Invesco Income Fund
as of 12/31/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Ginnie Mae II Pool
5.50
01/01/2053
6.64
OBX 2022-NQM8 Trust
6.10
09/25/2062
3.86
BBCMS Mortgage Trust 2022-C17
4.44
09/15/2055
3.67
Empower CLO 2022-1 Ltd
6.16
10/20/2034
2.64
Freddie Mac Structured Agency Credi
6.23
08/25/2033
1.73
OBX 2022-NQM7 Trust
5.11
08/25/2062
1.57
TRK 2022-INV1 Trust
4.06
02/25/2057
1.54
Invesco Government & Agency Portfol
1.46
Life 2021-BMR Mortgage Trust
5.72
03/15/2038
1.43
Freddie Mac STACR REMIC Trust 2022-
7.48
08/25/2042
1.41
Wells Fargo Commercial Mortgage Tru
3.96
12/15/2047
1.36
Freddie Mac STACR REMIC Trust 2022-
6.83
04/25/2042
1.31
GS Mortgage Securities Corp Trust 2
4.59
10/10/2032
1.27
Citigroup Commercial Mortgage Trust
4.41
04/10/2046
1.26
Freddie Mac STACR REMIC Trust 2022-
6.23
08/25/2042
1.26
Imperial Fund Mortgage Trust 2022-N
4.08
02/25/2067
1.25
CBAM 2021-15 LLC
6.33
01/15/2036
1.24
Verus Securitization Trust 2022-INV
5.83
08/25/2067
1.24
BX Commercial Mortgage Trust 2021-V
5.97
09/15/2036
1.24
CSMC 2022-ATH3
6.57
08/25/2067
1.24
OHA Loan Funding 2015-1 Ltd
6.28
01/19/2037
1.23
JPMBB Commercial Mortgage Securitie
4.11
07/15/2045
1.22
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
1.21
Credit Suisse Mortgage Capital Cert
2.73
04/25/2065
1.20
AMSR 2020-SFR5 Trust
2.18
11/17/2037
1.17
STACR Trust 2018-HRP2
6.79
02/25/2047
1.15
PRKCM 2021-AFC1 Trust
3.11
08/25/2056
1.14
COMM 2014-CCRE19 Mortgage Trust
4.70
08/10/2047
1.14
Morgan Stanley Capital I Trust 2018
5.07
12/15/2051
1.13
Angel Oak Mortgage Trust 2020-3
3.81
04/25/2065
1.09
Angel Oak Mortgage Trust 2022-2
4.18
01/25/2067
1.08
Cantor Commercial Real Estate Lendi
4.66
05/15/2052
1.07
Avis Budget Rental Car Funding AESO
7.09
04/20/2027
1.06
Avis Budget Rental Car Funding AESO
6.48
02/20/2027
1.02
Freddie Mac STACR REMIC Trust 2022-
9.28
08/25/2042
1.00
Ellington Financial Mortgage Trust
5.00
08/25/2067
0.99
Freddie Mac STACR REMIC Trust 2021-
6.03
09/25/2041
0.99
Starwood Mortgage Residential Trust
3.69
12/25/2066
0.99
Arroyo Mortgage Trust 2020-1
3.33
03/25/2055
0.99
Homeward Opportunities Fund Trust 2
5.08
07/25/2067
0.98
Invesco Treasury Portfolio
0.97
Benchmark 2018-B3 Mortgage Trust
4.54
04/10/2051
0.96
Textainer Marine Containers VII Ltd
2.82
04/20/2046
0.95
Benchmark 2019-B14 Mortgage Trust
3.77
12/15/2062
0.94
Textainer Marine Containers Ltd
2.43
08/20/2046
0.93
Dynex Capital Inc Pfd
0.92
BANK 2018-BNK14
3.00
09/15/2060
0.92
Annaly Capital Management Inc Pfd
0.91
SG Residential Mortgage Trust 2021-
3.05
12/25/2061
0.89
CSMC 2022-ATH2
4.98
05/25/2067
0.87
Two Harbors Investment Corp Pfd
0.86
Verus Securitization Trust 2021-R2
2.24
02/25/2064
0.85
Benchmark 2019-B9 Mortgage Trust
4.97
03/15/2052
0.84
Freddie Mac Structured Agency Credi
7.93
07/25/2042
0.80
Angel Oak Mortgage Trust 2021-7
3.25
10/25/2066
0.80
Chimera Investment Corp Pfd
0.78
Blackbird Capital Aircraft Lease Se
5.68
12/16/2041
0.78
AMSR 2022-SFR3 Trust
4.00
10/17/2039
0.77
GCAT 2019-NQM3 Trust
3.95
11/25/2059
0.77
Wells Fargo Commercial Mortgage Tru
3.25
01/15/2060
0.77
GCAT 2020-NQM2 Trust
3.59
04/25/2065
0.76
SG Residential Mortgage Trust 2022-
3.98
03/27/2062
0.76
Octagon Investment Partners 48 Ltd
6.29
10/20/2034
0.75
Seasoned Credit Risk Transfer Trust
4.75
06/25/2057
0.74
Dryden 76 CLO Ltd
6.24
10/20/2034
0.73
Progress Residential 2022-SFR5 Trus
5.73
06/17/2039
0.73
Residential Mortgage Loan Trust 201
3.81
09/25/2059
0.72
FRTKL 2021-SFR1
2.52
09/17/2038
0.71
Textainer Marine Containers VII Ltd
4.94
08/21/2045
0.70
MFA Financial Inc Pfd
0.70
Starwood Mortgage Residential Trust
2.59
04/25/2065
0.67
Verus Securitization Trust 2020-INV
3.89
03/25/2060
0.67
AG Mortgage Investment Trust Inc Pf
0.66
Homeward Opportunities Fund Trust 2
5.07
07/25/2067
0.64
GS Mortgage Securities Corp Trust 2
8.49
07/15/2031
0.64
Flagstar Mortgage Trust 2018-6RR
4.92
10/25/2048
0.64
Flagstar Mortgage Trust 2018-6RR
4.92
10/25/2048
0.63
GS Mortgage Securities Trust 2017-G
4.32
05/10/2050
0.62
ILPT Commercial Mortgage Trust 2022
6.58
10/15/2039
0.59
Benchmark 2020-B17 Mortgage Trust
3.37
03/15/2053
0.58
Freddie Mac REMICS
2.50
09/25/2048
0.56
BBCMS Mortgage Trust 2018-C2
4.97
12/15/2051
0.56
Freddie Mac STACR REMIC Trust 2020-
6.73
10/25/2050
0.52
Fannie Mae REMICS
2.50
08/25/2049
0.52
STAR 2022-SFR3 Trust
6.87
05/17/2024
0.51
Verus Securitization Trust 2022-INV
6.79
10/25/2067
0.51
Rithm Capital Corp Pfd
0.51
Angel Oak Mortgage Trust 2019-5
3.96
10/25/2049
0.51
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.51
Vista Point Securitization Trust 20
4.15
03/25/2065
0.50
Wells Fargo Commercial Mortgage Tru
4.12
09/15/2050
0.50
CSAIL 2016-C6 Commercial Mortgage T
3.92
01/15/2049
0.50
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.49
Angel Oak Mortgage Trust 2021-1
2.21
01/25/2066
0.45
PennyMac Mortgage Investment Trust
0.44
Flagstar Mortgage Trust 2018-5
4.48
09/25/2048
0.41
New Residential Mortgage Loan Trust
2.27
07/25/2055
0.38
Multifamily Connecticut Avenue Secu
9.89
10/25/2049
0.37
United States Treasury Bill
0.00
05/11/2023
0.37
MACH 1 Cayman 2019-1 Ltd
4.33
10/15/2039
0.37
Freddie Mac Multifamily Structured
7.30
01/25/2051
0.36
Vista Point Securitization Trust 20
3.40
04/25/2065
0.35
Chase Mortgage Finance Corp
3.75
12/25/2045
0.35
Flagstar Mortgage Trust 2018-5
4.48
09/25/2048
0.35
TIF Funding II LLC
2.54
02/20/2046
0.34
Connecticut Avenue Securities Trust
7.03
03/25/2042
0.34
OBX 2022-NQM7 Trust
5.70
08/25/2062
0.32
Multifamily Connecticut Avenue Secu
7.64
10/25/2049
0.31
Chimera Investment Corp Pfd
0.31
Voya CLO 2014-1 Ltd
6.99
04/18/2031
0.28
Sonic Capital LLC
2.64
08/20/2051
0.26
Chase Mortgage Finance Corp
3.75
04/25/2045
0.24
Two Harbors Investment Corp Pfd
0.23
Chimera Investment Corp Pfd
0.23
CASH & EQUIVALENTS
0.00
0.22
Two Harbors Investment Corp Pfd
0.21
Benchmark 2019-B15 Mortgage Trust
3.72
12/15/2072
0.20
Freddie Mac STACR REMIC Trust 2021-
5.58
01/25/2034
0.19
J.P. Morgan Chase Commercial Mortga
7.03
06/15/2035
0.18
COLT 2020-3 Mortgage Loan Trust
2.38
04/27/2065
0.13
AGNC Investment Corp Pfd
0.11
J.P. Morgan Chase Commercial Mortga
7.63
06/15/2035
0.10
United States Treasury Bill
0.00
03/09/2023
0.08
Banc of America Commercial Mortgage
0.75
09/15/2048
0.07
Bear Stearns ARM Trust 2004-10
3.87
01/25/2035
0.06
Ginnie Mae I Pool
8.00
12/15/2030
0.05
Ginnie Mae I Pool
7.00
11/15/2031
0.01
Ginnie Mae II Pool
7.00
10/20/2035
0.01
Ginnie Mae I Pool
7.00
09/15/2031
0.01
Ginnie Mae II Pool
8.00
12/20/2026
0.01
Ginnie Mae I Pool
7.00
03/15/2031
0.01
Ginnie Mae I Pool
7.00
06/15/2028
0.01
Ginnie Mae I Pool
8.00
03/15/2026
0.00
Ginnie Mae II Pool
6.95
07/20/2025
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Ginnie Mae I Pool
7.00
08/15/2032
0.00
Ginnie Mae II Pool
6.95
11/20/2026
0.00
Ginnie Mae I Pool
8.50
01/15/2037
0.00
Ginnie Mae I Pool
6.50
08/15/2024
0.00
Ginnie Mae I Pool
7.00
12/15/2036
0.00
Fannie Mae Pool
6.75
07/01/2024
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
01/15/2031
0.00
Ginnie Mae I Pool
7.00
02/15/2030
0.00
Freddie Mac Gold Pool
9.00
04/01/2025
0.00
Fannie Mae Pool
6.95
07/01/2025
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
8.00
06/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.95
10/01/2025
0.00
Ginnie Mae I Pool
7.00
02/15/2027
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
10/15/2027
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
8.00
02/15/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
8.00
12/15/2023
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Ginnie Mae I Pool
8.00
08/15/2024
0.00
Freddie Mac Gold Pool
6.50
05/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
7.00
05/01/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Ginnie Mae I Pool
7.00
01/15/2027
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Ginnie Mae I Pool
6.50
04/15/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
6.50
12/15/2027
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Fannie Mae Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Freddie Mac Gold Pool
7.00
03/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Freddie Mac Gold Pool
6.50
05/01/2032
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.50
01/01/2026
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Freddie Mac Gold Pool
6.50
09/01/2031
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
6.50
05/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
08/15/2027
0.00
Fannie Mae Pool
6.50
10/01/2036
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
8.00
09/15/2024
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Ginnie Mae I Pool
8.00
08/15/2025
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.50
02/01/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Freddie Mac Gold Pool
6.50
07/01/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Freddie Mac Gold Pool
6.50
02/01/2031
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Ginnie Mae I Pool
8.00
12/15/2024
0.00
Fannie Mae Pool
6.50
11/01/2028
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
8.00
10/01/2029
0.00
Ginnie Mae I Pool
8.00
09/15/2024
0.00
Ginnie Mae I Pool
6.50
09/15/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
JP Morgan Securities LLC
2.00
10/17/2057
-0.00
JP Morgan Securities LLC
2.00
12/16/2072
-0.01
as of 12/31/2022
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Ginnie Mae II Pool | 5.50 | 01/01/2053 | 6.64 |
OBX 2022-NQM8 Trust | 6.10 | 09/25/2062 | 3.86 |
BBCMS Mortgage Trust 2022-C17 | 4.44 | 09/15/2055 | 3.67 |
Empower CLO 2022-1 Ltd | 6.16 | 10/20/2034 | 2.64 |
Freddie Mac Structured Agency Credi | 6.23 | 08/25/2033 | 1.73 |
OBX 2022-NQM7 Trust | 5.11 | 08/25/2062 | 1.57 |
TRK 2022-INV1 Trust | 4.06 | 02/25/2057 | 1.54 |
Invesco Government & Agency Portfol | 1.46 | ||
Life 2021-BMR Mortgage Trust | 5.72 | 03/15/2038 | 1.43 |
Freddie Mac STACR REMIC Trust 2022- | 7.48 | 08/25/2042 | 1.41 |
Wells Fargo Commercial Mortgage Tru | 3.96 | 12/15/2047 | 1.36 |
Freddie Mac STACR REMIC Trust 2022- | 6.83 | 04/25/2042 | 1.31 |
GS Mortgage Securities Corp Trust 2 | 4.59 | 10/10/2032 | 1.27 |
Citigroup Commercial Mortgage Trust | 4.41 | 04/10/2046 | 1.26 |
Freddie Mac STACR REMIC Trust 2022- | 6.23 | 08/25/2042 | 1.26 |
Imperial Fund Mortgage Trust 2022-N | 4.08 | 02/25/2067 | 1.25 |
CBAM 2021-15 LLC | 6.33 | 01/15/2036 | 1.24 |
Verus Securitization Trust 2022-INV | 5.83 | 08/25/2067 | 1.24 |
BX Commercial Mortgage Trust 2021-V | 5.97 | 09/15/2036 | 1.24 |
CSMC 2022-ATH3 | 6.57 | 08/25/2067 | 1.24 |
OHA Loan Funding 2015-1 Ltd | 6.28 | 01/19/2037 | 1.23 |
JPMBB Commercial Mortgage Securitie | 4.11 | 07/15/2045 | 1.22 |
Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 1.21 |
Credit Suisse Mortgage Capital Cert | 2.73 | 04/25/2065 | 1.20 |
AMSR 2020-SFR5 Trust | 2.18 | 11/17/2037 | 1.17 |
STACR Trust 2018-HRP2 | 6.79 | 02/25/2047 | 1.15 |
PRKCM 2021-AFC1 Trust | 3.11 | 08/25/2056 | 1.14 |
COMM 2014-CCRE19 Mortgage Trust | 4.70 | 08/10/2047 | 1.14 |
Morgan Stanley Capital I Trust 2018 | 5.07 | 12/15/2051 | 1.13 |
Angel Oak Mortgage Trust 2020-3 | 3.81 | 04/25/2065 | 1.09 |
Angel Oak Mortgage Trust 2022-2 | 4.18 | 01/25/2067 | 1.08 |
Cantor Commercial Real Estate Lendi | 4.66 | 05/15/2052 | 1.07 |
Avis Budget Rental Car Funding AESO | 7.09 | 04/20/2027 | 1.06 |
Avis Budget Rental Car Funding AESO | 6.48 | 02/20/2027 | 1.02 |
Freddie Mac STACR REMIC Trust 2022- | 9.28 | 08/25/2042 | 1.00 |
Ellington Financial Mortgage Trust | 5.00 | 08/25/2067 | 0.99 |
Freddie Mac STACR REMIC Trust 2021- | 6.03 | 09/25/2041 | 0.99 |
Starwood Mortgage Residential Trust | 3.69 | 12/25/2066 | 0.99 |
Arroyo Mortgage Trust 2020-1 | 3.33 | 03/25/2055 | 0.99 |
Homeward Opportunities Fund Trust 2 | 5.08 | 07/25/2067 | 0.98 |
Invesco Treasury Portfolio | 0.97 | ||
Benchmark 2018-B3 Mortgage Trust | 4.54 | 04/10/2051 | 0.96 |
Textainer Marine Containers VII Ltd | 2.82 | 04/20/2046 | 0.95 |
Benchmark 2019-B14 Mortgage Trust | 3.77 | 12/15/2062 | 0.94 |
Textainer Marine Containers Ltd | 2.43 | 08/20/2046 | 0.93 |
Dynex Capital Inc Pfd | 0.92 | ||
BANK 2018-BNK14 | 3.00 | 09/15/2060 | 0.92 |
Annaly Capital Management Inc Pfd | 0.91 | ||
SG Residential Mortgage Trust 2021- | 3.05 | 12/25/2061 | 0.89 |
CSMC 2022-ATH2 | 4.98 | 05/25/2067 | 0.87 |
Two Harbors Investment Corp Pfd | 0.86 | ||
Verus Securitization Trust 2021-R2 | 2.24 | 02/25/2064 | 0.85 |
Benchmark 2019-B9 Mortgage Trust | 4.97 | 03/15/2052 | 0.84 |
Freddie Mac Structured Agency Credi | 7.93 | 07/25/2042 | 0.80 |
Angel Oak Mortgage Trust 2021-7 | 3.25 | 10/25/2066 | 0.80 |
Chimera Investment Corp Pfd | 0.78 | ||
Blackbird Capital Aircraft Lease Se | 5.68 | 12/16/2041 | 0.78 |
AMSR 2022-SFR3 Trust | 4.00 | 10/17/2039 | 0.77 |
GCAT 2019-NQM3 Trust | 3.95 | 11/25/2059 | 0.77 |
Wells Fargo Commercial Mortgage Tru | 3.25 | 01/15/2060 | 0.77 |
GCAT 2020-NQM2 Trust | 3.59 | 04/25/2065 | 0.76 |
SG Residential Mortgage Trust 2022- | 3.98 | 03/27/2062 | 0.76 |
Octagon Investment Partners 48 Ltd | 6.29 | 10/20/2034 | 0.75 |
Seasoned Credit Risk Transfer Trust | 4.75 | 06/25/2057 | 0.74 |
Dryden 76 CLO Ltd | 6.24 | 10/20/2034 | 0.73 |
Progress Residential 2022-SFR5 Trus | 5.73 | 06/17/2039 | 0.73 |
Residential Mortgage Loan Trust 201 | 3.81 | 09/25/2059 | 0.72 |
FRTKL 2021-SFR1 | 2.52 | 09/17/2038 | 0.71 |
Textainer Marine Containers VII Ltd | 4.94 | 08/21/2045 | 0.70 |
MFA Financial Inc Pfd | 0.70 | ||
Starwood Mortgage Residential Trust | 2.59 | 04/25/2065 | 0.67 |
Verus Securitization Trust 2020-INV | 3.89 | 03/25/2060 | 0.67 |
AG Mortgage Investment Trust Inc Pf | 0.66 | ||
Homeward Opportunities Fund Trust 2 | 5.07 | 07/25/2067 | 0.64 |
GS Mortgage Securities Corp Trust 2 | 8.49 | 07/15/2031 | 0.64 |
Flagstar Mortgage Trust 2018-6RR | 4.92 | 10/25/2048 | 0.64 |
Flagstar Mortgage Trust 2018-6RR | 4.92 | 10/25/2048 | 0.63 |
GS Mortgage Securities Trust 2017-G | 4.32 | 05/10/2050 | 0.62 |
ILPT Commercial Mortgage Trust 2022 | 6.58 | 10/15/2039 | 0.59 |
Benchmark 2020-B17 Mortgage Trust | 3.37 | 03/15/2053 | 0.58 |
Freddie Mac REMICS | 2.50 | 09/25/2048 | 0.56 |
BBCMS Mortgage Trust 2018-C2 | 4.97 | 12/15/2051 | 0.56 |
Freddie Mac STACR REMIC Trust 2020- | 6.73 | 10/25/2050 | 0.52 |
Fannie Mae REMICS | 2.50 | 08/25/2049 | 0.52 |
STAR 2022-SFR3 Trust | 6.87 | 05/17/2024 | 0.51 |
Verus Securitization Trust 2022-INV | 6.79 | 10/25/2067 | 0.51 |
Rithm Capital Corp Pfd | 0.51 | ||
Angel Oak Mortgage Trust 2019-5 | 3.96 | 10/25/2049 | 0.51 |
ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.51 |
Vista Point Securitization Trust 20 | 4.15 | 03/25/2065 | 0.50 |
Wells Fargo Commercial Mortgage Tru | 4.12 | 09/15/2050 | 0.50 |
CSAIL 2016-C6 Commercial Mortgage T | 3.92 | 01/15/2049 | 0.50 |
SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.49 |
Angel Oak Mortgage Trust 2021-1 | 2.21 | 01/25/2066 | 0.45 |
PennyMac Mortgage Investment Trust | 0.44 | ||
Flagstar Mortgage Trust 2018-5 | 4.48 | 09/25/2048 | 0.41 |
New Residential Mortgage Loan Trust | 2.27 | 07/25/2055 | 0.38 |
Multifamily Connecticut Avenue Secu | 9.89 | 10/25/2049 | 0.37 |
United States Treasury Bill | 0.00 | 05/11/2023 | 0.37 |
MACH 1 Cayman 2019-1 Ltd | 4.33 | 10/15/2039 | 0.37 |
Freddie Mac Multifamily Structured | 7.30 | 01/25/2051 | 0.36 |
Vista Point Securitization Trust 20 | 3.40 | 04/25/2065 | 0.35 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.35 |
Flagstar Mortgage Trust 2018-5 | 4.48 | 09/25/2048 | 0.35 |
TIF Funding II LLC | 2.54 | 02/20/2046 | 0.34 |
Connecticut Avenue Securities Trust | 7.03 | 03/25/2042 | 0.34 |
OBX 2022-NQM7 Trust | 5.70 | 08/25/2062 | 0.32 |
Multifamily Connecticut Avenue Secu | 7.64 | 10/25/2049 | 0.31 |
Chimera Investment Corp Pfd | 0.31 | ||
Voya CLO 2014-1 Ltd | 6.99 | 04/18/2031 | 0.28 |
Sonic Capital LLC | 2.64 | 08/20/2051 | 0.26 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.24 |
Two Harbors Investment Corp Pfd | 0.23 | ||
Chimera Investment Corp Pfd | 0.23 | ||
CASH & EQUIVALENTS | 0.00 | 0.22 | |
Two Harbors Investment Corp Pfd | 0.21 | ||
Benchmark 2019-B15 Mortgage Trust | 3.72 | 12/15/2072 | 0.20 |
Freddie Mac STACR REMIC Trust 2021- | 5.58 | 01/25/2034 | 0.19 |
J.P. Morgan Chase Commercial Mortga | 7.03 | 06/15/2035 | 0.18 |
COLT 2020-3 Mortgage Loan Trust | 2.38 | 04/27/2065 | 0.13 |
AGNC Investment Corp Pfd | 0.11 | ||
J.P. Morgan Chase Commercial Mortga | 7.63 | 06/15/2035 | 0.10 |
United States Treasury Bill | 0.00 | 03/09/2023 | 0.08 |
Banc of America Commercial Mortgage | 0.75 | 09/15/2048 | 0.07 |
Bear Stearns ARM Trust 2004-10 | 3.87 | 01/25/2035 | 0.06 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.05 |
Ginnie Mae I Pool | 7.00 | 11/15/2031 | 0.01 |
Ginnie Mae II Pool | 7.00 | 10/20/2035 | 0.01 |
Ginnie Mae I Pool | 7.00 | 09/15/2031 | 0.01 |
Ginnie Mae II Pool | 8.00 | 12/20/2026 | 0.01 |
Ginnie Mae I Pool | 7.00 | 03/15/2031 | 0.01 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.01 |
Ginnie Mae I Pool | 8.00 | 03/15/2026 | 0.00 |
Ginnie Mae II Pool | 6.95 | 07/20/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2032 | 0.00 |
Ginnie Mae II Pool | 6.95 | 11/20/2026 | 0.00 |
Ginnie Mae I Pool | 8.50 | 01/15/2037 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2036 | 0.00 |
Fannie Mae Pool | 6.75 | 07/01/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2030 | 0.00 |
Freddie Mac Gold Pool | 9.00 | 04/01/2025 | 0.00 |
Fannie Mae Pool | 6.95 | 07/01/2025 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Fannie Mae Pool | 6.95 | 10/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2027 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 05/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 03/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 01/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 09/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2036 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 07/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2031 | 0.00 |
Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 12/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Fannie Mae Pool | 8.00 | 10/01/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
JP Morgan Securities LLC | 2.00 | 10/17/2057 | -0.00 |
JP Morgan Securities LLC | 2.00 | 12/16/2072 | -0.01 |