BUFFERED Exchange-Traded Funds

 

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 Feb ETF | FEBT | NYSE Arca

AllianzIM U.S. Large Cap Buffer20 Feb ETF | FEBW | NYSE Arca

AllianzIM U.S. Large Cap Buffer10 Mar ETF | MART | NYSE Arca

AllianzIM U.S. Large Cap Buffer20 Mar ETF | MARW | 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 May ETF | MAYT | NYSE Arca

AllianzIM U.S. Large Cap Buffer20 May ETF | MAYW | 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 Buffer10 Dec ETF | DECT | NYSE Arca

AllianzIM U.S. Large Cap Buffer20 Dec ETF | DECW | 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

 

Want to know more?

 

www.allianzIMetfs.com
1-877-429-3837

 

ETF-151 (R-4/2023)

 

 

TABLE OF CONTENTS

 

 

  Page
Letter from the President 1
Fund Performance Overview 3
Schedules of Investments and Written Options 13
Statements of Assets and Liabilities 35
Statements of Operations 40
Statements of Changes in Net Assets 45
Financial Highlights 60
Notes to Financial Statements 74
Disclosure of Fund Expenses 96
Other Information 98
Statement Regarding the Trust’s Liquidity Risk Management Program 99
Board Approval of the Investment Advisory Agreement 101

 

 

AIM ETF PRODUCTS TRUST

 

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 20 Buffered ETFs, including both 12-month and 6-month Outcome Period solutions with additional funds expected to launch in 2023. In early 2023, the ETF platform surpassed $1 billion in total assets under management as the ETF suite reflects the critical role these solutions can play in investors’ portfolios.

 

For the six month period that ended April 30, 2023, the S&P 500 Price Return Index(1) returned 7.68%. The path of the equity market has been heavily influenced by the perception of Federal Reserve (the “Fed”) policy and its direction over the past six months, and the uncertain outlook has been especially difficult for investors to navigate. The Fed finally began to slow rate hikes late last year, from a peak of 75 basis points(2) increase at each meeting, but opened the door for optionality as they adopted a data-dependent policy path. The challenge with a data-dependent Fed policy is simply just that, as backward looking data may not offer a timely view of what lies ahead. Investors are left with the interpretation of the data to decipher which direction Fed policy is headed next. As inflation and labor market data moved in a non-linear fashion over the last six months, market participants were left to interpret the subsequent effect on monetary policy and the outlook became less certain. Subtle shifts in economic data in either direction brought about some notable changes in market prices for both the bond and equity markets. Despite it being a bumpy and volatile road to get to where we are at today, the direction of travel for markets over the medium term was more noticeable with long-term interest rates moving slightly lower and equity prices moving higher. Looking forward, while there might be more clarity on the path of Fed policy, with a conditional pause in rate hikes, the lagging effects of previous policy decisions puts recession risks on the horizon and could lead to further volatility in markets.

 

The Allianz Life Insurance Company of North America (“Allianz Life”) Q1 2023 Quarterly Market Perceptions Study(3) highlighted investors’ sentiment. The study noted that most Americans are still very cautious about investing. More than half (63%) are keeping more money out of the market than they think they should and 62% would rather have their money sit in cash than endure market swings. Given the economic backdrop and investor sentiment, we believe investment solutions offer built-in risk mitigation with upside potential can be an important component of a diversified portfolio by seeking to keep investors in the market and eliminate challenges in trying to time the market. In addition, more Americans are expressing concerns about their long-term financial health and ability to afford the lifestyle they want in retirement. The larger the loss, the greater the return it takes to rebuild back to the original value. But with AllianzIM Buffered ETFs, investors may not have to overcome as much to break even and increase the probability of maintaining their lifestyle goal.

 

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 J. Muench, CFA®

 

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.

 

(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.
(2) A basis point equals 0.01 of 1%.
(3) Allianz Life 2023 Q1 Quarterly Market Perceptions Study, conducted online in March 2023 with a nationally representative sample of 1,005 respondents age 18+.

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AIM ETF PRODUCTS TRUST

 

Letter from the President (unaudited) (continued)

 

The views expressed above reflect the views of Allianz Investment Management LLC as of 5/2023. 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.

 

Must be preceded or accompanied by a prospectus.

 

Investment involves risk, including possible loss of principal. There is no guarantee the funds will achieve their investment objectives and may not be suitable for all investors.

 

Investors may lose their entire investment, regardless of when they purchase shares, and even if they hold shares for an entire Outcome Period. Full extent of Caps and Buffers only apply if held for stated Outcome Period and are not guaranteed. The Cap may increase or decrease and may vary significantly. An investor who purchases Fund Shares after the Outcome Period has begun or sells Fund Shares prior to the end of the Outcome Period may experience results that are very different from the investment objective sought by the Fund for that Outcome Period. There is no guarantee that the Cap will remain the same after the end of the Outcome Period.

 

The Buffered Outcome ETFs’ investment strategies are different from more typical investment products, and the Funds may be unsuitable for some investors. It is important that investors understand the investment strategy before making an investment. For more information regarding whether an investment in the Funds is right for you, please see the prospectus including “Investor Considerations.”

 

Distributed by Foreside Fund Services, LLC.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER10 JAN ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer10 Jan ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer10 Jan ETF (NAV) ($10,915) 

AllianzIM U.S. Large Cap Buffer10 Jan ETF (Market) ($10,894) 

S&P 500 Price Return IndexSM ($11,101)

 

 

Average Annual Return as of April 30, 2023

 

 
 
 
One Year
  Since Inception
(December 31, 2020)*
AllianzIM U.S. Large Cap Buffer10 Jan ETF (NAV) 5.65%   3.83%
AllianzIM U.S. Large Cap Buffer10 Jan ETF (Market Price) 5.80%   3.75%
S&P 500 Price Return IndexSM 0.91%   4.59%

 

(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 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER20 JAN ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer20 Jan ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer20 Jan ETF (NAV) ($11,161) 

AllianzIM U.S. Large Cap Buffer20 Jan ETF (Market) ($11,138) 

S&P 500 Price Return IndexSM ($11,101)

 

 

Average Annual Return as of April 30, 2023

 

  One Year  

Since Inception

(December 31, 2020)*

AllianzIM U.S. Large Cap Buffer20 Jan ETF (NAV) 10.70%   4.83%
AllianzIM U.S. Large Cap Buffer20 Jan ETF (Market Price) 10.41%   4.74%
S&P 500 Price Return IndexSM 0.91%   4.59%

 

(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 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER10 APR ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer10 Apr ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer10 Apr ETF (NAV) ($12,528) 

AllianzIM U.S. Large Cap Buffer10 Apr ETF (Market) ($12,510) 

S&P 500 Price Return IndexSM ($13,762)

 

 

Average Annual Return as of April 30, 2023

 

  One Year  

Since Inception

(May 28, 2020)*

AllianzIM U.S. Large Cap Buffer10 Apr ETF (NAV) 7.03%   8.01%
AllianzIM U.S. Large Cap Buffer10 Apr ETF (Market Price) 7.11%   7.98%
S&P 500 Price Return IndexSM 0.91%   11.54%

 

(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, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER20 APR ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer20 Apr ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer20 Apr ETF (NAV) ($11,213) 

AllianzIM U.S. Large Cap Buffer20 Apr ETF (Market) ($11,196) 

S&P 500 Price Return IndexSM ($13,762)

 

 

Average Annual Return as of April 30, 2023

 

  One Year  

Since Inception

(May 28, 2020)*

AllianzIM U.S. Large Cap Buffer20 Apr ETF (NAV) 4.51%   3.99%
AllianzIM U.S. Large Cap Buffer20 Apr ETF (Market Price) 4.18%   3.95%
S&P 500 Price Return IndexSM 0.91%   11.54%

 

(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, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER10 JUL ETF

 

Fund Performance Overview (unaudited)

 

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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer10 Jul ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer10 Jul ETF (NAV) ($12,315) 

AllianzIM U.S. Large Cap Buffer10 Jul ETF (Market) ($12,301) 

S&P 500 Price Return IndexSM ($13,449)

 

 

Average Annual Return as of April 30, 2023

 

  One Year   Since Inception
(June 30, 2020)*
AllianzIM U.S. Large Cap Buffer10 Jul ETF (NAV) 7.56%   7.63%
AllianzIM U.S. Large Cap Buffer10 Jul ETF (Market Price) 7.83%   7.58%
S&P 500 Price Return IndexSM 0.91%   11.03%

 

(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, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER20 JUL ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer20 Jul ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer20 Jul ETF (NAV) ($11,683) 

AllianzIM U.S. Large Cap Buffer20 Jul ETF (Market) ($11,653) 

S&P 500 Price Return IndexSM ($13,449)

 

 

Average Annual Return as of April 30, 2023

 

  One Year   Since Inception
(June 30, 2020)*
AllianzIM U.S. Large Cap Buffer20 Jul ETF (NAV) 7.83%   5.65%
AllianzIM U.S. Large Cap Buffer20 Jul ETF (Market Price) 7.61%   5.55%
S&P 500 Price Return IndexSM 0.91%   11.03%

 

(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, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER10 OCT ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer10 Oct ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer10 Oct ETF (NAV) ($12,217) 

AllianzIM U.S. Large Cap Buffer10 Oct ETF (Market) ($12,210) 

S&P 500 Price Return IndexSM ($12,398)

 

 

Average Annual Return as of April 30, 2023

 

 
 
 
One Year
  Since Inception
(September 30, 2020)*
AllianzIM U.S. Large Cap Buffer10 Oct ETF (NAV) 7.65%   8.07%
AllianzIM U.S. Large Cap Buffer10 Oct ETF (Market Price) 7.90%   8.04%
S&P 500 Price Return IndexSM 0.91%   8.69%

 

(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, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP BUFFER20 OCT ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap Buffer20 Oct ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap Buffer20 Oct ETF (NAV) ($11,798) 

AllianzIM U.S. Large Cap Buffer20 Oct ETF (Market) ($11,784) 

S&P 500 Price Return IndexSM ($12,398)

 

 

Average Annual Return as of April 30, 2023

 

 
 
 
One Year
  Since Inception
(September 30, 2020)*
AllianzIM U.S. Large Cap Buffer20 Oct ETF (NAV) 10.22%   6.62%
AllianzIM U.S. Large Cap Buffer20 Oct ETF (Market Price) 10.46%   6.57%
S&P 500 Price Return IndexSM 0.91%   8.69%

 

(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, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP 6 MONTH BUFFER10 JAN/JUL ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 31, 2021*) to April 30, 2023.

 

AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (NAV) ($9,625) 

AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (Market) ($9,608) 

S&P 500 Price Return IndexSM ($8,748)

 

 

Average Annual Return as of April 30, 2023

 

  One Year  

Since Inception

(December 31, 2021)*

AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (NAV) 1.84%   (2.83)%
AllianzIM U.S. Large Cap 6 Month Buffer10 Jan/Jul ETF (Market Price) 1.91%   (2.97)%
S&P 500 Price Return IndexSM 0.91%   (9.58)%

 

(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 31, 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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

ALLIANZIM U.S. LARGE CAP 6 MONTH BUFFER10 APR/OCT ETF

 

Fund Performance Overview (unaudited)

 

The following graph depicts 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 April 30, 2023.

 

AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF Growth of a Hypothetical $10,000 Investment at April 30, 2023

 

AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (NAV) ($10,611) 

AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (Market) ($10,608) 

S&P 500 Price Return IndexSM ($9,679)

 

 

Average Annual Return as of April 30, 2023

 

  One Year  

Since Inception

(September 30, 2021)*

AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (NAV) 6.20%   3.82%
AllianzIM U.S. Large Cap 6 Month Buffer10 Apr/Oct ETF (Market Price) 6.39%   3.80%
S&P 500 Price Return IndexSM 0.91%   (2.04)%

 

(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.

 

As stated in the current prospectus, the expense ratio is 0.74%. Please refer to the Financial Highlights herein for the most recent expense ratio information.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Jan ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 99.2%                                    
Options on ETF – 99.2%                                    
SPDR S&P 500 ETF Trust   December 2023   $ 2.83       1,904     $ 538,832     $ 77,804,733  
Total Options Purchased – Calls
(Cost $72,238,994)
                        538,832       77,804,733  
OPTION PURCHASED – PUTS(b) – 2.9%                                    
Options on ETF – 2.9%                                    
SPDR S&P 500 ETF Trust   December 2023     382.39       1,904       72,807,056       2,274,385  
Total Options Purchased – Puts
(Cost $3,889,764)
                        72,807,056       2,274,385  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.7%                                    
Time Deposits – 0.7%                                    
Banco Bilbao Vizcaya Argentaria SA,
Madrid, 4.180%, 5/01/23(c)
                      $ 541,971       541,971  
Total Short-Term Investments
(Cost $541,971)
                                541,971  
Total Investments – 102.8%
(Cost $76,670,729)
                                80,621,089  
Other assets less liabilities – (2.8)%                                 (2,170,644)
Net Assets – 100.0%                               $ 78,450,445  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     1,904     $ 471.92     December 2023   $ 1,840,641     $ 89,853,568     $ (763,180)
                        $ 1,840,641     $ 89,853,568     $ (763,180)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     1,904     $ 344.19     December 2023   $ 2,005,431     $ 65,533,776     $ (1,224,672)
                        $ 2,005,431     $ 65,533,776     $ (1,224,672)
TOTAL OPTIONS WRITTEN                       $ 3,846,072     $ 155,387,344     $ (1,987,852)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 Jan ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 100.9%                                    
Options on ETF – 100.9%                                    
SPDR S&P 500 ETF Trust   December 2023   $ 2.87       2,482     $ 712,334     $ 101,414,521  
Total Options Purchased – Calls
(Cost $93,055,866)
                        712,334       101,414,521  
OPTION PURCHASED – PUTS(b) – 3.0%                                    
Options on ETF – 3.0%                                    
SPDR S&P 500 ETF Trust   December 2023     382.47       2,482       94,929,054       2,968,596  
Total Options Purchased – Puts
(Cost $6,736,014)
                        94,929,054       2,968,596  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.7%                                    
Time Deposits – 0.7%                                    
Banco Bilbao Vizcaya Argentaria SA,
Madrid, 4.180%, 5/01/23(c)
                      $ 731,144       731,144  
Total Short-Term Investments
(Cost $731,144)
                                731,144  
Total Investments – 104.6%
(Cost $100,523,024)
                                105,114,261  
Other assets less liabilities – (4.6)%                                 (4,667,489)
Net Assets – 100.0%                               $ 100,446,772  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     2,482     $ 441.71     December 2023   $ 3,360,373     $ 109,632,422     $ (3,562,241)
                        $ 3,360,373     $ 109,632,422     $ (3,562,241)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     2,482     $ 305.94     December 2023   $ 2,203,898     $ 75,934,308     $ (874,036)
                        $ 2,203,898     $ 75,934,308     $ (874,036)
TOTAL OPTIONS WRITTEN                       $ 5,564,271     $ 185,566,730     $ (4,436,277)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Feb ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 98.2%                                    
Options on ETF – 98.2%                                    
SPDR S&P 500 ETF Trust   January 2024   $ 3.01       769     $ 231,469     $ 31,409,836  
Total Options Purchased – Calls
(Cost $30,918,924)
                        231,469       31,409,836  
OPTION PURCHASED – PUTS(b) – 4.4%                                    
Options on ETF – 4.4%                                    
SPDR S&P 500 ETF Trust   January 2024     406.44       769       31,255,236       1,416,360  
Total Options Purchased – Puts
(Cost $1,723,776)
                        31,255,236       1,416,360  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.7%                                    
Time Deposits – 0.7%                                    
Sumitomo Corporation,
Tokyo, 4.180%, 5/01/23(c)
                      $ 217,914       217,914  
Total Short-Term Investments
(Cost $217,914)
                                217,914  
Total Investments – 103.3%
(Cost $32,860,614)
                                33,044,110  
Other assets less liabilities – (3.3)%                                 (1,041,842)
Net Assets – 100.0%                               $ 32,002,268  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     769     $ 486.88     January 2024   $ 412,678     $ 37,441,072     $ (213,720)
                        $ 412,678     $ 37,441,072     $ (213,720)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     769     $ 365.83     January 2024   $ 1,004,504     $ 28,132,327     $ (774,545)
                        $ 1,004,504     $ 28,132,327     $ (774,545)
TOTAL OPTIONS WRITTEN                       $ 1,417,182     $ 65,573,399     $ (988,265)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 Feb ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 98.4%                                    
Options on ETF – 98.4%                                    
SPDR S&P 500 ETF Trust   January 2024   $ 3.05       1,337     $ 407,785     $ 54,604,697  
Total Options Purchased – Calls
(Cost $53,408,818)
                        407,785       54,604,697  
OPTION PURCHASED – PUTS(b) – 4.4%                                    
Options on ETF – 4.4%                                    
SPDR S&P 500 ETF Trust   January 2024     406.52       1,337       54,351,724       2,465,375  
Total Options Purchased – Puts
(Cost $3,178,558)
                        54,351,724       2,465,375  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.8%                                    
Time Deposits – 0.8%                                    
ANZ Bank Ltd.,
London, 4.180%, 5/01/23(c)
                      $ 416,954       416,954  
Total Short-Term Investments
(Cost $416,954)
                                416,954  
Total Investments – 103.6%
(Cost $57,004,330)
                                57,487,026  
Other assets less liabilities – (3.6)%                                 (1,996,571)
Net Assets – 100.0%                               $ 55,490,455  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     1,337     $ 460.34     January 2024   $ 1,531,225     $ 61,547,458     $ (1,195,799)
                        $ 1,531,225     $ 61,547,458     $ (1,195,799)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     1,337     $ 325.18     January 2024   $ 970,728     $ 43,476,566     $ (718,076)
                        $ 970,728     $ 43,476,566     $ (718,076)
TOTAL OPTIONS WRITTEN                       $ 2,501,953     $ 105,024,024     $ (1,913,875)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Mar ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 99.0%                                    
Options on ETF – 99.0%                                    
SPDR S&P 500 ETF Trust   February 2024   $ 2.93       205     $ 60,065     $ 8,380,410  
Total Options Purchased – Calls
(Cost $7,953,909)
                        60,065       8,380,410  
OPTION PURCHASED – PUTS(b) – 4.1%                                    
Options on ETF – 4.1%                                    
SPDR S&P 500 ETF Trust   February 2024     396.22       205       8,122,510       345,329  
Total Options Purchased – Puts
(Cost $491,704)
                        8,122,510       345,329  
Total Investments – 103.1%
(Cost $8,445,613)
                                8,725,739  
Other assets less liabilities – (3.1)%                                 (264,343)
Net Assets – 100.0%                               $ 8,461,396  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     205     $ 477.02     February 2024   $ 96,999     $ 9,778,910     $ (117,246)
                        $ 96,999     $ 9,778,910     $ (117,246)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     205     $ 356.63     February 2024   $ 276,864     $ 7,310,915     $ (195,756)
                        $ 276,864     $ 7,310,915     $ (195,756)
TOTAL OPTIONS WRITTEN                       $ 373,863     $ 17,089,825     $ (313,002)

 

 

(a) Each contract equals 100 shares.
(b) Non-income producing.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 Mar ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 100.1%                                    
Options on ETF – 100.1%                                    
SPDR S&P 500 ETF Trust   February 2024   $ 2.97       694     $ 206,118     $ 28,368,103  
Total Options Purchased – Calls
(Cost $26,918,426)
                        206,118       28,368,103  
OPTION PURCHASED – PUTS(b) – 4.1%                                    
Options on ETF – 4.1%                                    
SPDR S&P 500 ETF Trust   February 2024     396.30       694       27,503,220       1,170,362  
Total Options Purchased – Puts
(Cost $1,709,922)
                        27,503,220       1,170,362  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.7%                                    
Time Deposits – 0.7%                                    
Banco Bilbao Vizcaya Argentaria SA,
Madrid, 4.180%, 5/01/23(c)
                      $ 196,358       196,358  
Total Short-Term Investments
(Cost $196,358)
                                196,358  
Total Investments – 104.9%
(Cost $28,824,706)
                                29,734,823  
Other assets less liabilities – (4.9)%                                 (1,391,139)
Net Assets – 100.0%                               $ 28,343,684  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     694     $ 451.82     February 2024   $ 751,091     $ 31,356,308     $ (994,932)
                        $ 751,091     $ 31,356,308     $ (994,932)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     694     $ 317.01     February 2024   $ 524,572     $ 22,000,494     $ (367,452)
                        $ 524,572     $ 22,000,494     $ (367,452)
TOTAL OPTIONS WRITTEN                       $ 1,275,663     $ 53,356,802     $ (1,362,384)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Apr ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 98.2%                                    
Options on ETF – 98.2%                                    
SPDR S&P 500 ETF Trust   March 2024   $ 3.03       955     $ 289,365     $ 38,903,768  
Total Options Purchased – Calls
(Cost $38,231,852)
                        289,365       38,903,768  
OPTION PURCHASED – PUTS(b) – 5.2%                                    
Options on ETF – 5.2%                                    
SPDR S&P 500 ETF Trust   March 2024     409.35       955       39,092,925       2,071,156  
Total Options Purchased – Puts
(Cost $2,424,266)
                        39,092,925       2,071,156  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.8%                                    
Time Deposits – 0.8%                                    
China Construction Bank Corp.,
New York, 4.180%, 5/01/23(c)
                      $ 313,260       313,260  
Total Short-Term Investments
(Cost $313,260)
                                313,260  
Total Investments – 104.2%
(Cost $40,969,378)
                                41,288,184  
Other assets less liabilities – (4.2)%                                 (1,650,484)
Net Assets – 100.0%                               $ 39,637,700  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     955     $ 486.60     March 2024   $ 440,959     $ 46,470,300     $ (439,157)
                        $ 440,959     $ 46,470,300     $ (439,157)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     955     $ 368.45     March 2024   $ 1,407,068     $ 35,186,975     $ (1,192,088)
                        $ 1,407,068     $ 35,186,975     $ (1,192,088)
TOTAL OPTIONS WRITTEN                       $ 1,848,027     $ 81,657,275     $ (1,631,245)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 Apr ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 98.5%                                    
Options on ETF – 98.5%                                    
SPDR S&P 500 ETF Trust   March 2024   $ 3.07       3,796     $ 1,165,372     $ 154,622,924  
Total Options Purchased – Calls
(Cost $152,172,303)
                        1,165,372       154,622,924  
OPTION PURCHASED – PUTS(b) – 5.3%                                    
Options on ETF – 5.3%                                    
SPDR S&P 500 ETF Trust   March 2024     409.43       3,796       155,419,628       8,290,464  
Total Options Purchased – Puts
(Cost $9,541,459)
                        155,419,628       8,290,464  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.7%                                    
Time Deposits – 0.7%                                    
Banco Bilbao Vizcaya Argentaria SA,
Madrid, 4.180%, 5/01/23(c)
                      $ 1,162,875       1,162,875  
Total Short-Term Investments
(Cost $1,162,875)
                                1,162,875  
Total Investments – 104.5%
(Cost $162,876,637)
                                164,076,263  
Other assets less liabilities – (4.5)%                                 (7,076,765)
Net Assets – 100.0%                               $ 156,999,498  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     3,796     $ 461.38     March 2024   $ 4,278,064     $ 175,139,848     $ (4,404,916)
                        $ 4,278,064     $ 175,139,848     $ (4,404,916)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     3,796     $ 327.51     March 2024   $ 3,052,813     $ 124,322,796     $ (2,596,464)
                        $ 3,052,813     $ 124,322,796     $ (2,596,464)
TOTAL OPTIONS WRITTEN                       $ 7,330,877     $ 299,462,644     $ (7,001,380)

 

 

(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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

20 

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 May ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 97.7%                                    
Options on ETF – 97.7%                                    
SPDR S&P 500 ETF Trust   April 2024   $ 3.08       120     $ 36,960     $ 4,881,480  
Total Options Purchased – Calls
(Cost $4,881,942)
                        36,960       4,881,480  
OPTION PURCHASED – PUTS(b) – 5.9%                                    
Options on ETF – 5.9%                                    
SPDR S&P 500 ETF Trust   April 2024     415.89       120       4,990,680       294,600  
Total Options Purchased – Puts
(Cost $295,062)
                        4,990,680       294,600  
Total Investments – 103.6%
(Cost $5,177,004)
                                5,176,080  
Other assets less liabilities – (3.6)%                                 (177,928)
Net Assets – 100.0%                               $ 4,998,152  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     120     $ 496.66     April 2024   $ 48,138     $ 5,959,920     $ (48,600)
                        $ 48,138     $ 5,959,920     $ (48,600)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     120     $ 374.34     April 2024   $ 172,818     $ 4,492,080     $ (173,280)
                        $ 172,818     $ 4,492,080     $ (173,280)
TOTAL OPTIONS WRITTEN                       $ 220,956     $ 10,452,000     $ (221,880)

 

 

(a) Each contract equals 100 shares.
(b) Non-income producing.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 May ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 97.7%                                    
Options on ETF – 97.7%                                    
SPDR S&P 500 ETF Trust   April 2024   $ 3.12       120     $ 37,440     $ 4,881,000  
Total Options Purchased – Calls
(Cost $4,881,462)
                        37,440       4,881,000  
OPTION PURCHASED – PUTS(b) – 5.9%                                    
Options on ETF – 5.9%                                    
SPDR S&P 500 ETF Trust   April 2024     415.97       120       4,991,640       294,960  
Total Options Purchased – Puts
(Cost $295,422)
                        4,991,640       294,960  
Total Investments – 103.6%
(Cost $5,176,884)
                                5,175,960  
Other assets less liabilities – (3.6)%                                 (177,808)
Net Assets – 100.0%                               $ 4,998,152  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     120     $ 469.96     April 2024   $ 125,418     $ 5,639,520     $ (125,880)
                        $ 125,418     $ 5,639,520     $ (125,880)

 

PUT OPTIONS WRITTEN(b)

 

Description  

Contracts(a)

    Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust     120     $ 332.74     April 2024   $ 95,898     $ 3,992,880     $ (96,360)
                        $ 95,898     $ 3,992,880     $ (96,360)
TOTAL OPTIONS WRITTEN                       $ 221,316     $ 9,632,400     $ (222,240)

 

 

(a) Each contract equals 100 shares.
(b) Non-income producing.

 

The accompanying notes are an integral part of the financial statements.

22 

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Jul ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price    

Contracts(a)

    Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 83.0%                                    
Options on Equity Indices – 83.0%                                    
S&P 500 E-mini Index   June 2023   $ 246.07       380     $ 9,350,660     $ 6,550,166  
S&P 500 Index   June 2023     2,460.68       240       59,056,320       41,363,081  
Total Options Purchased – Calls
(Cost $47,357,183)
                        68,406,980       47,913,247  
OPTION PURCHASED – PUTS(b) – 17.8%                                    
Options on Equity Indices – 17.8%                                    
S&P 500 E-mini Index   June 2023     378.57       190       7,192,830       43,527  
S&P 500 E-mini Index   June 2023     492.14       190       9,350,660       1,362,030  
S&P 500 Index   June 2023     3,785.66       120       45,427,920       276,418  
S&P 500 Index   June 2023     4,921.36       120       59,056,320       8,601,031  
Total Options Purchased – Puts
(Cost $18,069,949)
                        121,027,730       10,283,006  
                         

Principal

         
SHORT-TERM INVESTMENTS – 0.0%*                                    
Time Deposits – 0.0%*                                    
Citibank, New York,
4.180%, 5/01/23(c)
                      $ 25,856       25,856  
Total Short-Term Investments
(Cost $25,856)
                                25,856  
Total Investments – 100.8%
(Cost $65,452,988)
                                58,222,109  
Other assets less liabilities – (0.8)%                                 (438,513)
Net Assets – 100.0%                               $ 57,783,596  

 

 

* 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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

23 

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Jul ETF

Schedule of Investments

April 30, 2023 (unaudited) (continued)

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(a)

 

Description   Contracts(b)   Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
S&P 500 E-mini Index   190   $ 464.88     June 2023   $ 78,014     $ 8,832,720     $ (2,214)  
S&P 500 E-mini Index   190     492.14     June 2023     30,564       9,350,660       (467)  
S&P 500 Index   120     4,648.79     June 2023     702,394       55,785,480       (15,054)  
S&P 500 Index   120     4,921.36     June 2023     316,687       59,056,320       (2,183)  
                    $ 1,127,659     $ 133,025,180     $ (19,918)  

 

PUT OPTIONS WRITTEN(a)

 

Description   Contracts(b)   Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
S&P 500 E-mini Index   380   $ 246.07     June 2023   $ 81,559     $ 9,350,660     $ (5,191)  
S&P 500 E-mini Index   190     340.71     June 2023     187,716       6,473,490       (13,551)  
S&P 500 Index   240     2,460.68     June 2023     632,136       59,056,320       (25,877)  
S&P 500 Index   120     3,407.09     June 2023     1,275,152       40,885,080       (84,986)  
                    $ 2,176,563     $ 115,765,550     $ (129,605)  
TOTAL OPTIONS WRITTEN               $ 3,304,222     $ 248,790,730     $ (149,523)  

 

 
(a) Non-income producing.
(b) Each contract equals 100 shares.

 

The accompanying notes are an integral part of the financial statements.

24 

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 Jul ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price     Contracts(a)     Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 83.6%                                
Options on Equity Indices – 83.6%                                
S&P 500 E-mini Index   June 2023   $ 246.11       94     $ 2,313,434     $ 1,619,932  
S&P 500 Index   June 2023     2,460.72       580       142,721,760       99,958,481  
Total Options Purchased – Calls
(Cost $99,446,865)
                    145,035,194       101,578,413  
OPTION PURCHASED – PUTS(b) – 18.0%                                
Options on Equity Indices – 18.0%                                
S&P 500 E-mini Index   June 2023     378.60       47       1,779,420       10,779  
S&P 500 E-mini Index   June 2023     492.21       47       2,313,387       337,249  
S&P 500 Index   June 2023     3,785.70       290       109,785,300       668,102  
S&P 500 Index   June 2023     4,921.43       290       142,721,470       20,787,835  
Total Options Purchased – Puts
(Cost $40,849,588)
                    256,599,577       21,803,965  
                        Principal          
SHORT-TERM INVESTMENTS – 0.0%*                                
Time Deposits – 0.0%*                                    
China Construction Bank Corp.,
New York, 4.180%, 5/01/23(c)
                  $ 7,712       7,712  
Total Short-Term Investments
(Cost $7,712)
                            7,712  
Total Investments – 101.6%
(Cost $140,304,165)
                            123,390,090  
Other assets less liabilities – (1.6)%                             (2,001,637)  
Net Assets – 100.0%                               $ 121,388,453  

 

 
* 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 April 30, 2023.

 

The accompanying notes are an integral part of the financial statements.

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer20 Jul ETF

Schedule of Investments

April 30, 2023 (unaudited) (continued)

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(a)

 

Description   Contracts(b)   Exercise Price     Expiration Date   Premiums Received     Notional Amount     Value  
S&P 500 E-mini Index   47   $ 431.57     June 2023   $ 43,767     $ 2,028,379     $ (17,934)  
S&P 500 E-mini Index   47     492.21     June 2023     6,254       2,313,387       (115)  
S&P 500 Index   290     4,315.65     June 2023     3,891,346       125,153,850       (1,100,846)  
S&P 500 Index   290     4,921.43     June 2023     747,834       142,721,470       (5,272)  
                    $ 4,689,201     $ 272,217,086     $ (1,124,167)  

 

PUT OPTIONS WRITTEN(a)

 

Description   Contracts(b)   Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
S&P 500 E-mini Index   94   $ 246.11     June 2023   $ 23,884     $ 2,313,434     $ (1,285)  
S&P 500 E-mini Index   47     302.85     June 2023     28,474       1,423,395       (1,492)  
S&P 500 Index   580     2,460.72     June 2023     1,624,643       142,721,760       (62,541)  
S&P 500 Index   290     3,028.53     June 2023     1,894,645       87,827,370       (94,410)  
                    $ 3,571,646     $ 234,285,959     $ (159,728)  
TOTAL OPTIONS WRITTEN               $ 8,260,847     $ 506,503,045     $ (1,283,895)  

 

 
(a) Non-income producing.
(b) Each contract equals 100 shares.

 

The accompanying notes are an integral part of the financial statements.

26 

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AIM ETF PRODUCTS TRUST

 

AllianzIM U.S. Large Cap Buffer10 Oct ETF

Schedule of Investments

April 30, 2023 (unaudited)

 

    Expiration Date   Exercise Price     Contracts(a)     Notional Amount     Value  
OPTION PURCHASED – CALLS(b) – 100.2%                                
Options on ETF – 100.2%                                    
SPDR S&P 500 ETF Trust   September 2023   $ 2.64       1,622     $ 428,208     $ 66,565,355  
Total Options Purchased – Calls
(Cost $57,290,266)
                    428,208       66,565,355  
OPTION PURCHASED – PUTS(b) – 1.2%                                
Options on ETF – 1.2%                                    
SPDR S&P 500 ETF Trust   September 2023     357.14       1,622       57,928,108       779,339  
Total Options Purchased – Puts
(Cost $4,639,362)
                    57,928,108       779,339  
                        Principal          
SHORT-TERM INVESTMENTS – 0.6%                                
Time Deposits – 0.6%                                    
Banco Bilbao Vizcaya Argentaria SA,
Madrid, 4.180%, 5/01/23(c)
                  $ 428,679       428,679  
Total Short-Term Investments
(Cost $428,679)
                            428,679  
Total Investments – 102.0%
(Cost $62,358,307)
                            67,773,373  
Other assets less liabilities – (2.0)%                             (1,345,214)  
Net Assets – 100.0%                               $ 66,428,159  

 

SCHEDULE OF WRITTEN OPTIONS AS OF APRIL 30, 2023

CALL OPTIONS WRITTEN(b)

 

Description   Contracts(a)   Exercise
Price
    Expiration
Date
  Premiums
Received
    Notional
Amount
    Value  
SPDR S&P 500 ETF Trust   1,622   $ 452.55     September 2023   $ 1,242,525     $ 73,403,610     $ (665,247)  
                    $ 1,242,525     $ 73,403,610     $ (665,247)  

 

PUT OPTIONS WRITTEN(b)

 

Description