NPORT-EX 2 edgar.htm EDGAR HTML
Schedule of Investments  
March 31, 2026
(Unaudited)
 
 
Principal
Amount
Value
U.S. Government Sponsored Agency Mortgage-Backed
Securities–107.22%
Collateralized Mortgage Obligations–3.94%
Fannie Mae Grantor Trust,
Series 1999-T2, Class A1,
7.50%, 01/19/2039(a)
 
$73,574
$75,554
Fannie Mae Interest STRIPS,
IO,
7.00%, 02/25/2028(b)
 
42,343
1,647
6.50%, 04/25/2029 to
02/25/2033(b)
 
530,829
55,995
8.00%, 05/25/2030(b)
 
121,767
12,991
7.50%, 01/25/2032(b)
 
34,096
3,892
6.00%, 02/25/2033 to
09/25/2035(b)(d)
 
748,414
86,697
5.50%, 11/25/2033 to
06/25/2035(b)
 
368,892
47,386
PO,
0.00%, 09/25/2032(c)
 
20,254
18,616
Fannie Mae REMICs,
IO,
2.50%, 10/25/2026 to
08/25/2049(b)
 
17,542,005
2,331,953
8.00%, 08/18/2027 to
09/18/2027(b)
 
17,835
504
3.00%, 11/25/2027 to
02/25/2028(b)
 
268,796
3,804
6.50%, 10/25/2028 to
05/25/2033(b)
 
11,925
4,192
0.75%, 10/25/2031(b)
 
1,521
18
2.92% (6.70% - (30 Day Average
SOFR + 0.11%)), 10/25/2031 to
05/25/2035(b)(e)
 
297,819
23,385
4.12% (7.90% - (30 Day Average
SOFR + 0.11%)),
11/25/2031(b)(e)
 
37,854
3,593
4.11% (7.90% - (30 Day Average
SOFR + 0.11%)),
12/18/2031(b)(e)
 
19,087
889
4.17% (7.95% - (30 Day Average
SOFR + 0.11%)),
01/25/2032(b)(e)
 
25,803
2,121
4.21% (8.00% - (30 Day Average
SOFR + 0.11%)),
03/18/2032(b)(e)
 
58,602
5,499
4.32% (8.10% - (30 Day Average
SOFR + 0.11%)), 03/25/2032 to
04/25/2032(b)(e)
 
79,911
7,511
3.22% (7.00% - (30 Day Average
SOFR + 0.11%)), 04/25/2032 to
08/25/2032(b)(e)
 
128,906
10,312
4.02% (7.80% - (30 Day Average
SOFR + 0.11%)),
04/25/2032(b)(e)
 
27,297
2,718
4.22% (8.00% - (30 Day Average
SOFR + 0.11%)), 07/25/2032 to
09/25/2032(b)(e)
 
164,804
15,434
4.31% (8.10% - (30 Day Average
SOFR + 0.11%)),
12/18/2032(b)(e)
 
98,228
8,064
 
Principal
Amount
Value
Collateralized Mortgage Obligations–(continued)
4.47% (8.25% - (30 Day Average
SOFR + 0.11%)), 02/25/2033 to
05/25/2033(b)(e)
 
$148,683
$20,158
6.00%, 05/25/2033(b)
 
7,460
1,037
7.00%, 05/25/2033(b)
 
82,569
8,902
2.27% (6.05% - (30 Day Average
SOFR + 0.11%)), 03/25/2035 to
07/25/2038(b)(e)
 
432,852
34,900
2.97% (6.75% - (30 Day Average
SOFR + 0.11%)),
03/25/2035(b)(e)
 
20,796
982
2.82% (6.60% - (30 Day Average
SOFR + 0.11%)),
05/25/2035(b)(e)
 
85,052
3,652
3.50%, 08/25/2035 to
08/25/2042(b)
 
917,083
93,804
4.00%, 04/25/2041 to
08/25/2047(b)
 
210,096
38,626
2.77% (6.55% - (30 Day Average
SOFR + 0.11%)),
10/25/2041(b)(e)
 
73,164
5,210
2.37% (6.15% - (30 Day Average
SOFR + 0.11%)),
12/25/2042(b)(e)
 
287,558
30,123
4.50%, 02/25/2043(b)
 
166,655
18,507
5.50%, 07/25/2046(b)
 
172,236
21,677
2.12% (5.90% - (30 Day Average
SOFR + 0.11%)),
09/25/2047(b)(e)
 
1,264,033
123,697
2.00%, 03/25/2051(b)
 
5,494,476
763,878
1.93%, 02/25/2056(d)
 
2,855,642
191,019
7.00%, 03/18/2027 to
09/25/2032
 
46,194
48,704
6.50%, 11/25/2029
 
26,945
27,300
4.78% (30 Day Average SOFR +
1.11%), 12/25/2031 to
12/25/2032(e)
 
167,079
168,823
4.79% (30 Day Average SOFR +
1.11%), 03/18/2032 to
12/18/2032(e)
 
146,703
148,179
4.28% (30 Day Average SOFR +
0.61%), 08/25/2032 to
06/25/2046(e)
 
582,282
579,235
4.29% (30 Day Average SOFR +
0.61%), 10/18/2032(e)
 
16,146
16,143
4.18% (30 Day Average SOFR +
0.51%), 03/25/2033 to
03/25/2042(e)
 
120,361
119,374
4.12% (30 Day Average SOFR +
0.45%), 06/25/2035(e)
 
410,309
407,673
4.13% (30 Day Average SOFR +
0.46%), 08/25/2035 to
10/25/2035(e)
 
199,711
198,906
10.72% (24.57% - (3.67 x
(30 Day Average SOFR +
0.11%))), 03/25/2036(e)
 
80,788
94,289
10.35% (24.20% - (3.67 x
(30 Day Average SOFR +
0.11%))), 06/25/2036(e)
 
47,287
55,340
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
 
Principal
Amount
Value
Collateralized Mortgage Obligations–(continued)
10.35% (24.20% - (3.67 x
(30 Day Average SOFR +
0.11%))), 06/25/2036(e)
 
$44,915
$49,736
4.72% (30 Day Average SOFR +
1.05%), 06/25/2037(e)
 
443,334
448,344
4.23% (30 Day Average SOFR +
0.56%), 08/25/2037(e)
 
299,475
297,203
6.60%, 06/25/2039(a)
 
172,269
178,689
4.00%, 03/25/2041
 
237,272
226,309
3.00%, 07/25/2045
 
2,224,714
2,194,644
Freddie Mac Multifamily Structured
Pass-Through Ctfs.,
Series K735, Class X1, IO,
0.96%, 05/25/2026(d)
 
9,578,578
5,522
Series K093, Class X1, IO,
0.94%, 05/25/2029(d)
 
12,093,544
294,706
Series Q004, Class AFL,
4.60%(12 mo. MTA Rate +
0.74%), 05/25/2044(e)
 
187,955
187,879
Freddie Mac REMICs,
IO,
3.00%, 07/15/2026 to
12/15/2027(b)
 
637,458
10,229
3.86% (7.65% - (30 Day Average
SOFR + 0.11%)),
07/15/2026(b)(e)
 
70
0
2.50%, 09/15/2027 to
09/25/2048(b)
 
7,323,097
970,891
4.31% (8.10% - (30 Day Average
SOFR + 0.11%)), 06/15/2029 to
09/15/2029(b)(e)
 
54,258
2,846
2.91% (6.70% - (30 Day Average
SOFR + 0.11%)),
01/15/2035(b)(e)
 
356,653
20,987
2.96% (6.75% - (30 Day Average
SOFR + 0.11%)),
02/15/2035(b)(e)
 
53,052
3,051
2.93% (6.72% - (30 Day Average
SOFR + 0.11%)),
05/15/2035(b)(e)
 
56,113
3,149
3.21% (7.00% - (30 Day Average
SOFR + 0.11%)),
12/15/2037(b)(e)
 
7,912
758
2.21% (6.00% - (30 Day Average
SOFR + 0.11%)),
04/15/2038(b)(e)
 
22,525
1,809
2.28% (6.07% - (30 Day Average
SOFR + 0.11%)),
05/15/2038(b)(e)
 
472,980
36,064
2.06%, 02/15/2039(d)
 
1,010,503
54,914
2.46% (6.25% - (30 Day Average
SOFR + 0.11%)),
12/15/2039(b)(e)
 
108,266
9,150
2.31% (6.10% - (30 Day Average
SOFR + 0.11%)),
01/15/2044(b)(e)
 
196,133
18,475
1.50%, 08/15/2027
 
2,334,368
2,300,219
6.95%, 03/15/2028
 
21,241
21,403
6.50%, 08/15/2028 to
03/15/2032
 
369,386
374,831
4.39% (30 Day Average SOFR +
0.71%), 01/15/2029 to
12/15/2032(e)
 
37,068
37,127
6.00%, 01/15/2029 to
04/15/2029
 
49,607
50,322
 
Principal
Amount
Value
Collateralized Mortgage Obligations–(continued)
4.14% (30 Day Average SOFR +
0.46%), 02/15/2029(e)
 
$31,193
$31,137
4.68% (30 Day Average SOFR +
1.01%), 03/15/2029(e)
 
31,293
31,362
4.19% (30 Day Average SOFR +
0.51%), 06/15/2029 to
01/15/2033(e)
 
62,462
62,325
4.44% (30 Day Average SOFR +
0.76%), 07/15/2029(e)
 
7,635
7,647
8.00%, 03/15/2030
 
17,385
17,894
4.74% (30 Day Average SOFR +
1.06%), 08/15/2031(e)
 
38,846
39,184
4.29% (30 Day Average SOFR +
0.61%), 02/15/2032 to
03/15/2032(e)
 
117,806
117,755
4.79% (30 Day Average SOFR +
1.11%), 02/15/2032 to
03/15/2032(e)
 
79,127
79,937
4.34% (30 Day Average SOFR +
0.66%), 03/15/2032 to
10/15/2036(e)
 
345,977
344,732
3.50%, 05/15/2032
 
200,467
197,015
10.87% (24.75% - (3.67 x
(30 Day Average SOFR +
0.11%))), 08/15/2035(e)
 
13,090
15,258
4.09% (30 Day Average SOFR +
0.41%), 03/15/2036(e)
 
725,811
718,510
4.24% (30 Day Average SOFR +
0.56%), 07/15/2037(e)
 
48,633
48,311
4.00%, 06/15/2038
 
79,298
75,777
2.50%, 07/15/2038
 
555,247
524,939
4.30% (30 Day Average SOFR +
0.61%), 03/15/2042(e)
 
57,510
56,849
Freddie Mac Seasoned Loans
Structured Transaction,
Series 2019-1, Class A2,
3.50%, 05/25/2029
 
2,000,000
1,953,201
Freddie Mac STRIPS,
IO,
3.00%, 12/15/2027(b)
 
41,455
621
3.15%, 12/15/2027(d)
 
13,181
228
6.50%, 02/01/2028(b)
 
4,638
182
7.00%, 09/01/2029(b)
 
71,680
5,606
7.50%, 12/15/2029(b)
 
6,335
555
8.00%, 06/15/2031(b)
 
155,481
18,934
6.00%, 12/15/2032(b)
 
35,236
3,985
0.00%, 12/01/2031 to
03/01/2032(c)
 
100,216
91,662

4.29%(30 Day Average SOFR +
0.61%), 05/15/2036(e)
 
346,221
345,011
Freddie Mac Structured Pass-Through
Ctfs., Series T-54, Class 2A,
6.50%, 02/25/2043
 
1,039,463
1,093,316
Freddie Mac Whole Loan Securities
Trust, Series 2015-SC02,
Class 1A,
3.00%, 09/25/2045
 
168,401
147,763
 
 
19,771,866
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
 
Principal
Amount
Value
Federal Home Loan Mortgage Corp. (FHLMC)–28.75%
6.50%, 07/01/2028 to
04/01/2034
 
$162,888
$168,746
6.00%, 03/01/2029 to
10/01/2029
 
62,927
64,239
2.50%, 02/01/2031 to
04/01/2052
 
36,109,072
31,005,271
8.50%, 03/01/2031 to
08/01/2031
 
33,522
35,073
7.00%, 10/01/2031 to
10/01/2037
 
73,035
76,819
7.50%, 01/01/2032 to
08/01/2037
 
1,811,643
1,885,534
3.00%, 02/01/2032 to
05/01/2050
 
22,632,515
20,576,240
8.00%, 08/01/2032
 
23,192
24,228
5.50%, 12/01/2036 to
05/01/2053
 
23,685,509
24,114,169
5.00%, 01/01/2037 to
07/01/2052
 
6,770,898
6,735,276
4.50%, 05/01/2038 to
07/01/2052
 
12,925,250
12,654,359
5.35%, 07/01/2038 to
10/17/2038
 
729,201
738,653
5.45%, 11/25/2038
 
756,865
769,474
5.80%, 01/20/2039
 
293,314
295,508
4.00%, 06/01/2042 to
07/01/2049
 
12,743,542
12,267,398
3.50%, 09/01/2045 to
05/01/2050
 
13,462,223
12,577,971
2.00%, 05/01/2051 to
01/01/2052
 
21,280,065
17,386,032
ARM,
5.84% (1 yr. U.S. Treasury Yield
Curve Rate + 2.16%),
11/01/2048(e)
 
2,757,789
2,875,735
 
 
144,250,725
Federal National Mortgage Association (FNMA)–41.12%
6.50%, 01/01/2027 to
11/01/2038
 
764,928
796,097
7.50%, 02/01/2027 to
08/01/2037
 
585,718
601,487
5.00%, 06/01/2027 to
01/01/2053
 
6,898,773
6,877,375
5.50%, 12/01/2027 to
04/01/2038
 
1,677,573
1,709,999
6.00%, 05/01/2028 to
11/01/2055
 
13,521,847
13,958,124
3.00%, 02/01/2029 to
01/01/2052
 
37,222,280
33,927,582
7.00%, 04/01/2029 to
01/01/2036
 
534,581
561,657
5.63%, 08/01/2032
 
29,401
29,365
8.50%, 10/01/2032
 
63,927
66,340
8.00%, 04/01/2033
 
62,059
64,802
3.50%, 11/01/2034 to
05/01/2050
 
30,223,556
28,686,623
2.00%, 09/01/2035 to
03/01/2052
 
65,968,153
55,506,141
5.45%, 01/01/2038
 
205,437
207,126
4.50%, 01/01/2040 to
07/01/2044
 
2,672,959
2,646,783
 
Principal
Amount
Value
Federal National Mortgage Association (FNMA)–(continued)
4.00%, 02/01/2042 to
03/01/2050
 
$26,187,636
$25,182,811
2.50%, 10/01/2050 to
02/01/2052
 
39,003,533
33,410,055
ARM,
6.12% (1 yr. Refinitiv USD IBOR
Consumer Cash Fallbacks +
1.58%), 04/01/2045(e)
 
2,013,071
2,094,580
 
 
206,326,947
Government National Mortgage Association (GNMA)–22.85%
7.00%, 12/15/2027 to
01/20/2030
 
49,106
49,784
6.50%, 03/15/2028 to
10/15/2028
 
4,753
4,897
6.00%, 06/15/2028 to
04/20/2029
 
19,495
19,972
7.50%, 06/15/2028 to
08/15/2028
 
22,622
22,912
5.50%, 05/15/2033 to
10/15/2034
 
146,660
148,844
6.88%, 11/20/2033(a)
 
230,277
236,897
5.00%, 11/20/2037
 
189,809
188,489
5.87%, 01/20/2039(a)
 
416,908
428,714
4.53%, 07/20/2041(a)
 
581,304
583,005
5.44%, 09/20/2041
 
350,770
355,469
4.23% (1 mo. Term SOFR +
0.56%), 07/20/2044(e)
 
292,561
296,764
3.50%, 05/20/2046 to
06/20/2050
 
7,962,256
7,371,252
4.00%, 02/20/2048 to
03/20/2050
 
2,960,055
2,780,863
3.00%, 02/20/2050 to
06/20/2052
 
3,453,439
3,084,812
2.50%, 04/20/2051
 
1,550,864
1,310,782
IO,
2.86% (6.65% - (1 mo. Term
SOFR + 0.11%)),
04/16/2041(b)(e)
 
505,714
30,508
4.50%, 09/16/2047(b)
 
498,176
88,832
2.41% (6.20% - (1 mo. Term
SOFR + 0.11%)),
10/16/2047(b)(e)
 
488,791
57,468
TBA,
2.00%, 04/01/2056(f)
 
23,444,000
19,372,437
2.50%, 04/01/2056(f)
 
20,125,000
17,316,934
3.00%, 04/01/2056(f)
 
11,830,813
10,563,804
4.50%, 04/01/2056(f)
 
4,300,000
4,154,719
5.00%, 04/01/2056(f)
 
16,067,000
15,914,954
5.50%, 04/01/2056(f)
 
15,162,000
15,260,932
6.00%, 04/01/2056(f)
 
9,322,000
9,480,124
Series 2020-137, Class A,
1.50%, 04/16/2062
 
7,361,697
5,528,707
 
 
114,652,875
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
 
Principal
Amount
Value
Uniform Mortgage-Backed Securities–10.56%
TBA,
4.00%, 04/01/2041(f)
 
$776,000
$757,972
4.50%, 04/01/2041(f)
 
11,060,000
10,982,064
5.00%, 04/01/2041 to
04/01/2056(f)
 
9,054,766
9,013,969
2.00%, 04/01/2056(f)
 
6,400,000
5,156,500
5.50%, 04/01/2056(f)
 
2,735,000
2,748,025
6.00%, 04/01/2056(f)
 
15,740,000
16,046,682
6.50%, 04/01/2056(f)
 
8,000,000
8,277,280
 
 
52,982,492
Total U.S. Government Sponsored Agency
Mortgage-Backed Securities
(Cost $586,575,779)
537,984,905
 
Asset-Backed Securities–8.70%
Adjustable Rate Mortgage Trust,
Series 2005-7, Class 2A21,
0.77%, 10/25/2035(a)
 
113,739
101,059
Agate Bay Mortgage Trust,
Series 2015-2, Class B1, 3.61%,
03/25/2045(a)(g)
 
845,353
788,395
Banc of America Funding Trust,
Series 2006-A, Class 1A1,
5.49%, 02/20/2036(a)
 
125,007
120,211
Bank, Series 2017-BNK5, Class AS,
3.62%, 06/15/2060
 
3,200,000
3,136,568
Bear Stearns Adjustable Rate
Mortgage Trust, Series 2005-1,
Class 2A1, 2.16%,
03/25/2035(a)
 
471,709
435,633
Benchmark Mortgage Trust,
Series 2018-B1, Class XA, IO,
0.52%, 01/15/2051(d)
 
10,702,254
89,823
BRAVO Residential Funding Trust,
Series 2026-NQM1, Class A3,
5.21%, 12/25/2065(g)
 
763,102
757,392
CD Mortgage Trust, Series 2017-
CD6, Class XA, IO, 0.87%,
11/13/2050(d)
 
5,342,094
51,542
Chase Mortgage Finance Corp.,
Series 2016-2, Class M4, 3.75%,
12/25/2045(a)(g)
 
1,060,024
979,910
Series 2016-SH1, Class M3,
3.75%, 04/25/2045(a)(g)
 
753,252
698,852
Chase Mortgage Finance Trust,
Series 2005-A1, Class 3A1,
3.93%, 12/25/2035(a)
 
9,493
8,358
Series 2007-A2, Class 2A1,
6.15%, 06/25/2035(a)
 
112,274
113,170
Series 2007-A2, Class 2A4,
6.15%, 06/25/2035(a)
 
103,718
104,115
Citigroup Commercial Mortgage Trust,
Series 2017-C4, Class XA, IO,
0.97%, 10/12/2050(d)
 
15,199,138
171,101
Citigroup Mortgage Loan Trust,
Series 2004-UST1, Class A4,
6.53%, 08/25/2034(a)
 
20,063
19,141
Series 2005-11, Class A2A,
6.48% (1 yr. U.S. Treasury Yield
Curve Rate + 2.40%),
10/25/2035(e)
 
316,680
324,214
Series 2006-AR2, Class 1A2,
2.56%, 03/25/2036(a)
 
5,248
5,179
 
Principal
Amount
Value
 
Commonbond Student Loan Trust,
Series 2018-CGS, Class A1,
3.87%, 02/25/2046(g)
 
$402,827
$391,223
Countrywide Home Loans Mortgage
Pass-Through Trust,
Series 2004-29, Class 1A1,
4.33% (1 mo. Term SOFR +
0.65%), 02/25/2035(e)
 
63,361
61,802
Credit Suisse Mortgage Capital Trust,
Series 2013-7, Class B1, 3.55%,
08/25/2043(a)(g)
 
639,532
626,586
Credit Suisse Mortgage Loan Trust,
Series 2015-1, Class A9, 3.50%,
05/25/2045(a)(g)
 
248,848
231,497
CSFB Mortgage-Backed Pass-Through
Ctfs., Series 2004-AR5,
Class 5A1, 5.74%,
06/25/2034(a)
 
126,908
124,366
Deutsche Mortgage Securities, Inc.
Re-REMIC Trust Ctfs.,
Series 2007-WM1, Class A1,
4.50%, 06/27/2037(a)(g)
 
1,082,681
966,029
Galton Funding Mortgage Trust,
Series 2018-1, Class A33,
3.50%, 11/25/2057(a)(g)
 
192,531
175,555
GCAT Trust, Series 2025-INV2,
Class A1, 6.00%,
05/25/2055(a)(g)
 
2,631,673
2,661,649
GS Mortgage-Backed Securities Trust,
Series 2025-HE1, Class A1,
5.21% (30 Day Average SOFR +
1.55%), 10/25/2055(e)(g)
 
1,636,188
1,639,371
Series 2025-HE2, Class M1,
5.56% (30 Day Average SOFR +
1.90%), 12/25/2065(e)(g)
 
1,350,000
1,355,293
Series 2026-CES1, Class A1,
4.90%, 05/25/2056(g)
 
1,328,030
1,317,411
GSAA Home Equity Trust,
Series 2007-7, Class A4, 4.33%
(1 mo. Term SOFR + 0.65%),
07/25/2037(e)
 
4,250
4,176
GSR Mortgage Loan Trust,
Series 2004-12, Class 3A6,
1.46%, 12/25/2034(a)
 
121,077
114,397
Series 2005-AR4, Class 6A1,
4.99%, 07/25/2035(a)
 
38,884
37,492
JP Morgan Mortgage Trust,
Series 2005-A1, Class 3A1,
5.29%, 02/25/2035(a)
 
169,692
164,323
Series 2014-1, Class 1A17,
0.79%, 01/25/2044(a)(g)
 
489,892
468,887
Series 2017-5, Class A1, 4.70%,
10/26/2048(a)(g)
 
73,205
72,892
Series 2019-INV2, Class A15,
3.50%, 02/25/2050(a)(g)
 
101,676
92,291
JP Morgan Trust, Series 2015-3,
Class A3, 3.50%,
05/25/2045(a)(g)
 
453,464
426,072
Luminent Mortgage Trust,
Series 2006-1, Class A1, 4.51%
(1 mo. Term SOFR + 0.83%),
04/25/2036(e)
 
23,016
20,737
MASTR Adjustable Rate Mortgages
Trust, Series 2004-13,
Class 2A2, 6.24%,
04/21/2034(a)
 
60,764
60,690
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
 
Principal
Amount
Value
 
Merrill Lynch Mortgage Investors Trust,
Series 2005-3, Class 3A, 2.39%,
11/25/2035(a)
 
$80,912
$77,267
Series 2005-A, Class A1, 4.25%
(1 mo. Term SOFR + 0.57%),
03/25/2030(e)
 
148,692
146,875
Morgan Stanley Capital I Trust,
Series 2017-HR2, Class XA, IO,
0.85%, 12/15/2050(d)
 
5,275,984
59,153
Morgan Stanley Residential Mortgage
Loan Trust,
Series 2025-DSC1, Class A3,
5.97%, 03/25/2070(g)
 
2,547,034
2,562,575
Series 2026-1, Class A3, 5.50%,
04/25/2056(a)(g)
 
9,600,000
9,604,981
OBX Trust, Series 2026-R1, Class A3,
5.29%, 01/25/2063(g)
 
4,767,151
4,726,886
Residential Accredit Loans, Inc. Trust,
Series 2006-QS13, Class 1A8,
6.00%, 09/25/2036
 
21,528
17,262
Shellpoint Asset Funding Trust,
Series 2013-1, Class A3, 3.75%,
07/25/2043(a)(g)
 
276,455
265,816
Structured Adjustable Rate Mortgage
Loan Trust,
Series 2004-13, Class A2, 4.09%
(1 mo. Term SOFR + 0.41%),
09/25/2034(e)
 
171,858
162,088
Series 2004-20, Class 3A1,
3.86%, 01/25/2035(a)
 
17,531
17,440
UBS Commercial Mortgage Trust,
Series 2017-C5, Class XA, IO,
1.09%, 11/15/2050(d)
 
7,067,227
77,881
Vendee Mortgage Trust,
Series 1999-3, Class IO, 0.00%,
10/15/2029(a)(c)
 
1,444,855
15
Series 2001-3, Class IO, 0.00%,
10/15/2031(a)(c)
 
1,045,002
10
Series 2002-2, Class IO, 0.00%,
01/15/2032(a)(c)
 
2,928,007
31
Series 2002-3, Class IO, 0.09%,
08/15/2032(a)
 
3,231,290
3,524
Series 2003-1, Class IO, 0.00%,
11/15/2032(a)(c)
 
5,496,959
19
Verus Securitization Trust,
Series 2023-INV3, Class A3,
7.73%, 11/25/2068(a)(g)
 
4,167,516
4,210,975
WaMu Mortgage Pass-Through Ctfs. Trust,
Series 2003-AR10, Class A7,
5.66%, 10/25/2033(a)
 
77,829
75,530
Series 2007-HY2, Class 2A1,
4.61%, 11/25/2036(a)
 
19,268
18,310
Wells Fargo Commercial Mortgage
Trust, Series 2017-C42, Class XA,
IO, 0.82%, 12/15/2050(d)
 
7,495,487
87,194
Zaxby’s Funding LLC, Series 2021-
1A, Class A2, 3.24%,
07/30/2051(g)
 
2,769,500
2,630,582
Total Asset-Backed Securities (Cost $45,851,019)
43,661,816
Certificates of Deposit–6.18%
Diversified Banks–6.18%
Bank of Nova Scotia (Canada), 3.98%
(SOFR + 0.33%), 07/22/2026(e)
 
3,000,000
3,001,200
BNP Paribas S.A. (France), 3.96%
(SOFR + 0.31%), 02/05/2027(e)
 
8,000,000
7,997,764
 
Principal
Amount
Value
Diversified Banks–(continued)
Credit Agricole Corporate and
Investment Bank (France), 3.99%
(SOFR + 0.34%), 08/28/2026(e)
 
$6,000,000
$6,004,038
Standard Chartered Bank (United
Kingdom), 3.98% (SOFR +
0.33%), 07/24/2026(e)
 
7,000,000
7,001,526
Swedbank AB/New York (Sweden),
3.95% (SOFR + 0.30%),
10/16/2026(e)
 
7,000,000
7,000,260
Total Certificates of Deposit (Cost $30,999,610)
31,004,788
Commercial Paper–3.91%(h)
Diversified Banks–2.99%
Australia & New Zealand Banking
Group Ltd. (Australia), 3.95%
(SOFR + 0.30%),
09/25/2026(e)(g)
 
6,000,000
6,000,160
HSBC Bank PLC (United Kingdom),
3.99% (SOFR + 0.34%),
10/14/2026(e)(g)
 
2,000,000
2,000,534
Lloyds Bank PLC (United Kingdom),
3.95% (SOFR + 0.30%),
10/14/2026(e)(g)
 
7,000,000
7,001,767
 
 
15,002,461
Multi-Utilities–0.92%
Brookfield Infrastructure Holdings
Canada, Inc. (Canada),
4.01%, 04/22/2026
 
600,000
598,467
4.01%, 04/22/2026
 
4,000,000
3,989,778
 
 
4,588,245
Total Commercial Paper (Cost $19,589,320)
19,590,706
 
Agency Credit Risk Transfer Notes–1.14%
Fannie Mae Connecticut Avenue
Securities, Series 2023-R02,
Class 1M2, 7.01% (30 Day
Average SOFR + 3.35%),
01/25/2043
(Cost $5,567,344)(e)(g)
 
5,550,000
5,737,857
U.S. Treasury Securities–0.68%
U.S. Treasury Bills–0.68%
3.51% - 4.12%,
05/14/2026(h)(i)
 
3,358,000
3,343,432
3.68% - 3.69%,
09/17/2026(h)(i)
 
72,000
70,786
Total U.S. Treasury Securities (Cost $3,414,000)
3,414,218
 

Shares
 
Money Market Funds–0.67%
Invesco Government & Agency Portfolio,
Institutional Class, 3.58%(j)(k)
(Cost $3,341,288)
3,341,288
3,341,288
TOTAL INVESTMENTS IN SECURITIES–128.50%
(Cost $695,338,360)
644,735,578
OTHER ASSETS LESS LIABILITIES—(28.50)%
(142,982,695
)
NET ASSETS–100.00%
$501,752,883
 
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
 
Securities Sold Short
 
 
Principal
Amount
Value
U.S. Government Sponsored Agency Mortgage-Backed
Securities Short–(4.36)%
Uniform Mortgage-Backed Securities–(4.36)%
TBA, 2.50%, 04/01/2041(f)
$(10,666,000
)
$(10,078,877
)
TBA, 2.00%, 04/01/2056(f)
(6,400,000
)
(5,156,500
)
TBA, 2.00%, 05/01/2056(f)
(6,400,000
)
(5,153,750
)
TBA, 2.50%, 04/01/2056(f)
(1,783,000
)
(1,499,392
)
Total Securities Sold Short (Proceeds
$(22,053,019))
(21,888,519
)
Investment Abbreviations: 
ARM
– Adjustable Rate Mortgage
Ctfs.
– Certificates
IBOR
– Interbank Offered Rate
IO
– Interest Only
MTA
– Moving Treasury Average
PO
– Principal Only
REMICs
– Real Estate Mortgage Investment Conduits
SOFR
– Secured Overnight Financing Rate
STRIPS
– Separately Traded Registered Interest and Principal Security
TBA
– To Be Announced
USD
– U.S. Dollar
Notes to Schedule of Investments: 
(a)
Interest rate is redetermined periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is
the rate in effect on March 31, 2026.
(b)
Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security.
(c)
Zero coupon bond issued at a discount.
(d)
Interest only security. Principal amount shown is the notional principal and does not reflect the maturity value of the security. Interest rate is redetermined
periodically based on the cash flows generated by the pool of assets backing the security, less any applicable fees. The rate shown is the rate in effect on
March 31, 2026.
(e)
Interest or dividend rate is redetermined periodically. Rate shown is the rate in effect on March 31, 2026.
(f)
Security purchased on a forward commitment basis. This security is subject to dollar roll transactions.
(g)
Security purchased or received in a transaction exempt from registration under the Securities Act of 1933, as amended (the “1933 Act”). The security may be
resold pursuant to an exemption from registration under the 1933 Act, typically to qualified institutional buyers. The aggregate value of these securities at
March 31, 2026 was $58,391,438, which represented 11.64% of the Fund’s Net Assets.
(h)
Security traded on a discount basis. The interest rate shown represents the discount rate at the time of purchase by the Fund.
(i)
All or a portion of the value was pledged as collateral to cover margin requirements for open futures contracts.
(j)
Affiliated holding. Affiliated holdings are investments in entities which are under common ownership or control of Invesco Ltd. or are investments in entities in
which the Fund owns 5% or more of the outstanding voting securities. The table below shows the Fund’s transactions in, and earnings from, its investments in
affiliates for the three months ended March 31, 2026.
 
 
Value
December 31, 2025
Purchases
at Cost
Proceeds
from Sales
Change in
Unrealized
Appreciation
Realized
Gain
Value
March 31, 2026
Dividend Income
Investments in Affiliated Money Market Funds:
Invesco Government & Agency Portfolio, Institutional
Class
$12,385,434
$31,012,139
$(40,056,285)
$-
$-
$3,341,288
$48,510
 
(k)
The rate shown is the 7-day SEC standardized yield as of March 31, 2026.
 
Open Futures Contracts
Long Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Interest Rate Risk
U.S. Treasury 5 Year Notes
57
June-2026
$6,166,242
$(56,129
)
$(56,129
)
U.S. Treasury Long Bonds
19
June-2026
2,163,625
(48,716
)
(48,716
)
Subtotal—Long Futures Contracts
(104,845
)
(104,845
)
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
Open Futures Contracts—(continued)
Short Futures Contracts
Number of
Contracts
Expiration
Month
Notional
Value
Value
Unrealized
Appreciation
(Depreciation)
Interest Rate Risk
U.S. Treasury 2 Year Notes
73
June-2026
$(15,143,508
)
$13,884
$13,884
U.S. Treasury 10 Year Notes
10
June-2026
(1,110,469
)
17,640
17,640
U.S. Treasury 10 Year Ultra Notes
14
June-2026
(1,589,219
)
(3,020
)
(3,020
)
U.S. Treasury Ultra Bonds
29
June-2026
(3,380,312
)
111,650
111,650
Subtotal—Short Futures Contracts
140,154
140,154
Total Futures Contracts
$35,309
$35,309
 
Open Centrally Cleared Interest Rate Swap Agreements
Pay/
Receive
Floating
Rate
Floating Rate Index
Payment
Frequency
(Pay)/
Receive
Fixed
Rate
Payment
Frequency
Maturity
Date
Notional Value
Upfront
Payments
Paid
(Received)
Value
Unrealized
Appreciation
Interest Rate Risk
Receive
SOFR
Annually
(3.57)%
Annually
01/30/2031
USD
11,111,000
$—
$18,788
$18,788
 
SOFR
–Secured Overnight Financing Rate
The valuation policy and a listing of other significant accounting policies are available in the most recent shareholder report.
See accompanying notes which are an integral part of this schedule.
Invesco Quality Income Fund
Notes to Quarterly Schedule of Portfolio Holdings
March 31, 2026
(Unaudited)
NOTE 1—Additional Valuation Information
Generally Accepted Accounting Principles ("GAAP") defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date, under current market conditions. GAAP establishes a hierarchy that prioritizes the inputs to valuation methods, giving the highest priority to readily available unadjusted quoted prices in an active market for identical assets (Level 1) and the lowest priority to significant unobservable inputs (Level 3), generally when market prices are not readily available. Based on the valuation inputs, the securities or other investments are tiered into one of three levels. Changes in valuation methods may result in transfers in or out of an investment’s assigned level:
Level 1 – Prices are determined using quoted prices in an active market for identical assets.
Level 2 – Prices are determined using other significant observable inputs. Observable inputs are inputs that other market participants may use in pricing a security. These may include quoted prices for similar securities, interest rates, prepayment speeds, credit risk, yield curves, loss severities, default rates, discount rates, volatilities and others. When market movements occur after the close of the relevant foreign securities markets, foreign securities may be fair valued utilizing an independent pricing service.
Level 3 – Prices are determined using significant unobservable inputs. In situations where quoted prices or observable inputs are unavailable (for example, when there is little or no market activity for an investment at the end of the period), unobservable inputs may be used. Unobservable inputs reflect Invesco Advisers, Inc.’s assumptions about the factors market participants would use in determining fair value of the securities or instruments and would be based on the best available information.
The following is a summary of the tiered valuation input levels, as of March 31, 2026. The level assigned to the securities valuations may not be an indication of the risk or liquidity associated with investing in those securities. Because of the inherent uncertainties of valuation, the values reflected in the financial statements may materially differ from the value received upon actual sale of those investments. 
 
Level 1
Level 2
Level 3
Total
Investments in Securities
U.S. Government Sponsored Agency Mortgage-Backed Securities
$—
$537,984,905
$—
$537,984,905
Asset-Backed Securities
—
43,661,816
—
43,661,816
Certificates of Deposit
—
31,004,788
—
31,004,788
Commercial Paper
—
19,590,706
—
19,590,706
Agency Credit Risk Transfer Notes
—
5,737,857
—
5,737,857
U.S. Treasury Securities
—
3,414,218
—
3,414,218
Money Market Funds
3,341,288
—
—
3,341,288
Total Investments in Securities
3,341,288
641,394,290
—
644,735,578
Other Investments - Assets*
Futures Contracts
143,174
—
—
143,174
Swap Agreements
—
18,788
—
18,788
 
143,174
18,788
—
161,962
Other Investments - Liabilities*
Securities Sold Short
—
(21,888,519
)
—
(21,888,519
)
Futures Contracts
(107,865
)
—
—
(107,865
)
 
(107,865
)
(21,888,519
)
—
(21,996,384
)
Total Other Investments
35,309
(21,869,731
)
—
(21,834,422
)
Total Investments
$3,376,597
$619,524,559
$—
$622,901,156
 
*
Futures contracts and swap agreements are valued at unrealized appreciation (depreciation). Securities sold short are shown at value.
Invesco Quality Income Fund