# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0001752724-23-017991
**Filing Date:** 2023-1
**Character Count:** 155096
**Document Hash:** 1ddd26568b3749e97be06f39f312d0d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-017991.hdr.sgml**: 20230130

**ACCESSION NUMBER**: 0001752724-23-017991

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230130

**DATE AS OF CHANGE**: 20230130

**PERIOD START**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790
- **IRS NUMBER:** 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:** 23567176

**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, 2022*

(Unaudited)

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Asset-Backed Securities–76.44%** | **Asset-Backed Securities–76.44%** | **Asset-Backed Securities–76.44%** | **Asset-Backed Securities–76.44%** |
| AMSR Trust, | AMSR Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-SFR5, Class D, 2.18%, 11/17/2037<sup>(a)</sup> |  | &nbsp;&nbsp; $5000000 | &nbsp;&nbsp;&nbsp;&nbsp; $4420389 |
| &nbsp;&nbsp;&nbsp;Series 2022-SFR3, CLass D, 4.00%, 10/17/2039<sup>(a)</sup> |  | &nbsp;&nbsp; 3380000 | &nbsp;&nbsp;&nbsp;&nbsp; 2952766 |
| Angel Oak Mortgage Trust, | Angel Oak Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-5, Class B1, 3.96%, 10/25/2049<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2361000 | &nbsp;&nbsp;&nbsp;&nbsp; 1867029 |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class M1, 3.81%, 04/25/2065<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4291195 |
| &nbsp;&nbsp;&nbsp;Series 2021-1, Class M1, 2.22%, 01/25/2066<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 3164000 | &nbsp;&nbsp;&nbsp;&nbsp; 1847310 |
| &nbsp;&nbsp;&nbsp;Series 2021-7, Class M1, 3.26%, 10/25/2066<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3247802 |
| &nbsp;&nbsp;&nbsp;Series 2022-2, Class M1, 4.17%, 01/25/2067<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 5893000 | &nbsp;&nbsp;&nbsp;&nbsp; 4367552 |
| Arroyo Mortgage Trust, Series 2020-1, Class A3, 3.33%, 03/25/2055<sup>(a)</sup> |  | &nbsp;&nbsp; 4463000 | &nbsp;&nbsp;&nbsp;&nbsp; 3732151 |
| Avis Budget Rental Car Funding (AESOP) LLC, | Avis Budget Rental Car Funding (AESOP) LLC, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-3A, Class C, 6.48%, 02/20/2027<sup>(a)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3860491 |
| &nbsp;&nbsp;&nbsp;Series 2022-5A, Class B, 7.09%, 04/20/2027<sup>(a)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3993752 |
| Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class XA, IO, 0.90%, 09/15/2048<sup>(c)</sup> |  | &nbsp;&nbsp;15168716 | &nbsp;&nbsp;&nbsp;&nbsp; 257315 |
| Bank, Series 2018-BNK14, Class E, 3.00%, 09/15/2060<sup>(a)</sup> |  | &nbsp;&nbsp; 5750000 | &nbsp;&nbsp;&nbsp;&nbsp; 3550741 |
| BBCMS Mortgage Trust, | BBCMS Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-C2, Class C, 5.13%, 12/15/2051<sup>(b)</sup> |  | &nbsp;&nbsp; 2500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2161978 |
| &nbsp;&nbsp;&nbsp;Series 2022-C17, Class A5, 4.44%, 09/15/2055 |  | &nbsp;&nbsp;14600000 | &nbsp;&nbsp;&nbsp;&nbsp; 13916574 |
| Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 12A1, 3.66%, 01/25/2035<sup>(b)</sup> |  | &nbsp;&nbsp; 259045 | &nbsp;&nbsp;&nbsp;&nbsp; 239433 |
| Benchmark Mortgage Trust, | Benchmark Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-B3, Class C, 4.69%, 04/10/2051<sup>(b)</sup> |  | &nbsp;&nbsp; 4375000 | &nbsp;&nbsp;&nbsp;&nbsp; 3816095 |
| &nbsp;&nbsp;&nbsp;Series 2019-B14, Class C, 3.90%, 12/15/2062<sup>(b)</sup> |  | &nbsp;&nbsp; 4650000 | &nbsp;&nbsp;&nbsp;&nbsp; 3650868 |
| &nbsp;&nbsp;&nbsp;Series 2019-B15, Class C, 3.84%, 12/15/2072<sup>(b)</sup> |  | &nbsp;&nbsp; 1000000 | &nbsp;&nbsp;&nbsp;&nbsp; 777008 |
| &nbsp;&nbsp;&nbsp;Series 2019-B9, Class C, 4.97%, 03/15/2052<sup>(b)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3211686 |
| &nbsp;&nbsp;&nbsp;Series 2020-B17, Class C, 3.37%, 03/15/2053<sup>(b)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2286994 |
| Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A, Class B, 5.68%, 12/16/2041<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 4564779 | &nbsp;&nbsp;&nbsp;&nbsp; 3016470 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class D, 5.53% (1 mo. USD LIBOR + 1.65%), 09/15/2023<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4675461 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65D, 4.66%, 05/15/2052<sup>(a)(b)</sup> |  | &nbsp;&nbsp; $4517000 | &nbsp;&nbsp;&nbsp;&nbsp; $4009429 |
| CBAM LLC, Series 2021-15A, Class C, 6.33% (3 mo. USD LIBOR + 2.25%), 01/15/2036<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4700355 |
| Chase Mortgage Finance Corp., | Chase Mortgage Finance Corp., |  |  |
| &nbsp;&nbsp;&nbsp;Series 2016-SH1, Class M3, 3.75%, 04/25/2045<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 1110363 | &nbsp;&nbsp;&nbsp;&nbsp; 933281 |
| &nbsp;&nbsp;&nbsp;Series 2016-SH2, Class M3, 3.75%, 12/25/2045<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 1538601 | &nbsp;&nbsp;&nbsp;&nbsp; 1338315 |
| Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class D, 4.55%, 04/10/2023<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 4885000 | &nbsp;&nbsp;&nbsp;&nbsp; 4690207 |
| COLT Mortgage Loan Trust, Series 2020-3, Class A3, 2.38%, 04/27/2065<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 542703 | &nbsp;&nbsp;&nbsp;&nbsp; 508851 |
| Commercial Mortgage Trust, Series 2014-CR19, Class C, 4.85%, 08/10/2024<sup>(b)</sup> |  | &nbsp;&nbsp; 4578800 | &nbsp;&nbsp;&nbsp;&nbsp; 4316988 |
| Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A3, 2.73%, 04/25/2065<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4566294 |
| Credit Suisse Mortgage Capital Trust, | Credit Suisse Mortgage Capital Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH2, Class M1, 4.98%, 05/25/2067<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3219865 |
| &nbsp;&nbsp;&nbsp;Series 2022-ATH3, Class A3, 6.57%, 08/25/2067<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 4845803 | &nbsp;&nbsp;&nbsp;&nbsp; 4694707 |
| CSAIL Commercial Mortgage Trust, Series 2016-C6, Class E, 4.08%, 01/15/2049<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1910617 |
| Dryden 76 CLO Ltd., Series 2019-76A, Class CR, 6.24% (3 mo. USD LIBOR + 2.00%), 10/20/2034<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2771559 |
| Ellington Financial Mortgage Trust, Series 2022-3, Class A1, 5.00%, 08/25/2067<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 3911754 | &nbsp;&nbsp;&nbsp;&nbsp; 3749136 |
| Empower CLO Ltd., Series 2022-1A, Class A1, 6.16% (3 mo. Term SOFR + 2.20%), 10/20/2034<sup>(a)(e)</sup> |  | &nbsp;&nbsp;10000000 | &nbsp;&nbsp;&nbsp;&nbsp; 9997440 |
| Flagstar Mortgage Trust, | Flagstar Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-5, Class B1, 4.47%, 09/25/2048<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 1552796 | &nbsp;&nbsp;&nbsp;&nbsp; 1320423 |
| &nbsp;&nbsp;&nbsp;Series 2018-5, Class B2, 4.47%, 09/25/2048<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 1860614 | &nbsp;&nbsp;&nbsp;&nbsp; 1561087 |
| &nbsp;&nbsp;&nbsp;Series 2018-6RR, Class B2, 4.93%, 10/25/2048<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2739073 | &nbsp;&nbsp;&nbsp;&nbsp; 2419949 |
| &nbsp;&nbsp;&nbsp;Series 2018-6RR, Class B3, 4.93%, 10/25/2048<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2739073 | &nbsp;&nbsp;&nbsp;&nbsp; 2401975 |
| FRTKL, Series 2021-SFR1, Class E2, 2.52%, 09/17/2038<sup>(a)</sup> |  | &nbsp;&nbsp; 3250000 | &nbsp;&nbsp;&nbsp;&nbsp; 2710140 |
| Galton Funding Mortgage Trust, Series 2019-H1, Class B1, 3.89%, 10/25/2059<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 5480000 | &nbsp;&nbsp;&nbsp;&nbsp; 5143972 |
| GCAT Trust, | GCAT Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-NQM3, Class B1, 3.95%, 11/25/2059<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2952447 |
| &nbsp;&nbsp;&nbsp;Series 2020-NQM2, Class M1, 3.59%, 04/25/2065<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 3500000 | &nbsp;&nbsp;&nbsp;&nbsp; 2903785 |

---

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

Invesco Income Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| GS Mortgage Securities Corp. Trust, | GS Mortgage Securities Corp. Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-SLP, Class E, 4.74%, 10/10/2032<sup>(a)(b)</sup> |  | &nbsp;&nbsp; $5050000 | &nbsp;&nbsp;&nbsp;&nbsp; $4790756 |
| &nbsp;&nbsp;&nbsp;Series 2018-TWR, Class G, 8.05% (1 mo. USD LIBOR + 4.17%), 07/15/2023<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2458500 |
| GS Mortgage Securities Trust, Series 2017-GS6, Class C, 4.32%, 05/10/2050<sup>(b)</sup> |  | &nbsp;&nbsp; 2774000 | &nbsp;&nbsp;&nbsp;&nbsp; 2405360 |
| Homeward Opportunities Fund Trust, | Homeward Opportunities Fund Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class M1, 5.08%, 07/25/2067<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 3904311 | &nbsp;&nbsp;&nbsp;&nbsp; 3669590 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class M1, 5.07%, 07/25/2067<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2878000 | &nbsp;&nbsp;&nbsp;&nbsp; 2428007 |
| ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A, 6.04% (1 mo. Term SOFR + 2.25%), 10/15/2039<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 2240000 | &nbsp;&nbsp;&nbsp;&nbsp; 2228031 |
| Imperial Fund Mortgage Trust, Series 2022-NQM1, Class M1, 4.08%, 02/25/2067<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 7053000 | &nbsp;&nbsp;&nbsp;&nbsp; 5277689 |
| JP Morgan Chase Commercial Mortgage Securities Trust, | JP Morgan Chase Commercial Mortgage Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-PHH, Class E, 6.59% (1 mo. USD LIBOR + 2.71%), 06/15/2023<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 661732 |
| &nbsp;&nbsp;&nbsp;Series 2018-PHH, Class F, 7.19% (1 mo. USD LIBOR + 3.31%), 06/15/2023<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 369319 |
| JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C, 4.22%, 07/15/2045<sup>(b)</sup> |  | &nbsp;&nbsp; 4760000 | &nbsp;&nbsp;&nbsp;&nbsp; 4577989 |
| Life Mortgage Trust, Series 2021-BMR, Class D, 5.28% (1 mo. USD LIBOR + 1.40%), 03/15/2038<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 5701227 | &nbsp;&nbsp;&nbsp;&nbsp; 5371205 |
| MACH 1 Cayman Ltd., Series 2019-1, Class B, 4.34%, 10/15/2039<sup>(a)</sup> |  | &nbsp;&nbsp; 1953845 | &nbsp;&nbsp;&nbsp;&nbsp; 1550590 |
| Morgan Stanley Capital I Trust, Series 2018-H4, Class C, 5.24%, 12/15/2051<sup>(b)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4363739 |
| New Residential Mortgage Loan Trust, Series 2021-NQ1R, Class M1, 2.27%, 07/25/2055<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2250000 | &nbsp;&nbsp;&nbsp;&nbsp; 1454108 |
| OBX Trust, | OBX Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM7, Class A1, 5.11%, 08/25/2062<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 6144249 | &nbsp;&nbsp;&nbsp;&nbsp; 5972731 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM7, Class A3, 5.70%, 08/25/2062<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 1267861 | &nbsp;&nbsp;&nbsp;&nbsp; 1215207 |
| &nbsp;&nbsp;&nbsp;Series 2022-NQM8, Class A1, 6.10%, 09/25/2062<sup>(a)(d)</sup> |  | &nbsp;&nbsp;14724475 | &nbsp;&nbsp;&nbsp;&nbsp; 14531935 |
| Octagon Investment Partners 48 Ltd., Series 2020-3A, Class CR, 6.29% (3 mo. USD LIBOR + 2.05%), 10/20/2034<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2828754 |
| OHA Loan Funding Ltd., Series 2015-1A, Class CR3, 6.28% (3 mo. USD LIBOR + 2.05%), 01/19/2037<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4708740 |
| PRKCM Trust, Series 2021-AFC1, Class M1, 3.11%, 08/25/2056<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 6966000 | &nbsp;&nbsp;&nbsp;&nbsp; 4390707 |
| Progress Residential Trust, Series 2022-SFR5, Class D, 5.73%, 06/17/2039<sup>(a)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2773256 |
| Residential Mortgage Loan Trust, Series 2019-3, Class B1, 3.81%, 09/25/2059<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 3276000 | &nbsp;&nbsp;&nbsp;&nbsp; 2730939 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B, 4.34%, 03/15/2040<sup>(a)</sup> |  | &nbsp;&nbsp; $3039185 | &nbsp;&nbsp;&nbsp;&nbsp; $1852748 |
| Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M, 4.75%, 06/25/2057<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2720061 |
| SG Residential Mortgage Trust, | SG Residential Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-2, Class M1, 3.05%, 12/25/2061<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 5634000 | &nbsp;&nbsp;&nbsp;&nbsp; 3700331 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class M1, 3.99%, 03/27/2062<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2913893 |
| Sonic Capital LLC, Series 2021-1A, Class A2II, 2.64%, 08/20/2051<sup>(a)</sup> |  | &nbsp;&nbsp; 1354017 | &nbsp;&nbsp;&nbsp;&nbsp; 985993 |
| STAR Trust, Series 2022-SFR3, Class D, 6.42% (1 mo. Term SOFR + 2.55%), 05/17/2024<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 2000000 | &nbsp;&nbsp;&nbsp;&nbsp; 1924369 |
| Starwood Mortgage Residential Trust, | Starwood Mortgage Residential Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-3, Class A3, 2.59%, 04/25/2065<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2567853 |
| &nbsp;&nbsp;&nbsp;Series 2022-1, Class M1, 3.69%, 12/25/2066<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4152995 |
| Textainer Marine Containers Ltd., Series 2021-3A, Class B, 2.43%, 08/20/2046<sup>(a)</sup> |  | &nbsp;&nbsp; 4500000 | &nbsp;&nbsp;&nbsp;&nbsp; 3549880 |
| Textainer Marine Containers VII Ltd. (China), | Textainer Marine Containers VII Ltd. (China), |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1A, Class B, 4.94%, 08/21/2045<sup>(a)</sup> |  | &nbsp;&nbsp; 2860940 | &nbsp;&nbsp;&nbsp;&nbsp; 2683161 |
| &nbsp;&nbsp;&nbsp;Series 2021-2A, Class B, 2.82%, 04/20/2046<sup>(a)</sup> |  | &nbsp;&nbsp; 4366667 | &nbsp;&nbsp;&nbsp;&nbsp; 3630097 |
| TIF Funding II LLC, Series 2021-1A, Class B, 2.54%, 02/20/2046<sup>(a)</sup> |  | &nbsp;&nbsp; 1587146 | &nbsp;&nbsp;&nbsp;&nbsp; 1280801 |
| TRK Trust, Series 2022-INV1, Class M1, 4.06%, 02/25/2057<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 8000000 | &nbsp;&nbsp;&nbsp;&nbsp; 6284945 |
| Verus Securitization Trust, | Verus Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-INV1, Class A3, 3.89%, 03/25/2060<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2800000 | &nbsp;&nbsp;&nbsp;&nbsp; 2560798 |
| &nbsp;&nbsp;&nbsp;Series 2021-R2, Class M1, 2.24%, 02/25/2064<sup>(a)</sup> |  | &nbsp;&nbsp; 4281000 | &nbsp;&nbsp;&nbsp;&nbsp; 3241957 |
| &nbsp;&nbsp;&nbsp;Series 2022-INV1, Class A3, 5.83%, 08/25/2067<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 4862258 | &nbsp;&nbsp;&nbsp;&nbsp; 4685378 |
| &nbsp;&nbsp;&nbsp;Series 2022-INV2, Class A3, 6.79%, 10/25/2067<sup>(a)(d)</sup> |  | &nbsp;&nbsp; 1984233 | &nbsp;&nbsp;&nbsp;&nbsp; 1939561 |
| Vista Point Securitization Trust, | Vista Point Securitization Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class M1, 4.15%, 03/25/2065<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 2100000 | &nbsp;&nbsp;&nbsp;&nbsp; 1914431 |
| &nbsp;&nbsp;&nbsp;Series 2020-2, Class M1, 3.40%, 04/25/2065<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 1650000 | &nbsp;&nbsp;&nbsp;&nbsp; 1332829 |
| Voya CLO Ltd., Series 2014-1A, Class CR2, 6.99% (3 mo. Term SOFR + 3.06%), 04/18/2031<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 1300000 | &nbsp;&nbsp;&nbsp;&nbsp; 1052458 |
| Wells Fargo Commercial Mortgage Trust, | Wells Fargo Commercial Mortgage Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-LC18, Class D, 3.96%, 12/15/2024<sup>(a)(b)</sup> |  | &nbsp;&nbsp; 6000000 | &nbsp;&nbsp;&nbsp;&nbsp; 5191265 |
| &nbsp;&nbsp;&nbsp;Series 2017-C39, Class C, 4.12%, 09/15/2050 |  | &nbsp;&nbsp; 2309000 | &nbsp;&nbsp;&nbsp;&nbsp; 1931795 |
| &nbsp;&nbsp;&nbsp;Series 2017-RC1, Class D, 3.25%, 01/15/2060<sup>(a)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2938830 |
| Zaxby's Funding LLC, Series 2021-1A, Class A2, 3.24%, 07/30/2051<sup>(a)</sup> |  | &nbsp;&nbsp; 2370000 | &nbsp;&nbsp;&nbsp;&nbsp; 1933048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $348,372,550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $348,372,550) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Asset-Backed Securities (Cost $348,372,550) | &nbsp;&nbsp;&nbsp;&nbsp;296690243 |

---

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

Invesco Income Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Agency Credit Risk Transfer Notes–10.92%** | **Agency Credit Risk Transfer Notes–10.92%** | **Agency Credit Risk Transfer Notes–10.92%** | **Agency Credit Risk Transfer Notes–10.92%** |
| Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2, 6.62% (30 Day Average SOFR + 3.10%), 03/25/2042<sup>(a)(e)</sup> |  | &nbsp;&nbsp; $1285000 | &nbsp;&nbsp;&nbsp;&nbsp; $1246586 |
| Freddie Mac, | Freddie Mac, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA2, Class M2, STACR<sup>®</sup>, 5.82% (30 Day Average SOFR + 2.30%), 08/25/2033<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 6630000 | &nbsp;&nbsp;&nbsp;&nbsp; 6414728 |
| &nbsp;&nbsp;&nbsp;Series 2021-DNA5, Class M2, STACR<sup>®</sup>, 5.17% (30 Day Average SOFR + 1.65%), 01/25/2034<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 757500 | &nbsp;&nbsp;&nbsp;&nbsp; 741697 |
| &nbsp;&nbsp;&nbsp;Series 2021-HQA3, Class M2, STACR<sup>®</sup>, 5.62% (30 Day Average SOFR + 2.10%), 09/25/2041<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 4250000 | &nbsp;&nbsp;&nbsp;&nbsp; 3663628 |
| &nbsp;&nbsp;&nbsp;Series 2022-DNA3, Class M1B, STACR<sup>®</sup>, 6.42% (30 Day Average SOFR + 2.90%), 04/25/2042<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 5000000 | &nbsp;&nbsp;&nbsp;&nbsp; 4791906 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA2, Class M1, STACR<sup>®</sup>, 7.52% (30 Day Average SOFR + 4.00%), 07/25/2042<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 3000000 | &nbsp;&nbsp;&nbsp;&nbsp; 2951487 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M1, STACR<sup>®</sup>,<br> 7.07% (30 Day Average SOFR + 3.55%), 08/25/2042<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 5370000 | &nbsp;&nbsp;&nbsp;&nbsp; 5104686 |
| &nbsp;&nbsp;&nbsp;5.82% (30 Day Average SOFR + 2.30%), 08/25/2042<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 4805556 | &nbsp;&nbsp;&nbsp;&nbsp; 4755696 |
| &nbsp;&nbsp;&nbsp;Series 2022-HQA3, Class M2, STACR<sup>®</sup>, 8.87% (30 Day Average SOFR + 5.35%), 08/25/2042<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 4000000 | &nbsp;&nbsp;&nbsp;&nbsp; 3704762 |
| &nbsp;&nbsp;&nbsp;Series 2018-HRP2, Class M3, STACR<sup>®</sup>, 6.42% (1 mo. USD LIBOR + 2.40%), 02/25/2047<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 4555507 | &nbsp;&nbsp;&nbsp;&nbsp; 4444799 |
| &nbsp;&nbsp;&nbsp;Series 2020-DNA5, Class M2, STACR<sup>®</sup>, 6.32% (30 Day Average SOFR + 2.80%), 10/25/2050<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 2024466 | &nbsp;&nbsp;&nbsp;&nbsp; 2029060 |
| Freddie Mac Multifamily Connecticut Avenue Securities Trust, | Freddie Mac Multifamily Connecticut Avenue Securities Trust, |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class M10, 7.29% (1 mo. USD LIBOR + 3.25%), 10/25/2049<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 1267736 | &nbsp;&nbsp;&nbsp;&nbsp; 1173799 |
| &nbsp;&nbsp;&nbsp;Series 2019-01, Class B10, 9.54% (1 mo. USD LIBOR + 5.50%), 10/25/2049<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1383164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $44,449,885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $44,449,885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Agency Credit Risk Transfer Notes (Cost $44,449,885) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42405998 |
| **U.S. Government Sponsored Agency Mortgage-Backed Securities–8.03%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–8.03%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–8.03%** | **U.S. Government Sponsored Agency Mortgage-Backed Securities–8.03%** |
| **Collateralized Mortgage Obligations–1.35%** | **Collateralized Mortgage Obligations–1.35%** | **Collateralized Mortgage Obligations–1.35%** | **Collateralized Mortgage Obligations–1.35%** |
| Fannie Mae REMICs, IO,<br> 2.50%, 08/25/2049<sup>(f)</sup> |  | &nbsp;&nbsp;14138161 | &nbsp;&nbsp;&nbsp;&nbsp; 1978083 |
| Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class M2,<br> 7.30%(30 Day Average SOFR + 3.75%), 01/25/2051<sup>(a)(e)</sup> |  | &nbsp;&nbsp; 1500000 | &nbsp;&nbsp;&nbsp;&nbsp; 1342372 |
| Freddie Mac REMICs, IO,<br> 2.50%, 09/25/2048<sup>(f)</sup> |  | &nbsp;&nbsp;15381940 | &nbsp;&nbsp;&nbsp;&nbsp; 1919063 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5239518 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Value** |
| **Federal Home Loan Mortgage Corp. (FHLMC)–0.00%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.00%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.00%** | **Federal Home Loan Mortgage Corp. (FHLMC)–0.00%** |
| &nbsp;&nbsp;&nbsp;9.00%, 04/01/2025 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $7939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $8060 |
| &nbsp;&nbsp;&nbsp;9.50%, 04/01/2025 |  | &nbsp;&nbsp; 2077 | &nbsp;&nbsp;&nbsp;&nbsp; 2077 |
| &nbsp;&nbsp;&nbsp;6.50%, 06/01/2029 to 08/01/2032 |  | &nbsp;&nbsp; 2192 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 |
| &nbsp;&nbsp;&nbsp;7.00%, 03/01/2032 to 05/01/2032 |  | &nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp; 755 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13162 |
| **Federal National Mortgage Association (FNMA)–0.01%** | **Federal National Mortgage Association (FNMA)–0.01%** | **Federal National Mortgage Association (FNMA)–0.01%** | **Federal National Mortgage Association (FNMA)–0.01%** |
| &nbsp;&nbsp;&nbsp;6.00%, 04/01/2024 |  | &nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp; 36 |
| &nbsp;&nbsp;&nbsp;6.75%, 07/01/2024 |  | &nbsp;&nbsp; 10434 | &nbsp;&nbsp;&nbsp;&nbsp; 10746 |
| &nbsp;&nbsp;&nbsp;6.95%, 07/01/2025 to 10/01/2025 |  | &nbsp;&nbsp; 9220 | &nbsp;&nbsp;&nbsp;&nbsp; 9201 |
| &nbsp;&nbsp;&nbsp;6.50%, 01/01/2026 to 10/01/2036 |  | &nbsp;&nbsp; 3100 | &nbsp;&nbsp;&nbsp;&nbsp; 3204 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/01/2029 |  | &nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp;8.00%, 10/01/2029 |  | &nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23468 |
| **Government National Mortgage Association (GNMA)–6.67%** | **Government National Mortgage Association (GNMA)–6.67%** | **Government National Mortgage Association (GNMA)–6.67%** | **Government National Mortgage Association (GNMA)–6.67%** |
| &nbsp;&nbsp;&nbsp;8.00%, 03/15/2023 to 12/15/2030 |  | &nbsp;&nbsp; 255130 | &nbsp;&nbsp;&nbsp;&nbsp; 268471 |
| &nbsp;&nbsp;&nbsp;7.00%, 06/15/2023 to 12/15/2036 |  | &nbsp;&nbsp; 249388 | &nbsp;&nbsp;&nbsp;&nbsp; 250920 |
| &nbsp;&nbsp;&nbsp;6.50%, 07/15/2024 to 09/15/2032 |  | &nbsp;&nbsp; 15304 | &nbsp;&nbsp;&nbsp;&nbsp; 15342 |
| &nbsp;&nbsp;&nbsp;6.95%, 07/20/2025 to 11/20/2026 |  | &nbsp;&nbsp; 31132 | &nbsp;&nbsp;&nbsp;&nbsp; 31112 |
| &nbsp;&nbsp;&nbsp;8.50%, 01/15/2037 |  | &nbsp;&nbsp; 13651 | &nbsp;&nbsp;&nbsp;&nbsp; 13740 |
| &nbsp;&nbsp;&nbsp;TBA,<br> 5.50%, 12/01/2052<sup>(g)</sup> |  | &nbsp;&nbsp;25000000 | &nbsp;&nbsp;&nbsp;&nbsp; 25304312 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25883897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $31,372,594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $31,372,594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Government Sponsored Agency Mortgage-Backed Securities (Cost $31,372,594) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31160045 |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** |  |
| **Preferred Stocks–6.97%** | **Preferred Stocks–6.97%** | **Preferred Stocks–6.97%** | **Preferred Stocks–6.97%** |
| **Mortgage REITs–6.97%** | **Mortgage REITs–6.97%** | **Mortgage REITs–6.97%** | **Mortgage REITs–6.97%** |
| AG Mortgage Investment Trust, Inc., 8.00%, Series C, Pfd., REIT<sup>(h)</sup> | AG Mortgage Investment Trust, Inc., 8.00%, Series C, Pfd., REIT<sup>(h)</sup> | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 2546985 |
| AGNC Investment Corp., 9.19% (3 mo. USD LIBOR + 5.11%), Series C, Pfd.<sup>(e)</sup> | AGNC Investment Corp., 9.19% (3 mo. USD LIBOR + 5.11%), Series C, Pfd.<sup>(e)</sup> | &nbsp;&nbsp; 16015 | &nbsp;&nbsp; 395090 |
| Annaly Capital Management, Inc., 6.50%, Series G, Pfd.<sup>(h)</sup> | Annaly Capital Management, Inc., 6.50%, Series G, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 3450000 |
| Chimera Investment Corp., 8.00%, Series B, Pfd.<sup>(h)</sup> | Chimera Investment Corp., 8.00%, Series B, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 3219000 |
| Chimera Investment Corp., 7.75%, Series C, Pfd.<sup>(h)</sup> | Chimera Investment Corp., 7.75%, Series C, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 49884 | &nbsp;&nbsp; 944304 |
| Chimera Investment Corp., 8.00%, Series D, Pfd.<sup>(h)</sup> | Chimera Investment Corp., 8.00%, Series D, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 62288 | &nbsp;&nbsp; 1256972 |
| Dynex Capital, Inc., 6.90%, Series C, Pfd.<sup>(h)</sup> | Dynex Capital, Inc., 6.90%, Series C, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 160000 | &nbsp;&nbsp; 3481600 |
| MFA Financial, Inc., 6.50%, Series C, Pfd.<sup>(h)(i)</sup> | MFA Financial, Inc., 6.50%, Series C, Pfd.<sup>(h)(i)</sup> | &nbsp;&nbsp; 150000 | &nbsp;&nbsp; 2727000 |
| PennyMac Mortgage Investment Trust, 8.00%, Series B, Pfd.<sup>(h)</sup> | PennyMac Mortgage Investment Trust, 8.00%, Series B, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 79989 | &nbsp;&nbsp; 1745360 |
| Rithm Capital Corp., 7.13%, Series B, Pfd.<sup>(h)</sup> | Rithm Capital Corp., 7.13%, Series B, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 100000 | &nbsp;&nbsp; 2070000 |
| Two Harbors Investment Corp., 7.63%, Series B, Pfd.<sup>(h)</sup> | Two Harbors Investment Corp., 7.63%, Series B, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 45658 | &nbsp;&nbsp; 857914 |
| Two Harbors Investment Corp., 7.25%, Series C, Pfd.<sup>(h)</sup> | Two Harbors Investment Corp., 7.25%, Series C, Pfd.<sup>(h)</sup> | &nbsp;&nbsp; 185624 | &nbsp;&nbsp; 3571406 |

---

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

Invesco Income Fund

------

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Mortgage REITs–(continued)** | **Mortgage REITs–(continued)** | **Mortgage REITs–(continued)** | **Mortgage REITs–(continued)** |
| Two Harbors Investment Corp., 8.13%, Series A, Pfd., REIT<sup>(h)</sup> | Two Harbors Investment Corp., 8.13%, Series A, Pfd., REIT<sup>(h)</sup> | &nbsp;&nbsp; 39488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $779888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Preferred Stocks (Cost $29,975,543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Preferred Stocks (Cost $29,975,543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Preferred Stocks (Cost $29,975,543) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27045519 |
|  | &nbsp;&nbsp;**Principal<br> Amount** | &nbsp;&nbsp;**Principal<br> Amount** |  |
| **U.S. Treasury Securities–0.44%** | **U.S. Treasury Securities–0.44%** | **U.S. Treasury Securities–0.44%** | **U.S. Treasury Securities–0.44%** |
| **U.S. Treasury Bills–0.44%** | **U.S. Treasury Bills–0.44%** | **U.S. Treasury Bills–0.44%** | **U.S. Treasury Bills–0.44%** |
| &nbsp;&nbsp;&nbsp;3.78%, 03/09/2023<sup>(j)</sup> |  | &nbsp;&nbsp;&nbsp;&nbsp; $312000 | &nbsp;&nbsp;&nbsp;&nbsp; 308402 |
| &nbsp;&nbsp;&nbsp;4.54% - 4.60%, 05/11/2023<sup>(j)</sup> |  | &nbsp;&nbsp; 1429000 | &nbsp;&nbsp;&nbsp;&nbsp; 1400400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $1,709,886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $1,709,886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total U.S. Treasury Securities (Cost $1,709,886) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708802 |
|  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** |  |
| **Money Market Funds–3.81%** | **Money Market Funds–3.81%** | **Money Market Funds–3.81%** | **Money Market Funds–3.81%** |
| Invesco Government & Agency Portfolio, Institutional Class, 3.73%<sup>(k)(l)</sup> | Invesco Government & Agency Portfolio, Institutional Class, 3.73%<sup>(k)(l)</sup> | &nbsp;&nbsp; 8871542 | &nbsp;&nbsp; 8871542 |
| Invesco Treasury Portfolio, Institutional Class, 3.76%<sup>(k)(l)</sup> | Invesco Treasury Portfolio, Institutional Class, 3.76%<sup>(k)(l)</sup> | &nbsp;&nbsp; 5914362 | &nbsp;&nbsp; 5914362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Money Market Funds (Cost $14,785,904) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Money Market Funds (Cost $14,785,904) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Money Market Funds (Cost $14,785,904) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14785904 |
| TOTAL INVESTMENTS IN SECURITIES (excluding investments purchased with cash collateral from securities on loan)-106.61% (Cost $470,666,362) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;413796511 |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;**Value** |
| **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** | **Investments Purchased with Cash Collateral from Securities on Loan** |
| **Money Market Funds–0.04%** | **Money Market Funds–0.04%** | **Money Market Funds–0.04%** |
| Invesco Private Government Fund, 3.83%<sup>(k)(l)(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $43808 |
| Invesco Private Prime Fund, 4.15%<sup>(k)(l)(m)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;112597 | &nbsp;&nbsp; 112620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $156,405) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Investments Purchased with Cash Collateral from Securities on Loan (Cost $156,405) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156428 |
| TOTAL INVESTMENTS IN SECURITIES–106.65% (Cost $470,822,767) | TOTAL INVESTMENTS IN SECURITIES–106.65% (Cost $470,822,767) | &nbsp;&nbsp;&nbsp;&nbsp;413952939 |
| OTHER ASSETS LESS LIABILITIES—(6.65)% | OTHER ASSETS LESS LIABILITIES—(6.65)% | &nbsp;&nbsp;&nbsp;&nbsp;(25829017) |
| NET ASSETS–100.00% | NET ASSETS–100.00% | &nbsp;&nbsp;$388123922 |

---

Investment Abbreviations:

---

| | |
|:---|:---|
| Ctfs. | – Certificates |
| IO | – Interest Only |
| LIBOR | – London Interbank Offered Rate |
| 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 |
| USD | – U.S. Dollar |

---

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, 2022 was $292,524,791, which represented 75.37% of the Fund's Net Assets.

<sup>(b)</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, 2022.

<sup>(c)</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, 2022.

<sup>(d)</sup> Step coupon bond. The interest rate represents the coupon rate at which the bond will accrue at a specified future date.

<sup>(e)</sup> Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on November 30, 2022.

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

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

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

<sup>(i)</sup> All or a portion of this security was out on loan at November 30, 2022.

<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> Affiliated issuer. The issuer and/or the Fund is a wholly-owned subsidiary of Invesco Ltd., or is affiliated by having an investment adviser that is under common control of Invesco Ltd. The table below shows the Fund's transactions in, and earnings from, its investments in affiliates for the nine months ended November 30, 2022.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value<br> February 28, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Purchases<br> at Cost** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Proceeds<br> from Sales** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Realized<br> Gain** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value<br> November 30, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Dividend Income** |
| **Investments in Affiliated Money Market Funds:** |  |  |  |  |  |  |  |
| Invesco Government & Agency Portfolio, Institutional Class | $17855736 | &nbsp;&nbsp;&nbsp;&nbsp;$133742565 | &nbsp;&nbsp;&nbsp;&nbsp;$(142726759) | &nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$8871542 | &nbsp;&nbsp;&nbsp;&nbsp;$227590 |
| Invesco Treasury Portfolio, Institutional Class | &nbsp;&nbsp;&nbsp;11903824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89161710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95151172) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5914362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147911 |

---

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

Invesco Income Fund

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Value<br> February 28, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Purchases<br> at Cost** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Proceeds<br> from Sales** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Change in<br> Unrealized<br> Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Realized<br> Gain** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Value<br> November 30, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Dividend Income** |
| **Investments Purchased with Cash Collateral from Securities on Loan:** |  |  |  |  |  |  |  |
| Invesco Private Government Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$1747552 | &nbsp;&nbsp;&nbsp;&nbsp;$(1703744) | &nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;$- | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$43808 | &nbsp;&nbsp;&nbsp;&nbsp;$715\* |
| Invesco Private Prime Fund | &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;4428417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4315838) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1,963\* |
| Total | $29759560 | &nbsp;&nbsp;&nbsp;&nbsp;$229080244 | &nbsp;&nbsp;&nbsp;&nbsp;$(243897513) | &nbsp;&nbsp;&nbsp;&nbsp;$23 | &nbsp;&nbsp;&nbsp;&nbsp;$18 | &nbsp;&nbsp;&nbsp;&nbsp;$14942332 | &nbsp;&nbsp;&nbsp;&nbsp;$378179 |

---

\* Represents the income earned on the investment of cash collateral. Does not include rebates and fees paid to lending agent or premiums received from borrowers, if any.

<sup>(l)</sup> The rate shown is the 7-day SEC standardized yield as of November 30, 2022. <br> <sup>(m)</sup> The security has been segregated to satisfy the commitment to return the cash collateral received in securities lending transactions upon the borrower's return of the securities loaned.

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** | **Open Centrally Cleared Credit Default Swap Agreements<sup>(a)</sup>** |
| **Reference Entity** | &nbsp;&nbsp;**Buy/Sell<br> Protection** | &nbsp;&nbsp;**(Pay)/<br> Receive<br> Fixed<br> Rate** | &nbsp;&nbsp;**Payment<br> Frequency** | &nbsp;&nbsp;**Maturity Date** | &nbsp;&nbsp;**Implied<br> Credit<br> Spread<sup>(b)</sup>** | &nbsp;&nbsp;**Notional Value** | &nbsp;&nbsp;**Notional Value** | **Upfront<br> Payments Paid<br> (Received)** | &nbsp;&nbsp;**Value** | &nbsp;&nbsp;**Unrealized<br> Appreciation<br> (Depreciation)** |
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;Sell | &nbsp;&nbsp;&nbsp;2.00% | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;12/16/2072 | &nbsp;&nbsp;3.369% | &nbsp;&nbsp;USD | 10000000 | &nbsp;&nbsp;$(807664) | &nbsp;&nbsp;$(738796) | &nbsp;&nbsp;$68868 |
| **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** | **Credit Risk** |
| J.P. Morgan Securities LLC | &nbsp;&nbsp;Buy | &nbsp;&nbsp;(2.00) | &nbsp;&nbsp;Monthly | &nbsp;&nbsp;10/17/2057 | &nbsp;&nbsp;2.759 | &nbsp;&nbsp;USD | 10000000 | &nbsp;&nbsp;&nbsp;&nbsp;159389 | &nbsp;&nbsp;&nbsp;&nbsp;130312 | &nbsp;&nbsp;&nbsp;(29076) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Centrally Cleared Credit Default Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total Centrally Cleared Credit Default Swap Agreements |  |  |  | &nbsp;&nbsp;$(648275) | &nbsp;&nbsp;$(608484) | &nbsp;&nbsp;$39792 |

---

<sup>(a)</sup> Centrally cleared swap agreements collateralized by $80,772 cash held with Merrill Lynch International.

<sup>(b)</sup> Implied credit spreads represent the current level, as of November 30, 2022, at which protection could be bought or sold given the terms of the existing credit default swap agreement and serve as an indicator of the current status of the payment/performance risk of the credit default swap agreement. An implied credit spread that has widened or increased since entry into the initial agreement may indicate a deteriorating credit profile and increased risk of default for the reference entity. A declining or narrowing spread may indicate an improving credit profile or decreased risk of default for the reference entity. Alternatively, credit spreads may increase or decrease reflecting the general tolerance for risk in the credit markets generally.

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, 2022*

(Unaudited)

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

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

Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others.

Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect 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, 2022. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments.

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 1**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 2**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Level 3**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total**  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$296690243 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$296690243 |
| Agency Credit Risk Transfer Notes | &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;42405998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42405998 |
| U.S. Government Sponsored Agency Mortgage-Backed Securities | &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;31160045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31160045 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27045519 | &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;27045519 |
| U.S. Treasury Securities | &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;1708802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1708802 |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14785904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14942332 |
| **Total Investments in Securities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41831423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372121516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413952939 |
| **Other Investments - Assets\*** |  |  |  |  |
| Swap Agreements | &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;68868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68868 |
| **Other Investments - Liabilities\*** |  |  |  |  |
| Swap Agreements | &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;(29076) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29076) |
| **Total Other Investments** | &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;39792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39792 |
| &nbsp;&nbsp;&nbsp;**Total Investments** | &nbsp;&nbsp;&nbsp;&nbsp;$41831423 | &nbsp;&nbsp;&nbsp;&nbsp;$372161308 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$413992731 |

---

\* Unrealized appreciation (depreciation).

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:** 2023-02-28

- **b. Date as of which information is reported:** 2022-11-30

**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:** $439313481.92

**Total Liabilities:** $51903754.09

**Net Assets:** $387409727.83

**Delayed Delivery Securities:** $25164062.50

**Cash Not Reported:** $857616.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1047.18353844 | **1-Year:** -18191.02170238 | **5-Year:** -61752.92613283 | **10-Year:** -67974.96405013 | **30-Year:** -17168.72440461

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

- **3-Month:** -87.14477257 | **1-Year:** -4100.49008859 | **5-Year:** -5868.41181710 | **10-Year:** -4445.13155619 | **30-Year:** -121.94910815

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000188949 | -3.03%               | -1.96%               | 1.52%                |
| Class ID C000071212 | -3.17%               | -1.83%               | 1.51%                |
| Class ID C000000601 | -3.19%               | -1.86%               | 1.49%                |
| Class ID C000029663 | -3.16%               | -1.97%               | 1.52%                |
| Class ID C000000604 | -3.08%               | -2.02%               | 1.47%                |
| Class ID C000000605 | -3.18%               | -1.85%               | 1.49%                |
| Class ID C000000603 | -3.12%               | -2.06%               | 1.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1284393.02             | $-16885949.30                              |
| Month 2  | $325702.54               | $-9866602.13                               |
| Month 3  | $136521.99               | $5010129.33                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Aggregate Bond Index

- **Index Identifier:** 100% BM-Securities only

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GCAT Trust                                                  | GCAT Trust, Series 2019-NQM3, Class B1                                                 | CUSIP: 36167VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $2952447.20   | 0.76%             | 2059-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                  | Invesco Treasury Portfolio, Institutional Class                                        | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   5914362 | NS      | $5914361.51   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                         | J.P. Morgan Securities LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |         1 | NC      | $-738796.20   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Connecticut Avenue Securities Trust | Freddie Mac Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class B10 | CUSIP: 62547NAC3<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-APCP         | USGSE             | US        |   1500000 | PA      | $1383163.65   | 0.36%             | 2049-10-25      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36206JGP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8814 | PA      | $8939.34      | 0.00%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dryden 76 CLO Ltd.                                          | Dryden 76 CLO Ltd., Series 2019-76A, Class CR                                          | CUSIP: 26252WAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2771559.00   | 0.72%             | 2034-10-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                    | Angel Oak Mortgage Trust, Series 2021-7, Class M1                                      | CUSIP: 03464JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3247801.50   | 0.84%             | 2066-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36206EGD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       903 | PA      | $905.74       | 0.00%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                  | AMSR Trust, Series 2020-SFR5, Class D                                                  | CUSIP: 03217JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4420389.00   | 1.14%             | 2037-11-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203CLX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       978 | PA      | $978.16       | 0.00%             | 2023-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203S3U9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1133 | PA      | $1132.77      | 0.00%             | 2023-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31374NZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7123 | PA      | $7108.26      | 0.00%             | 2025-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31380KVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       377 | PA      | $388.22       | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                       | FRTKL, Series 2021-SFR1, Class E2                                                      | CUSIP: 30322DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2710140.23   | 0.70%             | 2038-09-17      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31389FLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       297 | PA      | $306.71       | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36202EFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42485 | PA      | $43080.21     | 0.01%             | 2035-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31368HYU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $35.68        | 0.00%             | 2024-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd.                            | Textainer Marine Containers Ltd., Series 2021-3A, Class B                              | CUSIP: 88315LAT5<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $3549879.90   | 0.92%             | 2046-08-20      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                         | Starwood Mortgage Residential Trust, Series 2020-3, Class A3                           | CUSIP: 85573MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2567853.00   | 0.66%             | 2065-04-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                    | Angel Oak Mortgage Trust, Series 2021-1, Class M1                                      | CUSIP: 03465CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3164000 | PA      | $1847309.63   | 0.48%             | 2066-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                    | Benchmark Mortgage Trust, Series 2019-B9, Class C                                      | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3211686.00   | 0.83%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204LGF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $549.30       | 0.00%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                         | Rithm Capital Corp., Series B, Pfd.                                                    | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |    100000 | NS      | $2070000.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203MJA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1779 | PA      | $1778.57      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBAM LLC                                                    | CBAM LLC, Series 2021-15A, Class C                                                     | CUSIP: 12511TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4700355.00   | 1.21%             | 2036-01-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208FH60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       116 | PA      | $115.95       | 0.00%             | 2027-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                  | Progress Residential Trust, Series 2022-SFR5, Class D                                  | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2773256.40   | 0.72%             | 2039-06-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2022-HQA2, Class M1                                                | CUSIP: 35564KB32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2951487.60   | 0.76%             | 2042-07-25      | Floating      | 7.52%                 | 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        |       369 | PA      | $381.60       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2022-HQA3, Class M1                                                | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5370000 | PA      | $5104686.02   | 1.32%             | 2042-08-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208UHP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1544 | PA      | $1543.68      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203CWB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1295 | PA      | $1294.08      | 0.00%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36206FXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5060 | PA      | $5061.35      | 0.00%             | 2025-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31298VA72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       137 | PA      | $140.78       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | U.S. Treasury 2 Year Notes Future                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -455 | NC      | $-234609.83   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                | Two Harbors Investment Corp., Series A, Pfd.                                           | CUSIP: 90187B200<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     39488 | NS      | $779888.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                     | Flagstar Mortgage Trust, Series 2018-5, Class B2                                       | CUSIP: 33849NAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860615 | PA      | $1561087.42   | 0.40%             | 2048-09-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management, Inc.                             | Annaly Capital Management, Inc., Series G, Pfd.                                        | CUSIP: 035710862<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EP               | CORP              | US        |    150000 | NS      | $3450000.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2020-DNA5, Class M2                                                | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2024466 | PA      | $2029059.87   | 0.52%             | 2050-10-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                       | Invesco Government & Agency Portfolio, Institutional Class                             | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   8871542 | NS      | $8871542.22   | 2.29%             |  |  |  | No            |                  1 | 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        |   3000000 | PA      | $2720061.30   | 0.70%             | 2057-06-25      | Variable      | 4.75%                 | 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        |       283 | PA      | $294.90       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                                       | OHA Loan Funding Ltd., Series 2015-1A, Class CR3                                       | CUSIP: 67109BDG6<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4708740.00   | 1.22%             | 2037-01-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36213FAM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15921 | PA      | $15915.12     | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                  | GCAT Trust, Series 2020-NQM2, Class M1                                                 | CUSIP: 36166RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2903784.80   | 0.75%             | 2065-04-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31387BUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       129 | PA      | $132.55       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36205XMB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        98 | PA      | $97.52        | 0.00%             | 2024-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31390ULM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        68 | PA      | $70.04        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36206RLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2387 | PA      | $2386.63      | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31371HYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15 | PA      | $15.75        | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48 Ltd.                         | Octagon Investment Partners 48 Ltd., Series 2020-3A, Class CR                          | CUSIP: 67577UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2828754.00   | 0.73%             | 2034-10-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31388KZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $133.73       | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36207NJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23864 | PA      | $23918.86     | 0.01%             | 2026-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                    | Chimera Investment Corp., Series C, Pfd.                                               | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     49884 | NS      | $944304.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31382F2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       280 | PA      | $288.21       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2021-DNA5, Class M2                                                | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    757500 | PA      | $741697.47    | 0.19%             | 2034-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                          | GS Mortgage Securities Corp. Trust, Series 2018-TWR, Class G                           | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2458500.00   | 0.63%             | 2031-07-15      | Floating      | 8.05%                 | 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        |       190 | PA      | $197.24       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | 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        |   1953845 | PA      | $1550590.44   | 0.40%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                  | STAR Trust, Series 2022-SFR3, Class D                                                  | CUSIP: 78474PAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1924369.00   | 0.50%             | 2024-05-17      | Floating      | 6.42%                 | 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        |   3911755 | PA      | $3749136.28   | 0.97%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       325 | PA      | $342.69       | 0.00%             | 2031-12-01      | 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        |        48 | PA      | $49.32        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204H7B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        39 | PA      | $39.17        | 0.00%             | 2023-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust        | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class E         | CUSIP: 46650FAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $661732.20    | 0.17%             | 2035-06-15      | Floating      | 6.58%                 | 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        |   1538601 | PA      | $1338314.99   | 0.35%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36241KG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193715 | PA      | $206791.09    | 0.05%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                    | Chimera Investment Corp., Series D, Pfd.                                               | CUSIP: 16934Q604<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     62288 | NS      | $1256971.84   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust, Series 2021-R2, Class M1                                   | CUSIP: 92538DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4281000 | PA      | $3241957.21   | 0.84%             | 2064-02-25      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust, Series 2020-INV1, Class A3                                 | CUSIP: 92537TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2560797.68   | 0.66%             | 2060-03-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31388PSG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.92         | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208RSH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       339 | PA      | $350.35       | 0.00%             | 2027-12-15      | 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        |        71 | PA      | $73.33        | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36205XW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $11.43        | 0.00%             | 2024-09-15      | Fixed         | 8.00%                 | 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      | $2161977.75   | 0.56%             | 2051-12-15      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                  | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-3A, Class C                    | CUSIP: 05377RFM1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3860490.80   | 1.00%             | 2027-02-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Dynex Capital, Inc.                                         | Dynex Capital, Inc., Series C, Pfd.                                                    | CUSIP: 26817Q878<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EP               | CORP              | US        |    160000 | NS      | $3481600.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31375GCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2097 | PA      | $2093.24      | 0.00%             | 2025-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Connecticut Avenue Securities Trust | Freddie Mac Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10 | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-APCP         | USGSE             | US        |   1267736 | PA      | $1173799.11   | 0.30%             | 2049-10-25      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                    | Benchmark Mortgage Trust, Series 2019-B14, Class C                                     | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $3650867.52   | 0.94%             | 2062-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust                               | Galton Funding Mortgage Trust, Series 2019-H1, Class B1                                | CUSIP: 36418XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5480000 | PA      | $5143972.43   | 1.33%             | 2059-10-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                   | Commercial Mortgage Trust, Series 2014-CR19, Class C                                   | CUSIP: 12592GBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4578800 | PA      | $4316988.34   | 1.11%             | 2047-08-10      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                        | BBCMS Mortgage Trust, Series 2022-C17, Class A5                                        | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14600000 | PA      | $13916574.00  | 3.59%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                | United States Treasury Bills                                                           | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1429000 | PA      | $1400399.54   | 0.36%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2022-HQA3, Class M2                                                | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3704762.00   | 0.96%             | 2042-08-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| TRK Trust                                                   | TRK Trust, Series 2022-INV1, Class M1                                                  | CUSIP: 872635AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6284944.80   | 1.62%             | 2057-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36207BR36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1094 | PA      | $1093.96      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                    | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M2                   | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1285000 | PA      | $1246585.70   | 0.32%             | 2042-03-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Ctfs.                        | Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A3                       | CUSIP: 12659LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4566294.00   | 1.18%             | 2065-04-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                              | Morgan Stanley Capital I Trust, Series 2018-H4, Class C                                | CUSIP: 61691RAK2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4363739.00   | 1.13%             | 2051-12-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                       | Arroyo Mortgage Trust, Series 2020-1, Class A3                                         | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4463000 | PA      | $3732150.72   | 0.96%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| INVESCO PRIVATE GOVERNMENT FUND                             | INVESCO PRIVATE GOVERNMENT FUND                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |     43808 | NS      | $43807.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204H5C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       205 | PA      | $205.16       | 0.00%             | 2023-10-15      | Fixed         | 7.00%                 | 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        |       551 | PA      | $568.05       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208QDJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        37 | PA      | $36.50        | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                    | Angel Oak Mortgage Trust, Series 2019-5, Class B1                                      | CUSIP: 03464KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2361000 | PA      | $1867029.22   | 0.48%             | 2049-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31383EAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       262 | PA      | $265.30       | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31371GKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        59 | PA      | $60.53        | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                                | Two Harbors Investment Corp., Series C, Pfd.                                           | CUSIP: 90187B507<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |    187191 | NS      | $3601554.84   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate Lending                       | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65D                      | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4517000 | PA      | $4009429.23   | 1.03%             | 2052-05-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                           | Sonic Capital LLC, Series 2021-1A, Class A2II                                          | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354017 | PA      | $985993.04    | 0.25%             | 2051-08-20      | Fixed         | 2.64%                 | 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        |        36 | PA      | $37.17        | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                   | OBX Trust, Series 2022-NQM7, Class A1                                                  | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6144249 | PA      | $5972731.39   | 1.54%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208TVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2109 | PA      | $2115.74      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                         | New Residential Mortgage Loan Trust, Series 2021-NQ1R, Class M1                        | CUSIP: 64828BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1454108.18   | 0.38%             | 2055-07-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36292ASN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13651 | PA      | $13739.97     | 0.00%             | 2037-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36207R4Y8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1949 | PA      | $1947.94      | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                  | AMSR Trust, Series 2022-SFR3, Class D                                                  | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3380000 | PA      | $2952765.97   | 0.76%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31380ER71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196 | PA      | $201.35       | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203LAZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       324 | PA      | $324.35       | 0.00%             | 2023-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust, Series 2022-INV2, Class A3                                 | CUSIP: 924923AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1984233 | PA      | $1939561.22   | 0.50%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                | BX Commercial Mortgage Trust, Series 2021-VOLT, Class D                                | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4675461.50   | 1.21%             | 2036-09-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                          | TIF Funding II LLC, Series 2021-1A, Class B                                            | CUSIP: 872480AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1587146 | PA      | $1280801.47   | 0.33%             | 2046-02-20      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                 | PRKCM Trust, Series 2021-AFC1, Class M1                                                | CUSIP: 69357TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6966000 | PA      | $4390707.42   | 1.13%             | 2056-08-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36213GNC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46189 | PA      | $46269.03     | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Credit Risk              | Freddie Mac Multifamily Structured Credit Risk, Series 2021-MN1, Class M2              | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1342372.05   | 0.35%             | 2051-01-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                                | Two Harbors Investment Corp., Series B, Pfd.                                           | CUSIP: 90187B309<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EP               | CORP              | US        |     45658 | NS      | $857913.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36207UKJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       426 | PA      | $425.98       | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31335GKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1672 | PA      | $1671.12      | 0.00%             | 2025-04-01      | Fixed         | 9.50%                 | 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        |        32 | PA      | $32.67        | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31378RU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10434 | PA      | $10746.21     | 0.00%             | 2024-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36294SGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10049 | PA      | $10054.25     | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | 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        |   1110363 | PA      | $933280.59    | 0.24%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36290UW85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14062 | PA      | $14059.51     | 0.00%             | 2024-08-15      | Fixed         | 6.50%                 | 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        |       518 | PA      | $517.70       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36205XL69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       595 | PA      | $595.42       | 0.00%             | 2024-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36207FGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14086 | PA      | $14071.14     | 0.00%             | 2026-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203V3Z1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       271 | PA      | $270.41       | 0.00%             | 2023-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                       | Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class D                       | CUSIP: 94989AAA3<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5191264.80   | 1.34%             | 2047-12-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203LBR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        74 | PA      | $73.86        | 0.00%             | 2023-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                | United States Treasury Bills                                                           | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    312000 | PA      | $308402.37    | 0.08%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                           | Homeward Opportunities Fund Trust, Series 2022-1, Class M1                             | CUSIP: 43789KAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2878000 | PA      | $2428006.57   | 0.63%             | 2067-07-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | J.P. Morgan Securities LLC                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |         1 | NC      | $130312.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208QRA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       374 | PA      | $386.22       | 0.00%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208T3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16072 | PA      | $16314.00     | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust, Series 2022-INV1, Class A3                                 | CUSIP: 92539JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4862259 | PA      | $4685377.89   | 1.21%             | 2067-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp.                                       | AGNC Investment Corp., Series C, Pfd.                                                  | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |     16015 | NS      | $395090.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31298JDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       104 | PA      | $109.83       | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                                    | Chimera Investment Corp., Series B, Pfd.                                               | CUSIP: 16934Q406<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |    150000 | NS      | $3219000.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36205Q5E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17046 | PA      | $17040.62     | 0.00%             | 2025-07-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust        | JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHH, Class F         | CUSIP: 46650FAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $369318.80    | 0.10%             | 2035-06-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                 | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 12A1                | CUSIP: 07384M3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259045 | PA      | $239433.30    | 0.06%             | 2035-01-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| MFA Financial, Inc.                                         | MFA Financial, Inc., Series C, Pfd.                                                    | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |    150000 | NS      | $2727000.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| COLT Mortgage Loan Trust                                    | COLT Mortgage Loan Trust, Series 2020-3, Class A3                                      | CUSIP: 12597QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    542703 | PA      | $508850.77    | 0.13%             | 2065-04-27      | Variable      | 2.38%                 | 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        |   3904311 | PA      | $3669590.27   | 0.95%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd.        | Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A, Class B          | CUSIP: 09228YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4564779 | PA      | $3016470.45   | 0.78%             | 2041-12-16      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| INVESCO PRIVATE PRIME FUND                                  | INVESCO PRIVATE PRIME FUND                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    112597 | NS      | $112619.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                        | Credit Suisse Mortgage Capital Trust, Series 2022-ATH3, Class A3                       | CUSIP: 12664AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4845803 | PA      | $4694706.70   | 1.21%             | 2067-08-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36225AB58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1536 | PA      | $1539.62      | 0.00%             | 2025-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203WM88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       224 | PA      | $224.02       | 0.00%             | 2023-11-15      | 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        |     21888 | PA      | $22193.72     | 0.01%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31388SLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18 | PA      | $18.66        | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                            | Empower CLO Ltd., Series 2022-1A, Class A1                                             | CUSIP: 29246AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9997440.00   | 2.58%             | 2034-10-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                   | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class XA                  | CUSIP: 06054AAY5<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |  15168716 | PA      | $257314.52    | 0.07%             | 2048-09-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                    | Avis Budget Rental Car Funding AESOP LLC, Series 2022-5A, Class B                      | CUSIP: 05377RFW9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3993752.00   | 1.03%             | 2027-04-20      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                         | Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class D                         | CUSIP: 17320DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4885000 | PA      | $4690206.72   | 1.21%             | 2046-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36209ADK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3568 | PA      | $3573.64      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | 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      | $3219864.80   | 0.83%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank                                                        | Bank, Series 2018-BN14, Class E                                                        | CUSIP: 06035RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $3550740.58   | 0.92%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AG Mortgage Investment Trust, Inc.                          | AG Mortgage Investment Trust, Inc., Series C, Pfd.                                     | CUSIP: 001228402<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EP               | CORP              | US        |    150000 | NS      | $2546985.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36225ABC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        78 | PA      | $80.94        | 0.00%             | 2024-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association, TBA                                          | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25304312.00  | 6.53%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204G5D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       121 | PA      | $120.89       | 0.00%             | 2023-09-15      | Fixed         | 7.00%                 | 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        |   2860940 | PA      | $2683160.66   | 0.69%             | 2045-08-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203PDJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        99 | PA      | $99.42        | 0.00%             | 2024-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31283GKM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       405 | PA      | $405.96       | 0.00%             | 2025-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                | GS Mortgage Securities Trust, Series 2017-GS6, Class C                                 | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2774000 | PA      | $2405360.09   | 0.62%             | 2050-05-10      | Variable      | 4.32%                 | 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      | $1914430.56   | 0.49%             | 2065-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                            | Vista Point Securitization Trust, Series 2020-2, Class M1                              | CUSIP: 92838TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1332829.25   | 0.34%             | 2065-04-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36205RUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16954 | PA      | $17030.49     | 0.00%             | 2026-03-15      | 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      | $1910616.90   | 0.49%             | 2049-01-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                         | Life Mortgage Trust, Series 2021-BMR, Class D                                          | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5701227 | PA      | $5371205.08   | 1.39%             | 2038-03-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36207JR70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       566 | PA      | $566.65       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                        | Textainer Marine Containers VII Ltd., Series 2021-2A, Class B                          | CUSIP: 88315LAR9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   4366667 | PA      | $3630097.33   | 0.94%             | 2046-04-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       274 | PA      | $284.46       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                  | JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class C                   | CUSIP: 46639NAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4760000 | PA      | $4577988.55   | 1.18%             | 2045-07-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36205XYH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $29.82        | 0.00%             | 2024-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31407JFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $111.18       | 0.00%             | 2036-10-01      | 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        |       372 | PA      | $384.42       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36212A4T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7824 | PA      | $7833.31      | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | 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        |   2370000 | PA      | $1933047.84   | 0.50%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                          | GS Mortgage Securities Corp. Trust, Series 2017-SLP, Class E                           | CUSIP: 36255MAN7<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   5050000 | PA      | $4790755.73   | 1.24%             | 2032-10-10      | Variable      | 4.74%                 | 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      | $2913892.80   | 0.75%             | 2062-03-27      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203KBW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       103 | PA      | $102.72       | 0.00%             | 2023-08-15      | 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        |     26824 | PA      | $26769.57     | 0.01%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                               | Voya CLO Ltd., Series 2014-1A, Class CR2                                               | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1052457.90   | 0.27%             | 2031-04-18      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                               | SG Residential Mortgage Trust, Series 2021-2, Class M1                                 | CUSIP: 78432YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5634000 | PA      | $3700331.20   | 0.96%             | 2061-12-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                              | ILPT Commercial Mortgage Trust, Series 2022-LPF2, Class A                              | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2240000 | PA      | $2228031.01   | 0.58%             | 2039-10-15      | Floating      | 6.04%                 | 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        |   2739073 | PA      | $2401974.86   | 0.62%             | 2048-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                    | Angel Oak Mortgage Trust, Series 2022-2, Class M1                                      | CUSIP: 03464PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5893000 | PA      | $4367552.16   | 1.13%             | 2067-01-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203LCQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       209 | PA      | $209.22       | 0.00%             | 2023-09-15      | Fixed         | 7.00%                 | 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        |     79989 | NS      | $1745359.98   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                            | Federal Home Loan Mortgage Corp.                                                       | CUSIP: 31283GQ83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7939 | PA      | $8059.90      | 0.00%             | 2025-04-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31375FZW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       175 | PA      | $180.19       | 0.00%             | 2026-01-01      | 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        |       543 | PA      | $542.87       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | 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        |       266 | PA      | $274.20       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | 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        |   2739073 | PA      | $2419949.48   | 0.62%             | 2048-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36208QRB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9059 | PA      | $9189.51      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                       | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class C                        | CUSIP: 95000XAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2309000 | PA      | $1931794.83   | 0.50%             | 2050-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                    | Benchmark Mortgage Trust, Series 2019-B15, Class C                                     | CUSIP: 08160KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $777007.70    | 0.20%             | 2072-12-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                    | Angel Oak Mortgage Trust, Series 2020-3, Class M1                                      | CUSIP: 03465LAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4291195.00   | 1.11%             | 2065-04-25      | Variable      | 3.81%                 | 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      | $2730939.45   | 0.70%             | 2059-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204QBR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110 | PA      | $110.26       | 0.00%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2022-HQA3, Class M1                                                | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4805556 | PA      | $4755695.69   | 1.23%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                    | Benchmark Mortgage Trust, Series 2018-B3, Class C                                      | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4375000 | PA      | $3816095.50   | 0.99%             | 2051-04-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                         | Starwood Mortgage Residential Trust, Series 2022-1, Class M1                           | CUSIP: 85573TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4152995.40   | 1.07%             | 2066-12-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2021-DNA2, Class M2                                                | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6630000 | PA      | $6414727.88   | 1.66%             | 2033-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust                                | Imperial Fund Mortgage Trust, Series 2022-NQM1, Class M1                               | CUSIP: 452766AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7053000 | PA      | $5277689.37   | 1.36%             | 2067-02-25      | Variable      | 4.08%                 | 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        |   1267861 | PA      | $1215206.96   | 0.31%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36225BWT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8 | PA      | $8.32         | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203KH31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       146 | PA      | $146.14       | 0.00%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36206JBB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1699 | PA      | $1716.41      | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31383LZB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        70 | PA      | $72.63        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36212EPJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8438 | PA      | $8639.85      | 0.00%             | 2031-01-15      | 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        |       311 | PA      | $321.03       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203NQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       447 | PA      | $446.51       | 0.00%             | 2023-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                           | Fannie Mae REMICS                                                                      | CUSIP: 3136BKWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |  14138161 | PA      | $1978082.84   | 0.51%             | 2049-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                   | OBX Trust, Series 2022-NQM8, Class A1                                                  | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14724475 | PA      | $14531934.55  | 3.75%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31380LSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28 | PA      | $28.51        | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                       | Federal National Mortgage Association                                                  | CUSIP: 31388TNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252 | PA      | $260.28       | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204B4L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        86 | PA      | $85.84        | 0.00%             | 2025-08-15      | Fixed         | 8.00%                 | 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      | $2938829.60   | 0.76%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36212EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22061 | PA      | $22059.24     | 0.01%             | 2031-03-15      | Fixed         | 7.00%                 | 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        |   1552796 | PA      | $1320422.88   | 0.34%             | 2048-09-25      | Variable      | 4.47%                 | 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        |       178 | PA      | $184.42       | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | 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        |       227 | PA      | $237.32       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sapphire Aviation Finance II Ltd.                           | Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B                             | CUSIP: 80307AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3039185 | PA      | $1852747.95   | 0.48%             | 2040-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36204CWX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1345 | PA      | $1344.03      | 0.00%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2021-HQA3, Class M2                                                | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $3663627.93   | 0.95%             | 2041-09-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2022-DNA3, Class M1                                                | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4791906.50   | 1.24%             | 2042-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac, Series 2018-HRP2, Class M3                                                | CUSIP: 35564ABF7<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | USGSE             | US        |   4555507 | PA      | $4444798.92   | 1.15%             | 2047-02-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                    | Benchmark Mortgage Trust, Series 2020-B17, Class C                                     | CUSIP: 08162MBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2286993.90   | 0.59%             | 2053-03-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                                               | CUSIP: 36203YFS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $550.23       | 0.00%             | 2023-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Sheri Morris

**Name of Signer:** Sheri Morris

**Title:** President