# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0000842790-26-000030
**Filing Date:** 2026-1
**Character Count:** 128858
**Document Hash:** 0f8b0b908440382dd7211c8066fc378a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000842790-26-000030.hdr.sgml**: 20260129

**ACCESSION NUMBER**: 0000842790-26-000030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260129

**DATE AS OF CHANGE**: 20260129

**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:** 26575878

**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       |  |

## Nport-Ex

**Schedule of Investments** 

*November 30, 2025*

*(Unaudited)*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Asset-Backed Securities–72.92%** | **Asset-Backed Securities–72.92%** | **Asset-Backed Securities–72.92%** | **Asset-Backed Securities–72.92%** |
| Affirm Asset Securitization Trust, | Affirm Asset Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-X1, Class A, 5.08%, <br> 04/15/2030<sup>(a)</sup> <br>|  | $885847 | &nbsp;&nbsp; $887555 |
| &nbsp;&nbsp;&nbsp; Series 2025-X2, Class C, 4.93%, <br> 10/15/2030<sup>(a)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 1001541 |
| &nbsp;&nbsp;&nbsp; Affirm Master Trust, Series 2025-2A, <br> Class C, 5.26%, 07/15/2033<sup>(a)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1510670 |
| AMSR Trust, | AMSR Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-SFR4, Class D, 2.77%, <br> 12/17/2038<sup>(a)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1469243 |
| &nbsp;&nbsp;&nbsp; Series 2023-SFR2, Class C, 3.95%, <br> 06/17/2040<sup>(a)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 3892184 |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, 5.99%, <br> 01/25/2069<sup>(a)</sup> <br>|  | 1443775 | &nbsp;&nbsp; 1456491 |
| &nbsp;&nbsp;&nbsp; Series 2025-HB1, Class A1, 5.87% <br> (30 Day Average SOFR + 1.80%), <br> 02/25/2055<sup>(a)(b)</sup> <br>|  | 426436 | &nbsp;&nbsp; 429499 |
| &nbsp;&nbsp;&nbsp; AutoNation Finance Trust, <br> Series 2025-1A, Class D, 5.63%, <br> 09/10/2032<sup>(a)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 2042214 |
| &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, | &nbsp;&nbsp;&nbsp; Avis Budget Rental Car Funding <br> (AESOP) LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class B, 6.08%, <br> 04/20/2029<sup>(a)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 2068856 |
| &nbsp;&nbsp;&nbsp; Series 2023-4A, Class C, 7.24%, <br> 06/20/2029<sup>(a)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 3153335 |
| Bank, | Bank, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-BNK5, Class AS, <br> 3.62%, 06/15/2060<br>|  | 4302000 | &nbsp;&nbsp; 4210525 |
| &nbsp;&nbsp;&nbsp; Series 2018-BNK14, Class E, <br> 3.00%, 09/15/2060<sup>(a)</sup> <br>|  | 5750000 | &nbsp;&nbsp; 3793348 |
| BBCMS Mortgage Trust, | BBCMS Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-C2, Class C, 5.13%, <br> 12/15/2051<sup>(c)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2268040 |
| &nbsp;&nbsp;&nbsp; Series 2022-C15, Class AS, <br> 3.75%, 04/15/2055<sup>(c)</sup> <br>|  | 800000 | &nbsp;&nbsp; 730053 |
| &nbsp;&nbsp;&nbsp; Series 2023-C22, Class AS, <br> 7.37%, 11/15/2056<sup>(c)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 3353191 |
| &nbsp;&nbsp;&nbsp; Series 2024-C24, Class AS, <br> 5.87%, 02/15/2057<br>|  | 2000000 | &nbsp;&nbsp; 2115993 |
| &nbsp;&nbsp;&nbsp; Bear Stearns Adjustable Rate Mortgage <br> Trust, Series 2004-10, Class 12A1, <br> 0.00%, 01/25/2035<sup>(c)(d)</sup> <br>|  | 189973 | &nbsp;&nbsp; 184139 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-B28, Class AS, <br> 2.43%, 08/15/2054<br>|  | 3200000 | &nbsp;&nbsp; 2797231 |
| &nbsp;&nbsp;&nbsp; Series 2022-B37, Class AS, <br> 5.94%, 11/15/2055<sup>(c)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 4133840 |
| &nbsp;&nbsp;&nbsp; Series 2023-B40, Class AS, <br> 6.59%, 12/15/2056<br>|  | 2000000 | &nbsp;&nbsp; 2196694 |
| &nbsp;&nbsp;&nbsp; Series 2023-V3, Class AS, 7.10%, <br> 07/15/2056<sup>(c)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 4232216 |
| &nbsp;&nbsp;&nbsp; Series 2024-V5, Class AM, 6.42%, <br> 01/10/2057<sup>(c)</sup> <br>|  | 1900000 | &nbsp;&nbsp; 1987624 |
| &nbsp;&nbsp;&nbsp; BMO Mortgage Trust, Series 2024-<br> 5C4, Class A3, 6.53%, <br> 05/15/2057<sup>(c)</sup> <br>|  | 1066000 | &nbsp;&nbsp; 1136200 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| BX Commercial Mortgage Trust, | BX Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class B, 5.02% <br> (1 mo. Term SOFR + 1.06%), <br> 09/15/2036<sup>(a)(b)</sup> <br>|  | $1259477 | &nbsp;&nbsp; $1258976 |
| &nbsp;&nbsp;&nbsp; Series 2021-VOLT, Class C, 5.17% <br> (1 mo. Term SOFR + 1.21%), <br> 09/15/2036<sup>(a)(b)</sup> <br>|  | 1937656 | &nbsp;&nbsp; 1936941 |
| &nbsp;&nbsp;&nbsp; BX Trust, Series 2025-VOLT, Class C, <br> 6.35% (1 mo. Term SOFR + <br> 2.35%), 12/15/2044<sup>(a)(b)</sup> <br>|  | 2610000 | &nbsp;&nbsp; 2619639 |
| &nbsp;&nbsp;&nbsp; Cantor Commercial Real Estate <br> Lending, Series 2019-CF1, <br> Class 65D, 4.66%, <br> 05/15/2052<sup>(a)(c)</sup> <br>|  | 4517000 | &nbsp;&nbsp; 118571 |
| &nbsp;&nbsp;&nbsp; CarMax Auto Owner Trust, <br> Series 2025-4, Class D, 5.11%, <br> 05/17/2032<br>|  | 1000000 | &nbsp;&nbsp; 1003843 |
| &nbsp;&nbsp;&nbsp; Carmax Select Receivables Trust, <br> Series 2025-B, Class D, 5.33%, <br> 07/15/2031<br>|  | 2000000 | &nbsp;&nbsp; 2023789 |
| Centersquare Issuer LLC, | Centersquare Issuer LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, 5.20%, <br> 10/26/2054<sup>(a)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 1974881 |
| &nbsp;&nbsp;&nbsp; Series 2025-4A, Class A2, 5.20%, <br> 08/25/2055<sup>(e)</sup> <br>|  | 750000 | &nbsp;&nbsp; 716077 |
| Chase Mortgage Finance Corp., | Chase Mortgage Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-SH1, Class M3, <br> 3.75%, 04/25/2045<sup>(a)(c)</sup> <br>|  | 710296 | &nbsp;&nbsp; 665489 |
| &nbsp;&nbsp;&nbsp; Series 2016-SH2, Class M3, <br> 3.75%, 12/25/2045<sup>(a)(c)</sup> <br>|  | 1046928 | &nbsp;&nbsp; 982545 |
| &nbsp;&nbsp;&nbsp; CHNGE Mortgage Trust, <br> Series 2023-3, Class A1, 7.10%, <br> 07/25/2058<sup>(a)</sup> <br>|  | 1699620 | &nbsp;&nbsp; 1708628 |
| &nbsp;&nbsp;&nbsp; Citigroup Commercial Mortgage Trust, <br> Series 2018-C5, Class AS, 4.41%, <br> 06/10/2051<sup>(c)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 2978834 |
| &nbsp;&nbsp;&nbsp; Citigroup Mortgage Loan Trust, <br> Series 2024-1, Class A4A, 6.00%, <br> 07/25/2054<sup>(a)(c)</sup> <br>|  | 693323 | &nbsp;&nbsp; 701193 |
| &nbsp;&nbsp;&nbsp; Commonbond Student Loan Trust, <br> Series 2020-1, Class A, 1.69%, <br> 10/25/2051<sup>(a)</sup> <br>|  | 1426560 | &nbsp;&nbsp; 1312410 |
| &nbsp;&nbsp;&nbsp; Credit Suisse Mortgage Capital Trust, <br> Series 2022-ATH2, Class M1, <br> 4.98%, 05/25/2067<sup>(a)(c)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 3787917 |
| CSAIL Commercial Mortgage Trust, | CSAIL Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-C6, Class E, 4.09%, <br> 01/15/2049<sup>(a)(c)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 2154525 |
| &nbsp;&nbsp;&nbsp; Series 2018-CX11, Class A4, <br> 3.77%, 04/15/2051<br>|  | 343857 | &nbsp;&nbsp; 341136 |
| &nbsp;&nbsp;&nbsp; Series 2018-CX11, Class A5, <br> 4.03%, 04/15/2051<sup>(c)</sup> <br>|  | 550000 | &nbsp;&nbsp; 547473 |
| &nbsp;&nbsp;&nbsp; DB Master Finance LLC, <br> Series 2021-1A, Class A23, <br> 2.79%, 11/20/2051<sup>(a)</sup> <br>|  | 1094400 | &nbsp;&nbsp; 982260 |
| Deephaven Residential Mortgage Trust, | Deephaven Residential Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-3, Class A1, 1.19%, <br> 08/25/2066<sup>(a)(c)</sup> <br>|  | 1803695 | &nbsp;&nbsp; 1601737 |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class A1, 5.74%, <br> 07/25/2069<sup>(a)</sup> <br>|  | 1481238 | &nbsp;&nbsp; 1494388 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Dell Equipment Finance Trust, <br> Series 2025-2, Class D, 4.83%, <br> 03/22/2032<sup>(a)</sup> <br>|  | $1500000 | &nbsp;&nbsp; $1505833 |
| &nbsp;&nbsp;&nbsp; Ellington Financial Mortgage Trust, <br> Series 2022-3, Class A1, 5.00%, <br> 08/25/2067<sup>(a)</sup> <br>|  | 2903813 | &nbsp;&nbsp; 2896203 |
| &nbsp;&nbsp;&nbsp; ELM Trust, Series 2024-ELM, <br> Class A10, 5.99%, <br> 06/10/2039<sup>(a)(c)</sup> <br>|  | 1200000 | &nbsp;&nbsp; 1207956 |
| &nbsp;&nbsp;&nbsp; FIVE Mortgage Trust, Series 2023-V1, <br> Class XA, IO, 0.87%, <br> 02/10/2056<sup>(f)</sup> <br>|  | 48253600 | &nbsp;&nbsp; 581601 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-5, Class B1, 4.39%, <br> 09/25/2048<sup>(a)(c)</sup> <br>|  | 1330635 | &nbsp;&nbsp; 1274812 |
| &nbsp;&nbsp;&nbsp; Series 2018-5, Class B2, 4.39%, <br> 09/25/2048<sup>(a)(c)</sup> <br>|  | 1594414 | &nbsp;&nbsp; 1523649 |
| &nbsp;&nbsp;&nbsp; Series 2018-6RR, Class B2, <br> 4.90%, 10/25/2048<sup>(a)(c)</sup> <br>|  | 2360777 | &nbsp;&nbsp; 2337638 |
| &nbsp;&nbsp;&nbsp; Series 2018-6RR, Class B3, <br> 4.90%, 10/25/2048<sup>(a)(c)</sup> <br>|  | 2360777 | &nbsp;&nbsp; 2332482 |
| &nbsp;&nbsp;&nbsp; Frontier Issuer LLC, Series 2023-1, <br> Class A2, 6.60%, 08/20/2053<sup>(a)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 4047896 |
| &nbsp;&nbsp;&nbsp; GCAT Trust, Series 2023-NQM2, <br> Class M1, 6.99%, 11/25/2067<sup>(a)(c)</sup> <br>|  | 2781000 | &nbsp;&nbsp; 2775312 |
| GS Mortgage-Backed Securities Trust, | GS Mortgage-Backed Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class A1, 5.62% <br> (30 Day Average SOFR + 1.55%), <br> 10/25/2055<sup>(a)(b)</sup> <br>|  | 702657 | &nbsp;&nbsp; 704088 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE2, Class M1, 5.97% <br> (30 Day Average SOFR + 1.90%), <br> 12/25/2065<sup>(a)(b)</sup> <br>|  | 540000 | &nbsp;&nbsp; 541306 |
| &nbsp;&nbsp;&nbsp; Hertz Vehicle Financing III L.P., <br> Series 2021-2A, Class B, 2.12%, <br> 12/27/2027<sup>(a)</sup> <br>|  | 1765000 | &nbsp;&nbsp; 1726233 |
| &nbsp;&nbsp;&nbsp; Hertz Vehicle Financing III LLC, <br> Series 2023-1A, Class C, 6.91%, <br> 06/25/2027<sup>(a)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2515802 |
| Hertz Vehicle Financing LLC, | Hertz Vehicle Financing LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-2A, Class B, 2.65%, <br> 06/26/2028<sup>(a)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 970527 |
| &nbsp;&nbsp;&nbsp; Series 2022-2A, Class C, 2.95%, <br> 06/26/2028<sup>(a)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1454752 |
| &nbsp;&nbsp;&nbsp; Homeward Opportunities Fund Trust, <br> Series 2022-1, Class M1, 5.08%, <br> 07/25/2067<sup>(a)</sup> <br>|  | 2859680 | &nbsp;&nbsp; 2851727 |
| HPEFS Equipment Trust, | HPEFS Equipment Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class D, 6.97%, <br> 07/21/2031<sup>(a)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1517804 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class D, 5.82%, <br> 11/20/2031<sup>(a)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2532855 |
| &nbsp;&nbsp;&nbsp; MACH 1 Cayman Ltd., Series 2019-1, <br> Class B, 4.34%, 10/15/2039<sup>(a)</sup> <br>|  | 224984 | &nbsp;&nbsp; 223285 |
| &nbsp;&nbsp;&nbsp; Metronet Infrastructure Issuer LLC, <br> 6.01%, 07/20/2055<sup>(e)</sup> <br>|  | 750000 | &nbsp;&nbsp; 759015 |
| &nbsp;&nbsp;&nbsp; MILE Trust, Series 2025-STNE, Class A, <br> 5.46% (1 mo. Term SOFR + <br> 1.50%), 07/15/2042<sup>(a)(b)</sup> <br>|  | 1630000 | &nbsp;&nbsp; 1633517 |
| &nbsp;&nbsp;&nbsp; Mission Lane Credit Card Master Trust, <br> Series 2024-B, Class A, 5.88%, <br> 01/15/2030<sup>(a)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2518345 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Capital I Trust, <br> Series 2017-H1, Class A5, 3.53%, <br> 06/15/2050<br>|  | 100000 | &nbsp;&nbsp; 99004 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage <br> Loan Trust, Series 2023-NQM1, <br> Class A3, 7.53%, 09/25/2068<sup>(a)</sup> <br>|  | $1557807 | &nbsp;&nbsp; $1577062 |
| &nbsp;&nbsp;&nbsp; MP 2023 LLC, Series 2025-1A, <br> Class A, 5.55%, 11/15/2065<sup>(a)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 1999955 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, <br> Series 2023-1, Class A2, 6.45%, <br> 05/15/2056<br>|  | 2000000 | &nbsp;&nbsp; 2089187 |
| &nbsp;&nbsp;&nbsp; Navistar Financial Dealer Note Master <br> Owner Trust, Series 2024-1, <br> Class C, 6.13%, 04/25/2029<sup>(a)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 2011158 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, Class A1, <br> 5.11%, 08/25/2062<sup>(a)</sup> <br>|  | 4375692 | &nbsp;&nbsp; 4372764 |
| &nbsp;&nbsp;&nbsp; Series 2022-NQM7, Class A3, <br> 5.70%, 08/25/2062<sup>(a)</sup> <br>|  | 903038 | &nbsp;&nbsp; 902105 |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class A3, <br> 6.50%, 11/25/2062<sup>(a)(c)</sup> <br>|  | 2210915 | &nbsp;&nbsp; 2204901 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, <br> 5.99%, 01/25/2064<sup>(a)</sup> <br>|  | 874305 | &nbsp;&nbsp; 881887 |
| &nbsp;&nbsp;&nbsp; Series 2025-HE1, Class A1, 5.67% <br> (30 Day Average SOFR + 1.60%), <br> 02/25/2055<sup>(a)(b)</sup> <br>|  | 520347 | &nbsp;&nbsp; 521893 |
| &nbsp;&nbsp;&nbsp; PRPM Trust, Series 2023-NQM3, <br> Class A3, 6.98%, 11/25/2068<sup>(a)</sup> <br>|  | 1993627 | &nbsp;&nbsp; 2016845 |
| &nbsp;&nbsp;&nbsp; Qdoba Funding LLC, Series 2023-1A, <br> Class A2, 8.50%, 09/14/2053<sup>(a)</sup> <br>|  | 2992500 | &nbsp;&nbsp; 3115965 |
| &nbsp;&nbsp;&nbsp; Rad CLO 18 Ltd., Series 2023-18A, <br> Class BR, 5.80% (3 mo. Term SOFR <br> + 1.90%), 07/15/2037<sup>(a)(b)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2506235 |
| &nbsp;&nbsp;&nbsp; Residential Mortgage Loan Trust, <br> Series 2019-3, Class B1, 3.81%, <br> 09/25/2059<sup>(a)(c)</sup> <br>|  | 3276000 | &nbsp;&nbsp; 3239991 |
| &nbsp;&nbsp;&nbsp; Sapphire Aviation Finance II Ltd., <br> Series 2020-1A, Class B, 4.34%, <br> 03/15/2040<sup>(a)</sup> <br>|  | 1600188 | &nbsp;&nbsp; 1562223 |
| &nbsp;&nbsp;&nbsp; Seasoned Credit Risk Transfer Trust, <br> Series 2017-4, Class M, 4.75%, <br> 06/25/2057<sup>(a)(c)</sup> <br>|  | 1597098 | &nbsp;&nbsp; 1583117 |
| &nbsp;&nbsp;&nbsp; SG Residential Mortgage Trust, <br> Series 2022-1, Class M1, 3.97%, <br> 03/27/2062<sup>(a)(c)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 3280544 |
| &nbsp;&nbsp;&nbsp; Sonic Capital LLC, Series 2020-1A, <br> Class A2I, 3.85%, 01/20/2050<sup>(a)</sup> <br>|  | 1989750 | &nbsp;&nbsp; 1965265 |
| &nbsp;&nbsp;&nbsp; Stack Infrastructure Issuer LLC, <br> Series 2023-3A, Class A2, 5.90%, <br> 10/25/2048<sup>(a)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2525414 |
| Subway Funding LLC, | Subway Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, 6.27%, <br> 07/30/2054<sup>(a)</sup> <br>|  | 856350 | &nbsp;&nbsp; 876614 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A2I, 5.57%, <br> 07/30/2054<sup>(a)</sup> <br>|  | 2252250 | &nbsp;&nbsp; 2244996 |
| &nbsp;&nbsp;&nbsp; Taco Bell Funding LLC, Series 2021-<br> 1A, Class A23, 2.54%, <br> 08/25/2051<sup>(a)</sup> <br>|  | 982500 | &nbsp;&nbsp; 871376 |
| &nbsp;&nbsp;&nbsp; Textainer Marine Containers VII Ltd. <br> (China), | &nbsp;&nbsp;&nbsp; Textainer Marine Containers VII Ltd. <br> (China), |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class B, 4.94%, <br> 08/21/2045<sup>(a)</sup> <br>|  | 1555669 | &nbsp;&nbsp; 1543445 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class B, 2.52%, <br> 02/20/2046<sup>(a)</sup> <br>|  | 1604150 | &nbsp;&nbsp; 1504664 |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, 2.82%, <br> 04/20/2046<sup>(a)</sup> <br>|  | 2850000 | &nbsp;&nbsp; 2673666 |
| &nbsp;&nbsp;&nbsp; TierPoint Issuer LLC, Series 2025-1A, <br> Class A2, 6.15%, 04/26/2055<sup>(a)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 4078497 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| &nbsp;&nbsp;&nbsp; Triton Container Finance IX LLC, <br> Series 2025-1A, Class C, 6.21%, <br> 06/20/2050<sup>(a)</sup> <br>|  | $1443750 | &nbsp;&nbsp; $1471288 |
| &nbsp;&nbsp;&nbsp; USB Auto Owner Trust, Series 2025-<br> 1A, Class D, 5.40%, <br> 12/15/2032<sup>(a)</sup> <br>|  | 1250000 | &nbsp;&nbsp; 1270499 |
| &nbsp;&nbsp;&nbsp; Verus Securitization Trust, <br> Series 2023-INV2, Class A3, <br> 7.08%, 08/25/2068<sup>(a)</sup> <br>|  | 1484594 | &nbsp;&nbsp; 1496056 |
| &nbsp;&nbsp;&nbsp; Vista Point Securitization Trust, <br> Series 2020-1, Class M1, 4.15%, <br> 03/25/2065<sup>(a)(c)</sup> <br>|  | 2100000 | &nbsp;&nbsp; 2084665 |
| &nbsp;&nbsp;&nbsp; WBHT Commercial Mortgage Trust, <br> Series 2025-WBM, Class B, 6.15% <br> (1 mo. Term SOFR + 2.19%), <br> 06/15/2042<sup>(a)(b)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1503207 |
| Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-C38, Class AS, <br> 3.67%, 07/15/2050<sup>(c)</sup> <br>|  | 2647358 | &nbsp;&nbsp; 2588527 |
| &nbsp;&nbsp;&nbsp; Series 2017-RC1, Class D, 3.25%, <br> 01/15/2060<sup>(a)</sup> <br>|  | 4000000 | &nbsp;&nbsp; 3619737 |
| Wendy's Funding LLC, | Wendy's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-1A, Class A2II, <br> 3.88%, 03/15/2048<sup>(a)</sup> <br>|  | 1102096 | &nbsp;&nbsp; 1083174 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2II, <br> 2.78%, 06/15/2051<sup>(a)</sup> <br>|  | 1340490 | &nbsp;&nbsp; 1206821 |
| Zaxby's Funding LLC, | Zaxby's Funding LLC, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, 3.24%, <br> 07/30/2051<sup>(a)</sup> <br>|  | 3293799 | &nbsp;&nbsp; 3106722 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2I, 6.59%, <br> 04/30/2054<sup>(a)</sup> <br>|  | 557938 | &nbsp;&nbsp; 569966 |
| &nbsp;&nbsp;&nbsp; Zayo Issuer LLC, Series 2025-2A, <br> Class A2, 5.95%, 06/20/2055<sup>(a)</sup> <br>|  | 2000000 | &nbsp;&nbsp; 2054335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities (Cost $202,941,710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities (Cost $202,941,710) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Asset-Backed Securities (Cost $202,941,710) | &nbsp;&nbsp; 196698342 |
| **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–17.78%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–17.78%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–17.78%** | **U.S. Government Sponsored Agency Mortgage-Backed** <br> **Securities–17.78%** |
| **Collateralized Mortgage Obligations–1.24%** | **Collateralized Mortgage Obligations–1.24%** | **Collateralized Mortgage Obligations–1.24%** | **Collateralized Mortgage Obligations–1.24%** |
| &nbsp;&nbsp;&nbsp; Fannie Mae REMICs, IO, <br>2.50%, 08/25/2049<sup>(g)</sup> <br>|  | 11425289 | &nbsp;&nbsp; 1644970 |
| &nbsp;&nbsp;&nbsp; Freddie Mac REMICs, IO, <br>2.50%, 09/25/2048<sup>(g)</sup> <br>|  | 12595202 | &nbsp;&nbsp; 1704099 |
|  |  |  | &nbsp;&nbsp; 3349069 |
| **Federal Home Loan Mortgage Corp. (FHLMC)–3.62%** | **Federal Home Loan Mortgage Corp. (FHLMC)–3.62%** | **Federal Home Loan Mortgage Corp. (FHLMC)–3.62%** | **Federal Home Loan Mortgage Corp. (FHLMC)–3.62%** |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/2029 to <br> 08/01/2032<br>|  | 1228 | &nbsp;&nbsp; 1283 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/2032 to <br> 05/01/2032<br>|  | 212 | &nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/2053 |  | 5695464 | &nbsp;&nbsp; 5841302 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/2053 |  | 3808421 | &nbsp;&nbsp; 3921163 |
|  |  |  | &nbsp;&nbsp; 9763971 |
| **Federal National Mortgage Association (FNMA)–2.78%** | **Federal National Mortgage Association (FNMA)–2.78%** | **Federal National Mortgage Association (FNMA)–2.78%** | **Federal National Mortgage Association (FNMA)–2.78%** |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/2028 to <br> 10/01/2036<br>|  | 1377 | &nbsp;&nbsp; 1430 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/2029 |  | 56 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp; 8.00%, 10/01/2029 |  | 7 | &nbsp;&nbsp; 7 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/2053 |  | 7231384 | &nbsp;&nbsp; 7485055 |
|  |  |  | &nbsp;&nbsp; 7486551 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| **Government National Mortgage Association (GNMA)–8.51%** | **Government National Mortgage Association (GNMA)–8.51%** | **Government National Mortgage Association (GNMA)–8.51%** | **Government National Mortgage Association (GNMA)–8.51%** |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/20/2026 |  | $1600 | &nbsp;&nbsp; $1600 |
| &nbsp;&nbsp;&nbsp; 8.00%, 12/20/2026 to <br> 12/15/2030<br>|  | 82864 | &nbsp;&nbsp; 86787 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/2027 to <br> 09/15/2032<br>|  | 184 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/2027 to <br> 12/15/2036<br>|  | 141669 | &nbsp;&nbsp; 144834 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/15/2037 |  | 10514 | &nbsp;&nbsp; 10658 |
| &nbsp;&nbsp;&nbsp; TBA, <br>2.50%, 12/01/2055<sup>(h)</sup> <br>|  | 5495000 | &nbsp;&nbsp; 4769692 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/2055<sup>(h)</sup> <br>|  | 10810000 | &nbsp;&nbsp; 10799535 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/2055<sup>(h)</sup> <br>|  | 7080000 | &nbsp;&nbsp; 7151040 |
|  |  |  | &nbsp;&nbsp; 22964333 |
| **Uniform Mortgage-Backed Securities–1.63%** | **Uniform Mortgage-Backed Securities–1.63%** | **Uniform Mortgage-Backed Securities–1.63%** | **Uniform Mortgage-Backed Securities–1.63%** |
| &nbsp;&nbsp;&nbsp; TBA, <br>3.00%, 12/01/2055<sup>(h)</sup> <br>|  | 4944000 | &nbsp;&nbsp; 4391892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities (Cost $46,832,642) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities (Cost $46,832,642) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Government Sponsored Agency <br> Mortgage-Backed Securities (Cost $46,832,642) | &nbsp;&nbsp; 47955816 |
| **U.S. Treasury Securities–11.85%** | **U.S. Treasury Securities–11.85%** | **U.S. Treasury Securities–11.85%** | **U.S. Treasury Securities–11.85%** |
| **U.S. Treasury Bills–1.20%** | **U.S. Treasury Bills–1.20%** | **U.S. Treasury Bills–1.20%** | **U.S. Treasury Bills–1.20%** |
| &nbsp;&nbsp;&nbsp; 3.63% - 4.12%, 05/14/2026<sup>(i)(j)</sup> <br>|  | 3296000 | &nbsp;&nbsp; 3241211 |
| **U.S. Treasury Notes–10.65%** | **U.S. Treasury Notes–10.65%** | **U.S. Treasury Notes–10.65%** | **U.S. Treasury Notes–10.65%** |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/2028 |  | 8000000 | &nbsp;&nbsp; 8028281 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/2028 |  | 5500000 | &nbsp;&nbsp; 5483457 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/2028 |  | 3000000 | &nbsp;&nbsp; 3000820 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/31/2029 |  | 1000000 | &nbsp;&nbsp; 1031856 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/2029 |  | 4000000 | &nbsp;&nbsp; 4083047 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/2030 |  | 3000000 | &nbsp;&nbsp; 3078926 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/2030 |  | 2750000 | &nbsp;&nbsp; 2753008 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/2032 |  | 1000000 | &nbsp;&nbsp; 1005625 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/2035 |  | 250000 | &nbsp;&nbsp; 254902 |
|  |  |  | &nbsp;&nbsp; 28719922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities (Cost $31,712,287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities (Cost $31,712,287) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total U.S. Treasury Securities (Cost $31,712,287) | &nbsp;&nbsp; 31961133 |
| **Agency Credit Risk Transfer Notes–6.28%** | **Agency Credit Risk Transfer Notes–6.28%** | **Agency Credit Risk Transfer Notes–6.28%** | **Agency Credit Risk Transfer Notes–6.28%** |
| Fannie Mae Connecticut Avenue Securities, | Fannie Mae Connecticut Avenue Securities, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-R03, Class 2M1, <br> 6.57% (30 Day Average SOFR + <br> 2.50%), 04/25/2043<sup>(a)(b)</sup> <br>|  | 1883106 | &nbsp;&nbsp; 1900890 |
| &nbsp;&nbsp;&nbsp; Series 2023-R07, Class 2M2, <br> 7.32% (30 Day Average SOFR + <br> 3.25%), 09/25/2043<sup>(a)(b)</sup> <br>|  | 2500000 | &nbsp;&nbsp; 2591863 |
| &nbsp;&nbsp;&nbsp; Series 2023-R08, Class 1M2, <br> 6.57% (30 Day Average SOFR + <br> 2.50%), 10/25/2043<sup>(a)(b)</sup> <br>|  | 785000 | &nbsp;&nbsp; 803825 |
| &nbsp;&nbsp;&nbsp; Series 2025-R02, Class 1M1, <br> 5.22% (30 Day Average SOFR + <br> 1.15%), 02/25/2045<sup>(a)(b)</sup> <br>|  | 497758 | &nbsp;&nbsp; 498634 |

---

See accompanying notes which are an integral part of this schedule.

**Invesco Income Fund**

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp; **Principal**<br> **Amount** | &nbsp;&nbsp; **Principal**<br> **Amount** | **Value** |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA3, Class M1B, <br> STACR<sup>®</sup>, 6.97% (30 Day Average <br> SOFR + 2.90%), 04/25/2042<sup>(a)(b)</sup> <br>|  | $3000000 | &nbsp;&nbsp; $3080961 |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA4, Class M1, <br> STACR<sup>®</sup>, 7.42% (30 Day Average <br> SOFR + 3.35%), 05/25/2042<sup>(a)(b)</sup> <br>|  | 1000000 | &nbsp;&nbsp; 1033583 |
| &nbsp;&nbsp;&nbsp; Series 2022-DNA6, Class M1, <br> STACR<sup>®</sup>, 7.77% (30 Day Average <br> SOFR + 3.70%), 09/25/2042<sup>(a)(b)</sup> <br>|  | 2250000 | &nbsp;&nbsp; 2352234 |
| &nbsp;&nbsp;&nbsp; Series 2023-DNA1, Class M1, <br> STACR<sup>®</sup>, 7.14% (30 Day Average <br> SOFR + 3.10%), 03/25/2043<sup>(a)(b)</sup> <br>|  | 3000000 | &nbsp;&nbsp; 3117732 |
| &nbsp;&nbsp;&nbsp; Series 2023-HQA3, Class M2, <br> STACR<sup>®</sup>, 7.42% (30 Day Average <br> SOFR + 3.35%), 11/25/2043<sup>(a)(b)</sup> <br>|  | 1500000 | &nbsp;&nbsp; 1570891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $16,730,616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $16,730,616) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Agency Credit Risk Transfer Notes <br> (Cost $16,730,616) | &nbsp;&nbsp; 16950613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>**Shares** |  |
| **Preferred Stocks–1.20%** | **Preferred Stocks–1.20%** | **Preferred Stocks–1.20%** | **Preferred Stocks–1.20%** |
| **Mortgage REITs–1.20%** | **Mortgage REITs–1.20%** | **Mortgage REITs–1.20%** | **Mortgage REITs–1.20%** |
| &nbsp;&nbsp;&nbsp; Chimera Investment Corp., 8.78% (3 mo. <br> Term SOFR + 5.00%), Series C, Pfd.<sup>(b)</sup>  | &nbsp;&nbsp;&nbsp; Chimera Investment Corp., 8.78% (3 mo. <br> Term SOFR + 5.00%), Series C, Pfd.<sup>(b)</sup>  | 26638 | &nbsp;&nbsp; 594027 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp; <br> **Shares** | &nbsp;&nbsp; <br> **Shares** | **Value** |
| **Mortgage REITs–(continued)** | **Mortgage REITs–(continued)** | **Mortgage REITs–(continued)** |
| &nbsp;&nbsp;&nbsp; PennyMac Mortgage Investment Trust, <br> 8.00%, Series B, Pfd. | 68689 | &nbsp;&nbsp; $1656779 |
| Redwood Trust, Inc., 10.00%, Pfd.<sup>(k)</sup>  | 40000 | &nbsp;&nbsp; 972000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $3,284,466) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Preferred Stocks (Cost $3,284,466) | &nbsp;&nbsp; 3222806 |
| **Money Market Funds–1.40%** | **Money Market Funds–1.40%** | **Money Market Funds–1.40%** |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class, 3.91%<sup>(l)(m)</sup>  | 2272408 | &nbsp;&nbsp; 2272408 |
| &nbsp;&nbsp;&nbsp; Invesco Treasury Portfolio, Institutional <br> Class, 3.85%<sup>(l)(m)</sup>  | 1514939 | &nbsp;&nbsp; 1514939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $3,787,347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Money Market Funds (Cost $3,787,347) | &nbsp;&nbsp; 3787347 |
| &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–111.43% <br> (Cost $305,289,068) | &nbsp;&nbsp;&nbsp; TOTAL INVESTMENTS IN SECURITIES–111.43% <br> (Cost $305,289,068) | &nbsp;&nbsp; 300576057 |
| OTHER ASSETS LESS LIABILITIES—(11.43)% | OTHER ASSETS LESS LIABILITIES—(11.43)% | &nbsp;&nbsp; (30840275)<br>|
| NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp; $269735782 |

---

Investment Abbreviations:

---

| | |
|:---|:---|
| IO | – Interest Only |
| Pfd. | – Preferred |
| REIT | – Real Estate Investment Trust |
| REMICs | – Real Estate Mortgage Investment Conduits |
| SOFR | – Secured Overnight Financing Rate |
| STACR<sup>®</sup> | – Structured Agency Credit Risk |
| TBA | – To Be Announced |

---

Notes to Schedule of Investments:

<sup>(a)</sup> Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the "1933 Act"). The security may be resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at November 30, 2025 was $170,574,723, which represented 63.24% of the Fund's Net Assets. 

<sup>(b)</sup> Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on November 30, 2025.

<sup>(c)</sup> Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2025. 

<sup>(d)</sup> Zero coupon bond issued at a discount.

<sup>(e)</sup> Security valued using significant unobservable inputs (Level 3). See Note 1.

<sup>(f)</sup> Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on November 30, 2025. 

<sup>(g)</sup> Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security.

<sup>(h)</sup> Security purchased on a forward commitment basis. This security is subject to dollar roll transactions. 

<sup>(i)</sup> All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts. 

<sup>(j)</sup> Security traded on a discount basis. The interest rate shown represents the discount rate at the time of purchase by the Fund.

<sup>(k)</sup> Security issued at a fixed rate for a specific period of time, after which it will convert to a variable rate.

<sup>(l)</sup> Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund's transactions in, and earnings from, its investments in affiliates for the nine months ended November 30, 2025. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value** <br>**February 28, 2025**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation**<br>| **Realized** <br>**Gain**<br>| **Value** <br>**November 30, 2025**<br>| **Dividend Income** |
| **Investments in Affiliated Money Market Funds:** |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Invesco Government & Agency Portfolio, <br> Institutional Class<br>| $3003437 | &nbsp;&nbsp; $35908573 | &nbsp;&nbsp; $(36639602) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $2272408 | &nbsp;&nbsp; $81511 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp; 2002292 | &nbsp;&nbsp; 23939048 | &nbsp;&nbsp; (24426401) | &nbsp;&nbsp; - | &nbsp;&nbsp; - | &nbsp;&nbsp; 1514939 | &nbsp;&nbsp;&nbsp; 53816 |
| Total | $5005729 | &nbsp;&nbsp; $59847621 | &nbsp;&nbsp; $(61066003) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $- | &nbsp;&nbsp; $3787347 | &nbsp;&nbsp; $135327 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(m)</sup> The rate shown is the 7-day SEC standardized yield as of November 30, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

See accompanying notes which are an integral part of this schedule.

**Invesco Income Fund**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** |
| **Long Futures Contracts** | &nbsp;&nbsp; **Number of**<br> **Contracts**<br>| &nbsp;&nbsp;&nbsp; **Expiration**<br> **Month**<br>| &nbsp;&nbsp; **Notional**<br> **Value**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>|
| **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** | **Interest Rate Risk** |
| U.S. Treasury 2 Year Notes | &nbsp;&nbsp;&nbsp; 146 | March-2026 | &nbsp;&nbsp;&nbsp; $30493469 | &nbsp;&nbsp;&nbsp; $29435 | &nbsp;&nbsp;&nbsp; $29435 |
| U.S. Treasury 5 Year Notes | &nbsp;&nbsp;&nbsp; 269 | March-2026 | &nbsp;&nbsp;&nbsp; 29526953 | &nbsp;&nbsp;&nbsp; 104669 | &nbsp;&nbsp;&nbsp; 104669 |
| U.S. Treasury 10 Year Notes | &nbsp;&nbsp;&nbsp; 71 | March-2026 | &nbsp;&nbsp;&nbsp; 8047406 | &nbsp;&nbsp;&nbsp; 43702 | &nbsp;&nbsp;&nbsp; 43702 |
| U.S. Treasury 10 Year Ultra Notes | &nbsp;&nbsp;&nbsp; 124 | March-2026 | &nbsp;&nbsp;&nbsp; 14409187 | &nbsp;&nbsp;&nbsp; 105465 | &nbsp;&nbsp;&nbsp; 105465 |
| U.S. Treasury Long Bonds | &nbsp;&nbsp;&nbsp; 59 | March-2026 | &nbsp;&nbsp;&nbsp; 6928813 | &nbsp;&nbsp;&nbsp; 66733 | &nbsp;&nbsp;&nbsp; 66733 |
| U.S. Treasury Ultra Bonds | &nbsp;&nbsp;&nbsp; 28 | March-2026 | &nbsp;&nbsp;&nbsp; 3386250 | &nbsp;&nbsp;&nbsp; 36480 | &nbsp;&nbsp;&nbsp; 36480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Futures Contracts | &nbsp;&nbsp;&nbsp; $386484 | &nbsp;&nbsp;&nbsp; $386484 |

---

The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.

See accompanying notes which are an integral part of this schedule.

**Invesco Income Fund**

------

**Notes to Quarterly Schedule of Portfolio Holdings**

*November 30, 2025*

*(Unaudited)*

**NOTE 1—Additional Valuation Information**

Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment's assigned level:

Level 1 – Prices are determined using quoted prices in an active market for identical assets.

Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others. When market movements occur after the close of the relevant foreign securities markets, foreign securities may be fair valued utilizing an independent pricing service.

Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect Invesco Advisers, Inc.'s assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.

The following is a summary of the tiered valuation input levels, as of November 30, 2025. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** | **Total** |
| <br>**Investments in Securities** |  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $195223250 | &nbsp;&nbsp;&nbsp;&nbsp; $1475092 | &nbsp;&nbsp;&nbsp;&nbsp; $196698342 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 47955816 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 47955816 |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31961133 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 31961133 |
| Agency Credit Risk Transfer Notes | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16950613 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16950613 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 3222806 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3222806 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp; 3787347 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3787347 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp; 7010153 | &nbsp;&nbsp;&nbsp;&nbsp; 292090812 | &nbsp;&nbsp;&nbsp;&nbsp; 1475092 | &nbsp;&nbsp;&nbsp;&nbsp; 300576057 |
| **Other Investments - Assets\*** |  |  |  |  |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 386484 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 386484 |
| **Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp; $7396637 | &nbsp;&nbsp;&nbsp;&nbsp; $292090812 | &nbsp;&nbsp;&nbsp;&nbsp; $1475092 | &nbsp;&nbsp;&nbsp;&nbsp; $300962541 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* Unrealized appreciation.

**Invesco Income Fund**

------

## 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:** 2025-11-30

**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:** $300578566.87

**Total Liabilities:** $31138989.90

**Net Assets:** $269439576.97

**Delayed Delivery Securities:** $29648042.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -879.18097016 | **1-Year:** -18348.71572328 | **5-Year:** -36820.89646275 | **10-Year:** -28137.14350133 | **30-Year:** -5220.41089546

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

- **3-Month:** -170.04344214 | **1-Year:** -1674.54176073 | **5-Year:** -4223.37164624 | **10-Year:** -904.01551210 | **30-Year:** -94.52992865

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000601 | 0.14%                | 0.43%                | 0.70%                |
| Class ID C000000603 | 0.08%                | 0.22%                | 0.63%                |
| Class ID C000000604 | 0.12%                | 0.27%                | 0.67%                |
| Class ID C000000605 | 0.15%                | 0.43%                | 0.70%                |
| Class ID C000029663 | 0.17%                | 0.31%                | 0.72%                |
| Class ID C000071212 | 0.16%                | 0.45%                | 0.72%                |
| Class ID C000188949 | 0.18%                | 0.32%                | 0.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $570235.83               | $-235065.63                                |
| Month 2  | $-1137402.20             | $1134632.34                                |
| Month 3  | $17237.49                | $503714.14                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |    189973 | PA      | $184139.40    | 0.07%             | 2035-01-25      | Variable      | 0.00%                 | 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        |    710296 | PA      | $665489.20    | 0.25%             | 2045-04-25      | Variable      | 3.75%                 | 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        |   1046928 | PA      | $982544.98    | 0.36%             | 2045-12-25      | Variable      | 3.75%                 | 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      | $3619737.20   | 1.34%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36241KG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77356 | PA      | $81243.12     | 0.03%             | 2030-12-15      | Fixed         | 8.00%                 | 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      | $1656778.68   | 0.61%             |  |  |  | No            |                  1 | 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      | $99003.84     | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | 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      | $4210525.28   | 1.56%             | 2060-06-15      | Fixed         | 3.62%                 | 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      | $2588527.09   | 0.96%             | 2050-07-15      | Variable      | 3.67%                 | 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        |   1102096 | PA      | $1083174.12   | 0.40%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207NJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4656 | PA      | $4683.34      | 0.00%             | 2026-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36202EFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30264 | PA      | $31212.64     | 0.01%             | 2035-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36209ADK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       470 | PA      | $471.10       | 0.00%             | 2028-07-15      | 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        |      5090 | PA      | $5221.68      | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36212EPJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5803 | PA      | $5966.15      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36212EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15646 | PA      | $15924.74     | 0.01%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36213GLJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19614 | PA      | $19957.84     | 0.01%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A4                | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343857 | PA      | $341136.33    | 0.13%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5                | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $547472.92    | 0.20%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36213GNC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34091 | PA      | $34811.39     | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | 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      | $2978834.10   | 1.11%             | 2051-06-10      | Variable      | 4.41%                 | 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        |   1597098 | PA      | $1583116.85   | 0.59%             | 2057-06-25      | Variable      | 4.75%                 | 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        |   1330635 | PA      | $1274811.78   | 0.47%             | 2048-09-25      | Variable      | 4.39%                 | No            |                  2 | 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        |   1594414 | PA      | $1523649.38   | 0.57%             | 2048-09-25      | Variable      | 4.39%                 | 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      | $594027.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                              | Bank, Series 2018-BN14, Class E                                            | CUSIP: 06035RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $3793348.03   | 1.41%             | 2060-09-15      | Fixed         | 3.00%                 | 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        |   2360777 | PA      | $2332482.29   | 0.87%             | 2048-10-25      | Variable      | 4.90%                 | 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        |   2360777 | PA      | $2337637.77   | 0.87%             | 2048-10-25      | Variable      | 4.90%                 | 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      | $2268040.25   | 0.84%             | 2051-12-15      | Variable      | 5.13%                 | No            |                  2 | 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      |
| Invesco Treasury Portfolio                        | Invesco Treasury Portfolio, Institutional Class                            | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   1514939 | NS      | $1514938.63   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36206RLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       852 | PA      | $861.22       | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | 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      | $2154524.70   | 0.80%             | 2049-01-15      | Variable      | 4.09%                 | 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        |    224984 | PA      | $223284.65    | 0.08%             | 2039-10-15      | Fixed         | 4.33%                 | 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      | $3239990.54   | 1.20%             | 2059-09-25      | Variable      | 3.81%                 | 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        |   1989750 | PA      | $1965265.33   | 0.73%             | 2050-01-20      | Fixed         | 3.85%                 | 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        |   1600188 | PA      | $1562223.47   | 0.58%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio             | Invesco Government & Agency Portfolio, Institutional Class                 | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   2272408 | NS      | $2272407.95   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31383LZB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.59        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | 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      | $2084664.75   | 0.77%             | 2065-03-25      | Variable      | 4.15%                 | No            |                  2 | 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        |   1555669 | PA      | $1543445.32   | 0.57%             | 2045-08-21      | Fixed         | 4.94%                 | 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      | $6.84         | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | 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        |   1604150 | PA      | $1504663.65   | 0.56%             | 2046-02-20      | Fixed         | 2.52%                 | 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        |   2850000 | PA      | $2673665.94   | 0.99%             | 2046-04-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207BR36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       483 | PA      | $492.98       | 0.00%             | 2027-12-15      | 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        |        51 | PA      | $55.08        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208UHP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       609 | PA      | $613.91       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31383EAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        56 | PA      | $58.99        | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31380PJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       122 | PA      | $125.74       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371GKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $9.90         | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207V6H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       186 | PA      | $186.33       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208TVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       948 | PA      | $955.50       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31380KVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       135 | PA      | $140.36       | 0.00%             | 2028-10-01      | 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        |       235 | PA      | $239.48       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31382F2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       142 | PA      | $146.66       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36225AWN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $5.29         | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207VMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       174 | PA      | $176.99       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31389FLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       219 | PA      | $227.11       | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36206JBB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       333 | PA      | $334.84       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       174 | PA      | $182.73       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $129.99       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | 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        |   3293799 | PA      | $3106721.80   | 1.15%             | 2051-07-30      | Fixed         | 3.24%                 | 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      | $1726233.36   | 0.64%             | 2027-12-27      | Fixed         | 2.12%                 | 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        |   1340490 | PA      | $1206821.43   | 0.45%             | 2051-06-15      | Fixed         | 2.77%                 | 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      | $2797231.04   | 1.04%             | 2054-08-15      | Fixed         | 2.43%                 | 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      | $1258975.67   | 0.47%             | 2036-09-15      | Floating      | 5.02%                 | 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      | $1936941.45   | 0.72%             | 2036-09-15      | Floating      | 5.17%                 | 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      | $871376.01    | 0.32%             | 2051-08-25      | Fixed         | 2.54%                 | 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        |   1094400 | PA      | $982259.79    | 0.36%             | 2051-11-20      | Fixed         | 2.79%                 | 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      | $970526.90    | 0.36%             | 2028-06-26      | Fixed         | 2.65%                 | 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      | $1454752.50   | 0.54%             | 2028-06-26      | Fixed         | 2.95%                 | 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      | $1469243.40   | 0.55%             | 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      | $3280543.60   | 1.22%             | 2062-03-27      | Variable      | 3.97%                 | 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      | $3080961.60   | 1.14%             | 2042-04-25      | Floating      | 6.97%                 | 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      | $730052.64    | 0.27%             | 2055-04-15      | Variable      | 3.75%                 | 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      | $1033583.00   | 0.38%             | 2042-05-25      | Floating      | 7.42%                 | 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      | $3787916.80   | 1.41%             | 2067-05-25      | Variable      | 4.98%                 | 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        |   2903813 | PA      | $2896202.97   | 1.07%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | 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        |   2859680 | PA      | $2851726.98   | 1.06%             | 2067-07-25      | Variable      | 5.08%                 | 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        |   4375692 | PA      | $4372764.09   | 1.62%             | 2062-08-25      | Variable      | 5.11%                 | 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        |    903038 | PA      | $902105.14    | 0.33%             | 2062-08-25      | Variable      | 5.70%                 | 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        |       146 | PA      | $150.95       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | 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        |        74 | PA      | $76.56        | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | 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        |        22 | PA      | $22.98        | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | 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        |        12 | PA      | $12.72        | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | 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        |       237 | PA      | $252.92       | 0.00%             | 2031-08-01      | 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        |        29 | PA      | $29.79        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | 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        |       387 | PA      | $400.67       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | 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        |        67 | PA      | $69.11        | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2022-B37, Class AS                        | CUSIP: 08161QAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4133839.60   | 1.53%             | 2055-11-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                 | Fannie Mae REMICs, IO                                                      | CUSIP: 3136BKWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |  11425289 | PA      | $1644969.73   | 0.61%             | 2049-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388SLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $7.65         | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                | Freddie Mac REMICs, IO                                                     | CUSIP: 3137H1KA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  12595202 | PA      | $1704099.35   | 0.63%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388TNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       134 | PA      | $138.23       | 0.00%             | 2031-11-01      | 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        |        82 | PA      | $84.81        | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388KZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $70.02        | 0.00%             | 2031-11-01      | 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        |   2210915 | PA      | $2204901.43   | 0.82%             | 2062-11-25      | Variable      | 6.50%                 | 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      | $2068855.60   | 0.77%             | 2029-04-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                               | Redwood Trust, Inc., Pfd.                                                  | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |     40000 | NS      | $972000.00    | 0.36%             |  |  |  | No            |                  1 | 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      | $2775311.74   | 1.03%             | 2067-11-25      | Variable      | 6.99%                 | 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        |  48253600 | PA      | $581600.65    | 0.22%             | 2056-02-10      | Variable      | 0.87%                 | 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      | $2515802.00   | 0.93%             | 2027-06-25      | Fixed         | 6.91%                 | 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      | $3117731.70   | 1.16%             | 2043-03-25      | Floating      | 7.14%                 | 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      | $3153334.80   | 1.17%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1       | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1883106 | PA      | $1900890.35   | 0.71%             | 2043-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                    | MSWF Commercial Mortgage Trust, Series 2023-1, Class A2                    | CUSIP: 55376CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2089186.60   | 0.78%             | 2056-05-15      | Fixed         | 6.45%                 | 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        |   5695464 | PA      | $5841302.43   | 2.17%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |   1699620 | PA      | $1708627.85   | 0.63%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 3140XLPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3579208 | PA      | $3689855.82   | 1.37%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 3140XLVL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3652176 | PA      | $3795199.53   | 1.41%             | 2053-06-01      | Fixed         | 6.00%                 | 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        |   3808421 | PA      | $3921163.41   | 1.46%             | 2053-06-01      | Fixed         | 6.00%                 | 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      | $3892184.40   | 1.44%             | 2040-06-17      | Fixed         | 3.95%                 | 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      | $4232216.00   | 1.57%             | 2056-07-15      | Variable      | 7.10%                 | 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        |   1484594 | PA      | $1496055.63   | 0.56%             | 2068-08-25      | Variable      | 7.08%                 | 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      | $4047896.00   | 1.50%             | 2053-08-20      | Fixed         | 6.60%                 | 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        |       116 | PA      | $121.99       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | 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        |   1426560 | PA      | $1312409.52   | 0.49%             | 2051-10-25      | Fixed         | 1.69%                 | 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      | $1517804.25   | 0.56%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac, Series 2022-DNA6, Class M1                                    | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2352234.15   | 0.87%             | 2042-09-25      | Floating      | 7.77%                 | 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      | $2591863.00   | 0.96%             | 2043-09-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class A3 | CUSIP: 61775VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557807 | PA      | $1577062.39   | 0.59%             | 2068-09-25      | Variable      | 7.53%                 | 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      | $3115965.16   | 1.16%             | 2053-09-14      | Fixed         | 8.50%                 | 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      | $1570890.60   | 0.58%             | 2043-11-25      | Floating      | 7.42%                 | 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      | $2525414.00   | 0.94%             | 2048-10-25      | Fixed         | 5.90%                 | 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      | $803824.93    | 0.30%             | 2043-10-25      | Floating      | 6.57%                 | 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      | $3353190.60   | 1.24%             | 2056-11-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                        | PRPM Trust, Series 2023-NQM3, Class A3                                     | CUSIP: 69380TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993627 | PA      | $2016844.97   | 0.75%             | 2068-11-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2023-B40, Class AS                        | CUSIP: 08163WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2196694.20   | 0.82%             | 2056-12-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2024-V5, Class AM                         | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1987623.82   | 0.74%             | 2057-01-10      | Variable      | 6.42%                 | 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        |        97 | PA      | $101.21       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | 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      | $1.67         | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | 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        |       103 | PA      | $107.99       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | 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      | $2532855.00   | 0.94%             | 2031-11-20      | Fixed         | 5.82%                 | 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      | $2115992.80   | 0.79%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31292HRE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $158.04       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | 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        |   1443775 | PA      | $1456490.77   | 0.54%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                         | OBX Trust, Series 2024-NQM5, Class A1                                      | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    874305 | PA      | $881887.23    | 0.33%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO Mortgage Trust, Series 2024-5C4, Class A3                              | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066000 | PA      | $1136199.94   | 0.42%             | 2057-05-15      | Variable      | 6.53%                 | 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        |    557938 | PA      | $569966.13    | 0.21%             | 2054-04-30      | Fixed         | 6.59%                 | 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      | $5.29         | 0.00%             | 2032-09-15      | 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      | $2011157.80   | 0.75%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                         | ELM Trust, Series 2024-ELM, Class A10                                      | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1207955.52   | 0.45%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1031855.47   | 0.38%             | 2029-05-31      | Fixed         | 4.50%                 | 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        |    856350 | PA      | $876614.50    | 0.33%             | 2054-07-30      | Fixed         | 6.27%                 | 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        |    693323 | PA      | $701193.11    | 0.26%             | 2054-07-25      | Variable      | 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        |   1803694 | PA      | $1601736.81   | 0.59%             | 2066-08-25      | Variable      | 1.19%                 | 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        |   2252250 | PA      | $2244995.95   | 0.83%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208T3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5821 | PA      | $5907.03      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | 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      | $1974880.80   | 0.73%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4083046.88   | 1.52%             | 2029-10-31      | Fixed         | 4.12%                 | 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        |   1481238 | PA      | $1494387.88   | 0.55%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31407JFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        77 | PA      | $79.73        | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36213FAM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7537 | PA      | $7621.87      | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3078925.77   | 1.14%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208QRB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1713 | PA      | $1728.28      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207J3N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4671 | PA      | $4713.17      | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                               | U.S. Treasury Bills                                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3296000 | PA      | $3241211.35   | 1.20%             | 2026-05-14      | None          | 0.00%                 | 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        |    497758 | PA      | $498633.84    | 0.19%             | 2045-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                         | OBX Trust, Series 2025-HE1, Class A1                                       | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-MBS          | CORP              | US        |    520347 | PA      | $521892.99    | 0.19%             | 2055-02-25      | Floating      | 5.67%                 | 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      | $4078496.80   | 1.51%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | 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        |    426436 | PA      | $429499.38    | 0.16%             | 2055-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                 | Affirm Asset Securitization Trust, Series 2025-X1, Class A                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885847 | PA      | $887554.94    | 0.33%             | 2030-04-15      | Fixed         | 5.08%                 | 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      | $2054335.40   | 0.76%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                          | AutoNation Finance Trust, Series 2025-1A, Class D                          | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2042213.60   | 0.76%             | 2032-09-10      | Fixed         | 5.63%                 | 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      | $2506235.00   | 0.93%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | 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      | $1270498.63   | 0.47%             | 2032-12-15      | Fixed         | 5.40%                 | 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      | $759015.45    | 0.28%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| WBHT Commercial Mortgage Trust                    | WBHT Commercial Mortgage Trust, Series 2025-WBM, Class B                   | CUSIP: 92943QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503206.70   | 0.56%             | 2042-06-15      | Floating      | 6.15%                 | 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      | $1510670.10   | 0.56%             | 2033-07-15      | Fixed         | 5.26%                 | 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        |   1443750 | PA      | $1471288.38   | 0.55%             | 2050-06-20      | Fixed         | 6.21%                 | 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       |        71 | NC      | $43701.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury 10 Year Ultra Future                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       112 | NC      | $105688.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury Long Bond Future                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        59 | NC      | $66733.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury Ultra Bonds Future                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        28 | NC      | $36480.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury 2 Year Notes Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       146 | NC      | $29434.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury 5 Year Notes Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       269 | NC      | $104669.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MILE Trust                                        | MILE Trust, Series 2025-STNE, Class A                                      | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1633516.89   | 0.61%             | 2042-07-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1             | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |    702657 | PA      | $704087.89    | 0.26%             | 2055-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $254902.35    | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8028281.28   | 2.98%             | 2028-08-15      | Fixed         | 3.62%                 | 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      | $716077.35    | 0.27%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5483457.05   | 2.04%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2025-B            | Carmax Select Receivables Trust 2025-B, Series 2025-B, Class D             | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2023789.20   | 0.75%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1005625.00   | 0.37%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2753007.81   | 1.02%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1999531.24   | 0.74%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust, Series 2024-B, Class A              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2518345.00   | 0.93%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust, Series 2025-2, Class D                       | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505832.90   | 0.56%             | 2032-03-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust, Series 2025-4, Class D                            | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003842.80   | 0.37%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                | Uniform Mortgage-Backed Securities, TBA                                    | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4944000 | PA      | $4391891.56   | 1.63%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10810000 | PA      | $10799534.51  | 4.01%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class M1             | CUSIP: 362934AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $541305.72    | 0.20%             | 2065-12-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2         | Affirm Asset Securitization Trust 2025-X2, Series 2025-X2, Class C         | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001540.80   | 0.37%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5495000 | PA      | $4769691.76   | 1.77%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                       | MP 2023 LLC, Series 2025-1A, Class A                                       | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1999954.80   | 0.74%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7080000 | PA      | $7151040.01   | 2.65%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust, Series 2025-VOLT, Class C                                        | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2619639.51   | 0.97%             | 2044-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36292ASN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10514 | PA      | $10657.94     | 0.00%             | 2037-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36294SGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8153 | PA      | $8475.09      | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207FGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1600 | PA      | $1599.94      | 0.00%             | 2026-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**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