Invesco Income Fund
as of 06/30/2022
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Invesco Government & Agency Portfol
3.62
Invesco Treasury Portfolio
2.41
Tricon American Homes 2020-SFR1
2.55
07/17/2038
1.98
TRK 2022-INV1 Trust
4.07
02/25/2057
1.68
STAR 2021-SFR1 Trust
2.82
04/17/2038
1.56
Freddie Mac Structured Agency Credi
3.23
08/25/2033
1.51
Imperial Fund Mortgage Trust 2022-N
4.08
02/25/2067
1.42
PRKCM 2021-AFC1 Trust
3.11
08/25/2056
1.33
Life 2021-BMR Mortgage Trust
2.72
03/15/2038
1.31
Wells Fargo Commercial Mortgage Tru
3.96
12/15/2047
1.29
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
1.27
CSMC 2021-NQM2
2.28
02/25/2066
1.22
CSAIL 2017-CX9 Commercial Mortgage
4.25
09/15/2050
1.19
STACR Trust 2018-HRP2
4.02
02/25/2047
1.19
Angel Oak Mortgage Trust 2022-2
4.18
01/25/2067
1.19
GS Mortgage Securities Corp Trust 2
4.74
10/10/2032
1.18
Starwood Mortgage Residential Trust
3.69
12/25/2066
1.17
Credit Suisse Mortgage Capital Cert
2.73
04/25/2065
1.15
Citigroup Commercial Mortgage Trust
4.56
04/10/2046
1.15
COMM 2014-UBS4 Mortgage Trust
4.81
08/10/2047
1.15
CBAM 2021-15 LLC
3.29
01/15/2036
1.15
Freddie Mac STACR REMIC Trust 2022-
3.80
04/25/2042
1.14
Angel Oak Mortgage Trust 2020-3
3.81
04/25/2065
1.13
OHA Loan Funding 2015-1 Ltd
3.09
01/19/2037
1.13
JPMBB Commercial Mortgage Securitie
4.23
07/15/2045
1.13
Morgan Stanley Capital I Trust 2018
5.24
12/15/2051
1.10
FirstKey Homes 2020-SFR2 Trust
1.97
10/19/2037
1.10
AMSR 2020-SFR5 Trust
2.18
11/17/2037
1.10
SG Residential Mortgage Trust 2021-
3.05
12/25/2061
1.08
COMM 2014-CCRE19 Mortgage Trust
4.85
08/10/2047
1.07
Citigroup Commercial Mortgage Trust
3.11
04/10/2048
1.06
CSAIL 2019-C17 Commercial Mortgage
3.93
09/15/2052
1.05
Morgan Stanley Bank of America Merr
3.26
05/15/2048
1.04
Arroyo Mortgage Trust 2020-1
3.33
03/25/2055
1.04
Fannie Mae Connecticut Avenue Secur
4.62
10/25/2029
1.02
Progress Residential 2021-SFR10 Tru
3.57
12/17/2040
1.02
JPMDB Commercial Mortgage Securitie
3.85
05/13/2053
1.00
Verus Securitization Trust 2021-R2
2.24
02/25/2064
0.99
Benchmark 2019-B14 Mortgage Trust
3.90
12/15/2062
0.97
Benchmark 2018-B3 Mortgage Trust
4.69
04/10/2051
0.97
Angel Oak Mortgage Trust 2021-7
3.25
10/25/2066
0.96
Textainer Marine Containers VII Ltd
2.82
04/20/2046
0.96
Cantor Commercial Real Estate Lendi
4.66
05/15/2052
0.96
Textainer Marine Containers Ltd
2.43
08/20/2046
0.95
Progress Residential 2021-SFR2 Trus
2.65
04/19/2038
0.95
Progress Residential 2021-SFR5 Trus
2.36
07/17/2038
0.95
Benchmark 2019-B11 Mortgage Trust
3.00
05/15/2052
0.95
COMM 2015-CCRE26 Mortgage Trust
4.62
10/10/2048
0.92
BANK 2018-BNK14
3.00
09/15/2060
0.92
Benchmark 2019-B9 Mortgage Trust
4.97
03/15/2052
0.91
Freddie Mac STACR REMIC Trust 2021-
3.03
09/25/2041
0.90
Freddie Mac Structured Agency Credi
3.92
09/25/2030
0.90
CSMC 2022-ATH2
4.98
05/25/2067
0.89
Blackbird Capital Aircraft Lease Se
5.68
12/16/2041
0.89
COLT 2021-1 Mortgage Loan Trust
2.29
06/25/2066
0.87
GCAT 2019-NQM3 Trust
3.95
11/25/2059
0.86
Dynex Capital Inc Pfd
0.85
SG Residential Mortgage Trust 2022-
3.99
03/27/2062
0.84
Progress Residential 2021-SFR11 Tru
3.38
01/17/2039
0.82
GCAT 2020-NQM2 Trust
3.59
04/25/2065
0.79
Chimera Investment Corp Pfd
0.77
Wells Fargo Commercial Mortgage Tru
3.25
01/15/2060
0.76
Two Harbors Investment Corp Pfd
0.76
Textainer Marine Containers VII Ltd
4.94
08/21/2045
0.76
Annaly Capital Management Inc Pfd
0.73
Progress Residential 2022-SFR5 Trus
5.73
06/17/2039
0.73
Residential Mortgage Loan Trust 201
3.81
09/25/2059
0.73
Fannie Mae Connecticut Avenue Secur
3.77
10/25/2030
0.72
AG Mortgage Investment Trust Inc Pf
0.71
Seasoned Credit Risk Transfer Trust
4.75
06/25/2057
0.71
Starwood Mortgage Residential Trust
2.59
04/25/2065
0.70
Morgan Stanley Bank of America Merr
3.07
02/15/2048
0.68
FRTKL 2021-SFR1
2.52
09/17/2038
0.68
Dryden 76 CLO Ltd
3.06
10/20/2034
0.67
Verus Securitization Trust 2020-INV
3.89
03/25/2060
0.67
MFA Financial Inc Pfd
0.67
Octagon Investment Partners 48 Ltd
3.11
10/20/2034
0.66
Angel Oak Mortgage Trust 2021-1
2.21
01/25/2066
0.65
GS Mortgage Securities Corp Trust 2
5.25
07/15/2031
0.65
Flagstar Mortgage Trust 2018-6RR
4.92
10/25/2048
0.64
Flagstar Mortgage Trust 2018-6RR
4.92
10/25/2048
0.64
COLT 2020-2 Mortgage Loan Trust
3.70
03/25/2065
0.63
GS Mortgage Securities Trust 2017-G
4.32
05/10/2050
0.62
Benchmark 2020-B17 Mortgage Trust
3.37
03/15/2053
0.61
Freddie Mac STACR REMIC Trust 2020-
3.73
10/25/2050
0.59
BBCMS Mortgage Trust 2018-C2
5.13
12/15/2051
0.56
AMSR 2020-SFR2 Trust
4.03
07/17/2037
0.56
Angel Oak Mortgage Trust 2019-5
3.96
10/25/2049
0.54
PennyMac Mortgage Investment Trust
0.53
New Residential Investment Corp Pfd
0.51
Wells Fargo Commercial Mortgage Tru
4.12
09/15/2050
0.51
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.51
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.50
Vista Point Securitization Trust 20
4.15
03/25/2065
0.50
New Residential Mortgage Loan Trust
2.27
07/25/2055
0.49
CSAIL 2016-C6 Commercial Mortgage T
4.08
01/15/2049
0.48
Tricon American Homes 2018-SFR1 Tru
4.17
05/17/2037
0.48
United States Treasury Bill
0.00
11/17/2022
0.43
Flagstar Mortgage Trust 2018-5
4.48
09/25/2048
0.43
CSAIL 2019-C16 Commercial Mortgage
4.24
06/15/2052
0.43
Tricon American Homes 2020-SFR2 Tru
2.28
11/17/2039
0.41
MACH 1 Cayman 2019-1 Ltd
4.33
10/15/2039
0.39
Vista Point Securitization Trust 20
3.40
04/25/2065
0.38
Chase Mortgage Finance Corp
3.75
12/25/2045
0.38
Tricon American Homes 2020-SFR1
3.54
07/17/2038
0.37
Flagstar Mortgage Trust 2018-5
4.48
09/25/2048
0.36
Multifamily Connecticut Avenue Secu
7.12
10/15/2049
0.35
TIF Funding II LLC
2.54
02/20/2046
0.34
Freddie Mac Multifamily Structured
4.68
01/25/2051
0.31
Multifamily Connecticut Avenue Secu
4.87
10/15/2049
0.30
Connecticut Avenue Securities Trust
4.03
03/25/2042
0.29
BRAVO Residential Funding Trust 201
3.11
11/25/2059
0.27
Chase Mortgage Finance Corp
3.75
04/25/2045
0.27
Sonic Capital LLC
2.64
08/20/2051
0.26
Voya CLO 2014-1 Ltd
3.84
04/18/2031
0.26
Benchmark 2019-B15 Mortgage Trust
3.84
12/15/2072
0.21
Freddie Mac STACR REMIC Trust 2021-
2.58
01/25/2034
0.20
JP MORGAN CHASE COMMERCIAL MORTGAGE
4.21
06/15/2035
0.17
COLT 2020-3 Mortgage Loan Trust
2.38
04/27/2065
0.15
United States Treasury Bill
0.00
09/15/2022
0.11
JP MORGAN CHASE COMMERCIAL MORTGAGE
4.81
06/15/2035
0.09
Banc of America Commercial Mortgage
0.90
09/15/2048
0.07
Bear Stearns ARM Trust 2004-10
2.83
01/25/2035
0.07
Ginnie Mae I Pool
8.00
12/15/2030
0.06
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
06/15/2028
0.01
Fannie Mae Pool
6.75
07/01/2024
0.01
Ginnie Mae I Pool
7.00
03/15/2031
0.01
Ginnie Mae I Pool
8.00
02/15/2036
0.00
Ginnie Mae II Pool
6.95
07/20/2025
0.00
Ginnie Mae I Pool
7.00
04/15/2028
0.00
Ginnie Mae I Pool
8.00
03/15/2026
0.00
Ginnie Mae I Pool
6.50
08/15/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2032
0.00
Ginnie Mae II Pool
6.95
11/20/2026
0.00
Ginnie Mae I Pool
8.50
01/15/2037
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2036
0.00
Freddie Mac Gold Pool
9.00
04/01/2025
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
7.00
02/15/2030
0.00
Fannie Mae Pool
6.95
07/01/2025
0.00
Fannie Mae Pool
6.95
10/01/2025
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
7.00
06/15/2023
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
8.00
02/15/2025
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
10/15/2027
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
7.00
12/15/2027
0.00
Ginnie Mae I Pool
8.00
12/15/2023
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
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
8.00
08/15/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
6.50
05/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Freddie Mac Gold Pool
7.00
05/01/2032
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
7.00
01/15/2027
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Ginnie Mae I Pool
6.50
04/15/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Ginnie Mae I Pool
6.50
12/15/2027
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Fannie Mae Pool
6.50
08/01/2031
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
7.00
06/01/2029
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Freddie Mac Gold Pool
7.00
03/01/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Freddie Mac Gold Pool
6.50
05/01/2032
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Fannie Mae Pool
6.50
01/01/2026
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Freddie Mac Gold Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Fannie Mae Pool
6.50
05/01/2031
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2027
0.00
Ginnie Mae I Pool
8.00
09/15/2024
0.00
Fannie Mae Pool
6.50
10/01/2036
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
8.00
08/15/2025
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Fannie Mae Pool
6.50
02/01/2028
0.00
Fannie Mae Pool
6.50
08/01/2029
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Fannie Mae Pool
6.50
11/01/2028
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
8.00
03/15/2023
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Freddie Mac Gold Pool
6.50
07/01/2029
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Ginnie Mae I Pool
8.00
12/15/2024
0.00
Freddie Mac Gold Pool
6.50
02/01/2031
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Ginnie Mae I Pool
7.00
09/15/2023
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
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Intercontinental Exchange Inc
1.00
06/20/2027
-0.06
CASH & EQUIVALENTS
0.00
-0.08
Merrill Lynch International
2.00
08/17/2061
-0.15
as of 06/30/2022
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Invesco Government & Agency Portfol | 3.62 | ||
Invesco Treasury Portfolio | 2.41 | ||
Tricon American Homes 2020-SFR1 | 2.55 | 07/17/2038 | 1.98 |
TRK 2022-INV1 Trust | 4.07 | 02/25/2057 | 1.68 |
STAR 2021-SFR1 Trust | 2.82 | 04/17/2038 | 1.56 |
Freddie Mac Structured Agency Credi | 3.23 | 08/25/2033 | 1.51 |
Imperial Fund Mortgage Trust 2022-N | 4.08 | 02/25/2067 | 1.42 |
PRKCM 2021-AFC1 Trust | 3.11 | 08/25/2056 | 1.33 |
Life 2021-BMR Mortgage Trust | 2.72 | 03/15/2038 | 1.31 |
Wells Fargo Commercial Mortgage Tru | 3.96 | 12/15/2047 | 1.29 |
Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 1.27 |
CSMC 2021-NQM2 | 2.28 | 02/25/2066 | 1.22 |
CSAIL 2017-CX9 Commercial Mortgage | 4.25 | 09/15/2050 | 1.19 |
STACR Trust 2018-HRP2 | 4.02 | 02/25/2047 | 1.19 |
Angel Oak Mortgage Trust 2022-2 | 4.18 | 01/25/2067 | 1.19 |
GS Mortgage Securities Corp Trust 2 | 4.74 | 10/10/2032 | 1.18 |
Starwood Mortgage Residential Trust | 3.69 | 12/25/2066 | 1.17 |
Credit Suisse Mortgage Capital Cert | 2.73 | 04/25/2065 | 1.15 |
Citigroup Commercial Mortgage Trust | 4.56 | 04/10/2046 | 1.15 |
COMM 2014-UBS4 Mortgage Trust | 4.81 | 08/10/2047 | 1.15 |
CBAM 2021-15 LLC | 3.29 | 01/15/2036 | 1.15 |
Freddie Mac STACR REMIC Trust 2022- | 3.80 | 04/25/2042 | 1.14 |
Angel Oak Mortgage Trust 2020-3 | 3.81 | 04/25/2065 | 1.13 |
OHA Loan Funding 2015-1 Ltd | 3.09 | 01/19/2037 | 1.13 |
JPMBB Commercial Mortgage Securitie | 4.23 | 07/15/2045 | 1.13 |
Morgan Stanley Capital I Trust 2018 | 5.24 | 12/15/2051 | 1.10 |
FirstKey Homes 2020-SFR2 Trust | 1.97 | 10/19/2037 | 1.10 |
AMSR 2020-SFR5 Trust | 2.18 | 11/17/2037 | 1.10 |
SG Residential Mortgage Trust 2021- | 3.05 | 12/25/2061 | 1.08 |
COMM 2014-CCRE19 Mortgage Trust | 4.85 | 08/10/2047 | 1.07 |
Citigroup Commercial Mortgage Trust | 3.11 | 04/10/2048 | 1.06 |
CSAIL 2019-C17 Commercial Mortgage | 3.93 | 09/15/2052 | 1.05 |
Morgan Stanley Bank of America Merr | 3.26 | 05/15/2048 | 1.04 |
Arroyo Mortgage Trust 2020-1 | 3.33 | 03/25/2055 | 1.04 |
Fannie Mae Connecticut Avenue Secur | 4.62 | 10/25/2029 | 1.02 |
Progress Residential 2021-SFR10 Tru | 3.57 | 12/17/2040 | 1.02 |
JPMDB Commercial Mortgage Securitie | 3.85 | 05/13/2053 | 1.00 |
Verus Securitization Trust 2021-R2 | 2.24 | 02/25/2064 | 0.99 |
Benchmark 2019-B14 Mortgage Trust | 3.90 | 12/15/2062 | 0.97 |
Benchmark 2018-B3 Mortgage Trust | 4.69 | 04/10/2051 | 0.97 |
Angel Oak Mortgage Trust 2021-7 | 3.25 | 10/25/2066 | 0.96 |
Textainer Marine Containers VII Ltd | 2.82 | 04/20/2046 | 0.96 |
Cantor Commercial Real Estate Lendi | 4.66 | 05/15/2052 | 0.96 |
Textainer Marine Containers Ltd | 2.43 | 08/20/2046 | 0.95 |
Progress Residential 2021-SFR2 Trus | 2.65 | 04/19/2038 | 0.95 |
Progress Residential 2021-SFR5 Trus | 2.36 | 07/17/2038 | 0.95 |
Benchmark 2019-B11 Mortgage Trust | 3.00 | 05/15/2052 | 0.95 |
COMM 2015-CCRE26 Mortgage Trust | 4.62 | 10/10/2048 | 0.92 |
BANK 2018-BNK14 | 3.00 | 09/15/2060 | 0.92 |
Benchmark 2019-B9 Mortgage Trust | 4.97 | 03/15/2052 | 0.91 |
Freddie Mac STACR REMIC Trust 2021- | 3.03 | 09/25/2041 | 0.90 |
Freddie Mac Structured Agency Credi | 3.92 | 09/25/2030 | 0.90 |
CSMC 2022-ATH2 | 4.98 | 05/25/2067 | 0.89 |
Blackbird Capital Aircraft Lease Se | 5.68 | 12/16/2041 | 0.89 |
COLT 2021-1 Mortgage Loan Trust | 2.29 | 06/25/2066 | 0.87 |
GCAT 2019-NQM3 Trust | 3.95 | 11/25/2059 | 0.86 |
Dynex Capital Inc Pfd | 0.85 | ||
SG Residential Mortgage Trust 2022- | 3.99 | 03/27/2062 | 0.84 |
Progress Residential 2021-SFR11 Tru | 3.38 | 01/17/2039 | 0.82 |
GCAT 2020-NQM2 Trust | 3.59 | 04/25/2065 | 0.79 |
Chimera Investment Corp Pfd | 0.77 | ||
Wells Fargo Commercial Mortgage Tru | 3.25 | 01/15/2060 | 0.76 |
Two Harbors Investment Corp Pfd | 0.76 | ||
Textainer Marine Containers VII Ltd | 4.94 | 08/21/2045 | 0.76 |
Annaly Capital Management Inc Pfd | 0.73 | ||
Progress Residential 2022-SFR5 Trus | 5.73 | 06/17/2039 | 0.73 |
Residential Mortgage Loan Trust 201 | 3.81 | 09/25/2059 | 0.73 |
Fannie Mae Connecticut Avenue Secur | 3.77 | 10/25/2030 | 0.72 |
AG Mortgage Investment Trust Inc Pf | 0.71 | ||
Seasoned Credit Risk Transfer Trust | 4.75 | 06/25/2057 | 0.71 |
Starwood Mortgage Residential Trust | 2.59 | 04/25/2065 | 0.70 |
Morgan Stanley Bank of America Merr | 3.07 | 02/15/2048 | 0.68 |
FRTKL 2021-SFR1 | 2.52 | 09/17/2038 | 0.68 |
Dryden 76 CLO Ltd | 3.06 | 10/20/2034 | 0.67 |
Verus Securitization Trust 2020-INV | 3.89 | 03/25/2060 | 0.67 |
MFA Financial Inc Pfd | 0.67 | ||
Octagon Investment Partners 48 Ltd | 3.11 | 10/20/2034 | 0.66 |
Angel Oak Mortgage Trust 2021-1 | 2.21 | 01/25/2066 | 0.65 |
GS Mortgage Securities Corp Trust 2 | 5.25 | 07/15/2031 | 0.65 |
Flagstar Mortgage Trust 2018-6RR | 4.92 | 10/25/2048 | 0.64 |
Flagstar Mortgage Trust 2018-6RR | 4.92 | 10/25/2048 | 0.64 |
COLT 2020-2 Mortgage Loan Trust | 3.70 | 03/25/2065 | 0.63 |
GS Mortgage Securities Trust 2017-G | 4.32 | 05/10/2050 | 0.62 |
Benchmark 2020-B17 Mortgage Trust | 3.37 | 03/15/2053 | 0.61 |
Freddie Mac STACR REMIC Trust 2020- | 3.73 | 10/25/2050 | 0.59 |
BBCMS Mortgage Trust 2018-C2 | 5.13 | 12/15/2051 | 0.56 |
AMSR 2020-SFR2 Trust | 4.03 | 07/17/2037 | 0.56 |
Angel Oak Mortgage Trust 2019-5 | 3.96 | 10/25/2049 | 0.54 |
PennyMac Mortgage Investment Trust | 0.53 | ||
New Residential Investment Corp Pfd | 0.51 | ||
Wells Fargo Commercial Mortgage Tru | 4.12 | 09/15/2050 | 0.51 |
SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.51 |
ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.50 |
Vista Point Securitization Trust 20 | 4.15 | 03/25/2065 | 0.50 |
New Residential Mortgage Loan Trust | 2.27 | 07/25/2055 | 0.49 |
CSAIL 2016-C6 Commercial Mortgage T | 4.08 | 01/15/2049 | 0.48 |
Tricon American Homes 2018-SFR1 Tru | 4.17 | 05/17/2037 | 0.48 |
United States Treasury Bill | 0.00 | 11/17/2022 | 0.43 |
Flagstar Mortgage Trust 2018-5 | 4.48 | 09/25/2048 | 0.43 |
CSAIL 2019-C16 Commercial Mortgage | 4.24 | 06/15/2052 | 0.43 |
Tricon American Homes 2020-SFR2 Tru | 2.28 | 11/17/2039 | 0.41 |
MACH 1 Cayman 2019-1 Ltd | 4.33 | 10/15/2039 | 0.39 |
Vista Point Securitization Trust 20 | 3.40 | 04/25/2065 | 0.38 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.38 |
Tricon American Homes 2020-SFR1 | 3.54 | 07/17/2038 | 0.37 |
Flagstar Mortgage Trust 2018-5 | 4.48 | 09/25/2048 | 0.36 |
Multifamily Connecticut Avenue Secu | 7.12 | 10/15/2049 | 0.35 |
TIF Funding II LLC | 2.54 | 02/20/2046 | 0.34 |
Freddie Mac Multifamily Structured | 4.68 | 01/25/2051 | 0.31 |
Multifamily Connecticut Avenue Secu | 4.87 | 10/15/2049 | 0.30 |
Connecticut Avenue Securities Trust | 4.03 | 03/25/2042 | 0.29 |
BRAVO Residential Funding Trust 201 | 3.11 | 11/25/2059 | 0.27 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.27 |
Sonic Capital LLC | 2.64 | 08/20/2051 | 0.26 |
Voya CLO 2014-1 Ltd | 3.84 | 04/18/2031 | 0.26 |
Benchmark 2019-B15 Mortgage Trust | 3.84 | 12/15/2072 | 0.21 |
Freddie Mac STACR REMIC Trust 2021- | 2.58 | 01/25/2034 | 0.20 |
JP MORGAN CHASE COMMERCIAL MORTGAGE | 4.21 | 06/15/2035 | 0.17 |
COLT 2020-3 Mortgage Loan Trust | 2.38 | 04/27/2065 | 0.15 |
United States Treasury Bill | 0.00 | 09/15/2022 | 0.11 |
JP MORGAN CHASE COMMERCIAL MORTGAGE | 4.81 | 06/15/2035 | 0.09 |
Banc of America Commercial Mortgage | 0.90 | 09/15/2048 | 0.07 |
Bear Stearns ARM Trust 2004-10 | 2.83 | 01/25/2035 | 0.07 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.06 |
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 | 06/15/2028 | 0.01 |
Fannie Mae Pool | 6.75 | 07/01/2024 | 0.01 |
Ginnie Mae I Pool | 7.00 | 03/15/2031 | 0.01 |
Ginnie Mae I Pool | 8.00 | 02/15/2036 | 0.00 |
Ginnie Mae II Pool | 6.95 | 07/20/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 03/15/2026 | 0.00 |
Ginnie Mae I Pool | 6.50 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2032 | 0.00 |
Ginnie Mae II Pool | 6.95 | 11/20/2026 | 0.00 |
Ginnie Mae I Pool | 8.50 | 01/15/2037 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2036 | 0.00 |
Freddie Mac Gold Pool | 9.00 | 04/01/2025 | 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 | 7.00 | 02/15/2030 | 0.00 |
Fannie Mae Pool | 6.95 | 07/01/2025 | 0.00 |
Fannie Mae Pool | 6.95 | 10/01/2025 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2023 | 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 | 8.00 | 02/15/2025 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2027 | 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 | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 12/15/2023 | 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 | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 05/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2031 | 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 | 7.00 | 06/01/2029 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 03/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 01/01/2026 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 09/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 05/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2024 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2036 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2025 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2029 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2028 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 03/15/2023 | 0.00 |
Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 07/01/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 12/15/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 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 |
Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Intercontinental Exchange Inc | 1.00 | 06/20/2027 | -0.06 |
CASH & EQUIVALENTS | 0.00 | -0.08 | |
Merrill Lynch International | 2.00 | 08/17/2061 | -0.15 |