# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0000842790-25-000038
**Filing Date:** 2025-10
**Character Count:** 94420
**Document Hash:** 170fe168c846fc22dec2d1bd924a4666
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000842790-25-000038.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0000842790-25-000038

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

**ORGANIZATION NAME:**
- **EIN:** 760343427
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 251433402

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS
- **DATE OF NAME CHANGE:** 20000921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM PRIME RATE PREMIUM INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910320

## Series and Classes Contracts Data

### INVESCO Income Fund (Series ID: S000000251)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000000601 | Class A        | AGOVX           |
| C000000603 | Class C        | AGVCX           |
| C000000604 | Class R        | AGVRX           |
| C000000605 | Investor Class | AGIVX           |
| C000029663 | CLASS R5       | AGOIX           |
| C000071212 | Class Y        | AGVYX           |
| C000188949 | Class R6       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AIM Investment Securities Funds (Invesco Investment Securities Funds)

- **b. Investment Company Act file number:** 811-05686

- **c. CIK number of Registrant:** 0000842790

- **d. LEI of Registrant:** G61U5I6LJJEX0O3SU057

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 11 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046-1173

  - **Telephone number:** 800-959-4246

**Item A.2. Information about the Series.**

- **a. Name of Series:** Invesco Income Fund

- **b. EDGAR series identifier (if any):** S000000251

- **c. LEI of Series:** 549300H96DM3TTI50260

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $316343970.64

**Total Liabilities:** $46046947.94

**Net Assets:** $270297022.70

**Delayed Delivery Securities:** $35940241.60

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -883.88300492 | **1-Year:** -19694.72971506 | **5-Year:** -41076.70643878 | **10-Year:** -39547.01896180 | **30-Year:** -8294.26932551

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -163.22433537 | **1-Year:** -1340.61996527 | **5-Year:** -3467.22530706 | **10-Year:** -904.47017219 | **30-Year:** -2.52870179

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000188949 | 0.89%                | 0.04%                | 1.46%                |
| Class ID C000071212 | 0.88%                | 0.02%                | 1.45%                |
| Class ID C000000601 | 1.00%                | -0.14%               | 1.43%                |
| Class ID C000029663 | 0.88%                | 0.03%                | 1.45%                |
| Class ID C000000604 | 0.84%                | -0.02%               | 1.41%                |
| Class ID C000000605 | 0.86%                | 0.01%                | 1.43%                |
| Class ID C000000603 | 0.80%                | -0.06%               | 1.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-596567.66              | $2411427.15                                |
| Month 2  | $117810.36               | $-1368878.76                               |
| Month 3  | $615940.42               | $1908156.99                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                 | Government National Mortgage Association, TBA                                        | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12500000 | PA      | $12595662.00  | 4.66%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                  | Flagstar Mortgage Trust, Series 2018-5, Class B1                                     | CUSIP: 33849NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1377224 | PA      | $1308860.62   | 0.48%             | 2048-09-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207VMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       192 | PA      | $194.47       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       183 | PA      | $192.23       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                        | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2992500 | PA      | $3132335.34   | 1.16%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298M7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       402 | PA      | $418.49       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                       | ELM Trust 2024-ELM, Series 2024-ELM, Class A10                                       | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1212825.60   | 0.45%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                        | Sonic Capital LLC, Series 2020-1A, Class A2I                                         | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1995000 | PA      | $1961713.62   | 0.73%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                       | Metronet Infrastructure Issuer LLC                                                   | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $751902.53    | 0.28%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| N/A                                                      | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       155 | NC      | $73631.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Point Securitization Trust                         | Vista Point Securitization Trust, Series 2020-1, Class M1                            | CUSIP: 92838WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2079221.97   | 0.77%             | 2065-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                         | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                            | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1706519.55   | 0.63%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36213GNC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35206 | PA      | $35416.06     | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                     | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                        | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1590239 | PA      | $1601666.65   | 0.59%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment Trust                       | PennyMac Mortgage Investment Trust, Series B, Pfd.                                   | CUSIP: 70931T400<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |     68689 | NS      | $1645101.55   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Homeward Opportunities Fund Trust                        | Homeward Opportunities Fund Trust, Series 2022-1, Class A3                           | CUSIP: 43789KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000643 | PA      | $2987062.53   | 1.11%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36208QRB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1898 | PA      | $1902.70      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                     | TierPoint Issuer LLC, Series 2025-1A, Class A2                                       | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4070485.20   | 1.51%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -85 | NC      | $-20373.82    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| USB Auto Owner Trust 2025-1                              | USB Auto Owner Trust 2025-1, Series 2025-1A, Class D                                 | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1272630.00   | 0.47%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                  | Flagstar Mortgage Trust, Series 2018-6RR, Class B3                                   | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   2403367 | PA      | $2357821.21   | 0.87%             | 2048-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                               | GCAT Trust, Series 2023-NQM2, Class M1                                               | CUSIP: 36169DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781000 | PA      | $2782586.84   | 1.03%             | 2067-11-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                      | Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M                          | CUSIP: 35563PDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1729856 | PA      | $1708214.25   | 0.63%             | 2057-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                     | BBCMS Mortgage Trust, Series 2024-C24, Class AS                                      | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2102406.00   | 0.78%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                        | Fannie Mae REMICs, IO                                                                | CUSIP: 3136BKWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |  11653288 | PA      | $1701905.68   | 0.63%             | 2049-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                      | U.S. Treasury Notes                                                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4073046.88   | 1.51%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36292ASN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10785 | PA      | $10790.64     | 0.00%             | 2037-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                       | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1580000 | PA      | $1614317.46   | 0.60%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Ltd.                        | Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B                           | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1654257 | PA      | $1520695.82   | 0.56%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36208T3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6484 | PA      | $6578.01      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac, Series 2023-HQA3, Class M2                                              | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1584427.65   | 0.59%             | 2043-11-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| WBHT Commercial Mortgage Trust 2025-WBM                  | WBHT Commercial Mortgage Trust 2025-WBM, Series 2025-WBM, Class B                    | CUSIP: 92943QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503320.10   | 0.56%             | 2042-06-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8010937.52   | 2.96%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust, Series 2022-INV2, Class A3                               | CUSIP: 924923AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270587 | PA      | $1267960.27   | 0.47%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                             | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                              | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089952 | PA      | $1012697.12   | 0.37%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                               | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   1031752 | NS      | $1031752.09   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                  | Flagstar Mortgage Trust, Series 2018-5, Class B2                                     | CUSIP: 33849NAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650238 | PA      | $1564202.34   | 0.58%             | 2048-09-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                         | Benchmark 2024-V5 Mortgage Trust, Series 2024-V5, Class AM                           | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1991788.43   | 0.74%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36209ADK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       605 | PA      | $604.83       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31371HYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $7.25         | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                     | TierPoint Issuer LLC, Series 2023-1A, Class A2                                       | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    666667 | PA      | $667993.94    | 0.25%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298GW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $23.90        | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                  | Centersquare Issuer LLC, Series 2025-4A, Class A2                                    | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $707479.58    | 0.26%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                              | BMO 2024-5C4 Mortgage Trust, Series 2024-5C4, Class A3                               | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066000 | PA      | $1138289.30   | 0.42%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36205RUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2052 | PA      | $2052.81      | 0.00%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                            | Citigroup Mortgage Loan Trust, Series 2024-1, Class A4A                              | CUSIP: 17332CAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787995 | PA      | $795912.40    | 0.29%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HQ32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       122 | PA      | $128.64       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36212A4T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5342 | PA      | $5389.94      | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                               | AMSR Trust, Series 2023-SFR2, Class C                                                | CUSIP: 00178YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3853919.20   | 1.43%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class AS                     | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2647358 | PA      | $2577626.33   | 0.95%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298TW32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       249 | PA      | $258.74       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36241KG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87758 | PA      | $92212.03     | 0.03%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207NJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5979 | PA      | $5997.05      | 0.00%             | 2026-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36208TVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1054 | PA      | $1057.40      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQRV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3909488 | PA      | $4010735.97   | 1.48%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -68 | NC      | $47254.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate Lending                    | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65D                    | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4517000 | PA      | $118571.25    | 0.04%             | 2052-05-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                       | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2257938 | PA      | $2267319.23   | 0.84%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 3140XLPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3812643 | PA      | $3908978.45   | 1.45%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36206JBB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       411 | PA      | $411.50       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                      | U.S. Treasury Notes                                                                  | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2513671.88   | 0.93%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                      | U.S. Treasury Notes                                                                  | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1002714.84   | 0.37%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31371GKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.33        | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207JR70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       264 | PA      | $266.43       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                     | Textainer Marine Containers VII Ltd., Series 2021-1A, Class B                        | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1655897 | PA      | $1537093.79   | 0.57%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                             | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                              | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937656 | PA      | $1931158.90   | 0.71%             | 2036-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                      | Zaxby's Funding LLC, Series 2021-1A, Class A2                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3302399 | PA      | $3113170.58   | 1.15%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31388SLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $9.98         | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer, LLC                         | Stack Infrastructure Issuer, LLC, Series 2023-3A, Class A2                           | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2522024.75   | 0.93%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association, TBA                                        | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5495000 | PA      | $4685241.03   | 1.73%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31380PJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $157.03       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207R4Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       182 | PA      | $181.59       | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                         | Zayo Issuer, LLC, Series 2025-2A, Class A2                                           | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2067683.20   | 0.76%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 TRUST                                       | OBX 2025-HE1 TRUST, Series 2025-HE1, Class A1                                        | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-MBS          | CORP              | US        |    554448 | PA      | $557528.72    | 0.21%             | 2055-02-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                                      | Redwood Trust, Inc., Pfd.                                                            | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |     40000 | NS      | $1016000.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36225AWN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $8.82         | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3090037.20   | 1.14%             | 2042-04-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                            | Commonbond Student Loan Trust, Series 2020-1, Class A                                | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1518097 | PA      | $1395087.67   | 0.52%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman Ltd.                                       | MACH 1 Cayman Ltd., Series 2019-1, Class B                                           | CUSIP: 55446MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    248302 | PA      | $245947.81    | 0.09%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                          | CSAIL Commercial Mortgage Trust, Series 2016-C6, Class E                             | CUSIP: 12636MAX6<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2114935.20   | 0.78%             | 2049-01-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 Trust                                      | OBX 2024-NQM5 Trust, Series 2024-NQM5, Class A1                                      | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    974538 | PA      | $983044.74    | 0.36%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                | CSAIL 2018-CX11 Commercial Mortgage Trust, Series 2018-CX11, Class A5                | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $545979.72    | 0.20%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                       | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2966407 | PA      | $2957955.87   | 1.09%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                 | COLT Mortgage Loan Trust, Series 2020-3, Class A3                                    | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91942 | PA      | $90748.90     | 0.03%             | 2065-04-27      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                  | Centersquare Issuer LLC, Series 2024-1A, Class A2                                    | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1988160.00   | 0.74%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                | CSAIL 2018-CX11 Commercial Mortgage Trust, Series 2018-CX11, Class A4                | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380832 | PA      | $376620.41    | 0.14%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2021-1A, Class A23                                     | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982500 | PA      | $859868.08    | 0.32%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36294SGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8305 | PA      | $8659.79      | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                               | J.P. Morgan Mortgage Trust, Series 2024-5, Class A6                                  | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049052 | PA      | $1056045.83   | 0.39%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                     | Wendy's Funding, LLC, Series 2018-1A, Class A2II                                     | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1105120 | PA      | $1084940.86   | 0.40%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2021-1A, Class A23                                     | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1097250 | PA      | $973497.98    | 0.36%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3135615.90   | 1.16%             | 2043-03-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                      | Frontier Issuer LLC, Series 2023-1, Class A2                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4066130.00   | 1.50%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                              | Hertz Vehicle Financing LLC, Series 2022-2A, Class C                                 | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1439387.85   | 0.53%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                | Affirm Asset Securitization Trust 2025-X1, Series 2025-X1, Class A                   | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1447219 | PA      | $1449202.16   | 0.54%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                               | Verus Securitization Trust, Series 2023-INV2, Class A3                               | CUSIP: 92540BAC3<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |   1584734 | PA      | $1600262.16   | 0.59%             | 2068-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                               | AMSR Trust, Series 2021-SFR4, Class D                                                | CUSIP: 66982FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1458454.95   | 0.54%             | 2038-12-17      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                            | SG Residential Mortgage Trust, Series 2022-1, Class M1                               | CUSIP: 78433QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3204335.60   | 1.19%             | 2062-03-27      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -121 | NC      | $-40850.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                                 | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                  | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |    473860 | PA      | $478629.47    | 0.18%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31389FLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       227 | PA      | $234.83       | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31383LZB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        31 | PA      | $32.50        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                | OBX Trust, Series 2023-NQM1, Class A3                                                | CUSIP: 670855AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307336 | PA      | $2307496.13   | 0.85%             | 2062-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                | OBX Trust, Series 2022-NQM7, Class A1                                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4590430 | PA      | $4578907.22   | 1.69%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31382F2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       154 | PA      | $159.98       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                              | Hertz Vehicle Financing LLC, Series 2022-2A, Class B                                 | CUSIP: 42806MAP4<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $962451.90    | 0.36%             | 2028-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 3140XLVL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3936741 | PA      | $4059212.72   | 1.50%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                     | Deephaven Residential Mortgage Trust, Series 2021-3, Class A1                        | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1877440 | PA      | $1666383.05   | 0.62%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31388KZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        88 | PA      | $91.54        | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36206EGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $2.64         | 0.00%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                      | U.S. Treasury Notes                                                                  | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1030410.16   | 0.38%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                     | BBCMS Mortgage Trust, Series 2022-C15, Class AS                                      | CUSIP: 05552FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $721868.08    | 0.27%             | 2055-04-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31287TBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       135 | PA      | $142.34       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207V6H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       219 | PA      | $218.71       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust              | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 12A1              | CUSIP: 07384M3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192245 | PA      | $186422.51    | 0.07%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac, Series 2022-DNA4, Class M1                                              | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1038690.60   | 0.38%             | 2042-05-25      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B40 Mortgage Trust                        | Benchmark 2023-B40 Mortgage Trust, Series 2023-B40, Class AS                         | CUSIP: 08163WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2157201.20   | 0.80%             | 2056-12-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31298JDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        70 | PA      | $72.72        | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                          | Rad CLO 18 Ltd., Series 2023-18A, Class BR                                           | CUSIP: 75009AAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508437.50   | 0.93%             | 2037-07-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | Bank, Series 2017-BNK5, Class AS                                                     | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4302000 | PA      | $4191546.58   | 1.55%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                             | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                              | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259477 | PA      | $1255974.71   | 0.46%             | 2036-09-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                 | Angel Oak Mortgage Trust, Series 2022-2, Class M1                                    | CUSIP: 03464PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5893000 | PA      | $4744206.79   | 1.76%             | 2067-01-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class XA                | CUSIP: 06054AAY5<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |   6866091 | PA      | $249.93       | 0.00%             | 2048-09-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36206RLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       995 | PA      | $1000.20      | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                      | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class AS                        | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2959614.60   | 1.09%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                          | Residential Mortgage Loan Trust, Series 2019-3, Class B1                             | CUSIP: 76119NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276000 | PA      | $3222467.54   | 1.19%             | 2059-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31293RKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       160 | PA      | $166.23       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31293VJH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $31.63        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                     | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class M1                     | CUSIP: 12665WAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3733828.00   | 1.38%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                    | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class D                      | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3543298.00   | 1.31%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31407JFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        80 | PA      | $82.91        | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust        | Navistar Financial Dealer Note Master Owner Trust, Series 2024-1, Class C            | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014267.20   | 0.75%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                                      | FIVE Mortgage Trust, Series 2023-V1, Class XA                                        | CUSIP: 337964AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  55894401 | PA      | $794214.72    | 0.29%             | 2056-02-10      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                     | Wendy's Funding, LLC, Series 2021-1A, Class A2II                                     | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1343992 | PA      | $1200305.66   | 0.44%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36213GLJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20278 | PA      | $20357.75     | 0.01%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31388TNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141 | PA      | $145.86       | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                 | Chimera Investment Corp., Series C, Pfd.                                             | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     26638 | NS      | $619333.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292HRE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       167 | PA      | $174.16       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2                 | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    785000 | PA      | $808025.93    | 0.30%             | 2043-10-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                       | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    559350 | PA      | $574378.50    | 0.21%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       133 | PA      | $138.09       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                     | Bank, Series 2018-BN14, Class E                                                      | CUSIP: 06035RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $3648914.35   | 1.35%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                     | Textainer Marine Containers VII Ltd., Series 2021-2A, Class B                        | CUSIP: 88315LAR9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2940000 | PA      | $2730619.96   | 1.01%             | 2046-04-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                           | Morgan Stanley Capital I Trust, Series 2017-H1, Class A5                             | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98367.66     | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292HH49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        77 | PA      | $80.39        | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM3 Trust                                     | PRPM 2023-NQM3 Trust, Series 2023-NQM3, Class A3                                     | CUSIP: 69380TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2168103 | PA      | $2196563.42   | 0.81%             | 2068-11-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                  | Flagstar Mortgage Trust, Series 2018-6RR, Class B2                                   | CUSIP: 33851FBQ9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   2403367 | PA      | $2363115.83   | 0.87%             | 2048-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                        | Homeward Opportunities Fund Trust, Series 2022-1, Class M1                           | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2878000 | PA      | $2828434.51   | 1.05%             | 2067-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31383EAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        60 | PA      | $63.17        | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36202EFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31571 | PA      | $32643.94     | 0.01%             | 2035-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207BR36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       539 | PA      | $543.83       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31380ER71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4 | PA      | $4.40         | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31387BUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        86 | PA      | $90.19        | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                             | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                              | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735699 | PA      | $673142.64    | 0.25%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association, TBA                                        | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3700000 | PA      | $3774517.48   | 1.40%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292G4U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        14 | PA      | $14.44        | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                | OBX Trust, Series 2022-NQM7, Class A3                                                | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947354 | PA      | $946029.18    | 0.35%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31388PSG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $1.78         | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                    | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   1547628 | NS      | $1547628.08   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2366142.08   | 0.88%             | 2042-09-25      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       130 | NC      | $91208.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                     | Textainer Marine Containers VII Ltd., Series 2020-1A, Class B                        | CUSIP: 88315LAF5<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1715000 | PA      | $1691153.56   | 0.63%             | 2045-08-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance IX LLC                          | Triton Container Finance IX LLC, Series 2025-1A, Class C                             | CUSIP: 89679QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1477500 | PA      | $1499434.08   | 0.55%             | 2050-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36208UHP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       696 | PA      | $701.23       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                          | AutoNation Finance Trust 2025-1, Series 2025-1A, Class D                             | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2044228.40   | 0.76%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207J3N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5469 | PA      | $5489.38      | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                     | BBCMS Mortgage Trust, Series 2023-C22, Class AS                                      | CUSIP: 05554FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3330705.00   | 1.23%             | 2056-11-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                       | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4944000 | PA      | $4284075.28   | 1.58%             | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36207FGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2741 | PA      | $2744.44      | 0.00%             | 2026-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC               | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class C                  | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3153850.20   | 1.17%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                      | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751603 | PA      | $752164.06    | 0.28%             | 2055-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                     | BBCMS Mortgage Trust, Series 2018-C2, Class C                                        | CUSIP: 05491UBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2248490.75   | 0.83%             | 2051-12-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                            | Voya CLO Ltd., Series 2014-1A, Class CR2                                             | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1302802.80   | 0.48%             | 2031-04-18      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -175 | NC      | $43154.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36213FAM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8310 | PA      | $8375.05      | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                     | MILE Trust 2025-STNE, Series 2025-STNE, Class A                                      | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1633134.82   | 0.60%             | 2042-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                 | Benchmark Mortgage Trust, Series 2021-B28, Class AS                                  | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $2767761.60   | 1.02%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                    | HPEFS Equipment Trust, Series 2024-1A, Class D                                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2537254.75   | 0.94%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36212EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16238 | PA      | $16309.03     | 0.01%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31390ULM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $54.67        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                     | CHNGE Mortgage Trust, Series 2023-3, Class A1                                        | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993328 | PA      | $2010682.36   | 0.74%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36225BWT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $5.52         | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                    | Federal National Mortgage Association                                                | CUSIP: 31380KVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       155 | PA      | $160.80       | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQMQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6058290 | PA      | $6152476.63   | 2.28%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association                                             | CUSIP: 36212EPJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6046 | PA      | $6204.71      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC               | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class B                  | CUSIP: 05377RGE8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2063609.00   | 0.76%             | 2029-04-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust                            | Galton Funding Mortgage Trust, Series 2019-H1, Class B1                              | CUSIP: 36418XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5480000 | PA      | $5048201.76   | 1.87%             | 2059-10-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                 | Government National Mortgage Association, TBA                                        | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13550000 | PA      | $13416594.83  | 4.96%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                 | Fannie Mae Connecticut Avenue Securities, Series 2025-R02, Class 1M1                 | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591195 | PA      | $592652.53    | 0.22%             | 2045-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                 | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   1505975 | PA      | $1521291.09   | 0.56%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                    | MSWF Commercial Mortgage Trust 2023-1, Series 2023-1, Class A2                       | CUSIP: 55376CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2093488.80   | 0.77%             | 2056-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                     | Credit Suisse Mortgage Capital Trust, Series 2022-ATH3, Class A3                     | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2731107 | PA      | $2738946.61   | 1.01%             | 2067-08-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                       | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858512 | PA      | $880275.71    | 0.33%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1 | Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1, Series 2023-NQM1, Class A3 | CUSIP: 61775VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1687049 | PA      | $1712491.22   | 0.63%             | 2068-09-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                 | Fannie Mae Connecticut Avenue Securities, Series 2023-R07, Class 2M2                 | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2603099.25   | 0.96%             | 2043-09-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                    | HPEFS Equipment Trust, Series 2023-2A, Class D                                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1523677.35   | 0.56%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                      | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1798000 | PA      | $1750808.48   | 0.65%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                         | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       110 | PA      | $114.71       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                      | Affirm Master Trust, Series 2025-2A, Class C                                         | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1511677.50   | 0.56%             | 2033-07-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                 | Benchmark Mortgage Trust, Series 2023-V3, Class AS                                   | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4237480.00   | 1.57%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B37 Mortgage Trust                        | Benchmark 2022-B37 Mortgage Trust, Series 2022-B37, Class AS                         | CUSIP: 08161QAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4108947.20   | 1.52%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                       | Freddie Mac REMICs, IO                                                               | CUSIP: 3137H1KA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  12774257 | PA      | $1782082.91   | 0.66%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                      | U.S. Treasury Notes                                                                  | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3071132.82   | 1.14%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                          | Hertz Vehicle Financing III LLC, Series 2023-1A, Class C                             | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2521193.50   | 0.93%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** AIM Investment Securities Funds (Invesco Investment Securities Funds)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer