||||||||
| S&P 500 Index | December 2022 | 6,196.13 | 108 | 66,918,204 | 24,764,749 | |||||||||||||
| S&P 500 E-mini Index | December 2022 | 476.67 | 122 | 5,815,374 | 1,065,332 | |||||||||||||
| S&P 500 E-mini Index | December 2022 | 619.70 | 122 | 7,560,340 | 2,798,553 | |||||||||||||
| Total Options Purchased - Puts (Cost $37,027,348) |
131,769,202 | 38,054,450 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.0%* | ||||||||||||||||||
| Time Deposits - 0.0%* | ||||||||||||||||||
| Sumitomo
Corporation, Tokyo, 2.430%, 11/01/22(c) |
$ | 22,941 | 22,941 | |||||||||||||||
| Total Short-Term Investments (Cost $22,941) |
22,941 | |||||||||||||||||
| Total Investments – 104.1% (Cost $77,532,970) |
57,194,149 | |||||||||||||||||
| Other assets less liabilities – (4.1)% | (2,232,713 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 54,961,436 | ||||||||||||||||
| * | Rounds to less than 0.05%. |
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 20 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer20 Jan ETF
Schedule of Investments
October 31, 2022
(continued)
SCHEDULE OF WRITTEN OPTIONS AS OF OCTOBER 31, 2022
CALL OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 108 | $ | 5,085.51 | December 2022 | $ | 4,161 | $ | 54,923,508 | $ | (2,006 | ) | |||||||||||
| S&P 500 Index | 108 | 6,196.13 | December 2022 | 284 | 66,918,204 | (539 | ) | |||||||||||||||
| S&P 500 E-mini Index | 122 | 508.55 | December 2022 | 481 | 6,204,310 | (227 | ) | |||||||||||||||
| S&P 500 E-mini Index | 122 | 619.70 | December 2022 | 584 | 7,560,340 | (61 | ) | |||||||||||||||
| $ | 5,510 | $ | 135,606,362 | $ | (2,833 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 216 | $ | 3,098.06 | December 2022 | $ | 540,328 | $ | 66,918,096 | $ | (227,919 | ) | |||||||||||
| S&P 500 Index | 108 | 3,812.94 | December 2022 | 1,521,021 | 41,179,752 | (1,286,211 | ) | |||||||||||||||
| S&P 500 E-mini Index | 244 | 309.85 | December 2022 | 62,019 | 7,560,340 | (25,779 | ) | |||||||||||||||
| S&P 500 E-mini Index | 122 | 381.29 | December 2022 | 175,530 | 4,651,738 | (145,276 | ) | |||||||||||||||
| $ | 2,298,898 | $ | 120,309,926 | $ | (1,685,185 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 2,304,408 | $ | 255,916,288 | $ | (1,688,018 | ) | |||||||||||||||
| (a) | Non-income producing. |
| (b) | Each contract equals 100 shares. |
The accompanying notes are an integral part of the financial statements.
| 21 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer10 Apr ETF
Schedule of Investments
October 31,
2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 47.7% | ||||||||||||||||||
| Options on Equity Indices - 47.7% | ||||||||||||||||||
| S&P 500 Index | March 2023 | $ | 2,944.83 | 84 | $ | 24,736,572 | $ | 8,314,242 | ||||||||||
| S&P 500 E-mini Index | March 2023 | 294.48 | 46 | 1,354,608 | 455,316 | |||||||||||||
| Total Options Purchased - Calls (Cost $14,329,220) |
26,091,180 | 8,769,558 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 61.9% | ||||||||||||||||||
| Options on Equity Indices - 61.9% | ||||||||||||||||||
| S&P 500 Index | March 2023 | 4,530.50 | 42 | 19,028,100 | 2,663,230 | |||||||||||||
| S&P 500 Index | March 2023 | 5,889.65 | 42 | 24,736,530 | 8,121,817 | |||||||||||||
| S&P 500 E-mini Index | March 2023 | 453.05 | 23 | 1,042,015 | 145,844 | |||||||||||||
| S&P 500 E-mini Index | March 2023 | 588.97 | 23 | 1,354,631 | 444,777 | |||||||||||||
| Total Options Purchased - Puts (Cost $11,110,907) |
46,161,276 | 11,375,668 | ||||||||||||||||
| Total Investments – 109.6% (Cost $25,440,127) |
20,145,226 | |||||||||||||||||
| Other assets less liabilities – (9.6)% | (1,767,807 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 18,377,419 | ||||||||||||||||
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
The accompanying notes are an integral part of the financial statements.
| 22 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer10 Apr ETF
Schedule of Investments
October 31, 2022
(continued)
SCHEDULE OF WRITTEN OPTIONS AS OF OCTOBER 31, 2022
CALL OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 42 | $ | 5,210.08 | March 2023 | $ | 14,461 | $ | 21,882,336 | $ | (7,783 | ) | |||||||||||
| S&P 500 Index | 42 | 5,889.65 | March 2023 | 1,033 | 24,736,530 | (646 | ) | |||||||||||||||
| S&P 500 E-mini Index | 23 | 521.01 | March 2023 | 726 | 1,198,323 | (426 | ) | |||||||||||||||
| S&P 500 E-mini Index | 23 | 588.97 | March 2023 | 112 | 1,354,631 | (35 | ) | |||||||||||||||
| $ | 16,332 | $ | 49,171,820 | $ | (8,890 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 84 | $ | 2,944.83 | March 2023 | $ | 382,777 | $ | 24,736,572 | $ | (267,732 | ) | |||||||||||
| S&P 500 Index | 42 | 4,077.45 | March 2023 | 963,185 | 17,125,290 | (1,323,572 | ) | |||||||||||||||
| S&P 500 E-mini Index | 46 | 294.48 | March 2023 | 20,105 | 1,354,608 | (14,661 | ) | |||||||||||||||
| S&P 500 E-mini Index | 23 | 407.75 | March 2023 | 56,714 | 937,825 | (72,488 | ) | |||||||||||||||
| $ | 1,422,781 | $ | 44,154,295 | $ | (1,678,453 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 1,439,113 | $ | 93,326,115 | $ | (1,687,343 | ) | |||||||||||||||
| (a) | Non-income producing. |
| (b) | Each contract equals 100 shares. |
The accompanying notes are an integral part of the financial statements.
| 23 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer20 Apr ETF
Schedule of Investments
October 31,
2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 45.7% | ||||||||||||||||||
| Options on Equity Indices - 45.7% | ||||||||||||||||||
| S&P 500 Index | March 2023 | $ | 2,944.87 | 254 | $ | 74,799,698 | $ | 25,139,747 | ||||||||||
| S&P 500 E-mini Index | March 2023 | 294.53 | 166 | 4,889,198 | 1,642,332 | |||||||||||||
| Total Options Purchased - Calls (Cost $40,126,203) |
79,688,896 | 26,782,079 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 59.3% | ||||||||||||||||||
| Options on Equity Indices - 59.3% | ||||||||||||||||||
| S&P 500 Index | March 2023 | 4,530.55 | 127 | 57,537,985 | 8,053,631 | |||||||||||||
| S&P 500 Index | March 2023 | 5,889.74 | 127 | 74,799,698 | 24,559,951 | |||||||||||||
| S&P 500 E-mini Index | March 2023 | 453.10 | 83 | 3,760,730 | 526,652 | |||||||||||||
| S&P 500 E-mini Index | March 2023 | 589.06 | 83 | 4,889,198 | 1,605,802 | |||||||||||||
| Total Options Purchased - Puts (Cost $34,454,429) |
140,987,611 | 34,746,036 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.1% | ||||||||||||||||||
| Time Deposits - 0.1% | ||||||||||||||||||
| Banco
Bilbao Vizcaya Argentaria SA, Madrid, 2.430%, 11/01/22(c) |
$ | 29,423 | 29,423 | |||||||||||||||
| Total Short-Term Investments (Cost $29,423) |
29,423 | |||||||||||||||||
| Total Investments – 105.1% (Cost $74,610,055) |
61,557,538 | |||||||||||||||||
| Other assets less liabilities – (5.1)% | (2,991,117 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 58,566,421 | ||||||||||||||||
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 24 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer20 Apr ETF
Schedule of Investments
October 31, 2022
(continued)
SCHEDULE OF WRITTEN OPTIONS AS OF OCTOBER 31, 2022
CALL OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 127 | $ | 4,942.78 | March 2023 | $ | 130,498 | $ | 62,773,306 | $ | (72,629 | ) | |||||||||||
| S&P 500 Index | 127 | 5,889.74 | March 2023 | 2,936 | 74,799,698 | (1,954 | ) | |||||||||||||||
| S&P 500 E-mini Index | 83 | 494.28 | March 2023 | 8,365 | 4,102,524 | (4,746 | ) | |||||||||||||||
| S&P 500 E-mini Index | 83 | 589.06 | March 2023 | 429 | 4,889,198 | (127 | ) | |||||||||||||||
| $ | 142,228 | $ | 146,564,726 | $ | (79,456 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 254 | $ | 2,944.87 | March 2023 | $ | 1,127,048 | $ | 74,799,698 | $ | (809,638 | ) | |||||||||||
| S&P 500 Index | 127 | 3,624.40 | March 2023 | 1,819,493 | 46,029,880 | (1,699,878 | ) | |||||||||||||||
| S&P 500 E-mini Index | 166 | 294.53 | March 2023 | 73,475 | 4,889,198 | (52,960 | ) | |||||||||||||||
| S&P 500 E-mini Index | 83 | 362.44 | March 2023 | 119,288 | 3,008,252 | (111,094 | ) | |||||||||||||||
| $ | 3,139,304 | $ | 128,727,028 | $ | (2,673,570 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 3,281,532 | $ | 275,291,754 | $ | (2,753,026 | ) | |||||||||||||||
| (a) | Non-income producing. |
| (b) | Each contract equals 100 shares. |
The accompanying notes are an integral part of the financial statements.
| 25 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer10 Jul ETF
Schedule of Investments
October 31,
2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 76.2% | ||||||||||||||||||
| Options on Equity Indices - 76.2% | ||||||||||||||||||
| S&P 500 Index | June 2023 | $ | 2,460.68 | 210 | $ | 51,674,280 | $ | 31,006,394 | ||||||||||
| S&P 500 E-mini Index | June 2023 | 246.07 | 218 | 5,364,326 | 3,218,718 | |||||||||||||
| Total
Options Purchased - Calls (Cost $40,156,764) |
57,038,606 | 34,225,112 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 30.8% | ||||||||||||||||||
| Options on Equity Indices - 30.8% | ||||||||||||||||||
| S&P 500 Index | June 2023 | 3,785.66 | 105 | 39,749,430 | 2,466,759 | |||||||||||||
| S&P 500 Index | June 2023 | 4,921.36 | 105 | 51,674,280 | 10,055,166 | |||||||||||||
| S&P 500 E-mini Index | June 2023 | 378.57 | 109 | 4,126,413 | 256,088 | |||||||||||||
| S&P 500 E-mini Index | June 2023 | 492.14 | 109 | 5,364,326 | 1,043,861 | |||||||||||||
| Total
Options Purchased - Puts (Cost $15,565,009) |
100,914,449 | 13,821,874 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.0%* | ||||||||||||||||||
| Time Deposits - 0.0%* | ||||||||||||||||||
| Citibank, New York, 2.430%, 11/01/22(c) | $ | 16,844 | 16,844 | |||||||||||||||
| Total
Short-Term Investments (Cost $16,844) |
16,844 | |||||||||||||||||
| Total
Investments – 107.0% (Cost $55,738,617) |
48,063,830 | |||||||||||||||||
| Other assets less liabilities – (7.0)% | (3,128,724 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 44,935,106 | ||||||||||||||||
| * | Rounds to less than 0.05%. |
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 26 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer10 Jul ETF
Schedule of Investments
October 31, 2022
(continued)
SCHEDULE OF WRITTEN OPTIONS AS OF OCTOBER 31, 2022
CALL OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 105 | $ | 4,648.79 | June 2023 | $ | 660,667 | $ | 48,812,295 | $ | (586,662 | ) | |||||||||||
| S&P 500 Index | 105 | 4,921.36 | June 2023 | 304,601 | 51,674,280 | (239,104 | ) | |||||||||||||||
| S&P 500 E-mini Index | 109 | 464.88 | June 2023 | 57,699 | 5,067,192 | (60,899 | ) | |||||||||||||||
| S&P 500 E-mini Index | 109 | 492.14 | June 2023 | 25,387 | 5,364,326 | (24,818 | ) | |||||||||||||||
| $ | 1,048,354 | $ | 110,918,093 | $ | (911,483 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 210 | $ | 2,460.68 | June 2023 | $ | 594,154 | $ | 51,674,280 | $ | (565,728 | ) | |||||||||||
| S&P 500 Index | 105 | 3,407.09 | June 2023 | 1,170,846 | 35,774,445 | (1,356,116 | ) | |||||||||||||||
| S&P 500 E-mini Index | 218 | 246.07 | June 2023 | 64,165 | 5,364,326 | (58,730 | ) | |||||||||||||||
| S&P 500 E-mini Index | 109 | 340.71 | June 2023 | 135,460 | 3,713,739 | (140,780 | ) | |||||||||||||||
| $ | 1,964,625 | $ | 96,526,790 | $ | (2,121,354 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 3,012,979 | $ | 207,444,883 | $ | (3,032,837 | ) | |||||||||||||||
| (a) | Non-income producing. |
| (b) | Each contract equals 100 shares. |
The accompanying notes are an integral part of the financial statements.
| 27 |
AIM ETF PRODUCTS TRUST
AllianzIM
U.S. Large Cap Buffer20 Jul ETF
Schedule of Investments
October 31,
2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 76.6% | ||||||||||||||||||
| Options on Equity Indices - 76.6% | ||||||||||||||||||
| S&P 500 Index | June 2023 | $ | 2,460.72 | 618 | $ | 152,072,496 | $ | 91,245,073 | ||||||||||
| S&P 500 E-mini Index | June 2023 | 246.11 | 196 | 4,823,756 | 2,893,160 | |||||||||||||
| Total Options Purchased - Calls (Cost $106,489,262) |
156,896,252 | 94,138,233 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 31.0% | ||||||||||||||||||
| Options on Equity Indices - 31.0% | ||||||||||||||||||
| S&P 500 Index | June 2023 | 3,785.70 | 309 | 116,978,130 | 7,259,753 | |||||||||||||
| S&P 500 Index | June 2023 | 4,921.43 | 309 | 152,072,187 | 29,592,844 | |||||||||||||
| S&P 500 E-mini Index | June 2023 | 378.60 | 98 | 3,710,280 | 230,348 | |||||||||||||
| S&P 500 E-mini Index | June 2023 | 492.21 | 98 | 4,823,658 | 939,128 | |||||||||||||
| Total Options Purchased - Puts (Cost $43,515,990) |
277,584,255 | 38,022,073 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.0%* | ||||||||||||||||||
| Time Deposits - 0.0%* | ||||||||||||||||||
| JP
Morgan Chase & Co., New York, 2.430%, 11/01/22(c) |
$ | 3,736 | 3,736 | |||||||||||||||
| Total Short-Term Investments (Cost $3,736) |
3,736 | |||||||||||||||||
| Total Investments – 107.6% (Cost $150,008,988) |
132,164,042 | |||||||||||||||||
| Other assets less liabilities – (7.6)% | (9,355,870 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 122,808,172 | ||||||||||||||||
| * | Rounds to less than 0.05%. |
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 28 |
AIM ETF PRODUCTS TRUST
AllianzIM U.S. Large Cap Buffer20 Jul ETF
Schedule of Investments
October 31, 2022 (continued)
SCHEDULE OF WRITTEN OPTIONS AS OF OCTOBER 31, 2022
CALL OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 309 | $ | 4,315.65 | June 2023 | $ | 4,337,238 | $ | 133,353,585 | $ | (4,358,783 | ) | |||||||||||
| S&P 500 Index | 309 | 4,921.43 | June 2023 | 859,932 | 152,072,187 | (703,481 | ) | |||||||||||||||
| S&P 500 E-mini Index | 98 | 431.57 | June 2023 | 129,649 | 4,229,386 | (138,223 | ) | |||||||||||||||
| S&P 500 E-mini Index | 98 | 492.21 | June 2023 | 24,417 | 4,823,658 | (22,260 | ) | |||||||||||||||
| $ | 5,351,236 | $ | 294,478,816 | $ | (5,222,747 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(a)
| Description | Contracts(b) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 Index | 618 | $ | 2,460.72 | June 2023 | $ | 1,782,819 | $ | 152,072,496 | $ | (1,664,961 | ) | |||||||||||
| S&P 500 Index | 309 | 3,028.53 | June 2023 | 2,060,293 | 93,581,577 | (2,099,927 | ) | |||||||||||||||
| S&P 500 E-mini Index | 196 | 246.11 | June 2023 | 57,613 | 4,823,756 | (52,836 | ) | |||||||||||||||
| S&P 500 E-mini Index | 98 | 302.85 | June 2023 | 68,023 | 2,967,930 | (66,596 | ) | |||||||||||||||
| $ | 3,968,748 | $ | 253,445,759 | $ | (3,884,320 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 9,319,984 | $ | 547,924,575 | $ | (9,107,067 | ) | |||||||||||||||
| (a) | Non-income producing. |
| (b) | Each contract equals 100 shares. |
The accompanying notes are an integral part of the financial statements.
| 29 |
AIM ETF PRODUCTS TRUST
AllianzIM U.S. Large Cap Buffer10 Oct ETF
Schedule of Investments
October 31, 2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 100.5% | ||||||||||||||||||
| Options on ETF - 100.5% | ||||||||||||||||||
| S&P 500 ETF Trust | September 2023 | $ | 2.64 | 1,714 | $ | 452,496 | $ | 64,578,632 | ||||||||||
| Total Options Purchased - Calls (Cost $60,656,993) |
452,496 | 64,578,632 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 5.6% | ||||||||||||||||||
| Options on ETF - 5.6% | ||||||||||||||||||
| S&P 500 ETF Trust | September 2023 | 357.14 | 1,714 | 61,213,796 | 3,589,410 | |||||||||||||
| Total Options Purchased - Puts (Cost $5,080,351) |
61,213,796 | 3,589,410 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.7% | ||||||||||||||||||
| Time Deposits - 0.7% | ||||||||||||||||||
| China
Construction Bank Corporation, New York, 2.430%, 11/01/22(c) |
$ | 475,804 | 475,804 | |||||||||||||||
| Total Short-Term Investments (Cost $475,804) |
475,804 | |||||||||||||||||
| Total Investments – 106.8% (Cost $66,213,148) |
68,643,846 | |||||||||||||||||
| Other assets less liabilities – (6.8)% | (4,349,475 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 64,294,371 | ||||||||||||||||
SCHEDULE OF WRITTEN OPTIONS
CALL OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 1,714 | $ | 452.55 | September 2023 | $ | 1,242,212 | $ | 77,567,070 | $ | (2,152,611 | ) | |||||||||||
| $ | 1,242,212 | $ | 77,567,070 | $ | (2,152,611 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 1,714 | $ | 321.46 | September 2023 | $ | 3,185,866 | $ | 55,098,244 | $ | (2,161,789 | ) | |||||||||||
| $ | 3,185,866 | $ | 55,098,244 | $ | (2,161,789 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 4,428,078 | $ | 132,665,314 | $ | (4,314,400 | ) | |||||||||||||||
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 30 |
AIM ETF PRODUCTS TRUST
AllianzIM U.S. Large Cap Buffer20 Oct ETF
Schedule of Investments
October 31, 2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 102.5% | ||||||||||||||||||
| Options on ETF - 102.5% | ||||||||||||||||||
| S&P 500 ETF Trust | September 2023 | $ | 2.68 | 4,237 | $ | 1,135,516 | $ | 159,621,830 | ||||||||||
| Total Options Purchased - Calls (Cost $150,358,965) |
1,135,516 | 159,621,830 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 5.7% | ||||||||||||||||||
| Options on ETF - 5.7% | ||||||||||||||||||
| S&P 500 ETF Trust | September 2023 | 357.22 | 4,237 | 151,354,114 | 8,882,470 | |||||||||||||
| Total Options Purchased - Puts (Cost $12,522,056) |
151,354,114 | 8,882,470 | ||||||||||||||||
| Principal | ||||||||||||||||||
| SHORT-TERM INVESTMENTS - 0.7% | ||||||||||||||||||
| Time Deposits - 0.7% | ||||||||||||||||||
| JP Morgan Chase & Co., New York, 2.430%, 11/01/22(c) |
$ | 1,125,708 | 1,125,708 | |||||||||||||||
| Total Short-Term Investments (Cost $1,125,708) |
1,125,708 | |||||||||||||||||
| Total Investments – 108.9% (Cost $164,006,729) |
169,630,008 | |||||||||||||||||
| Other assets less liabilities – (8.9)% | (13,795,269 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 155,834,739 | ||||||||||||||||
SCHEDULE OF WRITTEN OPTIONS
CALL OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 4,237 | $ | 418.54 | September 2023 | $ | 6,763,946 | $ | 177,335,398 | $ | (10,586,128 | ) | |||||||||||
| $ | 6,763,946 | $ | 177,335,398 | $ | (10,586,128 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 4,237 | $ | 285.74 | September 2023 | $ | 4,750,298 | $ | 121,068,038 | $ | (3,124,147 | ) | |||||||||||
| $ | 4,750,298 | $ | 121,068,038 | $ | (3,124,147 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 11,514,244 | $ | 298,403,436 | $ | (13,710,275 | ) | |||||||||||||||
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
| (c) | Time deposits bear interest at a variable rate that is based on a variety of factors, including but not limited to relevant overnight and short-term reference rates, the range of distribution between and among the interest rates paid by each eligible institution on their respective deposits, and the weighted average distribution of interest rates on the deposits. The rate shown is as of October 31, 2022. |
The accompanying notes are an integral part of the financial statements.
| 31 |
AIM ETF PRODUCTS TRUST
AllianzIM U.S. Large Cap Buffer10 Nov ETF
Schedule of Investments
October 31, 2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 97.2% | ||||||||||||||||||
| Options on ETF - 97.2% | ||||||||||||||||||
| S&P 500 ETF Trust | October 2023 | $ | 2.86 | 129 | $ | 36,894 | $ | 4,859,688 | ||||||||||
| Total Options Purchased - Calls (Cost $4,860,184) |
36,894 | 4,859,688 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 8.2% | ||||||||||||||||||
| Options on ETF - 8.2% | ||||||||||||||||||
| S&P 500 ETF Trust | October 2023 | 386.17 | 129 | 4,981,593 | 407,769 | |||||||||||||
| Total Options Purchased - Puts (Cost $408,266) |
4,981,593 | 407,769 | ||||||||||||||||
| Total Investments – 105.4% (Cost $5,268,450) |
5,267,457 | |||||||||||||||||
| Other assets less liabilities – (5.4)% | (269,444 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 4,998,013 | ||||||||||||||||
SCHEDULE OF WRITTEN OPTIONS
CALL OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 129 | $ | 489.48 | October 2023 | $ | 70,840 | $ | 6,314,292 | $ | (71,337 | ) | |||||||||||
| $ | 70,840 | $ | 6,314,292 | $ | (71,337 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 129 | $ | 347.59 | October 2023 | $ | 250,408 | $ | 4,483,911 | $ | (250,905 | ) | |||||||||||
| $ | 250,408 | $ | 4,483,911 | $ | (250,905 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 321,248 | $ | 10,798,203 | $ | (322,242 | ) | |||||||||||||||
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
The accompanying notes are an integral part of the financial statements.
| 32 |
AIM ETF PRODUCTS TRUST
AllianzIM U.S. Large Cap Buffer20 Nov ETF
Schedule of Investments
October 31, 2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 97.2% | ||||||||||||||||||
| Options on ETF - 97.2% | ||||||||||||||||||
| S&P 500 ETF Trust | October 2023 | $ | 2.90 | 129 | $ | 37,410 | $ | 4,859,172 | ||||||||||
| Total Options Purchased - Calls (Cost $4,859,668) |
37,410 | 4,859,172 | ||||||||||||||||
| OPTION PURCHASED - PUTS(b) - 8.2% | ||||||||||||||||||
| Options on ETF - 8.2% | ||||||||||||||||||
| S&P 500 ETF Trust | October 2023 | 386.25 | 129 | 4,982,625 | 408,027 | |||||||||||||
| Total Options Purchased - Puts (Cost $408,524) |
4,982,625 | 408,027 | ||||||||||||||||
| Total Investments – 105.4% (Cost $5,268,192) |
5,267,199 | |||||||||||||||||
| Other assets less liabilities – (5.4)% | (269,186 | ) | ||||||||||||||||
| Net Assets – 100.0% | $ | 4,998,013 | ||||||||||||||||
SCHEDULE OF WRITTEN OPTIONS
CALL OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 129 | $ | 451.52 | October 2023 | $ | 175,588 | $ | 5,824,608 | $ | (176,085 | ) | |||||||||||
| $ | 175,588 | $ | 5,824,608 | $ | (176,085 | ) | ||||||||||||||||
PUT OPTIONS WRITTEN(b)
| Description | Contracts(a) | Exercise Price |
Expiration Date |
Premiums Received |
Notional Amount |
Value | ||||||||||||||||
| S&P 500 ETF Trust | 129 | $ | 308.97 | October 2023 | $ | 145,918 | $ | 3,985,713 | $ | (146,415 | ) | |||||||||||
| $ | 145,918 | $ | 3,985,713 | $ | (146,415 | ) | ||||||||||||||||
| TOTAL OPTIONS WRITTEN | $ | 321,506 | $ | 9,810,321 | $ | (322,500 | ) | |||||||||||||||
| (a) | Each contract equals 100 shares. |
| (b) | Non-income producing. |
The accompanying notes are an integral part of the financial statements.
| 33 |
AIM ETF PRODUCTS TRUST
AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF
Schedule of Investments
October 31, 2022
| Expiration Date | Exercise Price | Contracts(a) | Notional Amount | Value | ||||||||||||||
| OPTION PURCHASED - CALLS(b) - 72.9% | ||||||||||||||||||
| Options on Equity Indices - 72.9% | ||||||||||||||||||
| S&P 500 Index | December 2022 | $ | 2,460.68 | 132 | $ | 32,480,976 | $ | 18,746,650 | ||||||||||
| S&P 500 E-mini Index | December 2022 | 246.07 | ||||||||||||||||