Invesco V.I. Government Securities Fund
as of 12/31/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
5.50
01/01/2053
4.25
Fannie Mae or Freddie Mac
5.00
01/01/2053
4.06
Federal Home Loan Banks
0.50
04/14/2025
3.95
Canadian Imperial Bank of Commerce/
4.55
02/21/2023
2.97
United States Treasury Note/Bond
1.12
02/28/2027
2.42
United States Treasury Note/Bond
0.38
11/30/2025
2.39
United States Treasury Note/Bond
2.88
08/15/2028
2.10
United States Treasury Note/Bond
1.50
08/15/2026
2.01
United States Treasury Note/Bond
0.25
03/15/2024
1.97
United States Treasury Note/Bond
0.88
06/30/2026
1.86
United States Treasury Note/Bond
0.38
12/31/2025
1.86
United States Treasury Note/Bond
2.75
05/31/2023
1.85
Freddie Mac Pool
5.50
11/01/2052
1.79
United States Treasury Note/Bond
0.12
02/28/2023
1.64
United States Treasury Note/Bond
2.12
05/15/2025
1.54
Federal National Mortgage Associati
0.75
10/08/2027
1.53
Freddie Mac Multifamily Structured
2.51
12/25/2025
1.41
Freddie Mac Multifamily Structured
2.88
04/25/2026
1.41
Fannie Mae-Aces
3.27
02/25/2029
1.38
Freddie Mac Multifamily Structured
2.15
12/25/2028
1.35
Freddie Mac Multifamily Structured
3.02
04/25/2029
1.34
Fannie Mae Pool
2.50
07/01/2035
1.30
Fannie Mae Pool
2.50
12/01/2034
1.27
Invesco Government & Agency Portfol
1.18
United States Treasury Note/Bond
1.62
04/30/2023
1.18
United States Treasury Note/Bond
1.25
06/30/2028
1.15
Fannie Mae Pool
3.59
10/01/2028
1.14
Israel Government AID Bond
5.12
11/01/2024
1.13
Freddie Mac Pool
2.50
12/01/2050
1.13
Ginnie Mae II Pool
4.50
01/01/2053
1.09
MFA 2021-INV2 Trust
1.91
11/25/2056
1.09
Ginnie Mae II Pool
4.00
01/01/2053
1.08
Federal National Mortgage Associati
0.50
11/07/2025
1.07
United States Treasury Note/Bond
0.12
01/31/2023
1.05
Fannie Mae Pool
2.00
01/01/2051
1.05
United States Treasury Note/Bond
5.38
02/15/2031
1.04
COLT 2021-4 Mortgage Loan Trust
1.40
10/25/2066
1.03
Freddie Mac Pool
2.50
05/01/2035
1.01
Ginnie Mae II Pool
3.00
10/20/2049
0.98
Fannie Mae Pool
2.00
09/01/2035
0.94
United States Treasury Note/Bond
2.25
11/15/2024
0.91
Freddie Mac Pool
3.00
01/01/2050
0.88
Bank of Nova Scotia/Houston
5.00
12/13/2023
0.86
Textainer Marine Containers VII Ltd
2.82
04/20/2046
0.86
United States Treasury Note/Bond
0.25
05/15/2024
0.84
FRESB 2019-SB63 Mortgage Trust
2.55
02/25/2039
0.84
SG Residential Mortgage Trust 2021-
1.74
12/25/2061
0.83
United States Treasury Note/Bond
2.25
11/15/2027
0.79
United States Treasury Note/Bond
2.25
11/15/2025
0.79
GCAT 2019-NQM2 Trust
2.55
01/25/2060
0.77
Government National Mortgage Associ
2.50
07/20/2049
0.76
Government National Mortgage Associ
1.50
04/16/2062
0.76
United States Treasury Note/Bond
2.00
05/31/2024
0.71
Ginnie Mae II Pool
3.50
05/20/2050
0.71
United States Treasury Note/Bond
2.88
11/30/2025
0.71
United States Treasury Note/Bond
2.38
05/15/2029
0.70
Fannie Mae Pool
4.00
09/01/2043
0.70
Freddie Mac Pool
2.50
10/01/2034
0.69
Freddie Mac Pool
3.00
12/01/2049
0.69
Ginnie Mae II Pool
3.50
06/20/2050
0.68
Fannie Mae Pool
3.00
03/01/2050
0.64
Fannie Mae Pool
2.50
03/01/2035
0.63
Connecticut Avenue Securities Trust
6.03
03/25/2042
0.61
Freddie Mac Gold Pool
3.00
02/01/2032
0.57
Ginnie Mae II Pool
6.10
12/20/2033
0.57
Government National Mortgage Associ
3.00
11/20/2048
0.56
Freddie Mac Pool
2.50
10/01/2034
0.56
United States Treasury Note/Bond
2.62
12/31/2023
0.55
NextGear Floorplan Master Owner Tru
0.85
07/15/2026
0.55
United States Treasury Note/Bond
2.75
02/15/2028
0.53
SMB Private Education Loan Trust 20
1.34
03/17/2053
0.53
Government National Mortgage Associ
4.42
08/20/2047
0.53
Government National Mortgage Associ
5.90
01/20/2039
0.52
Fannie Mae Pool
3.00
07/01/2032
0.51
Textainer Marine Containers VII Ltd
2.11
09/20/2045
0.51
Ginnie Mae II Pool
3.00
11/20/2049
0.51
Freddie Mac Pool
3.00
12/01/2049
0.51
Freddie Mac REMICS
4.77
02/15/2042
0.51
Fannie Mae REMICS
3.33
12/25/2056
0.50
Freddie Mac Multifamily Structured
2.76
12/25/2028
0.50
United States Treasury Note/Bond
0.50
06/30/2027
0.48
Government National Mortgage Associ
3.00
10/20/2048
0.45
Starwood Mortgage Residential Trust
2.45
12/25/2066
0.43
Freddie Mac Pool
2.50
09/01/2034
0.43
Fannie Mae REMICS
3.40
02/25/2056
0.41
United States Treasury Bill
0.00
05/11/2023
0.39
Fannie Mae REMICS
6.60
06/25/2039
0.39
Fannie Mae Pool
4.00
12/01/2048
0.37
Freddie Mac STACR REMIC Trust 2021-
6.03
10/25/2033
0.36
Freddie Mac Non Gold Pool
2.91
01/01/2048
0.36
Fannie Mae Pool
3.00
12/01/2031
0.35
New Residential Mortgage Loan Trust
5.14
01/25/2048
0.34
Chase Mortgage Finance Corp
3.75
12/25/2045
0.32
Freddie Mac REMICS
3.67
11/15/2036
0.31
New Residential Mortgage Loan Trust
2.77
01/26/2060
0.30
Fannie Mae Pool
4.00
12/01/2048
0.30
Fannie Mae Pool
4.50
08/01/2041
0.30
Freddie Mac Non Gold Pool
3.91
09/01/2035
0.28
Government National Mortgage Associ
2.41
09/20/2041
0.28
United States Treasury Note/Bond
2.38
05/15/2027
0.28
Freddie Mac Non Gold Pool
3.49
07/01/2036
0.28
Government National Mortgage Associ
5.05
05/20/2040
0.27
Fannie Mae REMICS
4.69
05/25/2036
0.27
Fannie Mae REMICS
1.50
01/25/2028
0.26
Fannie Mae Pool
4.46
10/01/2034
0.24
Chase Mortgage Finance Corp
3.75
04/25/2045
0.24
Fannie Mae Connecticut Avenue Secur
8.39
05/25/2025
0.24
Freddie Mac Strips
3.60
10/15/2037
0.24
Fannie Mae REMICS
3.45
08/25/2044
0.21
Freddie Mac REMICS
4.72
06/15/2037
0.21
Fannie Mae REMICS
4.00
07/25/2040
0.19
Angel Oak Mortgage Trust 2020-6
1.52
05/25/2065
0.19
Freddie Mac REMICS
4.82
12/15/2035
0.18
Fannie Mae Pool
3.50
08/01/2027
0.18
United States Treasury Note/Bond
1.62
10/31/2023
0.18
Freddie Mac Gold Pool
4.50
08/01/2041
0.18
Freddie Mac Gold Pool
7.00
03/01/2033
0.17
Fannie Mae Pool
4.50
06/01/2039
0.17
Freddie Mac REMICS
4.62
09/15/2044
0.15
Freddie Mac REMICS
4.77
03/15/2040
0.15
Fannie Mae REMICS
4.91
11/25/2041
0.15
Fannie Mae Pool
3.50
05/01/2027
0.15
Freddie Mac REMICS
4.69
03/15/2037
0.14
Fannie Mae REMICS
4.84
03/25/2037
0.14
Freddie Mac Gold Pool
6.50
12/01/2033
0.14
Freddie Mac REMICS
4.62
03/15/2036
0.14
Government National Mortgage Associ
5.68
08/20/2034
0.13
Mello Mortgage Capital Acceptance 2
2.50
06/25/2051
0.13
Freddie Mac Non Gold Pool
3.82
10/01/2036
0.13
Fannie Mae Pool
5.50
05/01/2035
0.13
Government National Mortgage Associ
5.13
09/16/2039
0.13
Ginnie Mae II Pool
3.50
10/20/2042
0.13
Ginnie Mae I Pool
7.50
10/15/2035
0.12
Freddie Mac Gold Pool
4.50
08/01/2041
0.12
Freddie Mac Gold Pool
4.50
01/01/2040
0.12
Fannie Mae Pool
8.00
10/01/2032
0.11
Fannie Mae REMICS
2.00
03/25/2051
0.11
Freddie Mac Gold Pool
5.00
01/01/2040
0.11
United States Treasury Note/Bond
1.62
08/15/2029
0.10
Freddie Mac Non Gold Pool
3.42
06/01/2043
0.10
Fannie Mae Pool
3.95
05/01/2044
0.10
Government National Mortgage Associ
3.50
03/20/2049
0.10
Freddie Mac Gold Pool
7.00
11/01/2035
0.10
Fannie Mae REMICS
4.94
02/25/2041
0.09
Fannie Mae REMICS
4.89
05/25/2041
0.09
Freddie Mac Gold Pool
4.50
08/01/2041
0.09
Freddie Mac Gold Pool
6.03
10/20/2030
0.09
Fannie Mae Pool
7.50
08/01/2032
0.09
Fannie Mae Pool
6.00
04/01/2035
0.09
Fannie Mae Pool
7.50
07/01/2029
0.09
Fannie Mae REMICS
6.50
03/25/2032
0.08
Freddie Mac Non Gold Pool
3.44
07/01/2038
0.08
Freddie Mac REMICS
5.18
11/15/2039
0.08
Ginnie Mae I Pool
8.00
12/15/2030
0.08
Government National Mortgage Associ
4.52
07/20/2041
0.07
Fannie Mae Pool
3.77
08/01/2043
0.07
Fannie Mae-Aces
2.76
09/25/2023
0.07
Fannie Mae Pool
4.50
08/01/2039
0.07
Fannie Mae Pool
8.00
01/01/2030
0.06
Banc of America Commercial Mortgage
0.75
09/15/2048
0.06
Freddie Mac REMICS
4.82
03/15/2040
0.06
Freddie Mac Gold Pool
6.50
12/01/2035
0.06
Freddie Mac Non Gold Pool
4.19
11/01/2037
0.06
Bear Stearns ARM Trust 2004-10
3.87
01/25/2035
0.06
Fannie Mae Pool
5.50
04/01/2035
0.05
Fannie Mae Pool
7.50
05/01/2036
0.05
Fannie Mae Pool
7.50
08/01/2036
0.05
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.04
Fannie Mae Pool
6.50
03/01/2034
0.04
Fannie Mae Pool
3.90
02/01/2042
0.04
Ginnie Mae I Pool
6.50
11/15/2027
0.04
Ginnie Mae I Pool
6.50
08/15/2034
0.04
Fannie Mae Pool
6.50
09/01/2037
0.04
Fannie Mae Pool
5.00
12/01/2033
0.04
Fannie Mae Pool
8.00
07/01/2037
0.04
Ginnie Mae I Pool
6.50
11/15/2032
0.03
Fannie Mae Pool
6.00
10/01/2036
0.03
Freddie Mac Gold Pool
7.50
07/01/2034
0.03
Fannie Mae Pool
8.50
11/01/2030
0.03
Ginnie Mae I Pool
7.00
12/15/2031
0.03
Freddie Mac Gold Pool
6.00
07/01/2038
0.03
Fannie Mae Pool
7.50
03/01/2031
0.03
Fannie Mae Pool
6.50
11/01/2034
0.03
Fannie Mae Pool
6.50
04/01/2035
0.03
Fannie Mae Pool
7.00
09/01/2031
0.03
Fannie Mae Pool
7.50
08/01/2035
0.03
Freddie Mac Gold Pool
7.00
03/01/2030
0.03
Ginnie Mae I Pool
8.50
10/15/2036
0.02
Ginnie Mae I Pool
7.00
04/15/2033
0.02
Fannie Mae Pool
7.50
11/01/2033
0.02
Fannie Mae Pool
8.00
12/01/2029
0.02
Ginnie Mae I Pool
6.50
09/15/2034
0.02
Ginnie Mae I Pool
6.50
08/15/2029
0.02
Ginnie Mae I Pool
8.00
01/15/2037
0.02
Ginnie Mae I Pool
6.50
04/15/2029
0.02
Fannie Mae Pool
7.50
06/01/2036
0.02
Freddie Mac Gold Pool
7.50
03/01/2032
0.02
Ginnie Mae I Pool
6.00
09/15/2029
0.02
Fannie Mae REMICS
5.75
10/25/2035
0.02
Fannie Mae Pool
3.49
05/01/2035
0.02
Fannie Mae Pool
7.00
06/01/2032
0.02
Fannie Mae Pool
6.00
06/01/2027
0.02
Ginnie Mae I Pool
6.50
04/15/2030
0.02
Fannie Mae Pool
7.00
07/01/2031
0.02
Fannie Mae Pool
6.50
02/01/2036
0.02
Fannie Mae Pool
7.50
06/01/2031
0.02
Ginnie Mae I Pool
6.50
06/15/2025
0.02
Ginnie Mae II Pool
7.00
10/20/2035
0.02
Fannie Mae Pool
7.50
08/01/2036
0.02
Ginnie Mae I Pool
6.50
04/15/2027
0.02
Ginnie Mae I Pool
6.50
01/15/2032
0.02
Ginnie Mae I Pool
8.00
11/15/2031
0.02
Freddie Mac Gold Pool
7.50
07/25/2032
0.02
Ginnie Mae I Pool
6.50
04/15/2025
0.02
Ginnie Mae I Pool
6.50
11/15/2032
0.02
Fannie Mae Pool
8.00
10/01/2037
0.01
Freddie Mac Gold Pool
7.50
06/01/2035
0.01
Fannie Mae Pool
6.50
07/01/2026
0.01
Ginnie Mae I Pool
6.50
08/15/2025
0.01
Ginnie Mae I Pool
6.50
01/15/2033
0.01
Freddie Mac Gold Pool
6.50
10/01/2034
0.01
Freddie Mac Gold Pool
7.50
07/01/2032
0.01
Fannie Mae Pool
7.50
05/01/2036
0.01
Freddie Mac Gold Pool
7.00
08/01/2028
0.01
Fannie Mae REMICS
7.00
09/18/2027
0.01
Ginnie Mae I Pool
7.50
11/15/2028
0.01
Freddie Mac Gold Pool
6.50
11/01/2034
0.01
Ginnie Mae I Pool
6.50
09/15/2032
0.01
Fannie Mae Pool
8.00
09/01/2030
0.01
Fannie Mae Pool
7.00
05/01/2035
0.01
Freddie Mac Gold Pool
8.00
02/01/2035
0.01
Fannie Mae Pool
7.50
08/01/2037
0.01
Freddie Mac Gold Pool
6.50
07/01/2034
0.01
Fannie Mae Pool
6.50
10/01/2033
0.01
Fannie Mae Pool
7.50
08/01/2030
0.01
Fannie Mae Pool
7.50
10/01/2034
0.01
Freddie Mac Non Gold Pool
4.16
10/01/2036
0.01
Ginnie Mae I Pool
8.00
01/15/2031
0.01
Fannie Mae Pool
4.50
11/01/2024
0.01
Fannie Mae Pool
7.00
01/01/2032
0.01
Freddie Mac Gold Pool
7.50
11/01/2032
0.01
Fannie Mae Pool
7.00
02/01/2036
0.01
Fannie Mae Pool
6.50
12/01/2034
0.01
Fannie Mae Pool
8.00
11/01/2036
0.01
Fannie Mae Pool
7.00
05/01/2033
0.01
Fannie Mae Pool
8.50
10/01/2032
0.01
Ginnie Mae II Pool
6.38
10/20/2027
0.01
Ginnie Mae I Pool
8.00
03/15/2032
0.01
Freddie Mac Gold Pool
5.00
01/01/2037
0.01
Fannie Mae Pool
8.50
12/01/2036
0.01
Ginnie Mae I Pool
8.50
01/15/2037
0.01
Freddie Mac Gold Pool
8.00
05/01/2032
0.01
Fannie Mae Pool
8.00
04/01/2033
0.01
Freddie Mac Gold Pool
7.00
09/01/2034
0.01
Fannie Mae Pool
7.00
09/01/2032
0.01
Fannie Mae Pool
8.00
08/01/2032
0.01
Ginnie Mae I Pool
5.00
02/15/2025
0.01
Ginnie Mae I Pool
6.50
02/15/2026
0.01
Ginnie Mae I Pool
6.00
03/15/2033
0.01
Freddie Mac Gold Pool
8.50
08/01/2031
0.01
Ginnie Mae I Pool
8.00
03/15/2031
0.01
Fannie Mae Pool
6.00
10/01/2038
0.01
Fannie Mae Pool
4.50
02/01/2025
0.01
Fannie Mae Pool
7.50
06/01/2032
0.01
Fannie Mae Pool
7.00
02/01/2032
0.01
Ginnie Mae I Pool
6.00
03/15/2033
0.01
Freddie Mac Gold Pool
8.00
01/01/2028
0.01
Ginnie Mae I Pool
6.00
08/15/2033
0.01
Freddie Mac Gold Pool
7.50
05/01/2035
0.01
Fannie Mae Pool
7.50
05/01/2036
0.01
Fannie Mae Pool
7.00
12/01/2035
0.01
Ginnie Mae II Pool
6.38
12/20/2027
0.01
Ginnie Mae I Pool
6.50
03/15/2029
0.01
Ginnie Mae I Pool
7.00
12/15/2036
0.01
Fannie Mae Pool
6.00
01/01/2037
0.01
Ginnie Mae I Pool
7.50
03/15/2029
0.01
Fannie Mae Pool
8.50
12/01/2026
0.01
Fannie Mae Pool
7.00
04/01/2032
0.01
Freddie Mac Gold Pool
8.50
08/01/2031
0.01
Government National Mortgage Associ
6.00
01/16/2025
0.01
Ginnie Mae I Pool
7.50
09/15/2024
0.01
Freddie Mac Gold Pool
7.00
05/01/2030
0.01
Ginnie Mae I Pool
7.00
05/15/2032
0.01
Freddie Mac Gold Pool
7.05
05/20/2027
0.01
Freddie Mac Non Gold Pool
2.45
01/01/2038
0.01
Freddie Mac Gold Pool
6.00
02/01/2034
0.01
Freddie Mac Gold Pool
8.50
11/01/2030
0.00
Ginnie Mae I Pool
7.50
07/15/2032
0.00
Fannie Mae Pool
2.89
03/01/2038
0.00
Fannie Mae Pool
8.50
09/01/2029
0.00
Ginnie Mae II Pool
6.95
09/20/2026
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Fannie Mae Pool
7.50
10/01/2031
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Freddie Mac Gold Pool
8.00
11/17/2030
0.00
Freddie Mac Gold Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2031
0.00
Freddie Mac Gold Pool
8.00
08/01/2032
0.00
Ginnie Mae I Pool
7.50
08/15/2024
0.00
Fannie Mae Pool
7.50
08/01/2034
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Freddie Mac Gold Pool
7.00
09/01/2034
0.00
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Ginnie Mae II Pool
6.95
08/20/2025
0.00
Government National Mortgage Associ
4.60
01/20/2042
0.00
Ginnie Mae I Pool
6.50
12/15/2029
0.00
Ginnie Mae I Pool
7.50
08/15/2024
0.00
Ginnie Mae I Pool
8.00
08/15/2029
0.00
Fannie Mae Pool
7.00
02/01/2032
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Fannie Mae Pool
7.50
12/01/2029
0.00
Ginnie Mae I Pool
6.50
04/15/2031
0.00
Fannie Mae Pool
6.75
07/01/2024
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Freddie Mac Gold Pool
6.50
02/01/2035
0.00
Fannie Mae Pool
7.50
04/01/2024
0.00
Fannie Mae Pool
7.50
02/01/2032
0.00
Ginnie Mae I Pool
6.00
05/15/2033
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae Pool
8.50
10/01/2033
0.00
Ginnie Mae II Pool
7.50
03/20/2031
0.00
Ginnie Mae II Pool
7.50
02/20/2031
0.00
Ginnie Mae I Pool
6.50
03/15/2031
0.00
Ginnie Mae I Pool
7.50
10/15/2024
0.00
Fannie Mae Pool
8.50
02/01/2025
0.00
Fannie Mae Pool
6.50
12/01/2032
0.00
Fannie Mae Pool
6.00
11/01/2029
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Fannie Mae Pool
6.50
02/01/2034
0.00
Freddie Mac Gold Pool
8.50
05/01/2026
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Fannie Mae Pool
8.00
07/01/2031
0.00
Ginnie Mae I Pool
7.00
11/15/2031
0.00
Fannie Mae Pool
6.50
12/01/2023
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Ginnie Mae I Pool
7.50
10/15/2023
0.00
Ginnie Mae I Pool
7.50
10/15/2024
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Freddie Mac Gold Pool
6.00
10/01/2032
0.00
Ginnie Mae II Pool
7.50
10/20/2030
0.00
Fannie Mae Pool
7.50
05/01/2031
0.00
Fannie Mae Pool
7.50
08/01/2026
0.00
Ginnie Mae II Pool
7.50
08/20/2030
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Ginnie Mae I Pool
7.00
09/15/2024
0.00
Ginnie Mae I Pool
6.50
04/15/2031
0.00
Fannie Mae Pool
6.50
03/01/2034
0.00
Ginnie Mae II Pool
7.50
01/20/2031
0.00
Ginnie Mae I Pool
6.00
03/15/2033
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
7.50
07/01/2037
0.00
Ginnie Mae I Pool
6.00
03/15/2032
0.00
Fannie Mae Pool
6.50
08/01/2034
0.00
Fannie Mae Pool
7.50
07/01/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2028
0.00
Fannie Mae Pool
6.50
03/01/2028
0.00
Fannie Mae Pool
7.00
03/01/2035
0.00
Ginnie Mae I Pool
6.50
06/15/2031
0.00
Fannie Mae Pool
7.00
05/01/2035
0.00
Ginnie Mae I Pool
6.00
10/15/2032
0.00
Fannie Mae Pool
7.00
01/01/2028
0.00
Freddie Mac Gold Pool
8.00
08/01/2024
0.00
Fannie Mae Pool
8.00
10/01/2027
0.00
Ginnie Mae I Pool
6.00
06/15/2033
0.00
Fannie Mae Pool
8.50
10/01/2026
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Fannie Mae Pool
6.95
10/01/2025
0.00
Freddie Mac Gold Pool
8.00
06/01/2031
0.00
Fannie Mae Pool
7.00
09/01/2032
0.00
Ginnie Mae I Pool
7.50
09/15/2023
0.00
Freddie Mac Gold Pool
7.50
09/01/2030
0.00
Ginnie Mae I Pool
8.00
07/15/2026
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Fannie Mae Pool
7.50
06/01/2031
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Ginnie Mae II Pool
6.95
11/20/2025
0.00
Ginnie Mae I Pool
6.50
10/15/2031
0.00
Ginnie Mae I Pool
6.50
07/15/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2028
0.00
Fannie Mae Pool
8.50
01/01/2025
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Ginnie Mae I Pool
6.50
04/15/2032
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
Ginnie Mae I Pool
7.00
04/15/2024
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Freddie Mac Gold Pool
6.00
09/01/2029
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Ginnie Mae I Pool
7.50
12/15/2028
0.00
Ginnie Mae I Pool
7.00
04/15/2031
0.00
Fannie Mae Pool
7.00
09/01/2025
0.00
Ginnie Mae I Pool
7.00
07/15/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2031
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
6.50
01/15/2029
0.00
Ginnie Mae I Pool
7.00
02/15/2031
0.00
Ginnie Mae I Pool
6.50
09/15/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Freddie Mac Gold Pool
8.00
12/01/2025
0.00
Fannie Mae Pool
7.00
03/01/2032
0.00
Fannie Mae Pool
6.50
07/01/2031
0.00
Freddie Mac Gold Pool
7.00
08/01/2024
0.00
Ginnie Mae I Pool
7.50
09/15/2031
0.00
Freddie Mac Gold Pool
7.00
01/01/2023
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Fannie Mae Pool
7.00
12/01/2031
0.00
Ginnie Mae I Pool
7.00
05/15/2028
0.00
Ginnie Mae I Pool
7.00
11/15/2027
0.00
Fannie Mae Pool
7.50
12/01/2026
0.00
Ginnie Mae I Pool
6.50
08/15/2032
0.00
Freddie Mac Gold Pool
8.50
12/01/2026
0.00
Ginnie Mae I Pool
6.00
03/15/2033
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
7.50
04/01/2030
0.00
Freddie Mac Gold Pool
8.00
08/01/2024
0.00
Ginnie Mae I Pool
6.00
01/15/2032
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
6.50
12/15/2023
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Fannie Mae Pool
7.00
08/01/2031
0.00
Freddie Mac Gold Pool
7.50
05/01/2031
0.00
Ginnie Mae I Pool
6.50
07/15/2032
0.00
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2024
0.00
Fannie Mae Pool
7.50
07/01/2027
0.00
Fannie Mae Pool
7.50
01/01/2030
0.00
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
7.50
02/01/2030
0.00
Fannie Mae Pool
6.50
11/01/2037
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Ginnie Mae I Pool
6.50
08/15/2031
0.00
Ginnie Mae I Pool
7.00
04/15/2024
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Ginnie Mae I Pool
7.50
06/15/2023
0.00
Ginnie Mae I Pool
6.00
10/15/2032
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Ginnie Mae I Pool
7.50
07/15/2023
0.00
Fannie Mae Pool
8.50
09/01/2024
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
5.00
08/01/2033
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Ginnie Mae I Pool
7.00
05/15/2024
0.00
Fannie Mae Pool
6.50
02/01/2037
0.00
Freddie Mac Gold Pool
6.50
07/01/2023
0.00
Freddie Mac Gold Pool
7.00
01/01/2026
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Ginnie Mae I Pool
7.00
02/15/2024
0.00
Ginnie Mae I Pool
6.50
01/15/2032
0.00
Ginnie Mae I Pool
6.50
02/15/2026
0.00
Fannie Mae Pool
6.50
11/01/2036
0.00
Fannie Mae Pool
6.50
01/01/2037
0.00
Ginnie Mae I Pool
7.50
06/15/2023
0.00
Fannie Mae Pool
6.00
04/01/2037
0.00
Ginnie Mae I Pool
6.50
09/15/2032
0.00
Fannie Mae REMICS
2.50
03/25/2026
0.00
Ginnie Mae I Pool
7.50
02/15/2023
0.00
Freddie Mac REMICS
3.00
04/15/2026
0.00
CASH & EQUIVALENTS
0.00
-0.06
as of 12/31/2022
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Fannie Mae or Freddie Mac | 5.50 | 01/01/2053 | 4.25 |
Fannie Mae or Freddie Mac | 5.00 | 01/01/2053 | 4.06 |
Federal Home Loan Banks | 0.50 | 04/14/2025 | 3.95 |
Canadian Imperial Bank of Commerce/ | 4.55 | 02/21/2023 | 2.97 |
United States Treasury Note/Bond | 1.12 | 02/28/2027 | 2.42 |
United States Treasury Note/Bond | 0.38 | 11/30/2025 | 2.39 |
United States Treasury Note/Bond | 2.88 | 08/15/2028 | 2.10 |
United States Treasury Note/Bond | 1.50 | 08/15/2026 | 2.01 |
United States Treasury Note/Bond | 0.25 | 03/15/2024 | 1.97 |
United States Treasury Note/Bond | 0.88 | 06/30/2026 | 1.86 |
United States Treasury Note/Bond | 0.38 | 12/31/2025 | 1.86 |
United States Treasury Note/Bond | 2.75 | 05/31/2023 | 1.85 |
Freddie Mac Pool | 5.50 | 11/01/2052 | 1.79 |
United States Treasury Note/Bond | 0.12 | 02/28/2023 | 1.64 |
United States Treasury Note/Bond | 2.12 | 05/15/2025 | 1.54 |
Federal National Mortgage Associati | 0.75 | 10/08/2027 | 1.53 |
Freddie Mac Multifamily Structured | 2.51 | 12/25/2025 | 1.41 |
Freddie Mac Multifamily Structured | 2.88 | 04/25/2026 | 1.41 |
Fannie Mae-Aces | 3.27 | 02/25/2029 | 1.38 |
Freddie Mac Multifamily Structured | 2.15 | 12/25/2028 | 1.35 |
Freddie Mac Multifamily Structured | 3.02 | 04/25/2029 | 1.34 |
Fannie Mae Pool | 2.50 | 07/01/2035 | 1.30 |
Fannie Mae Pool | 2.50 | 12/01/2034 | 1.27 |
Invesco Government & Agency Portfol | 1.18 | ||
United States Treasury Note/Bond | 1.62 | 04/30/2023 | 1.18 |
United States Treasury Note/Bond | 1.25 | 06/30/2028 | 1.15 |
Fannie Mae Pool | 3.59 | 10/01/2028 | 1.14 |
Israel Government AID Bond | 5.12 | 11/01/2024 | 1.13 |
Freddie Mac Pool | 2.50 | 12/01/2050 | 1.13 |
Ginnie Mae II Pool | 4.50 | 01/01/2053 | 1.09 |
MFA 2021-INV2 Trust | 1.91 | 11/25/2056 | 1.09 |
Ginnie Mae II Pool | 4.00 | 01/01/2053 | 1.08 |
Federal National Mortgage Associati | 0.50 | 11/07/2025 | 1.07 |
United States Treasury Note/Bond | 0.12 | 01/31/2023 | 1.05 |
Fannie Mae Pool | 2.00 | 01/01/2051 | 1.05 |
United States Treasury Note/Bond | 5.38 | 02/15/2031 | 1.04 |
COLT 2021-4 Mortgage Loan Trust | 1.40 | 10/25/2066 | 1.03 |
Freddie Mac Pool | 2.50 | 05/01/2035 | 1.01 |
Ginnie Mae II Pool | 3.00 | 10/20/2049 | 0.98 |
Fannie Mae Pool | 2.00 | 09/01/2035 | 0.94 |
United States Treasury Note/Bond | 2.25 | 11/15/2024 | 0.91 |
Freddie Mac Pool | 3.00 | 01/01/2050 | 0.88 |
Bank of Nova Scotia/Houston | 5.00 | 12/13/2023 | 0.86 |
Textainer Marine Containers VII Ltd | 2.82 | 04/20/2046 | 0.86 |
United States Treasury Note/Bond | 0.25 | 05/15/2024 | 0.84 |
FRESB 2019-SB63 Mortgage Trust | 2.55 | 02/25/2039 | 0.84 |
SG Residential Mortgage Trust 2021- | 1.74 | 12/25/2061 | 0.83 |
United States Treasury Note/Bond | 2.25 | 11/15/2027 | 0.79 |
United States Treasury Note/Bond | 2.25 | 11/15/2025 | 0.79 |
GCAT 2019-NQM2 Trust | 2.55 | 01/25/2060 | 0.77 |
Government National Mortgage Associ | 2.50 | 07/20/2049 | 0.76 |
Government National Mortgage Associ | 1.50 | 04/16/2062 | 0.76 |
United States Treasury Note/Bond | 2.00 | 05/31/2024 | 0.71 |
Ginnie Mae II Pool | 3.50 | 05/20/2050 | 0.71 |
United States Treasury Note/Bond | 2.88 | 11/30/2025 | 0.71 |
United States Treasury Note/Bond | 2.38 | 05/15/2029 | 0.70 |
Fannie Mae Pool | 4.00 | 09/01/2043 | 0.70 |
Freddie Mac Pool | 2.50 | 10/01/2034 | 0.69 |
Freddie Mac Pool | 3.00 | 12/01/2049 | 0.69 |
Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.68 |
Fannie Mae Pool | 3.00 | 03/01/2050 | 0.64 |
Fannie Mae Pool | 2.50 | 03/01/2035 | 0.63 |
Connecticut Avenue Securities Trust | 6.03 | 03/25/2042 | 0.61 |
Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.57 |
Ginnie Mae II Pool | 6.10 | 12/20/2033 | 0.57 |
Government National Mortgage Associ | 3.00 | 11/20/2048 | 0.56 |
Freddie Mac Pool | 2.50 | 10/01/2034 | 0.56 |
United States Treasury Note/Bond | 2.62 | 12/31/2023 | 0.55 |
NextGear Floorplan Master Owner Tru | 0.85 | 07/15/2026 | 0.55 |
United States Treasury Note/Bond | 2.75 | 02/15/2028 | 0.53 |
SMB Private Education Loan Trust 20 | 1.34 | 03/17/2053 | 0.53 |
Government National Mortgage Associ | 4.42 | 08/20/2047 | 0.53 |
Government National Mortgage Associ | 5.90 | 01/20/2039 | 0.52 |
Fannie Mae Pool | 3.00 | 07/01/2032 | 0.51 |
Textainer Marine Containers VII Ltd | 2.11 | 09/20/2045 | 0.51 |
Ginnie Mae II Pool | 3.00 | 11/20/2049 | 0.51 |
Freddie Mac Pool | 3.00 | 12/01/2049 | 0.51 |
Freddie Mac REMICS | 4.77 | 02/15/2042 | 0.51 |
Fannie Mae REMICS | 3.33 | 12/25/2056 | 0.50 |
Freddie Mac Multifamily Structured | 2.76 | 12/25/2028 | 0.50 |
United States Treasury Note/Bond | 0.50 | 06/30/2027 | 0.48 |
Government National Mortgage Associ | 3.00 | 10/20/2048 | 0.45 |
Starwood Mortgage Residential Trust | 2.45 | 12/25/2066 | 0.43 |
Freddie Mac Pool | 2.50 | 09/01/2034 | 0.43 |
Fannie Mae REMICS | 3.40 | 02/25/2056 | 0.41 |
United States Treasury Bill | 0.00 | 05/11/2023 | 0.39 |
Fannie Mae REMICS | 6.60 | 06/25/2039 | 0.39 |
Fannie Mae Pool | 4.00 | 12/01/2048 | 0.37 |
Freddie Mac STACR REMIC Trust 2021- | 6.03 | 10/25/2033 | 0.36 |
Freddie Mac Non Gold Pool | 2.91 | 01/01/2048 | 0.36 |
Fannie Mae Pool | 3.00 | 12/01/2031 | 0.35 |
New Residential Mortgage Loan Trust | 5.14 | 01/25/2048 | 0.34 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.32 |
Freddie Mac REMICS | 3.67 | 11/15/2036 | 0.31 |
New Residential Mortgage Loan Trust | 2.77 | 01/26/2060 | 0.30 |
Fannie Mae Pool | 4.00 | 12/01/2048 | 0.30 |
Fannie Mae Pool | 4.50 | 08/01/2041 | 0.30 |
Freddie Mac Non Gold Pool | 3.91 | 09/01/2035 | 0.28 |
Government National Mortgage Associ | 2.41 | 09/20/2041 | 0.28 |
United States Treasury Note/Bond | 2.38 | 05/15/2027 | 0.28 |
Freddie Mac Non Gold Pool | 3.49 | 07/01/2036 | 0.28 |
Government National Mortgage Associ | 5.05 | 05/20/2040 | 0.27 |
Fannie Mae REMICS | 4.69 | 05/25/2036 | 0.27 |
Fannie Mae REMICS | 1.50 | 01/25/2028 | 0.26 |
Fannie Mae Pool | 4.46 | 10/01/2034 | 0.24 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.24 |
Fannie Mae Connecticut Avenue Secur | 8.39 | 05/25/2025 | 0.24 |
Freddie Mac Strips | 3.60 | 10/15/2037 | 0.24 |
Fannie Mae REMICS | 3.45 | 08/25/2044 | 0.21 |
Freddie Mac REMICS | 4.72 | 06/15/2037 | 0.21 |
Fannie Mae REMICS | 4.00 | 07/25/2040 | 0.19 |
Angel Oak Mortgage Trust 2020-6 | 1.52 | 05/25/2065 | 0.19 |
Freddie Mac REMICS | 4.82 | 12/15/2035 | 0.18 |
Fannie Mae Pool | 3.50 | 08/01/2027 | 0.18 |
United States Treasury Note/Bond | 1.62 | 10/31/2023 | 0.18 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.18 |
Freddie Mac Gold Pool | 7.00 | 03/01/2033 | 0.17 |
Fannie Mae Pool | 4.50 | 06/01/2039 | 0.17 |
Freddie Mac REMICS | 4.62 | 09/15/2044 | 0.15 |
Freddie Mac REMICS | 4.77 | 03/15/2040 | 0.15 |
Fannie Mae REMICS | 4.91 | 11/25/2041 | 0.15 |
Fannie Mae Pool | 3.50 | 05/01/2027 | 0.15 |
Freddie Mac REMICS | 4.69 | 03/15/2037 | 0.14 |
Fannie Mae REMICS | 4.84 | 03/25/2037 | 0.14 |
Freddie Mac Gold Pool | 6.50 | 12/01/2033 | 0.14 |
Freddie Mac REMICS | 4.62 | 03/15/2036 | 0.14 |
Government National Mortgage Associ | 5.68 | 08/20/2034 | 0.13 |
Mello Mortgage Capital Acceptance 2 | 2.50 | 06/25/2051 | 0.13 |
Freddie Mac Non Gold Pool | 3.82 | 10/01/2036 | 0.13 |
Fannie Mae Pool | 5.50 | 05/01/2035 | 0.13 |
Government National Mortgage Associ | 5.13 | 09/16/2039 | 0.13 |
Ginnie Mae II Pool | 3.50 | 10/20/2042 | 0.13 |
Ginnie Mae I Pool | 7.50 | 10/15/2035 | 0.12 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.12 |
Freddie Mac Gold Pool | 4.50 | 01/01/2040 | 0.12 |
Fannie Mae Pool | 8.00 | 10/01/2032 | 0.11 |
Fannie Mae REMICS | 2.00 | 03/25/2051 | 0.11 |
Freddie Mac Gold Pool | 5.00 | 01/01/2040 | 0.11 |
United States Treasury Note/Bond | 1.62 | 08/15/2029 | 0.10 |
Freddie Mac Non Gold Pool | 3.42 | 06/01/2043 | 0.10 |
Fannie Mae Pool | 3.95 | 05/01/2044 | 0.10 |
Government National Mortgage Associ | 3.50 | 03/20/2049 | 0.10 |
Freddie Mac Gold Pool | 7.00 | 11/01/2035 | 0.10 |
Fannie Mae REMICS | 4.94 | 02/25/2041 | 0.09 |
Fannie Mae REMICS | 4.89 | 05/25/2041 | 0.09 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.09 |
Freddie Mac Gold Pool | 6.03 | 10/20/2030 | 0.09 |
Fannie Mae Pool | 7.50 | 08/01/2032 | 0.09 |
Fannie Mae Pool | 6.00 | 04/01/2035 | 0.09 |
Fannie Mae Pool | 7.50 | 07/01/2029 | 0.09 |
Fannie Mae REMICS | 6.50 | 03/25/2032 | 0.08 |
Freddie Mac Non Gold Pool | 3.44 | 07/01/2038 | 0.08 |
Freddie Mac REMICS | 5.18 | 11/15/2039 | 0.08 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.08 |
Government National Mortgage Associ | 4.52 | 07/20/2041 | 0.07 |
Fannie Mae Pool | 3.77 | 08/01/2043 | 0.07 |
Fannie Mae-Aces | 2.76 | 09/25/2023 | 0.07 |
Fannie Mae Pool | 4.50 | 08/01/2039 | 0.07 |
Fannie Mae Pool | 8.00 | 01/01/2030 | 0.06 |
Banc of America Commercial Mortgage | 0.75 | 09/15/2048 | 0.06 |
Freddie Mac REMICS | 4.82 | 03/15/2040 | 0.06 |
Freddie Mac Gold Pool | 6.50 | 12/01/2035 | 0.06 |
Freddie Mac Non Gold Pool | 4.19 | 11/01/2037 | 0.06 |
Bear Stearns ARM Trust 2004-10 | 3.87 | 01/25/2035 | 0.06 |
Fannie Mae Pool | 5.50 | 04/01/2035 | 0.05 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.05 |
Fannie Mae Pool | 7.50 | 08/01/2036 | 0.05 |
COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.04 |
Fannie Mae Pool | 6.50 | 03/01/2034 | 0.04 |
Fannie Mae Pool | 3.90 | 02/01/2042 | 0.04 |
Ginnie Mae I Pool | 6.50 | 11/15/2027 | 0.04 |
Ginnie Mae I Pool | 6.50 | 08/15/2034 | 0.04 |
Fannie Mae Pool | 6.50 | 09/01/2037 | 0.04 |
Fannie Mae Pool | 5.00 | 12/01/2033 | 0.04 |
Fannie Mae Pool | 8.00 | 07/01/2037 | 0.04 |
Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.03 |
Fannie Mae Pool | 6.00 | 10/01/2036 | 0.03 |
Freddie Mac Gold Pool | 7.50 | 07/01/2034 | 0.03 |
Fannie Mae Pool | 8.50 | 11/01/2030 | 0.03 |
Ginnie Mae I Pool | 7.00 | 12/15/2031 | 0.03 |
Freddie Mac Gold Pool | 6.00 | 07/01/2038 | 0.03 |
Fannie Mae Pool | 7.50 | 03/01/2031 | 0.03 |
Fannie Mae Pool | 6.50 | 11/01/2034 | 0.03 |
Fannie Mae Pool | 6.50 | 04/01/2035 | 0.03 |
Fannie Mae Pool | 7.00 | 09/01/2031 | 0.03 |
Fannie Mae Pool | 7.50 | 08/01/2035 | 0.03 |
Freddie Mac Gold Pool | 7.00 | 03/01/2030 | 0.03 |
Ginnie Mae I Pool | 8.50 | 10/15/2036 | 0.02 |
Ginnie Mae I Pool | 7.00 | 04/15/2033 | 0.02 |
Fannie Mae Pool | 7.50 | 11/01/2033 | 0.02 |
Fannie Mae Pool | 8.00 | 12/01/2029 | 0.02 |
Ginnie Mae I Pool | 6.50 | 09/15/2034 | 0.02 |
Ginnie Mae I Pool | 6.50 | 08/15/2029 | 0.02 |
Ginnie Mae I Pool | 8.00 | 01/15/2037 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2029 | 0.02 |
Fannie Mae Pool | 7.50 | 06/01/2036 | 0.02 |
Freddie Mac Gold Pool | 7.50 | 03/01/2032 | 0.02 |
Ginnie Mae I Pool | 6.00 | 09/15/2029 | 0.02 |
Fannie Mae REMICS | 5.75 | 10/25/2035 | 0.02 |
Fannie Mae Pool | 3.49 | 05/01/2035 | 0.02 |
Fannie Mae Pool | 7.00 | 06/01/2032 | 0.02 |
Fannie Mae Pool | 6.00 | 06/01/2027 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2030 | 0.02 |
Fannie Mae Pool | 7.00 | 07/01/2031 | 0.02 |
Fannie Mae Pool | 6.50 | 02/01/2036 | 0.02 |
Fannie Mae Pool | 7.50 | 06/01/2031 | 0.02 |
Ginnie Mae I Pool | 6.50 | 06/15/2025 | 0.02 |
Ginnie Mae II Pool | 7.00 | 10/20/2035 | 0.02 |
Fannie Mae Pool | 7.50 | 08/01/2036 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2027 | 0.02 |
Ginnie Mae I Pool | 6.50 | 01/15/2032 | 0.02 |
Ginnie Mae I Pool | 8.00 | 11/15/2031 | 0.02 |
Freddie Mac Gold Pool | 7.50 | 07/25/2032 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2025 | 0.02 |
Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.02 |
Fannie Mae Pool | 8.00 | 10/01/2037 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 06/01/2035 | 0.01 |
Fannie Mae Pool | 6.50 | 07/01/2026 | 0.01 |
Ginnie Mae I Pool | 6.50 | 08/15/2025 | 0.01 |
Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 10/01/2034 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 07/01/2032 | 0.01 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 0.01 |
Fannie Mae REMICS | 7.00 | 09/18/2027 | 0.01 |
Ginnie Mae I Pool | 7.50 | 11/15/2028 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 11/01/2034 | 0.01 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.01 |
Fannie Mae Pool | 8.00 | 09/01/2030 | 0.01 |
Fannie Mae Pool | 7.00 | 05/01/2035 | 0.01 |
Freddie Mac Gold Pool | 8.00 | 02/01/2035 | 0.01 |
Fannie Mae Pool | 7.50 | 08/01/2037 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 07/01/2034 | 0.01 |
Fannie Mae Pool | 6.50 | 10/01/2033 | 0.01 |
Fannie Mae Pool | 7.50 | 08/01/2030 | 0.01 |
Fannie Mae Pool | 7.50 | 10/01/2034 | 0.01 |
Freddie Mac Non Gold Pool | 4.16 | 10/01/2036 | 0.01 |
Ginnie Mae I Pool | 8.00 | 01/15/2031 | 0.01 |
Fannie Mae Pool | 4.50 | 11/01/2024 | 0.01 |
Fannie Mae Pool | 7.00 | 01/01/2032 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 11/01/2032 | 0.01 |
Fannie Mae Pool | 7.00 | 02/01/2036 | 0.01 |
Fannie Mae Pool | 6.50 | 12/01/2034 | 0.01 |
Fannie Mae Pool | 8.00 | 11/01/2036 | 0.01 |
Fannie Mae Pool | 7.00 | 05/01/2033 | 0.01 |
Fannie Mae Pool | 8.50 | 10/01/2032 | 0.01 |
Ginnie Mae II Pool | 6.38 | 10/20/2027 | 0.01 |
Ginnie Mae I Pool | 8.00 | 03/15/2032 | 0.01 |
Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.01 |
Fannie Mae Pool | 8.50 | 12/01/2036 | 0.01 |
Ginnie Mae I Pool | 8.50 | 01/15/2037 | 0.01 |
Freddie Mac Gold Pool | 8.00 | 05/01/2032 | 0.01 |
Fannie Mae Pool | 8.00 | 04/01/2033 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 09/01/2034 | 0.01 |
Fannie Mae Pool | 7.00 | 09/01/2032 | 0.01 |
Fannie Mae Pool | 8.00 | 08/01/2032 | 0.01 |
Ginnie Mae I Pool | 5.00 | 02/15/2025 | 0.01 |
Ginnie Mae I Pool | 6.50 | 02/15/2026 | 0.01 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.01 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.01 |
Ginnie Mae I Pool | 8.00 | 03/15/2031 | 0.01 |
Fannie Mae Pool | 6.00 | 10/01/2038 | 0.01 |
Fannie Mae Pool | 4.50 | 02/01/2025 | 0.01 |
Fannie Mae Pool | 7.50 | 06/01/2032 | 0.01 |
Fannie Mae Pool | 7.00 | 02/01/2032 | 0.01 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.01 |
Freddie Mac Gold Pool | 8.00 | 01/01/2028 | 0.01 |
Ginnie Mae I Pool | 6.00 | 08/15/2033 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.01 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.01 |
Fannie Mae Pool | 7.00 | 12/01/2035 | 0.01 |
Ginnie Mae II Pool | 6.38 | 12/20/2027 | 0.01 |
Ginnie Mae I Pool | 6.50 | 03/15/2029 | 0.01 |
Ginnie Mae I Pool | 7.00 | 12/15/2036 | 0.01 |
Fannie Mae Pool | 6.00 | 01/01/2037 | 0.01 |
Ginnie Mae I Pool | 7.50 | 03/15/2029 | 0.01 |
Fannie Mae Pool | 8.50 | 12/01/2026 | 0.01 |
Fannie Mae Pool | 7.00 | 04/01/2032 | 0.01 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.01 |
Government National Mortgage Associ | 6.00 | 01/16/2025 | 0.01 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 05/01/2030 | 0.01 |
Ginnie Mae I Pool | 7.00 | 05/15/2032 | 0.01 |
Freddie Mac Gold Pool | 7.05 | 05/20/2027 | 0.01 |
Freddie Mac Non Gold Pool | 2.45 | 01/01/2038 | 0.01 |
Freddie Mac Gold Pool | 6.00 | 02/01/2034 | 0.01 |
Freddie Mac Gold Pool | 8.50 | 11/01/2030 | 0.00 |
Ginnie Mae I Pool | 7.50 | 07/15/2032 | 0.00 |
Fannie Mae Pool | 2.89 | 03/01/2038 | 0.00 |
Fannie Mae Pool | 8.50 | 09/01/2029 | 0.00 |
Ginnie Mae II Pool | 6.95 | 09/20/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 11/17/2030 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2031 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2024 | 0.00 |
Fannie Mae Pool | 7.50 | 08/01/2034 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 09/01/2034 | 0.00 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Ginnie Mae II Pool | 6.95 | 08/20/2025 | 0.00 |
Government National Mortgage Associ | 4.60 | 01/20/2042 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2029 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2029 | 0.00 |
Fannie Mae Pool | 7.00 | 02/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 12/01/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2031 | 0.00 |
Fannie Mae Pool | 6.75 | 07/01/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2035 | 0.00 |
Fannie Mae Pool | 7.50 | 04/01/2024 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2032 | 0.00 |
Ginnie Mae I Pool | 6.00 | 05/15/2033 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
Fannie Mae Pool | 8.50 | 10/01/2033 | 0.00 |
Ginnie Mae II Pool | 7.50 | 03/20/2031 | 0.00 |
Ginnie Mae II Pool | 7.50 | 02/20/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 03/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2024 | 0.00 |
Fannie Mae Pool | 8.50 | 02/01/2025 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2032 | 0.00 |
Fannie Mae Pool | 6.00 | 11/01/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2034 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 05/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
Fannie Mae Pool | 8.00 | 07/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2023 | 0.00 |
Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 10/01/2032 | 0.00 |
Ginnie Mae II Pool | 7.50 | 10/20/2030 | 0.00 |
Fannie Mae Pool | 7.50 | 05/01/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 08/01/2026 | 0.00 |
Ginnie Mae II Pool | 7.50 | 08/20/2030 | 0.00 |
Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2034 | 0.00 |
Ginnie Mae II Pool | 7.50 | 01/20/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2037 | 0.00 |
Ginnie Mae I Pool | 6.00 | 03/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2034 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2028 | 0.00 |
Fannie Mae Pool | 7.00 | 03/01/2035 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 05/01/2035 | 0.00 |
Ginnie Mae I Pool | 6.00 | 10/15/2032 | 0.00 |
Fannie Mae Pool | 7.00 | 01/01/2028 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2024 | 0.00 |
Fannie Mae Pool | 8.00 | 10/01/2027 | 0.00 |
Ginnie Mae I Pool | 6.00 | 06/15/2033 | 0.00 |
Fannie Mae Pool | 8.50 | 10/01/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
Fannie Mae Pool | 6.95 | 10/01/2025 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 06/01/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 09/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2023 | 0.00 |
Freddie Mac Gold Pool | 7.50 | 09/01/2030 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2026 | 0.00 |
Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 06/01/2031 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae II Pool | 6.95 | 11/20/2025 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2028 | 0.00 |
Fannie Mae Pool | 8.50 | 01/01/2025 | 0.00 |
Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 09/01/2029 | 0.00 |
Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 12/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 09/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 12/01/2025 | 0.00 |
Fannie Mae Pool | 7.00 | 03/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 08/01/2024 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 01/01/2023 | 0.00 |
Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2027 | 0.00 |
Fannie Mae Pool | 7.50 | 12/01/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2032 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 12/01/2026 | 0.00 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 04/01/2030 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
Fannie Mae Pool | 7.00 | 08/01/2031 | 0.00 |
Freddie Mac Gold Pool | 7.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2024 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2027 | 0.00 |
Fannie Mae Pool | 7.50 | 01/01/2030 | 0.00 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2030 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2037 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.50 | 06/15/2023 | 0.00 |
Ginnie Mae I Pool | 6.00 | 10/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 07/15/2023 | 0.00 |
Fannie Mae Pool | 8.50 | 09/01/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Fannie Mae Pool | 5.00 | 08/01/2033 | 0.00 |
Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2037 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 07/01/2023 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 01/01/2026 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2026 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2036 | 0.00 |
Fannie Mae Pool | 6.50 | 01/01/2037 | 0.00 |
Ginnie Mae I Pool | 7.50 | 06/15/2023 | 0.00 |
Fannie Mae Pool | 6.00 | 04/01/2037 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.00 |
Fannie Mae REMICS | 2.50 | 03/25/2026 | 0.00 |
Ginnie Mae I Pool | 7.50 | 02/15/2023 | 0.00 |
Freddie Mac REMICS | 3.00 | 04/15/2026 | 0.00 |
CASH & EQUIVALENTS | 0.00 | -0.06 |