Invesco V.I. Government Securities Fund
as of 12/31/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Federal Home Loan Banks
0.50
04/14/2025
4.10
Fannie Mae or Freddie Mac
5.00
01/01/2053
4.10
Ginnie Mae II Pool
6.00
01/01/2054
4.08
Ginnie Mae II Pool
5.50
01/01/2054
3.71
Ginnie Mae II Pool
5.00
01/01/2054
3.60
Ginnie Mae II Pool
4.50
01/01/2046
3.11
Australia & New Zealand Banking Gro
0.00
02/02/2024
2.66
BPCE SA
0.00
02/27/2024
2.65
United States Treasury Note/Bond
1.12
02/28/2027
2.49
United States Treasury Note/Bond
2.12
05/15/2025
2.21
United States Treasury Note/Bond
0.38
11/30/2025
2.21
United States Treasury Note/Bond
2.88
08/15/2028
2.13
Fannie Mae or Freddie Mac
4.00
01/01/2051
2.11
ING US Funding LLC
5.98
04/24/2024
2.08
United States Treasury Note/Bond
1.50
08/15/2026
2.07
United States Treasury Note/Bond
0.25
03/15/2024
1.83
Freddie Mac Pool
5.50
11/01/2052
1.69
Federal National Mortgage Associati
0.75
10/08/2027
1.58
Freddie Mac Pool
5.50
03/01/2053
1.55
Banco Santander SA/New York
5.75
11/27/2024
1.49
Freddie Mac Multifamily Structured
2.51
12/25/2025
1.44
Freddie Mac Multifamily Structured
2.88
04/25/2026
1.43
Freddie Mac Multifamily Structured
2.15
12/25/2028
1.39
Freddie Mac Multifamily Structured
3.02
04/25/2029
1.39
Fannie Mae-Aces
3.27
02/25/2029
1.38
United States Treasury Note/Bond
0.38
12/31/2025
1.38
Fannie Mae or Freddie Mac
5.50
01/01/2053
1.25
Freddie Mac STACR REMIC Trust 2022-
7.64
08/25/2042
1.25
United States Treasury Note/Bond
1.25
06/30/2028
1.19
Fannie Mae Pool
2.50
07/01/2035
1.17
Fannie Mae Pool
2.50
12/01/2034
1.17
Israel Government AID Bond
5.12
11/01/2024
1.13
Federal National Mortgage Associati
0.50
11/07/2025
1.11
Ginnie Mae II Pool
4.00
01/01/2049
1.09
Freddie Mac Pool
2.50
12/01/2050
1.05
United States Treasury Note/Bond
2.38
05/15/2027
1.05
United States Treasury Note/Bond
5.38
02/15/2031
1.04
Fannie Mae Pool
6.00
08/01/2053
1.00
Fannie Mae Pool
5.00
04/01/2053
1.00
Fannie Mae Pool
2.00
03/01/2051
0.98
Freddie Mac Pool
6.00
06/01/2053
0.98
Ginnie Mae II Pool
3.00
10/20/2049
0.94
United States Treasury Note/Bond
2.25
11/15/2024
0.93
COLT 2021-4 Mortgage Loan Trust
1.40
10/25/2066
0.92
Fannie Mae Pool
6.00
10/01/2053
0.90
Freddie Mac Pool
2.50
05/01/2035
0.89
United States Treasury Note/Bond
0.25
05/15/2024
0.88
Fannie Mae or Freddie Mac
6.00
01/01/2054
0.87
Bank of Montreal
5.79
12/13/2024
0.86
Freddie Mac Pool
3.00
01/01/2050
0.84
Freddie Mac Pool
5.50
05/01/2053
0.84
CHNGE Mortgage Trust 2023-3
7.10
07/25/2058
0.82
Textainer Marine Containers VII Ltd
2.82
04/20/2046
0.82
United States Treasury Note/Bond
2.25
11/15/2027
0.81
United States Treasury Note/Bond
2.25
11/15/2025
0.80
Fannie Mae Pool
2.00
09/01/2035
0.79
FRESB 2019-SB63 Mortgage Trust
2.55
02/25/2039
0.78
SG Residential Mortgage Trust 2021-
1.74
12/25/2061
0.77
United States Treasury Note/Bond
2.00
05/31/2024
0.73
United States Treasury Note/Bond
2.88
11/30/2025
0.72
United States Treasury Note/Bond
2.38
05/15/2029
0.72
Government National Mortgage Associ
1.50
04/16/2062
0.71
GCAT 2019-NQM2 Trust
2.55
01/25/2060
0.68
Government National Mortgage Associ
2.50
07/20/2049
0.67
Ginnie Mae II Pool
3.50
05/20/2050
0.67
Freddie Mac Pool
3.00
12/01/2049
0.64
Fannie Mae Pool
4.00
09/01/2043
0.62
Ginnie Mae II Pool
3.50
06/20/2050
0.60
Freddie Mac Pool
2.50
10/01/2034
0.60
UBS AG/London
6.04
05/02/2024
0.60
Fannie Mae Pool
3.00
03/01/2050
0.59
NextGear Floorplan Master Owner Tru
0.85
07/15/2026
0.58
Fannie Mae Pool
2.50
03/01/2035
0.58
Invesco Government & Agency Portfol
0.57
United States Treasury Note/Bond
0.88
06/30/2026
0.55
United States Treasury Note/Bond
2.75
02/15/2028
0.54
Freddie Mac Pool
2.50
10/01/2034
0.51
Connecticut Avenue Securities Trust
7.44
03/25/2042
0.50
United States Treasury Note/Bond
0.50
06/30/2027
0.50
Government National Mortgage Associ
3.00
11/20/2048
0.50
Freddie Mac Gold Pool
3.00
02/01/2032
0.49
United States Treasury Bill
0.00
04/18/2024
0.48
Connecticut Avenue Securities Trust
7.84
04/25/2043
0.47
Textainer Marine Containers VII Ltd
2.11
09/20/2045
0.47
Ginnie Mae II Pool
3.00
11/20/2049
0.47
Ginnie Mae II Pool
6.10
12/20/2033
0.46
Government National Mortgage Associ
5.76
08/20/2047
0.44
Government National Mortgage Associ
5.89
01/20/2039
0.44
Fannie Mae Pool
3.00
07/01/2032
0.43
Freddie Mac Pool
3.00
12/01/2049
0.43
Freddie Mac REMICS
5.90
02/15/2042
0.43
Fannie Mae REMICS
5.42
12/25/2056
0.42
SMB Private Education Loan Trust 20
1.34
03/17/2053
0.41
Government National Mortgage Associ
3.00
10/20/2048
0.40
Freddie Mac STACR REMIC Trust 2021-
7.44
10/25/2033
0.37
Freddie Mac Pool
2.50
09/01/2034
0.36
Fannie Mae REMICS
5.38
02/25/2056
0.34
Freddie Mac Non Gold Pool
2.91
01/01/2048
0.34
Fannie Mae Pool
4.00
12/01/2048
0.33
Fannie Mae REMICS
6.59
06/25/2039
0.32
Chase Mortgage Finance Corp
3.75
12/25/2045
0.29
Fannie Mae Pool
3.00
12/01/2031
0.29
Fannie Mae Pool
4.00
12/01/2048
0.28
Fannie Mae Pool
4.50
08/01/2041
0.27
Freddie Mac Multifamily Structured
2.76
12/25/2028
0.27
New Residential Mortgage Loan Trust
6.22
01/25/2048
0.27
Freddie Mac REMICS
5.66
11/15/2036
0.26
Government National Mortgage Associ
6.17
05/20/2040
0.25
Freddie Mac Non Gold Pool
5.89
09/01/2035
0.24
Freddie Mac Non Gold Pool
5.52
07/01/2036
0.23
Government National Mortgage Associ
3.40
09/20/2041
0.23
Chase Mortgage Finance Corp
3.75
04/25/2045
0.22
Fannie Mae REMICS
5.75
05/25/2036
0.22
Freddie Mac Strips
5.60
10/15/2037
0.19
Freddie Mac REMICS
5.85
06/15/2037
0.19
Fannie Mae REMICS
5.49
08/25/2044
0.18
Fannie Mae Pool
6.46
10/01/2034
0.17
Fannie Mae REMICS
1.50
01/25/2028
0.17
Freddie Mac Gold Pool
4.50
08/01/2041
0.17
Fannie Mae REMICS
4.00
07/25/2040
0.16
Freddie Mac REMICS
5.95
12/15/2035
0.15
Fannie Mae Pool
4.50
06/01/2039
0.15
Freddie Mac Gold Pool
7.00
03/01/2033
0.14
Fannie Mae Pool
3.50
08/01/2027
0.14
Mello Mortgage Capital Acceptance 2
2.50
06/25/2051
0.13
Fannie Mae REMICS
5.90
03/25/2037
0.13
Freddie Mac REMICS
5.75
09/15/2044
0.12
Freddie Mac REMICS
5.82
03/15/2037
0.12
Fannie Mae REMICS
5.97
11/25/2041
0.12
Freddie Mac Gold Pool
4.50
08/01/2041
0.12
Fannie Mae Pool
5.50
05/01/2035
0.12
Ginnie Mae II Pool
3.50
10/20/2042
0.12
Freddie Mac Gold Pool
6.50
12/01/2033
0.12
Government National Mortgage Associ
5.68
08/20/2034
0.11
Government National Mortgage Associ
6.27
09/16/2039
0.11
United States Treasury Note/Bond
1.62
08/15/2029
0.11
Fannie Mae Pool
3.50
05/01/2027
0.11
Freddie Mac REMICS
5.90
03/15/2040
0.11
Freddie Mac Gold Pool
4.50
01/01/2040
0.10
Freddie Mac Non Gold Pool
5.82
10/01/2036
0.10
Freddie Mac REMICS
5.75
03/15/2036
0.10
Fannie Mae REMICS
2.00
03/25/2051
0.10
Freddie Mac Gold Pool
5.00
01/01/2040
0.09
Fannie Mae Pool
8.00
10/01/2032
0.09
Ginnie Mae I Pool
7.50
10/15/2035
0.09
Freddie Mac Gold Pool
4.50
08/01/2041
0.09
Government National Mortgage Associ
3.50
03/20/2049
0.09
Freddie Mac Gold Pool
7.00
11/01/2035
0.08
Freddie Mac Non Gold Pool
5.35
06/01/2043
0.08
Fannie Mae REMICS
6.00
02/25/2041
0.08
Freddie Mac Gold Pool
6.03
10/20/2030
0.08
Fannie Mae Pool
5.94
05/01/2044
0.08
Fannie Mae REMICS
5.95
05/25/2041
0.08
Fannie Mae Pool
6.00
04/01/2035
0.07
Freddie Mac REMICS
6.31
11/15/2039
0.07
Fannie Mae REMICS
6.50
03/25/2032
0.07
Fannie Mae Pool
7.50
07/01/2029
0.06
Government National Mortgage Associ
4.52
07/20/2041
0.06
Freddie Mac Non Gold Pool
5.41
07/01/2038
0.06
Ginnie Mae I Pool
8.00
12/15/2030
0.06
Fannie Mae Pool
4.50
08/01/2039
0.06
Fannie Mae Pool
7.50
08/01/2032
0.06
Freddie Mac Non Gold Pool
6.19
11/01/2037
0.05
Freddie Mac Gold Pool
6.50
12/01/2035
0.05
Fannie Mae Pool
5.76
08/01/2043
0.05
Fannie Mae Pool
7.50
05/01/2036
0.05
Bear Stearns ARM Trust 2004-10
0.00
01/25/2035
0.05
Fannie Mae Pool
8.00
01/01/2030
0.05
Fannie Mae Pool
7.50
08/01/2036
0.04
Fannie Mae Pool
5.50
04/01/2035
0.04
Fannie Mae Pool
6.50
03/01/2034
0.04
Fannie Mae Pool
6.50
09/01/2037
0.04
Fannie Mae Pool
5.89
02/01/2042
0.04
Banc of America Commercial Mortgage
0.74
09/15/2048
0.03
Fannie Mae Pool
8.00
07/01/2037
0.03
Fannie Mae Pool
5.00
12/01/2033
0.03
Ginnie Mae I Pool
6.50
11/15/2032
0.03
Freddie Mac Gold Pool
6.00
07/01/2038
0.03
Freddie Mac Gold Pool
7.50
07/01/2034
0.03
Fannie Mae Pool
6.00
10/01/2036
0.03
Fannie Mae Pool
8.50
11/01/2030
0.03
Ginnie Mae I Pool
7.00
12/15/2031
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
03/01/2031
0.03
Ginnie Mae I Pool
8.50
10/15/2036
0.02
Fannie Mae Pool
7.50
08/01/2035
0.02
Fannie Mae Pool
7.50
11/01/2033
0.02
Ginnie Mae I Pool
7.00
04/15/2033
0.02
Ginnie Mae I Pool
6.50
09/15/2034
0.02
Freddie Mac Gold Pool
7.00
03/01/2030
0.02
Ginnie Mae I Pool
8.00
01/15/2037
0.02
Fannie Mae Pool
7.50
06/01/2036
0.02
Ginnie Mae I Pool
6.50
08/15/2029
0.02
Ginnie Mae I Pool
6.00
09/15/2029
0.02
Freddie Mac Gold Pool
7.50
03/01/2032
0.02
Fannie Mae Pool
8.00
12/01/2029
0.02
Ginnie Mae I Pool
6.50
04/15/2029
0.02
Ginnie Mae I Pool
6.50
08/15/2034
0.02
Ginnie Mae I Pool
6.50
11/15/2027
0.02
Fannie Mae Pool
7.50
08/01/2036
0.02
Ginnie Mae II Pool
7.00
10/20/2035
0.02
Fannie Mae Pool
7.00
06/01/2032
0.02
Ginnie Mae I Pool
6.50
01/15/2032
0.02
Fannie Mae Pool
5.46
05/01/2035
0.02
Ginnie Mae I Pool
6.50
04/15/2030
0.01
Fannie Mae Pool
8.00
10/01/2037
0.01
Ginnie Mae I Pool
8.00
11/15/2031
0.01
Fannie Mae Pool
7.00
07/01/2031
0.01
Ginnie Mae I Pool
6.50
11/15/2032
0.01
Fannie Mae Pool
6.00
06/01/2027
0.01
Fannie Mae REMICS
5.75
10/25/2035
0.01
Freddie Mac Gold Pool
6.50
10/01/2034
0.01
Freddie Mac Gold Pool
7.50
06/01/2035
0.01
Fannie Mae Pool
7.50
05/01/2036
0.01
Freddie Mac Gold Pool
7.50
07/25/2032
0.01
Fannie Mae Pool
7.50
06/01/2031
0.01
Freddie Mac Gold Pool
6.50
11/01/2034
0.01
Ginnie Mae I Pool
6.50
04/15/2027
0.01
Ginnie Mae I Pool
7.50
11/15/2028
0.01
Freddie Mac Gold Pool
6.50
07/01/2034
0.01
Freddie Mac Gold Pool
7.00
08/01/2028
0.01
Fannie Mae Pool
8.00
09/01/2030
0.01
Fannie Mae Pool
7.00
02/01/2036
0.01
Freddie Mac Gold Pool
7.50
07/01/2032
0.01
Fannie Mae Pool
6.50
10/01/2033
0.01
Ginnie Mae I Pool
6.50
06/15/2025
0.01
Fannie Mae Pool
7.50
10/01/2034
0.01
Freddie Mac Non Gold Pool
6.16
10/01/2036
0.01
Freddie Mac Gold Pool
8.00
02/01/2035
0.01
Ginnie Mae I Pool
6.50
09/15/2032
0.01
Freddie Mac Gold Pool
7.50
11/01/2032
0.01
Fannie Mae Pool
6.50
12/01/2034
0.01
Fannie Mae Pool
7.50
08/01/2037
0.01
Fannie Mae Pool
7.00
01/01/2032
0.01
Fannie Mae Pool
7.00
05/01/2033
0.01
Ginnie Mae I Pool
6.50
08/15/2025
0.01
Fannie Mae Pool
8.00
11/01/2036
0.01
Fannie Mae Pool
7.50
08/01/2030
0.01
Fannie Mae Pool
7.00
05/01/2035
0.01
Ginnie Mae I Pool
6.50
01/15/2033
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
8.50
12/01/2036
0.01
Freddie Mac Gold Pool
5.00
01/01/2037
0.01
Ginnie Mae II Pool
6.38
10/20/2027
0.01
Fannie Mae Pool
6.50
07/01/2026
0.01
Fannie Mae Pool
7.00
09/01/2032
0.01
Ginnie Mae I Pool
8.00
03/15/2032
0.01
Fannie Mae Pool
8.50
10/01/2032
0.01
Fannie Mae Pool
8.00
08/01/2032
0.01
Fannie Mae Pool
6.00
10/01/2038
0.01
Ginnie Mae I Pool
6.00
03/15/2033
0.01
Ginnie Mae I Pool
8.00
03/15/2031
0.01
Fannie Mae Pool
8.00
04/01/2033
0.01
Fannie Mae Pool
7.50
06/01/2032
0.01
Ginnie Mae I Pool
6.50
04/15/2025
0.01
COLT 2020-2 Mortgage Loan Trust
1.85
03/25/2065
0.01
Ginnie Mae I Pool
6.00
03/15/2033
0.01
Fannie Mae Pool
7.00
12/01/2035
0.01
Ginnie Mae I Pool
6.00
08/15/2033
0.01
Ginnie Mae I Pool
6.50
02/15/2026
0.01
Fannie Mae REMICS
7.00
09/18/2027
0.01
Ginnie Mae I Pool
7.00
12/15/2036
0.01
Fannie Mae Pool
7.50
05/01/2036
0.01
Freddie Mac Gold Pool
7.50
05/01/2035
0.01
Fannie Mae Pool
6.00
01/01/2037
0.01
Freddie Mac Gold Pool
8.50
08/01/2031
0.01
Fannie Mae Pool
7.00
02/01/2032
0.01
Freddie Mac Gold Pool
7.00
09/01/2034
0.01
Ginnie Mae I Pool
6.50
03/15/2029
0.01
Freddie Mac Non Gold Pool
4.45
01/01/2038
0.01
Fannie Mae Pool
7.00
04/01/2032
0.00
Ginnie Mae I Pool
7.00
05/15/2032
0.00
Ginnie Mae II Pool
6.38
12/20/2027
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Freddie Mac Gold Pool
7.00
05/01/2030
0.00
Freddie Mac Gold Pool
8.00
11/17/2030
0.00
Fannie Mae Pool
4.50
11/01/2024
0.00
Ginnie Mae I Pool
7.00
09/15/2031
0.00
Fannie Mae Pool
7.50
10/01/2031
0.00
Freddie Mac Gold Pool
6.50
12/01/2031
0.00
Freddie Mac Gold Pool
6.00
02/01/2034
0.00
Freddie Mac Gold Pool
8.50
11/01/2030
0.00
Fannie Mae Pool
4.91
03/01/2038
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Fannie Mae Pool
8.50
12/01/2026
0.00
Ginnie Mae I Pool
7.50
07/15/2032
0.00
Freddie Mac Gold Pool
7.05
05/20/2027
0.00
Fannie Mae Pool
6.50
02/01/2036
0.00
Ginnie Mae I Pool
5.00
02/15/2025
0.00
Fannie Mae Pool
4.50
02/01/2025
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Fannie Mae Pool
8.50
09/01/2029
0.00
Freddie Mac Gold Pool
8.00
08/01/2032
0.00
Ginnie Mae I Pool
8.00
08/15/2029
0.00
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Government National Mortgage Associ
5.72
01/20/2042
0.00
Ginnie Mae I Pool
6.50
12/15/2029
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Freddie Mac Gold Pool
6.50
02/01/2035
0.00
Fannie Mae Pool
7.00
02/01/2032
0.00
Ginnie Mae I Pool
6.50
04/15/2031
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Fannie Mae Pool
7.50
12/01/2029
0.00
Fannie Mae Pool
7.50
08/01/2034
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Ginnie Mae I Pool
6.00
05/15/2033
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Ginnie Mae I Pool
6.50
03/15/2031
0.00
Ginnie Mae I Pool
7.50
08/15/2024
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae II Pool
7.50
03/20/2031
0.00
Fannie Mae Pool
6.50
12/01/2032
0.00
Ginnie Mae II Pool
7.50
02/20/2031
0.00
Fannie Mae Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
6.00
11/01/2029
0.00
Fannie Mae Pool
8.50
10/01/2033
0.00
Ginnie Mae I Pool
7.50
08/15/2024
0.00
Fannie Mae Pool
6.50
02/01/2034
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Ginnie Mae I Pool
7.00
11/15/2031
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Fannie Mae Pool
8.00
07/01/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Fannie Mae Pool
7.50
05/01/2031
0.00
Ginnie Mae I Pool
7.50
10/15/2024
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Freddie Mac Gold Pool
6.00
10/01/2032
0.00
Ginnie Mae II Pool
7.50
10/20/2030
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Ginnie Mae II Pool
7.50
08/20/2030
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
8.00
09/01/2026
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
03/01/2034
0.00
Ginnie Mae I Pool
6.50
04/15/2031
0.00
Ginnie Mae I Pool
6.00
03/15/2032
0.00
Freddie Mac Gold Pool
8.50
05/01/2026
0.00
Fannie Mae Pool
7.50
07/01/2037
0.00
Fannie Mae Pool
7.00
03/01/2035
0.00
Fannie Mae Pool
6.50
08/01/2034
0.00
Fannie Mae Pool
6.50
03/01/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2028
0.00
Ginnie Mae I Pool
7.50
10/15/2024
0.00
Ginnie Mae I Pool
6.50
06/15/2031
0.00
Ginnie Mae I Pool
6.00
06/15/2033
0.00
Ginnie Mae I Pool
6.00
10/15/2032
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Fannie Mae Pool
7.50
07/01/2032
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Fannie Mae Pool
7.00
01/01/2028
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Fannie Mae Pool
8.00
10/01/2027
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Freddie Mac Gold Pool
7.50
09/01/2030
0.00
Ginnie Mae I Pool
6.50
07/15/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2028
0.00
Fannie Mae Pool
7.50
06/01/2031
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
Ginnie Mae I Pool
8.00
07/15/2026
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Ginnie Mae I Pool
6.50
04/15/2032
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
8.50
10/01/2026
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Freddie Mac Gold Pool
6.00
09/01/2029
0.00
Ginnie Mae I Pool
7.00
04/15/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2031
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Ginnie Mae I Pool
7.00
07/15/2031
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Ginnie Mae I Pool
7.50
12/15/2028
0.00
Fannie Mae Pool
7.00
09/01/2032
0.00
Ginnie Mae I Pool
6.50
09/15/2031
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Ginnie Mae I Pool
6.50
01/15/2029
0.00
Fannie Mae Pool
7.00
03/01/2032
0.00
Ginnie Mae I Pool
7.50
09/15/2031
0.00
Fannie Mae Pool
6.50
07/01/2031
0.00
Fannie Mae Pool
8.50
01/01/2025
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Fannie Mae Pool
7.00
09/01/2025
0.00
Fannie Mae Pool
7.00
12/01/2031
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
6.50
08/15/2032
0.00
Ginnie Mae I Pool
7.00
05/15/2028
0.00
Ginnie Mae I Pool
6.00
01/15/2032
0.00
Fannie Mae Pool
7.50
04/01/2030
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Fannie Mae Pool
7.50
12/01/2026
0.00
Ginnie Mae I Pool
7.00
11/15/2027
0.00
Freddie Mac Gold Pool
8.50
12/01/2026
0.00
Ginnie Mae I Pool
7.00
09/15/2024
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
7.00
02/15/2031
0.00
Freddie Mac Gold Pool
8.00
12/01/2025
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
6.00
03/15/2033
0.00
Fannie Mae Pool
7.50
07/01/2027
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Fannie Mae Pool
6.50
11/01/2037
0.00
Fannie Mae Pool
7.50
01/01/2030
0.00
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Fannie Mae Pool
6.75
07/01/2024
0.00
Fannie Mae Pool
7.50
02/01/2030
0.00
Ginnie Mae I Pool
6.50
08/15/2031
0.00
Freddie Mac Gold Pool
8.00
08/01/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2031
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Ginnie Mae I Pool
6.00
10/15/2032
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Fannie Mae Pool
6.50
07/01/2029
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Fannie Mae Pool
5.00
08/01/2033
0.00
Ginnie Mae I Pool
7.00
04/15/2024
0.00
Fannie Mae Pool
6.50
02/01/2037
0.00
Freddie Mac Gold Pool
7.00
09/01/2034
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Freddie Mac Gold Pool
7.00
01/01/2026
0.00
Fannie Mae Pool
8.50
09/01/2024
0.00
Fannie Mae Pool
6.50
01/01/2037
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
6.00
04/01/2037
0.00
Ginnie Mae I Pool
7.00
04/15/2024
0.00
Ginnie Mae I Pool
6.50
09/15/2032
0.00
CASH & EQUIVALENTS
0.00
-0.42
as of 12/31/2023
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Federal Home Loan Banks | 0.50 | 04/14/2025 | 4.10 |
Fannie Mae or Freddie Mac | 5.00 | 01/01/2053 | 4.10 |
Ginnie Mae II Pool | 6.00 | 01/01/2054 | 4.08 |
Ginnie Mae II Pool | 5.50 | 01/01/2054 | 3.71 |
Ginnie Mae II Pool | 5.00 | 01/01/2054 | 3.60 |
Ginnie Mae II Pool | 4.50 | 01/01/2046 | 3.11 |
Australia & New Zealand Banking Gro | 0.00 | 02/02/2024 | 2.66 |
BPCE SA | 0.00 | 02/27/2024 | 2.65 |
United States Treasury Note/Bond | 1.12 | 02/28/2027 | 2.49 |
United States Treasury Note/Bond | 2.12 | 05/15/2025 | 2.21 |
United States Treasury Note/Bond | 0.38 | 11/30/2025 | 2.21 |
United States Treasury Note/Bond | 2.88 | 08/15/2028 | 2.13 |
Fannie Mae or Freddie Mac | 4.00 | 01/01/2051 | 2.11 |
ING US Funding LLC | 5.98 | 04/24/2024 | 2.08 |
United States Treasury Note/Bond | 1.50 | 08/15/2026 | 2.07 |
United States Treasury Note/Bond | 0.25 | 03/15/2024 | 1.83 |
Freddie Mac Pool | 5.50 | 11/01/2052 | 1.69 |
Federal National Mortgage Associati | 0.75 | 10/08/2027 | 1.58 |
Freddie Mac Pool | 5.50 | 03/01/2053 | 1.55 |
Banco Santander SA/New York | 5.75 | 11/27/2024 | 1.49 |
Freddie Mac Multifamily Structured | 2.51 | 12/25/2025 | 1.44 |
Freddie Mac Multifamily Structured | 2.88 | 04/25/2026 | 1.43 |
Freddie Mac Multifamily Structured | 2.15 | 12/25/2028 | 1.39 |
Freddie Mac Multifamily Structured | 3.02 | 04/25/2029 | 1.39 |
Fannie Mae-Aces | 3.27 | 02/25/2029 | 1.38 |
United States Treasury Note/Bond | 0.38 | 12/31/2025 | 1.38 |
Fannie Mae or Freddie Mac | 5.50 | 01/01/2053 | 1.25 |
Freddie Mac STACR REMIC Trust 2022- | 7.64 | 08/25/2042 | 1.25 |
United States Treasury Note/Bond | 1.25 | 06/30/2028 | 1.19 |
Fannie Mae Pool | 2.50 | 07/01/2035 | 1.17 |
Fannie Mae Pool | 2.50 | 12/01/2034 | 1.17 |
Israel Government AID Bond | 5.12 | 11/01/2024 | 1.13 |
Federal National Mortgage Associati | 0.50 | 11/07/2025 | 1.11 |
Ginnie Mae II Pool | 4.00 | 01/01/2049 | 1.09 |
Freddie Mac Pool | 2.50 | 12/01/2050 | 1.05 |
United States Treasury Note/Bond | 2.38 | 05/15/2027 | 1.05 |
United States Treasury Note/Bond | 5.38 | 02/15/2031 | 1.04 |
Fannie Mae Pool | 6.00 | 08/01/2053 | 1.00 |
Fannie Mae Pool | 5.00 | 04/01/2053 | 1.00 |
Fannie Mae Pool | 2.00 | 03/01/2051 | 0.98 |
Freddie Mac Pool | 6.00 | 06/01/2053 | 0.98 |
Ginnie Mae II Pool | 3.00 | 10/20/2049 | 0.94 |
United States Treasury Note/Bond | 2.25 | 11/15/2024 | 0.93 |
COLT 2021-4 Mortgage Loan Trust | 1.40 | 10/25/2066 | 0.92 |
Fannie Mae Pool | 6.00 | 10/01/2053 | 0.90 |
Freddie Mac Pool | 2.50 | 05/01/2035 | 0.89 |
United States Treasury Note/Bond | 0.25 | 05/15/2024 | 0.88 |
Fannie Mae or Freddie Mac | 6.00 | 01/01/2054 | 0.87 |
Bank of Montreal | 5.79 | 12/13/2024 | 0.86 |
Freddie Mac Pool | 3.00 | 01/01/2050 | 0.84 |
Freddie Mac Pool | 5.50 | 05/01/2053 | 0.84 |
CHNGE Mortgage Trust 2023-3 | 7.10 | 07/25/2058 | 0.82 |
Textainer Marine Containers VII Ltd | 2.82 | 04/20/2046 | 0.82 |
United States Treasury Note/Bond | 2.25 | 11/15/2027 | 0.81 |
United States Treasury Note/Bond | 2.25 | 11/15/2025 | 0.80 |
Fannie Mae Pool | 2.00 | 09/01/2035 | 0.79 |
FRESB 2019-SB63 Mortgage Trust | 2.55 | 02/25/2039 | 0.78 |
SG Residential Mortgage Trust 2021- | 1.74 | 12/25/2061 | 0.77 |
United States Treasury Note/Bond | 2.00 | 05/31/2024 | 0.73 |
United States Treasury Note/Bond | 2.88 | 11/30/2025 | 0.72 |
United States Treasury Note/Bond | 2.38 | 05/15/2029 | 0.72 |
Government National Mortgage Associ | 1.50 | 04/16/2062 | 0.71 |
GCAT 2019-NQM2 Trust | 2.55 | 01/25/2060 | 0.68 |
Government National Mortgage Associ | 2.50 | 07/20/2049 | 0.67 |
Ginnie Mae II Pool | 3.50 | 05/20/2050 | 0.67 |
Freddie Mac Pool | 3.00 | 12/01/2049 | 0.64 |
Fannie Mae Pool | 4.00 | 09/01/2043 | 0.62 |
Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.60 |
Freddie Mac Pool | 2.50 | 10/01/2034 | 0.60 |
UBS AG/London | 6.04 | 05/02/2024 | 0.60 |
Fannie Mae Pool | 3.00 | 03/01/2050 | 0.59 |
NextGear Floorplan Master Owner Tru | 0.85 | 07/15/2026 | 0.58 |
Fannie Mae Pool | 2.50 | 03/01/2035 | 0.58 |
Invesco Government & Agency Portfol | 0.57 | ||
United States Treasury Note/Bond | 0.88 | 06/30/2026 | 0.55 |
United States Treasury Note/Bond | 2.75 | 02/15/2028 | 0.54 |
Freddie Mac Pool | 2.50 | 10/01/2034 | 0.51 |
Connecticut Avenue Securities Trust | 7.44 | 03/25/2042 | 0.50 |
United States Treasury Note/Bond | 0.50 | 06/30/2027 | 0.50 |
Government National Mortgage Associ | 3.00 | 11/20/2048 | 0.50 |
Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.49 |
United States Treasury Bill | 0.00 | 04/18/2024 | 0.48 |
Connecticut Avenue Securities Trust | 7.84 | 04/25/2043 | 0.47 |
Textainer Marine Containers VII Ltd | 2.11 | 09/20/2045 | 0.47 |
Ginnie Mae II Pool | 3.00 | 11/20/2049 | 0.47 |
Ginnie Mae II Pool | 6.10 | 12/20/2033 | 0.46 |
Government National Mortgage Associ | 5.76 | 08/20/2047 | 0.44 |
Government National Mortgage Associ | 5.89 | 01/20/2039 | 0.44 |
Fannie Mae Pool | 3.00 | 07/01/2032 | 0.43 |
Freddie Mac Pool | 3.00 | 12/01/2049 | 0.43 |
Freddie Mac REMICS | 5.90 | 02/15/2042 | 0.43 |
Fannie Mae REMICS | 5.42 | 12/25/2056 | 0.42 |
SMB Private Education Loan Trust 20 | 1.34 | 03/17/2053 | 0.41 |
Government National Mortgage Associ | 3.00 | 10/20/2048 | 0.40 |
Freddie Mac STACR REMIC Trust 2021- | 7.44 | 10/25/2033 | 0.37 |
Freddie Mac Pool | 2.50 | 09/01/2034 | 0.36 |
Fannie Mae REMICS | 5.38 | 02/25/2056 | 0.34 |
Freddie Mac Non Gold Pool | 2.91 | 01/01/2048 | 0.34 |
Fannie Mae Pool | 4.00 | 12/01/2048 | 0.33 |
Fannie Mae REMICS | 6.59 | 06/25/2039 | 0.32 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.29 |
Fannie Mae Pool | 3.00 | 12/01/2031 | 0.29 |
Fannie Mae Pool | 4.00 | 12/01/2048 | 0.28 |
Fannie Mae Pool | 4.50 | 08/01/2041 | 0.27 |
Freddie Mac Multifamily Structured | 2.76 | 12/25/2028 | 0.27 |
New Residential Mortgage Loan Trust | 6.22 | 01/25/2048 | 0.27 |
Freddie Mac REMICS | 5.66 | 11/15/2036 | 0.26 |
Government National Mortgage Associ | 6.17 | 05/20/2040 | 0.25 |
Freddie Mac Non Gold Pool | 5.89 | 09/01/2035 | 0.24 |
Freddie Mac Non Gold Pool | 5.52 | 07/01/2036 | 0.23 |
Government National Mortgage Associ | 3.40 | 09/20/2041 | 0.23 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.22 |
Fannie Mae REMICS | 5.75 | 05/25/2036 | 0.22 |
Freddie Mac Strips | 5.60 | 10/15/2037 | 0.19 |
Freddie Mac REMICS | 5.85 | 06/15/2037 | 0.19 |
Fannie Mae REMICS | 5.49 | 08/25/2044 | 0.18 |
Fannie Mae Pool | 6.46 | 10/01/2034 | 0.17 |
Fannie Mae REMICS | 1.50 | 01/25/2028 | 0.17 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.17 |
Fannie Mae REMICS | 4.00 | 07/25/2040 | 0.16 |
Freddie Mac REMICS | 5.95 | 12/15/2035 | 0.15 |
Fannie Mae Pool | 4.50 | 06/01/2039 | 0.15 |
Freddie Mac Gold Pool | 7.00 | 03/01/2033 | 0.14 |
Fannie Mae Pool | 3.50 | 08/01/2027 | 0.14 |
Mello Mortgage Capital Acceptance 2 | 2.50 | 06/25/2051 | 0.13 |
Fannie Mae REMICS | 5.90 | 03/25/2037 | 0.13 |
Freddie Mac REMICS | 5.75 | 09/15/2044 | 0.12 |
Freddie Mac REMICS | 5.82 | 03/15/2037 | 0.12 |
Fannie Mae REMICS | 5.97 | 11/25/2041 | 0.12 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.12 |
Fannie Mae Pool | 5.50 | 05/01/2035 | 0.12 |
Ginnie Mae II Pool | 3.50 | 10/20/2042 | 0.12 |
Freddie Mac Gold Pool | 6.50 | 12/01/2033 | 0.12 |
Government National Mortgage Associ | 5.68 | 08/20/2034 | 0.11 |
Government National Mortgage Associ | 6.27 | 09/16/2039 | 0.11 |
United States Treasury Note/Bond | 1.62 | 08/15/2029 | 0.11 |
Fannie Mae Pool | 3.50 | 05/01/2027 | 0.11 |
Freddie Mac REMICS | 5.90 | 03/15/2040 | 0.11 |
Freddie Mac Gold Pool | 4.50 | 01/01/2040 | 0.10 |
Freddie Mac Non Gold Pool | 5.82 | 10/01/2036 | 0.10 |
Freddie Mac REMICS | 5.75 | 03/15/2036 | 0.10 |
Fannie Mae REMICS | 2.00 | 03/25/2051 | 0.10 |
Freddie Mac Gold Pool | 5.00 | 01/01/2040 | 0.09 |
Fannie Mae Pool | 8.00 | 10/01/2032 | 0.09 |
Ginnie Mae I Pool | 7.50 | 10/15/2035 | 0.09 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.09 |
Government National Mortgage Associ | 3.50 | 03/20/2049 | 0.09 |
Freddie Mac Gold Pool | 7.00 | 11/01/2035 | 0.08 |
Freddie Mac Non Gold Pool | 5.35 | 06/01/2043 | 0.08 |
Fannie Mae REMICS | 6.00 | 02/25/2041 | 0.08 |
Freddie Mac Gold Pool | 6.03 | 10/20/2030 | 0.08 |
Fannie Mae Pool | 5.94 | 05/01/2044 | 0.08 |
Fannie Mae REMICS | 5.95 | 05/25/2041 | 0.08 |
Fannie Mae Pool | 6.00 | 04/01/2035 | 0.07 |
Freddie Mac REMICS | 6.31 | 11/15/2039 | 0.07 |
Fannie Mae REMICS | 6.50 | 03/25/2032 | 0.07 |
Fannie Mae Pool | 7.50 | 07/01/2029 | 0.06 |
Government National Mortgage Associ | 4.52 | 07/20/2041 | 0.06 |
Freddie Mac Non Gold Pool | 5.41 | 07/01/2038 | 0.06 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.06 |
Fannie Mae Pool | 4.50 | 08/01/2039 | 0.06 |
Fannie Mae Pool | 7.50 | 08/01/2032 | 0.06 |
Freddie Mac Non Gold Pool | 6.19 | 11/01/2037 | 0.05 |
Freddie Mac Gold Pool | 6.50 | 12/01/2035 | 0.05 |
Fannie Mae Pool | 5.76 | 08/01/2043 | 0.05 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.05 |
Bear Stearns ARM Trust 2004-10 | 0.00 | 01/25/2035 | 0.05 |
Fannie Mae Pool | 8.00 | 01/01/2030 | 0.05 |
Fannie Mae Pool | 7.50 | 08/01/2036 | 0.04 |
Fannie Mae Pool | 5.50 | 04/01/2035 | 0.04 |
Fannie Mae Pool | 6.50 | 03/01/2034 | 0.04 |
Fannie Mae Pool | 6.50 | 09/01/2037 | 0.04 |
Fannie Mae Pool | 5.89 | 02/01/2042 | 0.04 |
Banc of America Commercial Mortgage | 0.74 | 09/15/2048 | 0.03 |
Fannie Mae Pool | 8.00 | 07/01/2037 | 0.03 |
Fannie Mae Pool | 5.00 | 12/01/2033 | 0.03 |
Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.03 |
Freddie Mac Gold Pool | 6.00 | 07/01/2038 | 0.03 |
Freddie Mac Gold Pool | 7.50 | 07/01/2034 | 0.03 |
Fannie Mae Pool | 6.00 | 10/01/2036 | 0.03 |
Fannie Mae Pool | 8.50 | 11/01/2030 | 0.03 |
Ginnie Mae I Pool | 7.00 | 12/15/2031 | 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 | 03/01/2031 | 0.03 |
Ginnie Mae I Pool | 8.50 | 10/15/2036 | 0.02 |
Fannie Mae Pool | 7.50 | 08/01/2035 | 0.02 |
Fannie Mae Pool | 7.50 | 11/01/2033 | 0.02 |
Ginnie Mae I Pool | 7.00 | 04/15/2033 | 0.02 |
Ginnie Mae I Pool | 6.50 | 09/15/2034 | 0.02 |
Freddie Mac Gold Pool | 7.00 | 03/01/2030 | 0.02 |
Ginnie Mae I Pool | 8.00 | 01/15/2037 | 0.02 |
Fannie Mae Pool | 7.50 | 06/01/2036 | 0.02 |
Ginnie Mae I Pool | 6.50 | 08/15/2029 | 0.02 |
Ginnie Mae I Pool | 6.00 | 09/15/2029 | 0.02 |
Freddie Mac Gold Pool | 7.50 | 03/01/2032 | 0.02 |
Fannie Mae Pool | 8.00 | 12/01/2029 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2029 | 0.02 |
Ginnie Mae I Pool | 6.50 | 08/15/2034 | 0.02 |
Ginnie Mae I Pool | 6.50 | 11/15/2027 | 0.02 |
Fannie Mae Pool | 7.50 | 08/01/2036 | 0.02 |
Ginnie Mae II Pool | 7.00 | 10/20/2035 | 0.02 |
Fannie Mae Pool | 7.00 | 06/01/2032 | 0.02 |
Ginnie Mae I Pool | 6.50 | 01/15/2032 | 0.02 |
Fannie Mae Pool | 5.46 | 05/01/2035 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2030 | 0.01 |
Fannie Mae Pool | 8.00 | 10/01/2037 | 0.01 |
Ginnie Mae I Pool | 8.00 | 11/15/2031 | 0.01 |
Fannie Mae Pool | 7.00 | 07/01/2031 | 0.01 |
Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.01 |
Fannie Mae Pool | 6.00 | 06/01/2027 | 0.01 |
Fannie Mae REMICS | 5.75 | 10/25/2035 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 10/01/2034 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 06/01/2035 | 0.01 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 07/25/2032 | 0.01 |
Fannie Mae Pool | 7.50 | 06/01/2031 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 11/01/2034 | 0.01 |
Ginnie Mae I Pool | 6.50 | 04/15/2027 | 0.01 |
Ginnie Mae I Pool | 7.50 | 11/15/2028 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 07/01/2034 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 0.01 |
Fannie Mae Pool | 8.00 | 09/01/2030 | 0.01 |
Fannie Mae Pool | 7.00 | 02/01/2036 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 07/01/2032 | 0.01 |
Fannie Mae Pool | 6.50 | 10/01/2033 | 0.01 |
Ginnie Mae I Pool | 6.50 | 06/15/2025 | 0.01 |
Fannie Mae Pool | 7.50 | 10/01/2034 | 0.01 |
Freddie Mac Non Gold Pool | 6.16 | 10/01/2036 | 0.01 |
Freddie Mac Gold Pool | 8.00 | 02/01/2035 | 0.01 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 11/01/2032 | 0.01 |
Fannie Mae Pool | 6.50 | 12/01/2034 | 0.01 |
Fannie Mae Pool | 7.50 | 08/01/2037 | 0.01 |
Fannie Mae Pool | 7.00 | 01/01/2032 | 0.01 |
Fannie Mae Pool | 7.00 | 05/01/2033 | 0.01 |
Ginnie Mae I Pool | 6.50 | 08/15/2025 | 0.01 |
Fannie Mae Pool | 8.00 | 11/01/2036 | 0.01 |
Fannie Mae Pool | 7.50 | 08/01/2030 | 0.01 |
Fannie Mae Pool | 7.00 | 05/01/2035 | 0.01 |
Ginnie Mae I Pool | 6.50 | 01/15/2033 | 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 | 8.50 | 12/01/2036 | 0.01 |
Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 0.01 |
Ginnie Mae II Pool | 6.38 | 10/20/2027 | 0.01 |
Fannie Mae Pool | 6.50 | 07/01/2026 | 0.01 |
Fannie Mae Pool | 7.00 | 09/01/2032 | 0.01 |
Ginnie Mae I Pool | 8.00 | 03/15/2032 | 0.01 |
Fannie Mae Pool | 8.50 | 10/01/2032 | 0.01 |
Fannie Mae Pool | 8.00 | 08/01/2032 | 0.01 |
Fannie Mae Pool | 6.00 | 10/01/2038 | 0.01 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.01 |
Ginnie Mae I Pool | 8.00 | 03/15/2031 | 0.01 |
Fannie Mae Pool | 8.00 | 04/01/2033 | 0.01 |
Fannie Mae Pool | 7.50 | 06/01/2032 | 0.01 |
Ginnie Mae I Pool | 6.50 | 04/15/2025 | 0.01 |
COLT 2020-2 Mortgage Loan Trust | 1.85 | 03/25/2065 | 0.01 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.01 |
Fannie Mae Pool | 7.00 | 12/01/2035 | 0.01 |
Ginnie Mae I Pool | 6.00 | 08/15/2033 | 0.01 |
Ginnie Mae I Pool | 6.50 | 02/15/2026 | 0.01 |
Fannie Mae REMICS | 7.00 | 09/18/2027 | 0.01 |
Ginnie Mae I Pool | 7.00 | 12/15/2036 | 0.01 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 0.01 |
Fannie Mae Pool | 6.00 | 01/01/2037 | 0.01 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.01 |
Fannie Mae Pool | 7.00 | 02/01/2032 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 09/01/2034 | 0.01 |
Ginnie Mae I Pool | 6.50 | 03/15/2029 | 0.01 |
Freddie Mac Non Gold Pool | 4.45 | 01/01/2038 | 0.01 |
Fannie Mae Pool | 7.00 | 04/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2032 | 0.00 |
Ginnie Mae II Pool | 6.38 | 12/20/2027 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 05/01/2030 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 11/17/2030 | 0.00 |
Fannie Mae Pool | 4.50 | 11/01/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 10/01/2031 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 12/01/2031 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 02/01/2034 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 11/01/2030 | 0.00 |
Fannie Mae Pool | 4.91 | 03/01/2038 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
Fannie Mae Pool | 8.50 | 12/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.50 | 07/15/2032 | 0.00 |
Freddie Mac Gold Pool | 7.05 | 05/20/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2036 | 0.00 |
Ginnie Mae I Pool | 5.00 | 02/15/2025 | 0.00 |
Fannie Mae Pool | 4.50 | 02/01/2025 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
Fannie Mae Pool | 8.50 | 09/01/2029 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Government National Mortgage Associ | 5.72 | 01/20/2042 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2035 | 0.00 |
Fannie Mae Pool | 7.00 | 02/01/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 12/01/2029 | 0.00 |
Fannie Mae Pool | 7.50 | 08/01/2034 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 05/15/2033 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 03/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Ginnie Mae II Pool | 7.50 | 03/20/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2032 | 0.00 |
Ginnie Mae II Pool | 7.50 | 02/20/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2032 | 0.00 |
Fannie Mae Pool | 6.00 | 11/01/2029 | 0.00 |
Fannie Mae Pool | 8.50 | 10/01/2033 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2034 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 8.00 | 07/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 10/01/2032 | 0.00 |
Ginnie Mae II Pool | 7.50 | 10/20/2030 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Ginnie Mae II Pool | 7.50 | 08/20/2030 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Fannie Mae Pool | 8.00 | 09/01/2026 | 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 | 03/01/2034 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 03/15/2032 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 05/01/2026 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2037 | 0.00 |
Fannie Mae Pool | 7.00 | 03/01/2035 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2034 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2028 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 06/15/2033 | 0.00 |
Ginnie Mae I Pool | 6.00 | 10/15/2032 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 7.00 | 01/01/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Fannie Mae Pool | 8.00 | 10/01/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Freddie Mac Gold Pool | 7.50 | 09/01/2030 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2028 | 0.00 |
Fannie Mae Pool | 7.50 | 06/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2026 | 0.00 |
Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
Fannie Mae Pool | 8.50 | 10/01/2026 | 0.00 |
Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 09/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2031 | 0.00 |
Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 12/15/2028 | 0.00 |
Fannie Mae Pool | 7.00 | 09/01/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2029 | 0.00 |
Fannie Mae Pool | 7.00 | 03/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2031 | 0.00 |
Fannie Mae Pool | 8.50 | 01/01/2025 | 0.00 |
Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
Fannie Mae Pool | 7.00 | 09/01/2025 | 0.00 |
Fannie Mae Pool | 7.00 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2028 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 04/01/2030 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 12/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2027 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 12/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2031 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 12/01/2025 | 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 | 6.00 | 03/15/2033 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2027 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2037 | 0.00 |
Fannie Mae Pool | 7.50 | 01/01/2030 | 0.00 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Fannie Mae Pool | 6.75 | 07/01/2024 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2030 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2031 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.00 | 10/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
Fannie Mae Pool | 5.00 | 08/01/2033 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2037 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 09/01/2034 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 01/01/2026 | 0.00 |
Fannie Mae Pool | 8.50 | 09/01/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 01/01/2037 | 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 | 6.00 | 04/01/2037 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.00 |
CASH & EQUIVALENTS | 0.00 | -0.42 |