Invesco Income Fund
as of 03/31/2023
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Toronto-Dominion Bank/The
5.25
01/26/2024
5.41
Fannie Mae or Freddie Mac
5.50
04/01/2053
3.42
OBX 2022-NQM8 Trust
6.10
09/25/2062
3.35
Invesco Government & Agency Portfol
2.81
Empower CLO 2022-1 Ltd
6.16
10/20/2034
2.73
BBCMS Mortgage Trust 2022-C17
4.44
09/15/2055
2.47
Invesco Treasury Portfolio
1.87
Freddie Mac Structured Agency Credi
6.86
08/25/2033
1.77
Fannie Mae or Freddie Mac
5.00
04/01/2053
1.69
TRK 2022-INV1 Trust
4.05
02/25/2057
1.68
Ginnie Mae II Pool
5.00
04/01/2053
1.68
OBX 2022-NQM7 Trust
5.11
08/25/2062
1.56
Life 2021-BMR Mortgage Trust
6.34
03/15/2038
1.46
Freddie Mac STACR REMIC Trust 2022-
8.11
08/25/2042
1.43
Imperial Fund Mortgage Trust 2022-N
4.08
02/25/2067
1.39
Wells Fargo Commercial Mortgage Tru
3.96
12/15/2047
1.36
Barclays Bank PLC/NY
5.39
02/01/2024
1.36
Freddie Mac STACR REMIC Trust 2022-
7.46
04/25/2042
1.35
Citigroup Commercial Mortgage Trust
4.45
04/10/2046
1.32
OHA Loan Funding 2015-1 Ltd
6.85
01/19/2037
1.29
GS Mortgage Securities Corp Trust 2
4.60
10/10/2032
1.28
CBAM 2021-15 LLC
7.04
01/15/2036
1.28
BX Commercial Mortgage Trust 2021-V
6.33
09/15/2036
1.28
Verus Securitization Trust 2022-INV
5.83
08/25/2067
1.27
Freddie Mac STACR REMIC Trust 2022-
6.86
08/25/2042
1.26
CSMC 2022-ATH3
6.57
08/25/2067
1.23
JPMBB Commercial Mortgage Securitie
4.13
07/15/2045
1.23
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
1.22
Angel Oak Mortgage Trust 2022-2
4.14
01/25/2067
1.19
STACR Trust 2018-HRP2
7.25
02/25/2047
1.15
Avis Budget Rental Car Funding AESO
7.09
04/20/2027
1.12
Cantor Commercial Real Estate Lendi
4.66
05/15/2052
1.12
COMM 2014-CCRE19 Mortgage Trust
4.70
08/10/2047
1.12
Freddie Mac STACR REMIC Trust 2022-
9.91
08/25/2042
1.06
Avis Budget Rental Car Funding AESO
6.48
02/20/2027
1.06
Freddie Mac STACR REMIC Trust 2021-
6.66
09/25/2041
1.04
Benchmark 2018-B3 Mortgage Trust
4.53
04/10/2051
1.02
Ellington Financial Mortgage Trust
5.00
08/25/2067
1.01
Homeward Opportunities Fund Trust 2
5.08
07/25/2067
1.00
FirstKey Homes 2020-SFR2 Trust
2.67
10/19/2037
0.99
Benchmark 2019-B14 Mortgage Trust
3.77
12/15/2062
0.97
Two Harbors Investment Corp Conv Bn
6.25
01/15/2026
0.94
CSMC 2022-ATH2
4.98
05/25/2067
0.94
OBX 2023-NQM1 Trust
6.50
11/25/2062
0.92
BANK 2018-BNK14
3.00
09/15/2060
0.90
Connecticut Avenue Securities Trust
8.32
12/25/2042
0.90
Benchmark 2019-B9 Mortgage Trust
4.97
03/15/2052
0.86
AMSR 2022-SFR3 Trust
4.00
10/17/2039
0.83
FirstKey Homes 2022-SFR1 Trust
5.20
05/17/2039
0.82
Avis Budget Rental Car Funding AESO
7.24
06/20/2029
0.81
Freddie Mac Structured Agency Credi
8.56
07/25/2042
0.81
SG Residential Mortgage Trust 2022-
3.98
03/27/2062
0.80
Blackbird Capital Aircraft Lease Se
5.68
12/16/2041
0.79
Progress Residential 2022-SFR5 Trus
5.73
06/17/2039
0.78
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.77
Wells Fargo Commercial Mortgage Tru
3.25
01/15/2060
0.77
Octagon Investment Partners 48 Ltd
6.86
10/20/2034
0.77
Residential Mortgage Loan Trust 201
3.81
09/25/2059
0.76
Dryden 76 CLO Ltd
6.81
10/20/2034
0.76
Seasoned Credit Risk Transfer Trust
4.75
06/25/2057
0.75
FirstKey Homes 2020-SFR2 Trust
1.97
10/19/2037
0.73
GCAT 2023-NQM2 Trust
7.04
11/25/2067
0.71
Textainer Marine Containers VII Ltd
4.94
08/21/2045
0.70
Homeward Opportunities Fund Trust 2
5.05
07/25/2067
0.69
Flagstar Mortgage Trust 2018-6RR
4.92
10/25/2048
0.68
Hertz Vehicle Financing III LLC
6.91
06/25/2027
0.68
Rad CLO 18 Ltd
7.27
04/15/2036
0.67
Flagstar Mortgage Trust 2018-6RR
4.92
10/25/2048
0.67
Redwood Trust Inc Pfd
0.65
Annaly Capital Management Inc Pfd
0.65
GS Mortgage Securities Trust 2017-G
4.32
05/10/2050
0.63
ILPT Commercial Mortgage Trust 2022
7.07
10/15/2039
0.61
Verus Securitization Trust 2023-1
6.90
12/25/2067
0.60
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.60
Dynex Capital Inc Pfd
0.59
FIVE 2023-V1 Mortgage Trust
0.83
02/10/2056
0.59
Rithm Capital Corp Pfd
0.58
BBCMS Mortgage Trust 2018-C2
4.97
12/15/2051
0.58
Two Harbors Investment Corp Pfd
0.56
Avis Budget Rental Car Funding AESO
6.08
04/20/2029
0.55
STAR 2022-SFR3 Trust
7.24
05/17/2024
0.54
Freddie Mac REMICS
2.50
09/25/2048
0.54
Verus Securitization Trust 2022-INV
6.79
10/25/2067
0.52
Chimera Investment Corp Pfd
0.52
Vista Point Securitization Trust 20
4.15
03/25/2065
0.51
Fannie Mae REMICS
2.50
08/25/2049
0.50
Freddie Mac STACR REMIC Trust 2020-
7.36
10/25/2050
0.50
GS Mortgage Securities Corp Trust 2
8.86
07/15/2031
0.49
United States Treasury Bill
0.00
05/11/2023
0.48
CSAIL 2016-C6 Commercial Mortgage T
3.92
01/15/2049
0.48
Progress Residential 2021-SFR1
1.80
04/17/2038
0.47
Flagstar Mortgage Trust 2018-5
4.50
09/25/2048
0.45
PennyMac Mortgage Investment Trust
0.43
Freddie Mac STACR REMIC Trust 2023-
7.66
03/25/2043
0.41
Flagstar Mortgage Trust 2018-5
4.50
09/25/2048
0.38
Multifamily Connecticut Avenue Secu
10.35
10/25/2049
0.38
MACH 1 Cayman 2019-1 Ltd
4.33
10/15/2039
0.38
AG Mortgage Investment Trust Inc Pf
0.37
AMSR 2021-SFR4 Trust
2.77
12/17/2038
0.36
Freddie Mac Multifamily Structured
8.23
01/25/2051
0.35
Chase Mortgage Finance Corp
3.75
12/25/2045
0.35
Connecticut Avenue Securities Trust
7.66
03/25/2042
0.35
OBX 2022-NQM7 Trust
5.70
08/25/2062
0.32
Multifamily Connecticut Avenue Secu
8.10
10/25/2049
0.31
Wendy's Funding LLC
2.77
06/15/2051
0.30
Voya CLO 2014-1 Ltd
7.69
04/18/2031
0.29
Wendy's Funding LLC
3.88
03/15/2048
0.28
Chimera Investment Corp Pfd
0.26
DB Master Finance LLC
2.79
11/20/2051
0.25
Chase Mortgage Finance Corp
3.75
04/25/2045
0.24
AMSR 2022-SFR3 Trust
4.00
10/17/2039
0.24
Taco Bell Funding LLC
2.54
08/25/2051
0.21
Benchmark 2019-B15 Mortgage Trust
3.72
12/15/2072
0.21
Freddie Mac STACR REMIC Trust 2021-
6.21
01/25/2034
0.19
Progress Residential 2022-SFR4 Trus
6.12
05/17/2041
0.19
CASH & EQUIVALENTS
0.00
0.19
J.P. Morgan Chase Commercial Mortga
7.39
06/15/2035
0.18
COLT 2020-3 Mortgage Loan Trust
2.38
04/27/2065
0.13
J.P. Morgan Chase Commercial Mortga
7.99
06/15/2035
0.11
JP Morgan Securities LLC
2.00
10/17/2057
0.08
Bear Stearns ARM Trust 2004-10
3.91
01/25/2035
0.06
Banc of America Commercial Mortgage
0.75
09/15/2048
0.06
Ginnie Mae I Pool
8.00
12/15/2030
0.05
Intercontinental Exchange Inc
1.00
12/20/2027
0.02
Ginnie Mae I Pool
7.00
11/15/2031
0.01
Ginnie Mae II Pool
7.00
10/20/2035
0.01
Ginnie Mae I Pool
7.00
09/15/2031
0.01
Ginnie Mae II Pool
8.00
12/20/2026
0.01
Ginnie Mae I Pool
7.00
03/15/2031
0.01
Ginnie Mae I Pool
7.00
06/15/2028
0.01
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Ginnie Mae I Pool
8.00
03/15/2026
0.00
Ginnie Mae I Pool
7.00
08/15/2032
0.00
Ginnie Mae II Pool
6.95
07/20/2025
0.00
Ginnie Mae I Pool
8.50
01/15/2037
0.00
Ginnie Mae II Pool
6.95
11/20/2026
0.00
Ginnie Mae I Pool
6.50
08/15/2024
0.00
Ginnie Mae I Pool
7.00
12/15/2036
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
01/15/2031
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
02/15/2030
0.00
Freddie Mac Gold Pool
9.00
04/01/2025
0.00
Fannie Mae Pool
6.95
07/01/2025
0.00
Fannie Mae Pool
6.75
07/01/2024
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
8.00
06/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
02/15/2027
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
10/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Fannie Mae Pool
6.95
10/01/2025
0.00
Ginnie Mae I Pool
8.00
02/15/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Freddie Mac Gold Pool
6.50
05/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
7.00
05/01/2032
0.00
Ginnie Mae I Pool
8.00
08/15/2024
0.00
Ginnie Mae I Pool
7.00
01/15/2027
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Ginnie Mae I Pool
6.50
04/15/2028
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Fannie Mae Pool
6.50
08/01/2031
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Freddie Mac Gold Pool
7.00
03/01/2032
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Freddie Mac Gold Pool
6.50
05/01/2032
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.50
01/01/2026
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Freddie Mac Gold Pool
6.50
09/01/2031
0.00
Fannie Mae Pool
6.50
05/01/2031
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Fannie Mae Pool
6.50
10/01/2036
0.00
Ginnie Mae I Pool
7.00
08/15/2027
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Ginnie Mae I Pool
8.00
09/15/2024
0.00
Ginnie Mae I Pool
8.00
08/15/2025
0.00
Ginnie Mae I Pool
6.50
12/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Fannie Mae Pool
6.50
02/01/2028
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Freddie Mac Gold Pool
6.50
07/01/2029
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Freddie Mac Gold Pool
6.50
02/01/2031
0.00
Ginnie Mae I Pool
8.00
12/15/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
8.00
10/01/2029
0.00
Ginnie Mae I Pool
8.00
09/15/2024
0.00
Ginnie Mae I Pool
6.50
09/15/2032
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
JP Morgan Securities LLC
2.00
12/16/2072
-0.13
as of 03/31/2023
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Toronto-Dominion Bank/The | 5.25 | 01/26/2024 | 5.41 |
Fannie Mae or Freddie Mac | 5.50 | 04/01/2053 | 3.42 |
OBX 2022-NQM8 Trust | 6.10 | 09/25/2062 | 3.35 |
Invesco Government & Agency Portfol | 2.81 | ||
Empower CLO 2022-1 Ltd | 6.16 | 10/20/2034 | 2.73 |
BBCMS Mortgage Trust 2022-C17 | 4.44 | 09/15/2055 | 2.47 |
Invesco Treasury Portfolio | 1.87 | ||
Freddie Mac Structured Agency Credi | 6.86 | 08/25/2033 | 1.77 |
Fannie Mae or Freddie Mac | 5.00 | 04/01/2053 | 1.69 |
TRK 2022-INV1 Trust | 4.05 | 02/25/2057 | 1.68 |
Ginnie Mae II Pool | 5.00 | 04/01/2053 | 1.68 |
OBX 2022-NQM7 Trust | 5.11 | 08/25/2062 | 1.56 |
Life 2021-BMR Mortgage Trust | 6.34 | 03/15/2038 | 1.46 |
Freddie Mac STACR REMIC Trust 2022- | 8.11 | 08/25/2042 | 1.43 |
Imperial Fund Mortgage Trust 2022-N | 4.08 | 02/25/2067 | 1.39 |
Wells Fargo Commercial Mortgage Tru | 3.96 | 12/15/2047 | 1.36 |
Barclays Bank PLC/NY | 5.39 | 02/01/2024 | 1.36 |
Freddie Mac STACR REMIC Trust 2022- | 7.46 | 04/25/2042 | 1.35 |
Citigroup Commercial Mortgage Trust | 4.45 | 04/10/2046 | 1.32 |
OHA Loan Funding 2015-1 Ltd | 6.85 | 01/19/2037 | 1.29 |
GS Mortgage Securities Corp Trust 2 | 4.60 | 10/10/2032 | 1.28 |
CBAM 2021-15 LLC | 7.04 | 01/15/2036 | 1.28 |
BX Commercial Mortgage Trust 2021-V | 6.33 | 09/15/2036 | 1.28 |
Verus Securitization Trust 2022-INV | 5.83 | 08/25/2067 | 1.27 |
Freddie Mac STACR REMIC Trust 2022- | 6.86 | 08/25/2042 | 1.26 |
CSMC 2022-ATH3 | 6.57 | 08/25/2067 | 1.23 |
JPMBB Commercial Mortgage Securitie | 4.13 | 07/15/2045 | 1.23 |
Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 1.22 |
Angel Oak Mortgage Trust 2022-2 | 4.14 | 01/25/2067 | 1.19 |
STACR Trust 2018-HRP2 | 7.25 | 02/25/2047 | 1.15 |
Avis Budget Rental Car Funding AESO | 7.09 | 04/20/2027 | 1.12 |
Cantor Commercial Real Estate Lendi | 4.66 | 05/15/2052 | 1.12 |
COMM 2014-CCRE19 Mortgage Trust | 4.70 | 08/10/2047 | 1.12 |
Freddie Mac STACR REMIC Trust 2022- | 9.91 | 08/25/2042 | 1.06 |
Avis Budget Rental Car Funding AESO | 6.48 | 02/20/2027 | 1.06 |
Freddie Mac STACR REMIC Trust 2021- | 6.66 | 09/25/2041 | 1.04 |
Benchmark 2018-B3 Mortgage Trust | 4.53 | 04/10/2051 | 1.02 |
Ellington Financial Mortgage Trust | 5.00 | 08/25/2067 | 1.01 |
Homeward Opportunities Fund Trust 2 | 5.08 | 07/25/2067 | 1.00 |
FirstKey Homes 2020-SFR2 Trust | 2.67 | 10/19/2037 | 0.99 |
Benchmark 2019-B14 Mortgage Trust | 3.77 | 12/15/2062 | 0.97 |
Two Harbors Investment Corp Conv Bn | 6.25 | 01/15/2026 | 0.94 |
CSMC 2022-ATH2 | 4.98 | 05/25/2067 | 0.94 |
OBX 2023-NQM1 Trust | 6.50 | 11/25/2062 | 0.92 |
BANK 2018-BNK14 | 3.00 | 09/15/2060 | 0.90 |
Connecticut Avenue Securities Trust | 8.32 | 12/25/2042 | 0.90 |
Benchmark 2019-B9 Mortgage Trust | 4.97 | 03/15/2052 | 0.86 |
AMSR 2022-SFR3 Trust | 4.00 | 10/17/2039 | 0.83 |
FirstKey Homes 2022-SFR1 Trust | 5.20 | 05/17/2039 | 0.82 |
Avis Budget Rental Car Funding AESO | 7.24 | 06/20/2029 | 0.81 |
Freddie Mac Structured Agency Credi | 8.56 | 07/25/2042 | 0.81 |
SG Residential Mortgage Trust 2022- | 3.98 | 03/27/2062 | 0.80 |
Blackbird Capital Aircraft Lease Se | 5.68 | 12/16/2041 | 0.79 |
Progress Residential 2022-SFR5 Trus | 5.73 | 06/17/2039 | 0.78 |
ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.77 |
Wells Fargo Commercial Mortgage Tru | 3.25 | 01/15/2060 | 0.77 |
Octagon Investment Partners 48 Ltd | 6.86 | 10/20/2034 | 0.77 |
Residential Mortgage Loan Trust 201 | 3.81 | 09/25/2059 | 0.76 |
Dryden 76 CLO Ltd | 6.81 | 10/20/2034 | 0.76 |
Seasoned Credit Risk Transfer Trust | 4.75 | 06/25/2057 | 0.75 |
FirstKey Homes 2020-SFR2 Trust | 1.97 | 10/19/2037 | 0.73 |
GCAT 2023-NQM2 Trust | 7.04 | 11/25/2067 | 0.71 |
Textainer Marine Containers VII Ltd | 4.94 | 08/21/2045 | 0.70 |
Homeward Opportunities Fund Trust 2 | 5.05 | 07/25/2067 | 0.69 |
Flagstar Mortgage Trust 2018-6RR | 4.92 | 10/25/2048 | 0.68 |
Hertz Vehicle Financing III LLC | 6.91 | 06/25/2027 | 0.68 |
Rad CLO 18 Ltd | 7.27 | 04/15/2036 | 0.67 |
Flagstar Mortgage Trust 2018-6RR | 4.92 | 10/25/2048 | 0.67 |
Redwood Trust Inc Pfd | 0.65 | ||
Annaly Capital Management Inc Pfd | 0.65 | ||
GS Mortgage Securities Trust 2017-G | 4.32 | 05/10/2050 | 0.63 |
ILPT Commercial Mortgage Trust 2022 | 7.07 | 10/15/2039 | 0.61 |
Verus Securitization Trust 2023-1 | 6.90 | 12/25/2067 | 0.60 |
SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.60 |
Dynex Capital Inc Pfd | 0.59 | ||
FIVE 2023-V1 Mortgage Trust | 0.83 | 02/10/2056 | 0.59 |
Rithm Capital Corp Pfd | 0.58 | ||
BBCMS Mortgage Trust 2018-C2 | 4.97 | 12/15/2051 | 0.58 |
Two Harbors Investment Corp Pfd | 0.56 | ||
Avis Budget Rental Car Funding AESO | 6.08 | 04/20/2029 | 0.55 |
STAR 2022-SFR3 Trust | 7.24 | 05/17/2024 | 0.54 |
Freddie Mac REMICS | 2.50 | 09/25/2048 | 0.54 |
Verus Securitization Trust 2022-INV | 6.79 | 10/25/2067 | 0.52 |
Chimera Investment Corp Pfd | 0.52 | ||
Vista Point Securitization Trust 20 | 4.15 | 03/25/2065 | 0.51 |
Fannie Mae REMICS | 2.50 | 08/25/2049 | 0.50 |
Freddie Mac STACR REMIC Trust 2020- | 7.36 | 10/25/2050 | 0.50 |
GS Mortgage Securities Corp Trust 2 | 8.86 | 07/15/2031 | 0.49 |
United States Treasury Bill | 0.00 | 05/11/2023 | 0.48 |
CSAIL 2016-C6 Commercial Mortgage T | 3.92 | 01/15/2049 | 0.48 |
Progress Residential 2021-SFR1 | 1.80 | 04/17/2038 | 0.47 |
Flagstar Mortgage Trust 2018-5 | 4.50 | 09/25/2048 | 0.45 |
PennyMac Mortgage Investment Trust | 0.43 | ||
Freddie Mac STACR REMIC Trust 2023- | 7.66 | 03/25/2043 | 0.41 |
Flagstar Mortgage Trust 2018-5 | 4.50 | 09/25/2048 | 0.38 |
Multifamily Connecticut Avenue Secu | 10.35 | 10/25/2049 | 0.38 |
MACH 1 Cayman 2019-1 Ltd | 4.33 | 10/15/2039 | 0.38 |
AG Mortgage Investment Trust Inc Pf | 0.37 | ||
AMSR 2021-SFR4 Trust | 2.77 | 12/17/2038 | 0.36 |
Freddie Mac Multifamily Structured | 8.23 | 01/25/2051 | 0.35 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.35 |
Connecticut Avenue Securities Trust | 7.66 | 03/25/2042 | 0.35 |
OBX 2022-NQM7 Trust | 5.70 | 08/25/2062 | 0.32 |
Multifamily Connecticut Avenue Secu | 8.10 | 10/25/2049 | 0.31 |
Wendy's Funding LLC | 2.77 | 06/15/2051 | 0.30 |
Voya CLO 2014-1 Ltd | 7.69 | 04/18/2031 | 0.29 |
Wendy's Funding LLC | 3.88 | 03/15/2048 | 0.28 |
Chimera Investment Corp Pfd | 0.26 | ||
DB Master Finance LLC | 2.79 | 11/20/2051 | 0.25 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.24 |
AMSR 2022-SFR3 Trust | 4.00 | 10/17/2039 | 0.24 |
Taco Bell Funding LLC | 2.54 | 08/25/2051 | 0.21 |
Benchmark 2019-B15 Mortgage Trust | 3.72 | 12/15/2072 | 0.21 |
Freddie Mac STACR REMIC Trust 2021- | 6.21 | 01/25/2034 | 0.19 |
Progress Residential 2022-SFR4 Trus | 6.12 | 05/17/2041 | 0.19 |
CASH & EQUIVALENTS | 0.00 | 0.19 | |
J.P. Morgan Chase Commercial Mortga | 7.39 | 06/15/2035 | 0.18 |
COLT 2020-3 Mortgage Loan Trust | 2.38 | 04/27/2065 | 0.13 |
J.P. Morgan Chase Commercial Mortga | 7.99 | 06/15/2035 | 0.11 |
JP Morgan Securities LLC | 2.00 | 10/17/2057 | 0.08 |
Bear Stearns ARM Trust 2004-10 | 3.91 | 01/25/2035 | 0.06 |
Banc of America Commercial Mortgage | 0.75 | 09/15/2048 | 0.06 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.05 |
Intercontinental Exchange Inc | 1.00 | 12/20/2027 | 0.02 |
Ginnie Mae I Pool | 7.00 | 11/15/2031 | 0.01 |
Ginnie Mae II Pool | 7.00 | 10/20/2035 | 0.01 |
Ginnie Mae I Pool | 7.00 | 09/15/2031 | 0.01 |
Ginnie Mae II Pool | 8.00 | 12/20/2026 | 0.01 |
Ginnie Mae I Pool | 7.00 | 03/15/2031 | 0.01 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.01 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 03/15/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2032 | 0.00 |
Ginnie Mae II Pool | 6.95 | 07/20/2025 | 0.00 |
Ginnie Mae I Pool | 8.50 | 01/15/2037 | 0.00 |
Ginnie Mae II Pool | 6.95 | 11/20/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2036 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2030 | 0.00 |
Freddie Mac Gold Pool | 9.00 | 04/01/2025 | 0.00 |
Fannie Mae Pool | 6.95 | 07/01/2025 | 0.00 |
Fannie Mae Pool | 6.75 | 07/01/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Fannie Mae Pool | 6.95 | 10/01/2025 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 05/01/2032 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2027 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 03/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 01/01/2026 | 0.00 |
Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 09/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2036 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2027 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2025 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 07/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 12/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Fannie Mae Pool | 8.00 | 10/01/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
JP Morgan Securities LLC | 2.00 | 12/16/2072 | -0.13 |