Invesco V.I. Government Securities Fund
as of 03/31/2024
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Federal Home Loan Banks
0.50
04/14/2025
4.20
Ginnie Mae II Pool
6.00
04/01/2054
4.13
Fannie Mae or Freddie Mac
5.00
04/01/2054
4.12
Ginnie Mae II Pool
5.50
04/01/2054
3.76
Ginnie Mae II Pool
5.00
04/01/2054
3.64
Ginnie Mae II Pool
4.50
04/01/2054
3.12
Mitsubishi UFJ Trust & Banking Corp
5.65
03/07/2025
2.73
United States Treasury Note/Bond
1.12
02/28/2027
2.53
BofA Securities Inc
5.63
03/18/2025
2.43
Sumitomo Mitsui Banking Corp/New Yo
5.65
03/18/2025
2.43
United States Treasury Note/Bond
2.12
05/15/2025
2.26
United States Treasury Note/Bond
0.38
11/30/2025
2.26
United States Treasury Note/Bond
2.88
08/15/2028
2.15
ING US Funding LLC
5.91
04/24/2024
2.12
Fannie Mae or Freddie Mac
4.00
04/01/2054
2.11
United States Treasury Note/Bond
1.50
08/15/2026
2.11
Fannie Mae or Freddie Mac
2.00
04/01/2054
1.92
Freddie Mac Pool
5.50
11/01/2052
1.68
Federal National Mortgage Associati
0.75
10/08/2027
1.61
Freddie Mac Pool
5.50
03/01/2053
1.53
Banco Santander SA/New York
5.75
11/27/2024
1.52
Mizuho Bank Ltd/New York NY
5.67
01/31/2025
1.52
United States Treasury Note/Bond
0.38
12/31/2025
1.41
Freddie Mac Multifamily Structured
3.02
04/25/2029
1.41
Fannie Mae-Aces
3.27
02/25/2029
1.39
Freddie Mac Multifamily Structured
2.15
12/25/2028
1.37
Verus Securitization Trust 2023-INV
7.73
11/25/2068
1.29
Fannie Mae or Freddie Mac
5.50
04/01/2054
1.27
Freddie Mac STACR REMIC Trust 2022-
7.62
08/25/2042
1.23
United States Treasury Note/Bond
1.25
06/30/2028
1.21
Fannie Mae Pool
2.50
12/01/2034
1.16
Israel Government AID Bond
5.12
11/01/2024
1.15
Fannie Mae Pool
2.50
07/01/2035
1.15
Federal National Mortgage Associati
0.50
11/07/2025
1.13
Ginnie Mae II Pool
4.00
04/01/2054
1.09
United States Treasury Note/Bond
2.38
05/15/2027
1.06
United States Treasury Note/Bond
5.38
02/15/2031
1.04
Freddie Mac Pool
2.50
12/01/2050
1.03
Fannie Mae Pool
5.00
04/01/2053
1.00
Fannie Mae Pool
6.00
08/01/2053
1.00
Freddie Mac Pool
6.00
06/01/2053
0.99
Fannie Mae Pool
2.00
03/01/2051
0.96
United States Treasury Note/Bond
2.25
11/15/2024
0.95
COLT 2021-4 Mortgage Loan Trust
1.40
10/25/2066
0.94
Invesco Government & Agency Portfol
0.93
Ginnie Mae II Pool
3.00
10/20/2049
0.92
Fannie Mae Pool
6.00
10/01/2053
0.90
Bank of Montreal
5.78
12/13/2024
0.88
Freddie Mac Pool
2.50
05/01/2035
0.87
Freddie Mac Pool
6.00
12/01/2053
0.87
Textainer Marine Containers VII Ltd
2.82
04/20/2046
0.82
Freddie Mac Pool
3.00
01/01/2050
0.82
Freddie Mac Pool
5.50
05/01/2053
0.82
United States Treasury Note/Bond
2.25
11/15/2027
0.82
United States Treasury Note/Bond
2.25
11/15/2025
0.82
SG Residential Mortgage Trust 2021-
1.74
12/25/2061
0.78
CHNGE Mortgage Trust 2023-3
7.10
07/25/2058
0.77
Fannie Mae Pool
2.00
09/01/2035
0.76
United States Treasury Note/Bond
2.00
05/31/2024
0.75
FRESB 2019-SB63 Mortgage Trust
6.13
02/25/2039
0.75
United States Treasury Note/Bond
2.88
11/30/2025
0.74
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
3.55
01/25/2060
0.66
Government National Mortgage Associ
2.50
07/20/2049
0.66
Freddie Mac Pool
3.00
12/01/2049
0.62
Ginnie Mae II Pool
3.50
05/20/2050
0.62
Fannie Mae Pool
4.00
09/01/2043
0.61
Barclays Bank PLC/NY
5.72
01/31/2025
0.61
UBS AG/London
6.00
05/02/2024
0.61
Ginnie Mae II Pool
3.50
06/20/2050
0.60
NextGear Floorplan Master Owner Tru
0.85
07/15/2026
0.60
Fannie Mae Pool
3.00
03/01/2050
0.58
Freddie Mac Pool
2.50
10/01/2034
0.57
Fannie Mae Pool
2.50
03/01/2035
0.57
United States Treasury Note/Bond
0.88
06/30/2026
0.56
United States Treasury Note/Bond
2.75
02/15/2028
0.54
BANK 2017-BNK5
3.62
06/15/2060
0.51
United States Treasury Note/Bond
0.50
06/30/2027
0.51
United States Treasury Bill
0.00
04/18/2024
0.50
Freddie Mac Pool
2.50
10/01/2034
0.49
Government National Mortgage Associ
3.00
11/20/2048
0.49
Textainer Marine Containers VII Ltd
2.11
09/20/2045
0.47
Ginnie Mae II Pool
3.00
11/20/2049
0.46
Freddie Mac Gold Pool
3.00
02/01/2032
0.46
United States Treasury Note/Bond
0.25
05/15/2024
0.45
Government National Mortgage Associ
5.74
08/20/2047
0.45
Ginnie Mae II Pool
6.10
12/20/2033
0.44
Freddie Mac Pool
3.00
12/01/2049
0.43
Government National Mortgage Associ
5.89
01/20/2039
0.42
Freddie Mac REMICS
5.88
02/15/2042
0.42
Fannie Mae REMICS
5.87
12/25/2056
0.42
Fannie Mae Pool
3.00
07/01/2032
0.41
SMB Private Education Loan Trust 20
1.34
03/17/2053
0.39
Government National Mortgage Associ
3.00
10/20/2048
0.39
Freddie Mac Pool
2.50
09/01/2034
0.35
Freddie Mac Non Gold Pool
2.92
01/01/2048
0.34
Fannie Mae REMICS
5.87
02/25/2056
0.34
Fannie Mae Pool
4.00
12/01/2048
0.33
Fannie Mae REMICS
6.61
06/25/2039
0.30
Chase Mortgage Finance Corp
3.75
12/25/2045
0.28
Fannie Mae Pool
3.00
12/01/2031
0.28
Fannie Mae Pool
4.00
12/01/2048
0.27
Fannie Mae Pool
4.50
08/01/2041
0.26
New Residential Mortgage Loan Trust
6.19
01/25/2048
0.25
Freddie Mac REMICS
5.80
11/15/2036
0.25
Government National Mortgage Associ
6.14
05/20/2040
0.25
Freddie Mac Non Gold Pool
6.13
09/01/2035
0.24
Freddie Mac Non Gold Pool
5.68
07/01/2036
0.23
Government National Mortgage Associ
3.72
09/20/2041
0.22
Chase Mortgage Finance Corp
3.75
04/25/2045
0.22
Fannie Mae REMICS
5.74
05/25/2036
0.21
Freddie Mac REMICS
5.83
06/15/2037
0.19
Freddie Mac Strips
5.80
10/15/2037
0.19
Fannie Mae REMICS
5.74
08/25/2044
0.17
Freddie Mac Gold Pool
4.50
08/01/2041
0.17
Fannie Mae REMICS
4.00
07/25/2040
0.16
Fannie Mae REMICS
1.50
01/25/2028
0.16
Fannie Mae Pool
6.45
10/01/2034
0.15
Freddie Mac REMICS
5.93
12/15/2035
0.15
Fannie Mae Pool
4.50
06/01/2039
0.14
Freddie Mac Gold Pool
7.00
03/01/2033
0.13
Mello Mortgage Capital Acceptance 2
2.50
06/25/2051
0.13
Fannie Mae Pool
3.50
08/01/2027
0.13
Freddie Mac REMICS
5.73
09/15/2044
0.12
Fannie Mae REMICS
5.96
11/25/2041
0.12
Freddie Mac REMICS
5.80
03/15/2037
0.12
Freddie Mac Gold Pool
4.50
08/01/2041
0.12
Fannie Mae REMICS
5.89
03/25/2037
0.11
Fannie Mae Pool
5.50
05/01/2035
0.11
Ginnie Mae II Pool
3.50
10/20/2042
0.11
Freddie Mac Gold Pool
6.50
12/01/2033
0.11
Government National Mortgage Associ
5.67
08/20/2034
0.11
United States Treasury Note/Bond
1.62
08/15/2029
0.11
Government National Mortgage Associ
6.24
09/16/2039
0.11
Fannie Mae Pool
3.50
05/01/2027
0.10
Freddie Mac Gold Pool
4.50
01/01/2040
0.10
Fannie Mae REMICS
2.00
03/25/2051
0.10
Freddie Mac REMICS
5.88
03/15/2040
0.10
Freddie Mac Non Gold Pool
5.82
10/01/2036
0.10
Freddie Mac REMICS
5.73
03/15/2036
0.09
Freddie Mac Gold Pool
5.00
01/01/2040
0.09
Fannie Mae Pool
8.00
10/01/2032
0.09
Freddie Mac Gold Pool
4.50
08/01/2041
0.09
Ginnie Mae I Pool
7.50
10/15/2035
0.09
Government National Mortgage Associ
3.50
03/20/2049
0.08
Freddie Mac Gold Pool
7.00
11/01/2035
0.08
Freddie Mac Non Gold Pool
5.81
06/01/2043
0.08
Fannie Mae Pool
5.94
05/01/2044
0.08
Fannie Mae REMICS
5.99
02/25/2041
0.08
Freddie Mac Gold Pool
6.03
10/20/2030
0.08
Fannie Mae Pool
6.00
04/01/2035
0.07
Fannie Mae REMICS
5.94
05/25/2041
0.07
Freddie Mac REMICS
6.29
11/15/2039
0.07
Government National Mortgage Associ
4.52
07/20/2041
0.06
Fannie Mae REMICS
6.50
03/25/2032
0.06
Fannie Mae Pool
7.50
07/01/2029
0.06
Freddie Mac Non Gold Pool
5.74
07/01/2038
0.06
Ginnie Mae I Pool
8.00
12/15/2030
0.06
Freddie Mac Non Gold Pool
6.20
11/01/2037
0.06
Fannie Mae Pool
4.50
08/01/2039
0.05
Fannie Mae Pool
7.50
08/01/2032
0.05
Bear Stearns ARM Trust 2004-10
0.00
01/25/2035
0.05
Fannie Mae Pool
5.76
08/01/2043
0.05
Freddie Mac Gold Pool
6.50
12/01/2035
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
6.50
03/01/2034
0.04
Fannie Mae Pool
5.50
04/01/2035
0.04
Fannie Mae Pool
6.50
09/01/2037
0.04
Fannie Mae Pool
6.03
02/01/2042
0.04
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
Banc of America Commercial Mortgage
0.74
09/15/2048
0.03
Freddie Mac Gold Pool
7.50
07/01/2034
0.03
Fannie Mae Pool
6.00
10/01/2036
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
8.50
11/01/2030
0.03
Fannie Mae Pool
7.50
03/01/2031
0.02
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
Ginnie Mae I Pool
8.00
01/15/2037
0.02
Freddie Mac Gold Pool
7.00
03/01/2030
0.02
Fannie Mae Pool
7.50
06/01/2036
0.02
Ginnie Mae I Pool
6.00
09/15/2029
0.02
Freddie Mac Gold Pool
7.50
03/01/2032
0.02
Ginnie Mae I Pool
6.50
08/15/2029
0.02
Ginnie Mae I Pool
6.50
08/15/2034
0.02
Fannie Mae Pool
8.00
12/01/2029
0.02
Ginnie Mae I Pool
6.50
04/15/2029
0.02
Fannie Mae Pool
7.50
08/01/2036
0.02
Ginnie Mae II Pool
7.00
10/20/2035
0.02
Ginnie Mae I Pool
6.50
11/15/2027
0.02
Fannie Mae Pool
7.00
06/01/2032
0.02
Fannie Mae Pool
5.96
05/01/2035
0.02
Ginnie Mae I Pool
6.50
01/15/2032
0.02
United States Treasury Bill
0.00
09/05/2024
0.01
Fannie Mae Pool
8.00
10/01/2037
0.01
Ginnie Mae I Pool
8.00
11/15/2031
0.01
Ginnie Mae I Pool
6.50
04/15/2030
0.01
Ginnie Mae I Pool
6.50
11/15/2032
0.01
Fannie Mae Pool
7.00
07/01/2031
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
Fannie Mae Pool
7.50
05/01/2036
0.01
Fannie Mae Pool
7.50
06/01/2031
0.01
Freddie Mac Gold Pool
6.50
11/01/2034
0.01
Freddie Mac Gold Pool
7.50
07/25/2032
0.01
Freddie Mac Gold Pool
6.50
07/01/2034
0.01
Ginnie Mae I Pool
7.50
11/15/2028
0.01
Freddie Mac Gold Pool
7.00
08/01/2028
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
7.50
10/01/2034
0.01
Ginnie Mae I Pool
6.50
04/15/2027
0.01
Fannie Mae Pool
6.50
10/01/2033
0.01
Ginnie Mae I Pool
6.50
09/15/2032
0.01
Freddie Mac Non Gold Pool
6.16
10/01/2036
0.01
Freddie Mac Gold Pool
7.50
11/01/2032
0.01
Fannie Mae Pool
7.00
01/01/2032
0.01
Freddie Mac Gold Pool
8.00
02/01/2035
0.01
Fannie Mae Pool
7.00
05/01/2033
0.01
Fannie Mae Pool
6.50
12/01/2034
0.01
Fannie Mae Pool
7.50
08/01/2037
0.01
Ginnie Mae I Pool
6.50
06/15/2025
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
7.50
08/01/2030
0.01
Fannie Mae Pool
8.50
12/01/2036
0.01
Ginnie Mae I Pool
6.50
08/15/2025
0.01
Fannie Mae Pool
7.00
09/01/2032
0.01
Ginnie Mae II Pool
6.38
10/20/2027
0.01
Freddie Mac Gold Pool
5.00
01/01/2037
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
6.00
10/01/2038
0.01
Fannie Mae Pool
8.00
08/01/2032
0.01
Fannie Mae Pool
6.50
07/01/2026
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
09/01/2030
0.01
Fannie Mae Pool
7.50
06/01/2032
0.01
Ginnie Mae I Pool
6.00
03/15/2033
0.01
Fannie Mae Pool
8.00
04/01/2033
0.01
Fannie Mae Pool
8.00
11/01/2036
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
7.00
12/15/2036
0.01
Fannie Mae Pool
7.50
05/01/2036
0.01
Ginnie Mae I Pool
6.50
02/15/2026
0.01
Ginnie Mae I Pool
6.50
04/15/2025
0.01
Fannie Mae Pool
6.00
01/01/2037
0.01
Freddie Mac Gold Pool
7.00
09/01/2034
0.01
Freddie Mac Gold Pool
7.50
05/01/2035
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 Non Gold Pool
6.45
01/01/2038
0.01
Ginnie Mae I Pool
6.50
03/15/2029
0.00
Freddie Mac Gold Pool
7.50
06/01/2035
0.00
Fannie Mae Pool
7.00
04/01/2032
0.00
Fannie Mae REMICS
7.00
09/18/2027
0.00
Ginnie Mae I Pool
7.00
05/15/2032
0.00
Ginnie Mae I Pool
6.50
06/15/2032
0.00
Freddie Mac Gold Pool
8.50
08/01/2031
0.00
Freddie Mac Gold Pool
8.00
11/17/2030
0.00
Ginnie Mae I Pool
7.00
09/15/2031
0.00
Fannie Mae Pool
7.50
10/01/2031
0.00
Fannie Mae Pool
6.25
03/01/2038
0.00
Freddie Mac Gold Pool
6.50
12/01/2031
0.00
Freddie Mac Gold Pool
7.00
05/01/2030
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Freddie Mac Gold Pool
8.50
11/01/2030
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
7.50
02/01/2031
0.00
Freddie Mac Gold Pool
8.00
08/01/2032
0.00
Fannie Mae Pool
8.50
09/01/2029
0.00
Ginnie Mae I Pool
8.00
08/15/2029
0.00
Fannie Mae Pool
4.50
11/01/2024
0.00
Freddie Mac Gold Pool
6.00
02/01/2034
0.00
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Government National Mortgage Associ
5.69
01/20/2042
0.00
Fannie Mae Pool
6.50
02/01/2036
0.00
Ginnie Mae I Pool
5.00
02/15/2025
0.00
Freddie Mac Gold Pool
6.50
02/01/2035
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Fannie Mae Pool
7.00
02/01/2032
0.00
Ginnie Mae I Pool
6.50
12/15/2029
0.00
Fannie Mae Pool
4.50
02/01/2025
0.00
Freddie Mac Gold Pool
7.00
04/01/2032
0.00
Ginnie Mae I Pool
6.50
04/15/2031
0.00
Fannie Mae Pool
7.50
08/01/2034
0.00
Fannie Mae Pool
7.50
12/01/2029
0.00
Ginnie Mae I Pool
6.00
05/15/2033
0.00
Fannie Mae Pool
7.50
02/01/2031
0.00
Ginnie Mae II Pool
7.50
12/20/2025
0.00
Ginnie Mae I Pool
6.50
03/15/2031
0.00
Fannie Mae Pool
6.50
07/01/2032
0.00
Ginnie Mae I Pool
7.00
06/15/2028
0.00
Ginnie Mae II Pool
7.50
03/20/2031
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Ginnie Mae II Pool
7.50
02/20/2031
0.00
Fannie Mae Pool
6.50
12/01/2032
0.00
Fannie Mae Pool
6.00
11/01/2029
0.00
Fannie Mae Pool
7.50
02/01/2032
0.00
Fannie Mae Pool
6.50
02/01/2034
0.00
Ginnie Mae I Pool
7.00
11/15/2031
0.00
Fannie Mae Pool
8.50
10/01/2033
0.00
Ginnie Mae I Pool
7.50
08/15/2028
0.00
Ginnie Mae I Pool
7.50
08/15/2024
0.00
Ginnie Mae I Pool
6.00
11/15/2032
0.00
Fannie Mae Pool
8.00
07/01/2031
0.00
Fannie Mae Pool
7.50
05/01/2031
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Ginnie Mae I Pool
6.00
02/15/2033
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
Ginnie Mae I Pool
7.50
08/15/2024
0.00
Ginnie Mae I Pool
7.50
09/15/2024
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae II Pool
7.50
08/20/2030
0.00
Ginnie Mae I Pool
6.00
03/15/2033
0.00
Ginnie Mae II Pool
7.50
01/20/2031
0.00
Fannie Mae Pool
6.50
03/01/2034
0.00
Ginnie Mae I Pool
6.00
03/15/2032
0.00
Ginnie Mae I Pool
6.50
04/15/2031
0.00
Fannie Mae Pool
7.50
07/01/2037
0.00
Ginnie Mae I Pool
7.50
10/15/2024
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
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
Freddie Mac Gold Pool
8.50
05/01/2026
0.00
Fannie Mae Pool
7.00
01/01/2028
0.00
Ginnie Mae I Pool
7.50
10/15/2024
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Fannie Mae Pool
7.50
07/01/2032
0.00
Fannie Mae Pool
8.00
09/01/2026
0.00
Fannie Mae Pool
6.50
10/01/2032
0.00
Fannie Mae Pool
8.00
10/01/2027
0.00
Ginnie Mae I Pool
6.00
01/15/2033
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Freddie Mac Gold Pool
7.50
09/01/2030
0.00
Ginnie Mae I Pool
6.50
07/15/2031
0.00
Fannie Mae Pool
7.50
06/01/2031
0.00
Ginnie Mae I Pool
6.50
10/15/2031
0.00
Ginnie Mae I Pool
6.50
01/15/2033
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Ginnie Mae I Pool
6.00
02/15/2033
0.00
Fannie Mae Pool
6.50
06/01/2031
0.00
Fannie Mae Pool
7.00
08/01/2032
0.00
Ginnie Mae I Pool
8.00
07/15/2026
0.00
Ginnie Mae I Pool
6.50
04/15/2032
0.00
Freddie Mac Gold Pool
6.00
09/01/2029
0.00
Ginnie Mae I Pool
7.50
09/15/2024
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
8.50
10/01/2026
0.00
Ginnie Mae I Pool
7.00
07/15/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2028
0.00
Freddie Mac Gold Pool
7.00
06/01/2032
0.00
Fannie Mae Pool
8.00
09/01/2026
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
7.50
12/15/2028
0.00
Ginnie Mae I Pool
6.50
01/15/2029
0.00
Ginnie Mae I Pool
7.50
09/15/2031
0.00
Fannie Mae Pool
7.00
03/01/2032
0.00
Fannie Mae Pool
6.50
07/01/2031
0.00
Ginnie Mae I Pool
6.50
05/15/2032
0.00
Fannie Mae Pool
7.00
12/01/2031
0.00
Ginnie Mae I Pool
6.50
11/15/2031
0.00
Ginnie Mae I Pool
6.50
08/15/2032
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
6.00
01/15/2032
0.00
Ginnie Mae I Pool
7.00
05/15/2028
0.00
Ginnie Mae I Pool
7.50
05/15/2032
0.00
Fannie Mae Pool
7.50
04/01/2030
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
8.50
01/01/2025
0.00
Fannie Mae Pool
7.50
12/01/2026
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Fannie Mae Pool
7.00
09/01/2025
0.00
Ginnie Mae I Pool
7.00
11/15/2027
0.00
Freddie Mac Gold Pool
8.50
12/01/2026
0.00
Fannie Mae Pool
6.50
10/01/2031
0.00
Ginnie Mae I Pool
7.00
02/15/2031
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
6.00
09/15/2032
0.00
Freddie Mac Gold Pool
8.00
12/01/2025
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
Ginnie Mae I Pool
6.00
09/15/2032
0.00
Fannie Mae Pool
7.50
01/01/2030
0.00
Fannie Mae Pool
7.50
02/01/2030
0.00
Ginnie Mae I Pool
6.50
08/15/2031
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
Fannie Mae Pool
6.50
07/01/2029
0.00
Freddie Mac Gold Pool
8.00
08/01/2024
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Fannie Mae Pool
7.00
04/01/2033
0.00
Ginnie Mae I Pool
7.00
09/15/2024
0.00
Fannie Mae Pool
5.00
08/01/2033
0.00
Fannie Mae Pool
6.50
02/01/2037
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
6.50
01/01/2037
0.00
Fannie Mae Pool
6.50
11/01/2036
0.00
Ginnie Mae I Pool
6.50
02/15/2026
0.00
Fannie Mae Pool
6.00
04/01/2037
0.00
Fannie Mae Pool
8.50
09/01/2024
0.00
Ginnie Mae I Pool
6.50
09/15/2032
0.00
CASH & EQUIVALENTS
0.00
-0.36
as of 03/31/2024
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Federal Home Loan Banks | 0.50 | 04/14/2025 | 4.20 |
Ginnie Mae II Pool | 6.00 | 04/01/2054 | 4.13 |
Fannie Mae or Freddie Mac | 5.00 | 04/01/2054 | 4.12 |
Ginnie Mae II Pool | 5.50 | 04/01/2054 | 3.76 |
Ginnie Mae II Pool | 5.00 | 04/01/2054 | 3.64 |
Ginnie Mae II Pool | 4.50 | 04/01/2054 | 3.12 |
Mitsubishi UFJ Trust & Banking Corp | 5.65 | 03/07/2025 | 2.73 |
United States Treasury Note/Bond | 1.12 | 02/28/2027 | 2.53 |
BofA Securities Inc | 5.63 | 03/18/2025 | 2.43 |
Sumitomo Mitsui Banking Corp/New Yo | 5.65 | 03/18/2025 | 2.43 |
United States Treasury Note/Bond | 2.12 | 05/15/2025 | 2.26 |
United States Treasury Note/Bond | 0.38 | 11/30/2025 | 2.26 |
United States Treasury Note/Bond | 2.88 | 08/15/2028 | 2.15 |
ING US Funding LLC | 5.91 | 04/24/2024 | 2.12 |
Fannie Mae or Freddie Mac | 4.00 | 04/01/2054 | 2.11 |
United States Treasury Note/Bond | 1.50 | 08/15/2026 | 2.11 |
Fannie Mae or Freddie Mac | 2.00 | 04/01/2054 | 1.92 |
Freddie Mac Pool | 5.50 | 11/01/2052 | 1.68 |
Federal National Mortgage Associati | 0.75 | 10/08/2027 | 1.61 |
Freddie Mac Pool | 5.50 | 03/01/2053 | 1.53 |
Banco Santander SA/New York | 5.75 | 11/27/2024 | 1.52 |
Mizuho Bank Ltd/New York NY | 5.67 | 01/31/2025 | 1.52 |
United States Treasury Note/Bond | 0.38 | 12/31/2025 | 1.41 |
Freddie Mac Multifamily Structured | 3.02 | 04/25/2029 | 1.41 |
Fannie Mae-Aces | 3.27 | 02/25/2029 | 1.39 |
Freddie Mac Multifamily Structured | 2.15 | 12/25/2028 | 1.37 |
Verus Securitization Trust 2023-INV | 7.73 | 11/25/2068 | 1.29 |
Fannie Mae or Freddie Mac | 5.50 | 04/01/2054 | 1.27 |
Freddie Mac STACR REMIC Trust 2022- | 7.62 | 08/25/2042 | 1.23 |
United States Treasury Note/Bond | 1.25 | 06/30/2028 | 1.21 |
Fannie Mae Pool | 2.50 | 12/01/2034 | 1.16 |
Israel Government AID Bond | 5.12 | 11/01/2024 | 1.15 |
Fannie Mae Pool | 2.50 | 07/01/2035 | 1.15 |
Federal National Mortgage Associati | 0.50 | 11/07/2025 | 1.13 |
Ginnie Mae II Pool | 4.00 | 04/01/2054 | 1.09 |
United States Treasury Note/Bond | 2.38 | 05/15/2027 | 1.06 |
United States Treasury Note/Bond | 5.38 | 02/15/2031 | 1.04 |
Freddie Mac Pool | 2.50 | 12/01/2050 | 1.03 |
Fannie Mae Pool | 5.00 | 04/01/2053 | 1.00 |
Fannie Mae Pool | 6.00 | 08/01/2053 | 1.00 |
Freddie Mac Pool | 6.00 | 06/01/2053 | 0.99 |
Fannie Mae Pool | 2.00 | 03/01/2051 | 0.96 |
United States Treasury Note/Bond | 2.25 | 11/15/2024 | 0.95 |
COLT 2021-4 Mortgage Loan Trust | 1.40 | 10/25/2066 | 0.94 |
Invesco Government & Agency Portfol | 0.93 | ||
Ginnie Mae II Pool | 3.00 | 10/20/2049 | 0.92 |
Fannie Mae Pool | 6.00 | 10/01/2053 | 0.90 |
Bank of Montreal | 5.78 | 12/13/2024 | 0.88 |
Freddie Mac Pool | 2.50 | 05/01/2035 | 0.87 |
Freddie Mac Pool | 6.00 | 12/01/2053 | 0.87 |
Textainer Marine Containers VII Ltd | 2.82 | 04/20/2046 | 0.82 |
Freddie Mac Pool | 3.00 | 01/01/2050 | 0.82 |
Freddie Mac Pool | 5.50 | 05/01/2053 | 0.82 |
United States Treasury Note/Bond | 2.25 | 11/15/2027 | 0.82 |
United States Treasury Note/Bond | 2.25 | 11/15/2025 | 0.82 |
SG Residential Mortgage Trust 2021- | 1.74 | 12/25/2061 | 0.78 |
CHNGE Mortgage Trust 2023-3 | 7.10 | 07/25/2058 | 0.77 |
Fannie Mae Pool | 2.00 | 09/01/2035 | 0.76 |
United States Treasury Note/Bond | 2.00 | 05/31/2024 | 0.75 |
FRESB 2019-SB63 Mortgage Trust | 6.13 | 02/25/2039 | 0.75 |
United States Treasury Note/Bond | 2.88 | 11/30/2025 | 0.74 |
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 | 3.55 | 01/25/2060 | 0.66 |
Government National Mortgage Associ | 2.50 | 07/20/2049 | 0.66 |
Freddie Mac Pool | 3.00 | 12/01/2049 | 0.62 |
Ginnie Mae II Pool | 3.50 | 05/20/2050 | 0.62 |
Fannie Mae Pool | 4.00 | 09/01/2043 | 0.61 |
Barclays Bank PLC/NY | 5.72 | 01/31/2025 | 0.61 |
UBS AG/London | 6.00 | 05/02/2024 | 0.61 |
Ginnie Mae II Pool | 3.50 | 06/20/2050 | 0.60 |
NextGear Floorplan Master Owner Tru | 0.85 | 07/15/2026 | 0.60 |
Fannie Mae Pool | 3.00 | 03/01/2050 | 0.58 |
Freddie Mac Pool | 2.50 | 10/01/2034 | 0.57 |
Fannie Mae Pool | 2.50 | 03/01/2035 | 0.57 |
United States Treasury Note/Bond | 0.88 | 06/30/2026 | 0.56 |
United States Treasury Note/Bond | 2.75 | 02/15/2028 | 0.54 |
BANK 2017-BNK5 | 3.62 | 06/15/2060 | 0.51 |
United States Treasury Note/Bond | 0.50 | 06/30/2027 | 0.51 |
United States Treasury Bill | 0.00 | 04/18/2024 | 0.50 |
Freddie Mac Pool | 2.50 | 10/01/2034 | 0.49 |
Government National Mortgage Associ | 3.00 | 11/20/2048 | 0.49 |
Textainer Marine Containers VII Ltd | 2.11 | 09/20/2045 | 0.47 |
Ginnie Mae II Pool | 3.00 | 11/20/2049 | 0.46 |
Freddie Mac Gold Pool | 3.00 | 02/01/2032 | 0.46 |
United States Treasury Note/Bond | 0.25 | 05/15/2024 | 0.45 |
Government National Mortgage Associ | 5.74 | 08/20/2047 | 0.45 |
Ginnie Mae II Pool | 6.10 | 12/20/2033 | 0.44 |
Freddie Mac Pool | 3.00 | 12/01/2049 | 0.43 |
Government National Mortgage Associ | 5.89 | 01/20/2039 | 0.42 |
Freddie Mac REMICS | 5.88 | 02/15/2042 | 0.42 |
Fannie Mae REMICS | 5.87 | 12/25/2056 | 0.42 |
Fannie Mae Pool | 3.00 | 07/01/2032 | 0.41 |
SMB Private Education Loan Trust 20 | 1.34 | 03/17/2053 | 0.39 |
Government National Mortgage Associ | 3.00 | 10/20/2048 | 0.39 |
Freddie Mac Pool | 2.50 | 09/01/2034 | 0.35 |
Freddie Mac Non Gold Pool | 2.92 | 01/01/2048 | 0.34 |
Fannie Mae REMICS | 5.87 | 02/25/2056 | 0.34 |
Fannie Mae Pool | 4.00 | 12/01/2048 | 0.33 |
Fannie Mae REMICS | 6.61 | 06/25/2039 | 0.30 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.28 |
Fannie Mae Pool | 3.00 | 12/01/2031 | 0.28 |
Fannie Mae Pool | 4.00 | 12/01/2048 | 0.27 |
Fannie Mae Pool | 4.50 | 08/01/2041 | 0.26 |
New Residential Mortgage Loan Trust | 6.19 | 01/25/2048 | 0.25 |
Freddie Mac REMICS | 5.80 | 11/15/2036 | 0.25 |
Government National Mortgage Associ | 6.14 | 05/20/2040 | 0.25 |
Freddie Mac Non Gold Pool | 6.13 | 09/01/2035 | 0.24 |
Freddie Mac Non Gold Pool | 5.68 | 07/01/2036 | 0.23 |
Government National Mortgage Associ | 3.72 | 09/20/2041 | 0.22 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.22 |
Fannie Mae REMICS | 5.74 | 05/25/2036 | 0.21 |
Freddie Mac REMICS | 5.83 | 06/15/2037 | 0.19 |
Freddie Mac Strips | 5.80 | 10/15/2037 | 0.19 |
Fannie Mae REMICS | 5.74 | 08/25/2044 | 0.17 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.17 |
Fannie Mae REMICS | 4.00 | 07/25/2040 | 0.16 |
Fannie Mae REMICS | 1.50 | 01/25/2028 | 0.16 |
Fannie Mae Pool | 6.45 | 10/01/2034 | 0.15 |
Freddie Mac REMICS | 5.93 | 12/15/2035 | 0.15 |
Fannie Mae Pool | 4.50 | 06/01/2039 | 0.14 |
Freddie Mac Gold Pool | 7.00 | 03/01/2033 | 0.13 |
Mello Mortgage Capital Acceptance 2 | 2.50 | 06/25/2051 | 0.13 |
Fannie Mae Pool | 3.50 | 08/01/2027 | 0.13 |
Freddie Mac REMICS | 5.73 | 09/15/2044 | 0.12 |
Fannie Mae REMICS | 5.96 | 11/25/2041 | 0.12 |
Freddie Mac REMICS | 5.80 | 03/15/2037 | 0.12 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.12 |
Fannie Mae REMICS | 5.89 | 03/25/2037 | 0.11 |
Fannie Mae Pool | 5.50 | 05/01/2035 | 0.11 |
Ginnie Mae II Pool | 3.50 | 10/20/2042 | 0.11 |
Freddie Mac Gold Pool | 6.50 | 12/01/2033 | 0.11 |
Government National Mortgage Associ | 5.67 | 08/20/2034 | 0.11 |
United States Treasury Note/Bond | 1.62 | 08/15/2029 | 0.11 |
Government National Mortgage Associ | 6.24 | 09/16/2039 | 0.11 |
Fannie Mae Pool | 3.50 | 05/01/2027 | 0.10 |
Freddie Mac Gold Pool | 4.50 | 01/01/2040 | 0.10 |
Fannie Mae REMICS | 2.00 | 03/25/2051 | 0.10 |
Freddie Mac REMICS | 5.88 | 03/15/2040 | 0.10 |
Freddie Mac Non Gold Pool | 5.82 | 10/01/2036 | 0.10 |
Freddie Mac REMICS | 5.73 | 03/15/2036 | 0.09 |
Freddie Mac Gold Pool | 5.00 | 01/01/2040 | 0.09 |
Fannie Mae Pool | 8.00 | 10/01/2032 | 0.09 |
Freddie Mac Gold Pool | 4.50 | 08/01/2041 | 0.09 |
Ginnie Mae I Pool | 7.50 | 10/15/2035 | 0.09 |
Government National Mortgage Associ | 3.50 | 03/20/2049 | 0.08 |
Freddie Mac Gold Pool | 7.00 | 11/01/2035 | 0.08 |
Freddie Mac Non Gold Pool | 5.81 | 06/01/2043 | 0.08 |
Fannie Mae Pool | 5.94 | 05/01/2044 | 0.08 |
Fannie Mae REMICS | 5.99 | 02/25/2041 | 0.08 |
Freddie Mac Gold Pool | 6.03 | 10/20/2030 | 0.08 |
Fannie Mae Pool | 6.00 | 04/01/2035 | 0.07 |
Fannie Mae REMICS | 5.94 | 05/25/2041 | 0.07 |
Freddie Mac REMICS | 6.29 | 11/15/2039 | 0.07 |
Government National Mortgage Associ | 4.52 | 07/20/2041 | 0.06 |
Fannie Mae REMICS | 6.50 | 03/25/2032 | 0.06 |
Fannie Mae Pool | 7.50 | 07/01/2029 | 0.06 |
Freddie Mac Non Gold Pool | 5.74 | 07/01/2038 | 0.06 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.06 |
Freddie Mac Non Gold Pool | 6.20 | 11/01/2037 | 0.06 |
Fannie Mae Pool | 4.50 | 08/01/2039 | 0.05 |
Fannie Mae Pool | 7.50 | 08/01/2032 | 0.05 |
Bear Stearns ARM Trust 2004-10 | 0.00 | 01/25/2035 | 0.05 |
Fannie Mae Pool | 5.76 | 08/01/2043 | 0.05 |
Freddie Mac Gold Pool | 6.50 | 12/01/2035 | 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 | 6.50 | 03/01/2034 | 0.04 |
Fannie Mae Pool | 5.50 | 04/01/2035 | 0.04 |
Fannie Mae Pool | 6.50 | 09/01/2037 | 0.04 |
Fannie Mae Pool | 6.03 | 02/01/2042 | 0.04 |
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 |
Banc of America Commercial Mortgage | 0.74 | 09/15/2048 | 0.03 |
Freddie Mac Gold Pool | 7.50 | 07/01/2034 | 0.03 |
Fannie Mae Pool | 6.00 | 10/01/2036 | 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 | 8.50 | 11/01/2030 | 0.03 |
Fannie Mae Pool | 7.50 | 03/01/2031 | 0.02 |
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 |
Ginnie Mae I Pool | 8.00 | 01/15/2037 | 0.02 |
Freddie Mac Gold Pool | 7.00 | 03/01/2030 | 0.02 |
Fannie Mae Pool | 7.50 | 06/01/2036 | 0.02 |
Ginnie Mae I Pool | 6.00 | 09/15/2029 | 0.02 |
Freddie Mac Gold Pool | 7.50 | 03/01/2032 | 0.02 |
Ginnie Mae I Pool | 6.50 | 08/15/2029 | 0.02 |
Ginnie Mae I Pool | 6.50 | 08/15/2034 | 0.02 |
Fannie Mae Pool | 8.00 | 12/01/2029 | 0.02 |
Ginnie Mae I Pool | 6.50 | 04/15/2029 | 0.02 |
Fannie Mae Pool | 7.50 | 08/01/2036 | 0.02 |
Ginnie Mae II Pool | 7.00 | 10/20/2035 | 0.02 |
Ginnie Mae I Pool | 6.50 | 11/15/2027 | 0.02 |
Fannie Mae Pool | 7.00 | 06/01/2032 | 0.02 |
Fannie Mae Pool | 5.96 | 05/01/2035 | 0.02 |
Ginnie Mae I Pool | 6.50 | 01/15/2032 | 0.02 |
United States Treasury Bill | 0.00 | 09/05/2024 | 0.01 |
Fannie Mae Pool | 8.00 | 10/01/2037 | 0.01 |
Ginnie Mae I Pool | 8.00 | 11/15/2031 | 0.01 |
Ginnie Mae I Pool | 6.50 | 04/15/2030 | 0.01 |
Ginnie Mae I Pool | 6.50 | 11/15/2032 | 0.01 |
Fannie Mae Pool | 7.00 | 07/01/2031 | 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 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.01 |
Fannie Mae Pool | 7.50 | 06/01/2031 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 11/01/2034 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 07/25/2032 | 0.01 |
Freddie Mac Gold Pool | 6.50 | 07/01/2034 | 0.01 |
Ginnie Mae I Pool | 7.50 | 11/15/2028 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 08/01/2028 | 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 | 7.50 | 10/01/2034 | 0.01 |
Ginnie Mae I Pool | 6.50 | 04/15/2027 | 0.01 |
Fannie Mae Pool | 6.50 | 10/01/2033 | 0.01 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.01 |
Freddie Mac Non Gold Pool | 6.16 | 10/01/2036 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 11/01/2032 | 0.01 |
Fannie Mae Pool | 7.00 | 01/01/2032 | 0.01 |
Freddie Mac Gold Pool | 8.00 | 02/01/2035 | 0.01 |
Fannie Mae Pool | 7.00 | 05/01/2033 | 0.01 |
Fannie Mae Pool | 6.50 | 12/01/2034 | 0.01 |
Fannie Mae Pool | 7.50 | 08/01/2037 | 0.01 |
Ginnie Mae I Pool | 6.50 | 06/15/2025 | 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 | 7.50 | 08/01/2030 | 0.01 |
Fannie Mae Pool | 8.50 | 12/01/2036 | 0.01 |
Ginnie Mae I Pool | 6.50 | 08/15/2025 | 0.01 |
Fannie Mae Pool | 7.00 | 09/01/2032 | 0.01 |
Ginnie Mae II Pool | 6.38 | 10/20/2027 | 0.01 |
Freddie Mac Gold Pool | 5.00 | 01/01/2037 | 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 | 6.00 | 10/01/2038 | 0.01 |
Fannie Mae Pool | 8.00 | 08/01/2032 | 0.01 |
Fannie Mae Pool | 6.50 | 07/01/2026 | 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 | 09/01/2030 | 0.01 |
Fannie Mae Pool | 7.50 | 06/01/2032 | 0.01 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.01 |
Fannie Mae Pool | 8.00 | 04/01/2033 | 0.01 |
Fannie Mae Pool | 8.00 | 11/01/2036 | 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 | 7.00 | 12/15/2036 | 0.01 |
Fannie Mae Pool | 7.50 | 05/01/2036 | 0.01 |
Ginnie Mae I Pool | 6.50 | 02/15/2026 | 0.01 |
Ginnie Mae I Pool | 6.50 | 04/15/2025 | 0.01 |
Fannie Mae Pool | 6.00 | 01/01/2037 | 0.01 |
Freddie Mac Gold Pool | 7.00 | 09/01/2034 | 0.01 |
Freddie Mac Gold Pool | 7.50 | 05/01/2035 | 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 Non Gold Pool | 6.45 | 01/01/2038 | 0.01 |
Ginnie Mae I Pool | 6.50 | 03/15/2029 | 0.00 |
Freddie Mac Gold Pool | 7.50 | 06/01/2035 | 0.00 |
Fannie Mae Pool | 7.00 | 04/01/2032 | 0.00 |
Fannie Mae REMICS | 7.00 | 09/18/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 06/15/2032 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 08/01/2031 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 11/17/2030 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 10/01/2031 | 0.00 |
Fannie Mae Pool | 6.25 | 03/01/2038 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 12/01/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 05/01/2030 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 11/01/2030 | 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 | 7.50 | 02/01/2031 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2032 | 0.00 |
Fannie Mae Pool | 8.50 | 09/01/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2029 | 0.00 |
Fannie Mae Pool | 4.50 | 11/01/2024 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 02/01/2034 | 0.00 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Government National Mortgage Associ | 5.69 | 01/20/2042 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2036 | 0.00 |
Ginnie Mae I Pool | 5.00 | 02/15/2025 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2035 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Fannie Mae Pool | 7.00 | 02/01/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2029 | 0.00 |
Fannie Mae Pool | 4.50 | 02/01/2025 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 04/01/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 08/01/2034 | 0.00 |
Fannie Mae Pool | 7.50 | 12/01/2029 | 0.00 |
Ginnie Mae I Pool | 6.00 | 05/15/2033 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2031 | 0.00 |
Ginnie Mae II Pool | 7.50 | 12/20/2025 | 0.00 |
Ginnie Mae I Pool | 6.50 | 03/15/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.00 |
Ginnie Mae II Pool | 7.50 | 03/20/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Ginnie Mae II Pool | 7.50 | 02/20/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2032 | 0.00 |
Fannie Mae Pool | 6.00 | 11/01/2029 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2034 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2031 | 0.00 |
Fannie Mae Pool | 8.50 | 10/01/2033 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 11/15/2032 | 0.00 |
Fannie Mae Pool | 8.00 | 07/01/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.00 | 02/15/2033 | 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 |
Ginnie Mae I Pool | 7.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Ginnie Mae II Pool | 7.50 | 08/20/2030 | 0.00 |
Ginnie Mae I Pool | 6.00 | 03/15/2033 | 0.00 |
Ginnie Mae II Pool | 7.50 | 01/20/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2034 | 0.00 |
Ginnie Mae I Pool | 6.00 | 03/15/2032 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2037 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2024 | 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 | 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 |
Freddie Mac Gold Pool | 8.50 | 05/01/2026 | 0.00 |
Fannie Mae Pool | 7.00 | 01/01/2028 | 0.00 |
Ginnie Mae I Pool | 7.50 | 10/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Fannie Mae Pool | 7.50 | 07/01/2032 | 0.00 |
Fannie Mae Pool | 8.00 | 09/01/2026 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2032 | 0.00 |
Fannie Mae Pool | 8.00 | 10/01/2027 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2033 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Freddie Mac Gold Pool | 7.50 | 09/01/2030 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2031 | 0.00 |
Fannie Mae Pool | 7.50 | 06/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2033 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.00 | 02/15/2033 | 0.00 |
Fannie Mae Pool | 6.50 | 06/01/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 08/01/2032 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2032 | 0.00 |
Freddie Mac Gold Pool | 6.00 | 09/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2024 | 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 | 8.50 | 10/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2028 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 06/01/2032 | 0.00 |
Fannie Mae Pool | 8.00 | 09/01/2026 | 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 | 7.50 | 12/15/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 01/15/2029 | 0.00 |
Ginnie Mae I Pool | 7.50 | 09/15/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 03/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 07/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 05/15/2032 | 0.00 |
Fannie Mae Pool | 7.00 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 11/15/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.00 | 01/15/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.50 | 05/15/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 04/01/2030 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Fannie Mae Pool | 8.50 | 01/01/2025 | 0.00 |
Fannie Mae Pool | 7.50 | 12/01/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Fannie Mae Pool | 7.00 | 09/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2027 | 0.00 |
Freddie Mac Gold Pool | 8.50 | 12/01/2026 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2031 | 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 | 6.00 | 09/15/2032 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 12/01/2025 | 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 |
Ginnie Mae I Pool | 6.00 | 09/15/2032 | 0.00 |
Fannie Mae Pool | 7.50 | 01/01/2030 | 0.00 |
Fannie Mae Pool | 7.50 | 02/01/2030 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2031 | 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 |
Fannie Mae Pool | 6.50 | 07/01/2029 | 0.00 |
Freddie Mac Gold Pool | 8.00 | 08/01/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Fannie Mae Pool | 7.00 | 04/01/2033 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 5.00 | 08/01/2033 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2037 | 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 | 6.50 | 01/01/2037 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2036 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2026 | 0.00 |
Fannie Mae Pool | 6.00 | 04/01/2037 | 0.00 |
Fannie Mae Pool | 8.50 | 09/01/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.00 |
CASH & EQUIVALENTS | 0.00 | -0.36 |