# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0000842790-26-000088
**Filing Date:** 2026-4
**Character Count:** 92678
**Document Hash:** 3f3da5d411b4dd9c62db3bfab5b64e59
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000842790-26-000088.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0000842790-26-000088

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 26913415

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $334732602.54

**Total Liabilities:** $60651682.73

**Net Assets:** $274080919.81

**Delayed Delivery Securities:** $58091094.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -934.14846642 | **1-Year:** -18263.85860850 | **5-Year:** -40794.89093352 | **10-Year:** -36527.52139307 | **30-Year:** -8779.10710768

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

- **3-Month:** -132.36452266 | **1-Year:** -2561.40281571 | **5-Year:** -5616.19840607 | **10-Year:** -1099.94523257 | **30-Year:** -46.45899763

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000601 | -0.01%               | 0.41%                | 1.41%                |
| Class ID C000000603 | 0.07%                | 0.21%                | 1.34%                |
| Class ID C000000604 | 0.11%                | 0.25%                | 1.39%                |
| Class ID C000000605 | -0.01%               | 0.28%                | 1.55%                |
| Class ID C000029663 | 0.01%                | 0.44%                | 1.43%                |
| Class ID C000071212 | 0.01%                | 0.29%                | 1.57%                |
| Class ID C000188949 | 0.02%                | 0.30%                | 1.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $225062.60               | $-744468.26                                |
| Month 2  | $229965.21               | $40372.19                                  |
| Month 3  | $130289.62               | $1946716.47                                |

**Designated Index Information**

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

- **Index Identifier:** 100% BB-US Agg, 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |    187684 | PA      | $182886.24    | 0.07%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                      | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                    | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675824 | PA      | $641597.98    | 0.23%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                      | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                    | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013274 | PA      | $963215.70    | 0.35%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class D            | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3676525.60   | 1.34%             | 2060-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36241KG93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70098 | PA      | $73371.59     | 0.03%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Mortgage Investment Trust                | PennyMac Mortgage Investment Trust, Series B, Pfd.                         | CUSIP: 70931T400<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EP               | CORP              | US        |     68689 | NS      | $1616939.06   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust, Series 2017-H1, Class A5                   | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99107.82     | 0.04%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Bank                                              | Bank, Series 2017-BNK5, Class AS                                           | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4302000 | PA      | $4226564.43   | 1.54%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class AS           | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2647358 | PA      | $2595651.39   | 0.95%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                              | Wendy's Funding, LLC, Series 2018-1A, Class A2II                           | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1099072 | PA      | $1088756.25   | 0.40%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207NJR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3305 | PA      | $3319.87      | 0.00%             | 2026-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36202EFS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28933 | PA      | $29898.26     | 0.01%             | 2035-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36209ADK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       322 | PA      | $322.60       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36212A4T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4833 | PA      | $4973.93      | 0.00%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36212EPJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5482 | PA      | $5635.32      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36212EPY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15044 | PA      | $15356.02     | 0.01%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36213GLJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18937 | PA      | $19325.65     | 0.01%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A4                | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343857 | PA      | $342001.34    | 0.12%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5                | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $548954.89    | 0.20%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36213GNC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32955 | PA      | $33707.10     | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust               | Citigroup Commercial Mortgage Trust, Series 2018-C5, Class AS              | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2992396.80   | 1.09%             | 2051-06-10      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust               | Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M                | CUSIP: 35563PDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458204 | PA      | $1452415.87   | 0.53%             | 2057-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust, Series 2018-5, Class B1                           | CUSIP: 33849NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1287747 | PA      | $1248226.16   | 0.46%             | 2048-09-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust, Series 2018-5, Class B2                           | CUSIP: 33849NAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543024 | PA      | $1491919.23   | 0.54%             | 2048-09-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp.                          | Chimera Investment Corp., Series C, Pfd.                                   | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |     26638 | NS      | $585769.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                              | Bank, Series 2018-BN14, Class E                                            | CUSIP: 06035RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $3933634.23   | 1.44%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust, Series 2018-6RR, Class B3                         | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   2316558 | PA      | $2317808.57   | 0.85%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                           | Flagstar Mortgage Trust, Series 2018-6RR, Class B2                         | CUSIP: 33851FBQ9<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |   2316558 | PA      | $2323029.87   | 0.85%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                              | BBCMS Mortgage Trust, Series 2018-C2, Class C                              | CUSIP: 05491UBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2290856.00   | 0.84%             | 2051-12-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending             | Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65D          | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4517000 | PA      | $118571.25    | 0.04%             | 2052-05-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                        | Invesco Treasury Portfolio, Institutional Class                            | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   2688034 | NS      | $2688033.51   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36206RLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       706 | PA      | $713.14       | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                   | CSAIL Commercial Mortgage Trust, Series 2016-C6, Class E                   | CUSIP: 12636MAX6<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2158885.50   | 0.79%             | 2049-01-15      | Variable      | 3.89%                 | 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        |    201667 | PA      | $200166.13    | 0.07%             | 2039-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                   | Residential Mortgage Loan Trust, Series 2019-3, Class B1                   | CUSIP: 76119NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276000 | PA      | $3256126.80   | 1.19%             | 2059-09-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                 | Sonic Capital LLC, Series 2020-1A, Class A2I                               | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1984500 | PA      | $1968608.55   | 0.72%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio             | Invesco Government & Agency Portfolio, Institutional Class                 | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   4032050 | NS      | $4032050.20   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31383LZB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28 | PA      | $28.79        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                  | Vista Point Securitization Trust, Series 2020-1, Class M1                  | CUSIP: 92838WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1810368 | PA      | $1802231.46   | 0.66%             | 2065-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.              | Textainer Marine Containers VII Ltd., Series 2020-1A, Class B              | CUSIP: 88315LAF5<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1417738 | PA      | $1408330.02   | 0.51%             | 2045-08-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371HYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $6.40         | 0.00%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.              | Textainer Marine Containers VII Ltd., Series 2021-1A, Class B              | CUSIP: 88315LAN8<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1552403 | PA      | $1464765.40   | 0.53%             | 2046-02-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.              | Textainer Marine Containers VII Ltd., Series 2021-2A, Class B              | CUSIP: 88315LAR9<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2760000 | PA      | $2602936.40   | 0.95%             | 2046-04-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207BR36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       426 | PA      | $432.43       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31390ULM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $53.45        | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208UHP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       521 | PA      | $525.01       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31383EAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $55.04        | 0.00%             | 2029-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31380PJE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        78 | PA      | $80.46        | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371GKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8 | PA      | $8.49         | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207V6H4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       152 | PA      | $152.91       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208TVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       839 | PA      | $846.57       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31380KVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       124 | PA      | $128.56       | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207JR70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       205 | PA      | $207.95       | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31382F2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       129 | PA      | $133.66       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36225AWN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $3.43         | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207VMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       156 | PA      | $158.83       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31389FLF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       212 | PA      | $220.15       | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36206JBB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       254 | PA      | $255.67       | 0.00%             | 2027-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       165 | PA      | $174.30       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31371J7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       113 | PA      | $117.41       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                               | Zaxby's Funding LLC, Series 2021-1A, Class A2                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3285199 | PA      | $3154532.89   | 1.15%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                  | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                  | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1765000 | PA      | $1739791.39   | 0.63%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                              | Wendy's Funding, LLC, Series 2021-1A, Class A2II                           | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1336989 | PA      | $1223177.09   | 0.45%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2021-B28, Class AS                        | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $2829552.96   | 1.03%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                             | Taco Bell Funding LLC, Series 2021-1A, Class A23                           | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982500 | PA      | $881136.06    | 0.32%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                             | DB Master Finance LLC, Series 2021-1A, Class A23                           | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1091550 | PA      | $994822.73    | 0.36%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC, Series 2022-2A, Class B                       | CUSIP: 42806MAP4<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $979314.20    | 0.36%             | 2028-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                       | Hertz Vehicle Financing LLC, Series 2022-2A, Class C                       | CUSIP: 42806MAQ2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1468789.05   | 0.54%             | 2028-06-26      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                        | AMSR Trust, Series 2021-SFR4, Class D                                      | CUSIP: 66982FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1474998.75   | 0.54%             | 2038-12-17      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                     | SG Residential Mortgage Trust, Series 2022-1, Class M1                     | CUSIP: 78433QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3366006.00   | 1.23%             | 2062-03-27      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac, Series 2022-DNA3, Class M1                                    | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3063322.20   | 1.12%             | 2042-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                              | BBCMS Mortgage Trust, Series 2022-C15, Class AS                            | CUSIP: 05552FBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $737637.28    | 0.27%             | 2055-04-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac, Series 2022-DNA4, Class M1                                    | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1028618.10   | 0.38%             | 2042-05-25      | Floating      | 7.02%                 | 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      | $3855103.20   | 1.41%             | 2067-05-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2782965 | PA      | $2776574.42   | 1.01%             | 2067-08-25      | Variable      | 5.00%                 | 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        |   4233771 | PA      | $4233333.92   | 1.54%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                         | OBX Trust, Series 2022-NQM7, Class A3                                      | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873749 | PA      | $874163.30    | 0.32%             | 2062-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31293RKF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       135 | PA      | $140.33       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31292HH49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        69 | PA      | $71.27        | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31298GW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        21 | PA      | $22.11        | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31292G4U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.00        | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31298TW32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       225 | PA      | $239.61       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31293VJH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $28.02        | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31298M7E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       372 | PA      | $385.81       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31298JDE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $65.72        | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2022-B37, Class AS                        | CUSIP: 08161QAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4168958.00   | 1.52%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                 | Fannie Mae REMICs, IO                                                      | CUSIP: 3136BKWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |  11230588 | PA      | $1500396.42   | 0.55%             | 2049-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388SLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $7.13         | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                | Freddie Mac REMICs, IO                                                     | CUSIP: 3137H1KA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  12424577 | PA      | $1661206.92   | 0.61%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388TNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $130.34       | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31387BUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        78 | PA      | $80.52        | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388KZK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $66.54        | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                         | OBX Trust, Series 2023-NQM1, Class A3                                      | CUSIP: 670855AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115317 | PA      | $2120415.74   | 0.77%             | 2062-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC        | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class B        | CUSIP: 05377RGE8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2068052.20   | 0.75%             | 2029-04-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Redwood Trust, Inc.                               | Redwood Trust, Inc., Pfd.                                                  | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |     40000 | NS      | $1000520.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT Trust                                        | GCAT Trust, Series 2023-NQM2, Class M1                                     | CUSIP: 36169DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2781000 | PA      | $2774442.40   | 1.01%             | 2067-11-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| FIVE Mortgage Trust                               | FIVE Mortgage Trust, Series 2023-V1, Class XA                              | CUSIP: 337964AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48221408 | PA      | $505124.07    | 0.18%             | 2056-02-10      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                   | Hertz Vehicle Financing III LLC, Series 2023-1A, Class C                   | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1666667 | PA      | $1669039.34   | 0.61%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac, Series 2023-DNA1, Class M1                                    | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3109647.60   | 1.13%             | 2043-03-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC        | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class C        | CUSIP: 05377RHA5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3150417.60   | 1.15%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2023-R03, Class 2M1       | CUSIP: 20753ACJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1566105 | PA      | $1582060.77   | 0.58%             | 2043-04-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                    | MSWF Commercial Mortgage Trust, Series 2023-1, Class A2                    | CUSIP: 55376CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2085400.40   | 0.76%             | 2056-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 3132DQMQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5450102 | PA      | $5610025.02   | 2.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                              | CHNGE Mortgage Trust, Series 2023-3, Class A1                              | CUSIP: 17030AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1462267 | PA      | $1466615.00   | 0.54%             | 2058-07-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 3140XLPS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3322098 | PA      | $3435309.49   | 1.25%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 3140XLVL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3448593 | PA      | $3601603.85   | 1.31%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 3132DQRV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3568958 | PA      | $3685718.46   | 1.34%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                        | AMSR Trust, Series 2023-SFR2, Class C                                      | CUSIP: 00178YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3934019.20   | 1.44%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2023-V3, Class AS                         | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4232605.60   | 1.54%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust, Series 2023-INV2, Class A3                     | CUSIP: 92540BAC3<br>LEI: 213800D3C9UXVQ7TZF09 | Long             | ABS-MBS          | CORP              | US        |   1366294 | PA      | $1373064.47   | 0.50%             | 2068-08-25      | Variable      | 7.08%                 | 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        |       110 | PA      | $115.38       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                     | Commonbond Student Loan Trust, Series 2020-1, Class A                      | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1339220 | PA      | $1242461.63   | 0.45%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust, Series 2023-2A, Class D                             | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512213.30   | 0.55%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac, Series 2022-DNA6, Class M1                                    | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2338823.25   | 0.85%             | 2042-09-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2023-R07, Class 2M2       | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2586100.75   | 0.94%             | 2043-09-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust    | Morgan Stanley Residential Mortgage Loan Trust, Series 2023-NQM1, Class A3 | CUSIP: 61775VAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400474 | PA      | $1414313.99   | 0.52%             | 2068-09-25      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                 | Qdoba Funding LLC, Series 2023-1A, Class A2                                | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2992500 | PA      | $3134798.76   | 1.14%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac, Series 2023-HQA3, Class M2                                    | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1576161.00   | 0.58%             | 2043-11-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer, LLC                  | Stack Infrastructure Issuer, LLC, Series 2023-3A, Class A2                 | CUSIP: 85236KAK8<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2517251.00   | 0.92%             | 2048-10-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2       | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    785000 | PA      | $800173.50    | 0.29%             | 2043-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                              | BBCMS Mortgage Trust, Series 2023-C22, Class AS                            | CUSIP: 05554FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3409351.80   | 1.24%             | 2056-11-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| PRPM Trust                                        | PRPM Trust, Series 2023-NQM3, Class A3                                     | CUSIP: 69380TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825668 | PA      | $1850529.93   | 0.68%             | 2068-11-25      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2023-B40, Class AS                        | CUSIP: 08163WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2218368.40   | 0.81%             | 2056-12-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                          | Benchmark Mortgage Trust, Series 2024-V5, Class AM                         | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1996556.29   | 0.73%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31287TBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        57 | PA      | $60.01        | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31388PSG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $1.55         | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        97 | PA      | $102.14       | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                             | HPEFS Equipment Trust, Series 2024-1A, Class D                             | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2528662.50   | 0.92%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                              | BBCMS Mortgage Trust, Series 2024-C24, Class AS                            | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2140833.60   | 0.78%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                  | Federal Home Loan Mortgage Corp.                                           | CUSIP: 31292HRE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       143 | PA      | $150.36       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust, Series 2024-2, Class A1                          | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   1368343 | PA      | $1381125.59   | 0.50%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                         | OBX Trust, Series 2024-NQM5, Class A1                                      | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    781308 | PA      | $789169.40    | 0.29%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                | BMO Mortgage Trust, Series 2024-5C4, Class A3                              | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066000 | PA      | $1136621.75   | 0.41%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                | Zaxbys Funding LLC, Series 2024-1A, Class A2I                              | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556525 | PA      | $572026.50    | 0.21%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36225BWT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $5.10         | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust | Navistar Financial Dealer Note Master Owner Trust, Series 2024-1, Class C  | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2004748.40   | 0.73%             | 2029-04-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELM Trust                                         | ELM Trust, Series 2024-ELM, Class A10                                      | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1206126.00   | 0.44%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1033300.78   | 0.38%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                | Subway Funding LLC, Series 2024-1A, Class A2I                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530962 | PA      | $2595622.01   | 0.95%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                     | Citigroup Mortgage Loan Trust, Series 2024-1, Class A4A                    | CUSIP: 17332CAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635125 | PA      | $643428.10    | 0.23%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust, Series 2021-3, Class A1              | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1691354 | PA      | $1522538.31   | 0.56%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                | Subway Funding LLC, Series 2024-3A, Class A2I                              | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2246562 | PA      | $2249162.90   | 0.82%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208T3T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3980 | PA      | $4031.11      | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                           | Centersquare Issuer LLC, Series 2024-1A, Class A2                          | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1979348.20   | 0.72%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2046757.82   | 0.75%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust              | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1              | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1369126 | PA      | $1385740.39   | 0.51%             | 2069-07-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association             | Federal National Mortgage Association                                      | CUSIP: 31407JFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74 | PA      | $77.13        | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36213FAM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6750 | PA      | $6832.44      | 0.00%             | 2032-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36208QRB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1525 | PA      | $1539.89      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207J3N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4082 | PA      | $4119.04      | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                               | U.S. Treasury Bills                                                        | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3751000 | PA      | $3723731.79   | 1.36%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2025-R02, Class 1M1       | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367638 | PA      | $367904.38    | 0.13%             | 2045-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                         | OBX Trust, Series 2025-HE1, Class A1                                       | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-MBS          | CORP              | US        |    487199 | PA      | $489931.39    | 0.18%             | 2055-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                              | TierPoint Issuer LLC, Series 2025-1A, Class A2                             | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4086522.40   | 1.49%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                          | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                        | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |    384415 | PA      | $387322.59    | 0.14%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust                 | Affirm Asset Securitization Trust, Series 2025-X1, Class A                 | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    377219 | PA      | $377719.42    | 0.14%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                  | Zayo Issuer, LLC, Series 2025-2A, Class A2                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2066486.40   | 0.75%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                          | AutoNation Finance Trust, Series 2025-1A, Class D                          | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2056998.20   | 0.75%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                   | Rad CLO 18 Ltd., Series 2023-18A, Class BR                                 | CUSIP: 75009AAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507587.50   | 0.91%             | 2037-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                       | USB Auto Owner Trust 2025-1, Series 2025-1A, Class D                       | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1277134.50   | 0.47%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                | Metronet Infrastructure Issuer LLC                                         | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $774506.03    | 0.28%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| WBHT Commercial Mortgage Trust                    | WBHT Commercial Mortgage Trust, Series 2025-WBM, Class B                   | CUSIP: 92943QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504329.90   | 0.55%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                               | Affirm Master Trust, Series 2025-2A, Class C                               | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512954.15   | 0.55%             | 2033-07-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance IX LLC                   | Triton Container Finance IX LLC, Series 2025-1A, Class C                   | CUSIP: 89679QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410000 | PA      | $1434970.82   | 0.52%             | 2050-06-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                        | MILE Trust, Series 2025-STNE, Class A                                      | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1634392.20   | 0.60%             | 2042-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1             | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |    663142 | PA      | $666693.48    | 0.24%             | 2055-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                               | U.S. Treasury Notes                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $256250.00    | 0.09%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                           | Centersquare Issuer LLC, Series 2025-4A, Class A2                          | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $720282.75    | 0.26%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Carmax Select Receivables Trust 2025-B            | Carmax Select Receivables Trust 2025-B, Series 2025-B, Class D             | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2039326.80   | 0.74%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1010800.78   | 0.37%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                               | U.S. Treasury 10 Year Notes Future                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        44 | NC      | $40489.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury 10 Year Ultra Future                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       117 | NC      | $136913.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury Ultra Bonds Future                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        12 | NC      | $21071.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury Long Bond Future                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       104 | NC      | $142244.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Lane Credit Card Master Trust             | Mission Lane Credit Card Master Trust, Series 2024-B, Class A              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2512492.50   | 0.92%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2024-R05, Class 2M2       | CUSIP: 20754XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2506729.00   | 0.91%             | 2044-07-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                               | U.S. Treasury 5 Year Notes Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       130 | NC      | $75974.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | U.S. Treasury 2 Year Notes Future                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -11 | NC      | $-2508.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dell Equipment Finance Trust                      | Dell Equipment Finance Trust, Series 2025-2, Class D                       | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509992.10   | 0.55%             | 2032-03-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                           | CarMax Auto Owner Trust, Series 2025-4, Class D                            | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021771.00   | 0.37%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class M1             | CUSIP: 362934AB7<br>LEI: 254900J0PZAB9KZBPX66 | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $547404.70    | 0.20%             | 2065-12-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2         | Affirm Asset Securitization Trust 2025-X2, Series 2025-X2, Class C         | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004591.80   | 0.37%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3008789.07   | 1.10%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                       | MP 2023 LLC, Series 2025-1A, Class A                                       | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1984244 | PA      | $2011526.82   | 0.73%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust, Series 2025-VOLT, Class C                                        | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2610000 | PA      | $2621048.13   | 0.96%             | 2044-12-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                  | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017315.80   | 0.37%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                       | Merchants Fleet Funding LLC, Series 2025-1A, Class C                       | CUSIP: 588926AN5<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026313.60   | 0.74%             | 2039-01-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust             | Westlake Automobile Receivables Trust, Series 2026-1A, Class C             | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2517059.25   | 0.92%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Corporate One Auto Receivables Trust 2026-1       | Corporate One Auto Receivables Trust 2026-1, Series 2026-1A, Class C       | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008627.20   | 0.37%             | 2031-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                            | Kinetic ABS Issuer LLC, Series 2026-1A, Class A2                           | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2037283.20   | 0.74%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                   | AutoNation Finance Trust 2026-1, Series 2026-1A, Class D                   | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2026201.60   | 0.74%             | 2034-01-11      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                | Uniform Mortgage-Backed Securities, TBA                                    | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4944000 | PA      | $4471850.92   | 1.63%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10810000 | PA      | $10849209.60  | 3.96%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust               | GS Mortgage-Backed Securities Trust, Series 2026-CES1, Class A3            | CUSIP: 36277LAC7<br>LEI: 2549005U12N6A8G3H936 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2028137.20   | 0.74%             | 2056-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                | Uniform Mortgage-Backed Securities, TBA                                    | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $6932836.16   | 2.53%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                | Uniform Mortgage-Backed Securities, TBA                                    | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4241316.74   | 1.55%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities          | Fannie Mae Connecticut Avenue Securities, Series 2026-R01, Class 2M2       | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1001652.00   | 0.37%             | 2046-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                  | VB-S1 Issuer LLC, Series 2026-1A, Class D                                  | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $373106.56    | 0.14%             | 2056-03-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                         | U.S. Treasury Notes/Bonds                                                  | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13542714.81  | 4.94%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H020634<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16500000 | PA      | $13983611.90  | 5.10%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11995000 | PA      | $10587028.70  | 3.86%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                        | Lightpath Fiber Issuer LLC, Series 2026-1A, Class B                        | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1621000.00   | 0.59%             | 2056-03-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Structured Agency Credit Risk 2026-DNA1           | Structured Agency Credit Risk 2026-DNA1, Series 2026-DNA1, Class M2        | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1005549.60   | 0.37%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association, TBA                              | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7080000 | PA      | $7171457.10   | 2.62%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust 2026-A            | CarMax Select Receivables Trust 2026-A, Series 2026-A, Class E             | CUSIP: 142929AH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1510647.30   | 0.55%             | 2033-02-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36292ASN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10236 | PA      | $10401.46     | 0.00%             | 2037-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36294SGU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7998 | PA      | $8341.81      | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                   | CUSIP: 36207FGP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       438 | PA      | $437.00       | 0.00%             | 2026-11-20      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer