Invesco Quality Income Fund

as of 06/30/2023

Complete Quarterly Holdings

Security Coupon Maturity Net Assets (%)
Fannie Mae or Freddie Mac 2.00 07/01/2053 8.71
Ginnie Mae II Pool 4.50 07/01/2053 3.51
Ginnie Mae II Pool 2.50 07/01/2053 3.25
Societe Generale SA 0.00 11/15/2023 3.08
BPCE SA 0.00 11/15/2023 3.08
Ginnie Mae II Pool 5.00 07/01/2053 2.79
Ginnie Mae II Pool 3.00 07/01/2053 2.78
Freddie Mac Pool 2.50 10/01/2051 2.65
Fannie Mae or Freddie Mac 4.50 07/01/2053 2.24
Toronto-Dominion Bank/The 5.68 04/26/2024 2.20
Freddie Mac Pool 5.50 11/01/2052 1.98
Freddie Mac Pool 2.50 04/01/2052 1.95
Fannie Mae or Freddie Mac 4.00 07/01/2038 1.76
Fannie Mae or Freddie Mac 5.00 07/01/2053 1.65
Wells Fargo Bank NA 5.56 01/19/2024 1.57
Fannie Mae Pool 2.50 10/01/2051 1.53
Fannie Mae Pool 3.50 05/01/2046 1.50
Freddie Mac Pool 5.50 10/01/2052 1.50
Canadian Imperial Bank of Commerce/ 5.79 08/04/2023 1.42
Fannie Mae Pool 2.00 04/01/2037 1.28
Fannie Mae Pool 2.00 12/01/2051 1.27
Fannie Mae Pool 2.50 03/01/2051 1.22
BNP Paribas SA 0.00 02/08/2024 1.21
Fannie Mae Pool 3.00 04/01/2051 1.21
Fannie Mae Pool 3.50 12/01/2034 1.20
Fannie Mae Pool 2.00 03/01/2051 1.18
Fannie Mae Pool 2.50 10/01/2051 1.18
Invesco Government & Agency Portfol 1.17
Freddie Mac Pool 5.00 07/01/2052 1.16
Freddie Mac Gold Pool 3.50 12/01/2046 1.16
Fannie Mae Pool 2.00 05/01/2041 1.12
Fannie Mae Pool 4.00 10/01/2048 1.08
Freddie Mac Pool 2.00 01/01/2052 1.07
Fannie Mae Pool 3.00 10/01/2049 1.06
Ginnie Mae II Pool 3.50 07/01/2053 1.06
Fannie Mae Pool 5.00 01/01/2053 1.06
Fannie Mae Pool 2.50 12/01/2050 1.03
Fannie Mae Pool 3.00 06/01/2051 1.02
Freddie Mac Pool 5.50 03/01/2053 1.00
Fannie Mae Pool 2.00 09/01/2035 0.97
Freddie Mac Pool 4.50 06/01/2052 0.97
Freddie Mac Pool 4.00 07/01/2049 0.96
Government National Mortgage Associ 1.50 04/16/2062 0.96
Ginnie Mae II Pool 3.50 05/20/2050 0.92
Fannie Mae Pool 4.00 09/01/2043 0.92
Freddie Mac Pool 3.50 05/01/2050 0.91
Freddie Mac Pool 3.00 03/01/2050 0.91
Fannie Mae Pool 3.50 11/01/2034 0.90
SG Residential Mortgage Trust 2021- 1.74 12/25/2061 0.89
Connecticut Avenue Securities Trust 8.42 01/25/2043 0.89
Freddie Mac REMICS 1.50 08/15/2027 0.86
Freddie Mac Pool 2.50 09/01/2050 0.85
Fannie Mae Pool 3.00 01/01/2035 0.84
Freddie Mac Pool 2.00 12/01/2051 0.84
Fannie Mae Pool 2.50 10/01/2050 0.83
Fannie Mae or Freddie Mac 2.50 07/01/2053 0.81
Fannie Mae Pool 2.00 11/01/2051 0.79
Fannie Mae Pool 3.00 03/01/2050 0.78
Freddie Mac STACR REMIC Trust 2022- 7.37 08/25/2042 0.78
Fannie Mae Pool 2.00 01/01/2052 0.77
Fannie Mae Pool 3.00 06/01/2050 0.77
Freddie Mac Pool 4.50 07/01/2052 0.74
Freddie Mac STACR REMIC Trust 2022- 8.42 05/25/2042 0.73
Fannie Mae Pool 2.50 03/01/2035 0.72
Fannie Mae Pool 4.00 03/01/2050 0.71
Connecticut Avenue Securities Trust 7.17 03/25/2042 0.69
Invitation Homes 2018-SFR4 Trust 6.55 01/17/2038 0.66
Ginnie Mae II Pool 2.00 07/01/2053 0.66
SAPPHIRE AVIATION FINANCE II LTD 4.33 03/15/2040 0.64
Fannie Mae Pool 3.00 01/01/2052 0.64
Ginnie Mae II Pool 5.50 07/01/2053 0.63
Fannie Mae Pool 4.00 02/01/2050 0.62
Fannie Mae Pool 2.50 11/01/2051 0.62
Fannie Mae REMICS 3.00 07/25/2045 0.62
Fannie Mae Pool 3.50 04/01/2045 0.59
Connecticut Avenue Securities Trust 7.82 05/25/2042 0.55
Fannie Mae Pool 3.00 11/01/2030 0.55
Freddie Mac Gold Pool 7.50 08/01/2037 0.54
Freddie Mac Gold Pool 3.00 02/01/2032 0.53
Freddie Mac Pool 3.00 02/01/2050 0.53
Fannie Mae Pool 3.50 05/01/2050 0.52
Fannie Mae Pool 3.00 01/01/2035 0.51
Freddie Mac Gold Pool 4.00 12/01/2045 0.51
Freddie Mac Pool 3.00 01/01/2050 0.49
Svenska Handelsbanken AB 5.74 08/29/2023 0.47
Freddie Mac Gold Pool 4.50 08/01/2041 0.45
Freddie Mac Pool 5.50 05/01/2053 0.44
Freddie Mac Pool 3.00 04/01/2035 0.44
Fannie Mae REMICS 2.50 08/25/2049 0.43
Fannie Mae Pool 3.50 09/01/2040 0.43
Freddie Mac Pool 3.00 01/01/2050 0.42
Freddie Mac Gold Pool 3.50 09/01/2045 0.42
BINOM Securitization Trust 2021-INV 2.03 06/25/2056 0.41
Fannie Mae Pool 3.50 09/01/2047 0.40
Freddie Mac Pool 3.00 05/01/2050 0.38
Ginnie Mae II Pool 3.50 06/20/2050 0.38
ZAXBY'S FUNDING LLC 3.24 07/30/2051 0.37
Ginnie Mae II Pool 3.00 02/20/2050 0.37
Fannie Mae Pool 2.00 11/01/2051 0.36
Progress Residential 2020-SFR1 Trus 2.18 04/17/2037 0.36
Freddie Mac Gold Pool 4.00 11/01/2048 0.35
Freddie Mac Pool 2.00 01/01/2052 0.34
Fannie Mae Pool 4.00 07/01/2046 0.34
Fannie Mae Pool 3.00 05/01/2035 0.32
Freddie Mac Gold Pool 4.00 06/01/2042 0.31
Ginnie Mae II Pool 4.00 03/20/2050 0.31
Seasoned Loans Structured Transacti 3.50 05/25/2029 0.29
Fannie Mae Pool 3.00 09/01/2034 0.29
Ginnie Mae II Pool 4.00 02/20/2048 0.28
Fannie Mae Pool 4.00 02/01/2045 0.28
Freddie Mac Pool 3.00 12/01/2034 0.27
Fannie Mae Pool 4.50 07/01/2044 0.27
Freddie Mac Pool 3.00 12/01/2049 0.26
Fannie Mae Pool 4.00 11/01/2048 0.26
Fannie Mae Pool 3.50 08/01/2045 0.25
Fannie Mae Pool 3.00 07/01/2050 0.25
Fannie Mae Pool 4.00 10/01/2048 0.25
Freddie Mac Pool 4.00 07/01/2049 0.23
Fannie Mae Pool 3.00 11/01/2045 0.22
Freddie Mac Pool 4.50 11/01/2049 0.22
Freddie Mac Pool 3.00 09/01/2049 0.22
Fannie Mae Pool 4.00 02/01/2042 0.22
Fannie Mae Pool 4.00 03/01/2045 0.21
United States Treasury Bill 0.00 04/18/2024 0.21
Agate Bay Mortgage Trust 2015-2 3.61 03/25/2045 0.21
Chase Mortgage Finance Corp 3.75 12/25/2045 0.20
Fannie Mae Pool 4.50 10/01/2041 0.20
Freddie Mac Structured Pass-Through 6.50 02/25/2043 0.20
Ginnie Mae II Pool 3.50 07/20/2046 0.20
Deutsche Mortgage Securities Inc Re 4.06 06/27/2037 0.20
CSMC Trust 2013-7 3.54 08/25/2043 0.18
Ginnie Mae II Pool 3.50 05/20/2046 0.18
Freddie Mac REMICS 5.41 03/15/2036 0.18
Freddie Mac REMICS 2.50 09/25/2048 0.18
Fannie Mae Pool 5.00 01/01/2041 0.17
Freddie Mac Gold Pool 5.45 11/25/2038 0.16
Fannie Mae Pool 4.00 02/01/2042 0.16
Fannie Mae Pool 3.50 03/01/2046 0.16
Chase Mortgage Finance Corp 3.75 04/25/2045 0.15
Freddie Mac Gold Pool 2.50 02/01/2031 0.15
Fannie Mae Pool 3.00 04/01/2043 0.15
Fannie Mae Pool 5.50 05/01/2035 0.14
Fannie Mae REMICS 2.00 03/25/2051 0.13
Fannie Mae Pool 3.00 02/01/2029 0.13
Verus Securitization Trust 2019-INV 2.95 11/25/2059 0.13
Freddie Mac Pool 4.00 11/01/2048 0.13
Freddie Mac REMICS 2.50 07/15/2038 0.13
Fannie Mae Pool 4.00 06/01/2044 0.13
Fannie Mae Pool 3.50 10/01/2049 0.12
Government National Mortgage Associ 7.08 11/20/2033 0.12
Government National Mortgage Associ 4.52 07/20/2041 0.12
Government National Mortgage Associ 5.89 01/20/2039 0.12
Fannie Mae REMICS 5.49 06/25/2035 0.11
Commonbond Student Loan Trust 2018- 3.87 02/25/2046 0.11
Fannie Mae Pool 6.50 12/01/2029 0.11
Fannie Mae Pool 4.00 04/01/2046 0.10
Freddie Mac Pool 4.00 07/01/2049 0.10
Freddie Mac Gold Pool 5.00 06/01/2040 0.10
Freddie Mac Pool 3.50 11/01/2049 0.09
Fannie Mae Pool 3.50 11/01/2042 0.09
Fannie Mae REMICS 6.09 06/25/2037 0.09
Freddie Mac Gold Pool 4.50 02/01/2042 0.09
Freddie Mac Multifamily Structured 1.91 03/25/2024 0.09
Freddie Mac Multifamily Structured 1.09 05/25/2029 0.09
Freddie Mac Gold Pool 5.35 10/17/2038 0.09
Bear Stearns ARM Trust 2005-1 4.04 03/25/2035 0.09
Freddie Mac Gold Pool 5.00 01/01/2037 0.09
GMACM Mortgage Loan Trust 2005-AR3 2.96 06/19/2035 0.09
Government National Mortgage Associ 2.96 09/20/2041 0.09
Citigroup Commercial Mortgage Trust 1.17 10/12/2050 0.08
Freddie Mac Multifamily Structured 0.63 09/25/2025 0.08
JP Morgan Trust 2015-3 3.50 05/25/2045 0.08
Freddie Mac Strips 5.61 05/15/2036 0.08
JP Morgan Mortgage Trust 2014-1 0.79 01/25/2044 0.08
Freddie Mac Gold Pool 7.50 01/01/2032 0.08
Fannie Mae Pool 7.50 01/01/2033 0.08
Fannie Mae REMICS 5.65 09/25/2034 0.08
Fannie Mae Pool 4.50 01/01/2040 0.07
Citigroup Mortgage Loan Trust 2005- 5.41 10/25/2035 0.07
Freddie Mac Gold Pool 5.35 07/01/2038 0.07
Fannie Mae Pool 7.50 08/01/2033 0.07
Freddie Mac Gold Pool 5.80 01/20/2039 0.07
Fannie Mae Pool 7.00 04/01/2034 0.07
Freddie Mac REMICS 5.66 10/15/2036 0.07
CCG Receivables Trust 2019-2 2.89 03/15/2027 0.06
Government National Mortgage Associ 3.41 07/20/2044 0.06
Freddie Mac REMICS 6.50 05/15/2031 0.06
Fannie Mae REMICS 5.50 10/25/2035 0.06
Structured Asset Mortgage Investmen 5.61 05/25/2045 0.06
Freddie Mac REMICS 3.50 05/15/2032 0.06
COMM 2015-CCRE24 Mortgage Trust 0.83 08/10/2048 0.06
Freddie Mac Gold Pool 4.50 06/01/2041 0.06
JP Morgan Mortgage Trust 2017-5 3.36 10/26/2048 0.06
Freddie Mac Multifamily Structured 4.95 05/25/2044 0.06
JP Morgan Mortgage Trust 2005-A1 4.16 02/25/2035 0.06
Fannie Mae Pool 6.00 07/01/2038 0.05
Shellpoint Asset Funding Trust 2013 3.75 07/25/2043 0.05
Freddie Mac Multifamily Structured 1.10 05/25/2026 0.05
Fannie Mae REMICS 5.60 08/25/2037 0.05
Fannie Mae REMICS 6.60 06/25/2039 0.05
Fannie Mae REMICS 2.50 12/25/2025 0.05
Fannie Mae Pool 7.00 12/01/2032 0.05
Freddie Mac Gold Pool 5.00 11/01/2039 0.05
UBS Commercial Mortgage Trust 2017- 1.22 11/15/2050 0.05
Fannie Mae REMICS 5.65 06/25/2046 0.05
Freddie Mac REMICS 6.50 02/15/2031 0.05
Fannie Mae Pool 5.00 12/01/2035 0.05
Fannie Mae Pool 5.50 02/01/2038 0.05
Fannie Mae Pool 6.50 11/01/2031 0.04
Ginnie Mae II Pool 5.00 11/20/2037 0.04
Wells Fargo Commercial Mortgage Tru 1.01 12/15/2050 0.04
Fannie Mae Pool 3.50 08/01/2040 0.04
Galton Funding Mortgage Trust 2017- 3.50 11/25/2057 0.04
CSFB Mortgage-Backed Pass-Through C 4.75 06/25/2034 0.04
CSMLT 2015-1 Trust 3.50 05/25/2045 0.04
Fannie Mae Pool 5.00 02/01/2036 0.04
Fannie Mae REMICS 4.00 03/25/2041 0.04
Freddie Mac Gold Pool 3.00 02/01/2032 0.04
Fannie Mae Pool 5.50 04/01/2038 0.04
Fannie Mae Pool 6.50 11/01/2038 0.04
Fannie Mae Pool 6.50 01/01/2034 0.04
Fannie Mae Pool 5.45 01/01/2038 0.04
Benchmark 2018-B1 Mortgage Trust 0.68 01/15/2051 0.04
Fannie Mae Pool 7.50 09/01/2032 0.04
Fannie Mae REMICS 0.00 02/25/2056 0.04
Fannie Mae Pool 6.00 01/01/2036 0.04
Fannie Mae Pool 6.00 12/01/2029 0.04
Merrill Lynch Mortgage Investors Tr 5.61 03/25/2030 0.03
Freddie Mac Gold Pool 4.50 05/01/2038 0.03
Freddie Mac Multifamily Structured 0.78 02/25/2026 0.03
Freddie Mac Whole Loan Securities T 3.00 09/25/2045 0.03
Fannie Mae Pool 5.00 10/01/2035 0.03
Structured Adjustable Rate Mortgage 5.45 09/25/2034 0.03
Fannie Mae Pool 5.50 02/01/2034 0.03
Fannie Mae Pool 7.50 09/01/2032 0.03
Merrill Lynch Mortgage Investors Tr 2.39 11/25/2035 0.03
JP Morgan Mortgage Trust 2005-A3 4.40 06/25/2035 0.03
Chase Mortgage Finance Trust Series 4.14 06/25/2035 0.03
Freddie Mac Multifamily Structured 0.63 11/25/2024 0.03
Banc of America Funding 2006-A Trus 4.45 02/20/2036 0.03
Freddie Mac REMICS 6.50 10/15/2029 0.03
Fannie Mae REMICS 2.00 05/25/2044 0.03
Freddie Mac Gold Pool 6.00 10/01/2029 0.03
Morgan Stanley Capital I 2017-HR2 0.99 12/15/2050 0.03
Fannie Mae REMICS 6.11 12/18/2032 0.03
Chase Mortgage Finance Trust Series 4.14 06/25/2035 0.03
CD 2017-CD6 Mortgage Trust 1.02 11/13/2050 0.03
Fannie Mae Pool 7.50 08/01/2037 0.03
Fannie Mae Pool 5.50 10/01/2034 0.02
Fannie Mae REMICS 5.50 08/25/2035 0.02
Freddie Mac REMICS 3.00 05/15/2040 0.02
Fannie Mae Pool 8.00 04/01/2033 0.02
GSR Mortgage Loan Trust 2004-12 1.46 12/25/2034 0.02
Fannie Mae Pool 8.50 10/01/2032 0.02
Fannie Mae REMICS 4.00 07/25/2024 0.02
Fannie Mae REMICS 5.68 03/25/2036 0.02
Fannie Mae REMICS 5.00 04/25/2040 0.02
Adjustable Rate Mortgage Trust 2005 0.77 10/25/2035 0.02
JP Morgan Mortgage Trust 2019-INV2 3.50 02/25/2050 0.02
CHL Mortgage Pass-Through Trust 200 5.69 02/25/2035 0.02
Freddie Mac Strips 0.00 03/01/2032 0.02
Freddie Mac Gold Pool 7.00 03/01/2035 0.02
Freddie Mac Gold Pool 7.50 09/01/2033 0.02
Fannie Mae REMICS 3.50 08/25/2035 0.02
WaMu Mortgage Pass-Through Certific 4.23 10/25/2033 0.02
Fannie Mae Pool 5.50 11/01/2034 0.02
Freddie Mac REMICS 3.50 11/15/2025 0.02
Fannie Mae Pool 6.00 01/01/2036 0.02
Fannie Mae REMICS 6.11 03/18/2032 0.02
Fannie Mae Pool 6.00 01/01/2037 0.02
Fannie Mae REMICS 5.55 03/25/2042 0.02
Fannie Mae Pool 4.50 07/01/2025 0.02
Government National Mortgage Associ 4.50 09/16/2047 0.02
Freddie Mac REMICS 4.00 06/15/2038 0.02
Fannie Mae REMICS 0.75 09/25/2047 0.02
Fannie Mae Pool 6.00 08/01/2034 0.02
Fannie Mae REMICS 7.00 03/18/2027 0.02
Fannie Mae Pool 7.00 01/01/2030 0.02
Fannie Mae REMICS 6.15 12/25/2031 0.02
Fannie Mae Grantor Trust 1999-T2 7.50 01/19/2039 0.02
Freddie Mac Gold Pool 7.50 05/01/2035 0.02
Freddie Mac REMICS 4.07 03/15/2042 0.02
Freddie Mac REMICS 6.00 04/15/2029 0.02
MASTR Adjustable Rate Mortgages Tru 4.58 04/21/2034 0.02
GSR Mortgage Loan Trust 2005-AR4 4.66 07/25/2035 0.02
Freddie Mac REMICS 6.95 03/15/2028 0.02
Freddie Mac REMICS 6.50 06/15/2031 0.02
Freddie Mac REMICS 6.07 03/15/2029 0.01
Freddie Mac Gold Pool 6.50 08/01/2031 0.01
Fannie Mae Pool 5.50 12/01/2027 0.01
Fannie Mae REMICS 5.65 09/25/2032 0.01
Freddie Mac REMICS 0.00 02/15/2039 0.01
Freddie Mac REMICS 2.00 12/15/2023 0.01
Fannie Mae REMICS 7.00 09/25/2032 0.01
Fannie Mae Pool 5.50 10/01/2034 0.01
Government National Mortgage Associ 3.00 12/16/2025 0.01
Freddie Mac REMICS 5.61 02/15/2032 0.01
Fannie Mae Pool 5.00 06/01/2027 0.01
Fannie Mae REMICS 6.15 07/25/2032 0.01
Fannie Mae REMICS 5.32 06/25/2036 0.01
Freddie Mac Gold Pool 8.50 08/01/2031 0.01
Freddie Mac REMICS 5.46 02/15/2029 0.01
Fannie Mae Pool 7.50 03/01/2033 0.01
Fannie Mae Pool 6.00 11/01/2029 0.01
Fannie Mae Pool 6.00 12/01/2035 0.01
Fannie Mae REMICS 6.50 11/25/2029 0.01
Freddie Mac REMICS 6.06 08/15/2031 0.01
Ginnie Mae I Pool 5.50 07/15/2033 0.01
Fannie Mae REMICS 6.15 12/25/2032 0.01
Fannie Mae Pool 6.50 04/01/2029 0.01
Freddie Mac Gold Pool 5.50 12/01/2036 0.01
Fannie Mae Interest Strip 6.50 04/25/2032 0.01
Freddie Mac REMICS 5.61 03/15/2032 0.01
Freddie Mac REMICS 3.00 09/15/2027 0.01
Freddie Mac REMICS 5.51 01/15/2033 0.01
Fannie Mae Pool 7.00 07/01/2032 0.01
Fannie Mae Pool 7.50 02/01/2027 0.01
Fannie Mae REMICS 5.50 12/25/2025 0.01
Freddie Mac Gold Pool 6.50 08/01/2029 0.01
Freddie Mac REMICS 5.61 03/15/2032 0.01
Freddie Mac REMICS 5.56 07/15/2037 0.01
Ginnie Mae I Pool 5.50 08/15/2033 0.01
Fannie Mae REMICS 5.32 06/25/2036 0.01
Freddie Mac REMICS 6.11 03/15/2032 0.01
Freddie Mac Strips 8.00 06/15/2031 0.01
Freddie Mac REMICS 5.51 06/15/2029 0.01
Freddie Mac REMICS 3.00 07/15/2026 0.01
Fannie Mae Pool 5.50 11/01/2034 0.01
Freddie Mac Gold Pool 8.00 08/01/2032 0.01
Freddie Mac REMICS 6.00 01/15/2029 0.01
Fannie Mae Pool 5.63 08/01/2032 0.01
Government National Mortgage Associ 1.49 04/16/2041 0.01
Freddie Mac REMICS 0.96 05/15/2038 0.01
Fannie Mae REMICS 5.65 08/25/2032 0.01
Freddie Mac Gold Pool 6.50 12/01/2030 0.01
Fannie Mae REMICS 3.00 02/25/2028 0.01
Freddie Mac REMICS 5.71 12/15/2031 0.01
Government National Mortgage Associ 1.04 10/16/2047 0.01
Fannie Mae REMICS 2.50 10/25/2026 0.01
Fannie Mae Pool 7.00 11/01/2032 0.01
Freddie Mac REMICS 6.50 08/15/2028 0.01
Freddie Mac Gold Pool 5.00 03/01/2037 0.01
Fannie Mae REMICS 5.55 11/25/2033 0.01
Citigroup Mortgage Loan Trust 2004- 5.75 08/25/2034 0.01
Fannie Mae REMICS 6.15 04/25/2032 0.01
Fannie Mae Pool 7.00 04/01/2033 0.01
Fannie Mae Pool 6.50 07/01/2029 0.01
Freddie Mac REMICS 6.11 02/15/2032 0.01
Fannie Mae Pool 6.00 06/01/2030 0.01
Fannie Mae REMICS 4.50 02/25/2043 0.01
Freddie Mac REMICS 6.11 02/15/2032 0.01
Freddie Mac REMICS 8.00 03/15/2030 0.01
Fannie Mae Pool 6.00 05/01/2040 0.01
Structured Adjustable Rate Mortgage 3.93 01/25/2035 0.01
Fannie Mae Pool 5.50 11/01/2034 0.01
Fannie Mae Interest Strip 6.00 02/25/2033 0.01
Ginnie Mae I Pool 7.50 08/15/2028 0.01
Fannie Mae Interest Strip 6.00 02/25/2033 0.01
Fannie Mae REMICS 3.50 08/25/2042 0.01
Fannie Mae REMICS 5.50 07/25/2046 0.01
Fannie Mae REMICS 0.90 03/25/2035 0.01
Fannie Mae Pool 7.00 06/01/2034 0.01
Fannie Mae Pool 5.50 04/01/2036 0.01
Fannie Mae Interest Strip 8.00 05/25/2030 0.01
Fannie Mae REMICS 4.00 08/25/2047 0.01
Fannie Mae Interest Strip 6.50 02/25/2033 0.01
Freddie Mac Strips 0.00 12/01/2031 0.01
Fannie Mae Pool 5.50 11/01/2034 0.01
WaMu Mortgage Pass-Through Certific 3.87 11/25/2036 0.01
Fannie Mae REMICS 1.00 12/25/2042 0.01
Fannie Mae Pool 6.50 04/01/2029 0.01
Freddie Mac REMICS 3.50 10/15/2026 0.01
Freddie Mac REMICS 5.66 03/15/2032 0.01
Fannie Mae REMICS 7.00 05/25/2033 0.01
Fannie Mae Pool 5.50 11/01/2034 0.01
Fannie Mae Pool 5.00 08/01/2040 0.01
Fannie Mae Interest Strip 6.00 08/25/2035 0.01
Freddie Mac REMICS 4.00 10/15/2024 0.01
Fannie Mae Interest Strip 5.50 04/25/2034 0.01
Freddie Mac REMICS 3.00 11/15/2027 0.01
Ginnie Mae II Pool 6.00 04/20/2029 0.01
Freddie Mac Gold Pool 6.50 07/01/2033 0.01
Ginnie Mae I Pool 7.00 08/15/2029 0.00
Fannie Mae Interest Strip 0.00 09/25/2032 0.00
Fannie Mae Pool 6.50 10/01/2028 0.00
Fannie Mae REMICS 5.61 10/18/2032 0.00
Fannie Mae Interest Strip 5.50 11/25/2033 0.00
Fannie Mae REMICS 3.00 06/25/2027 0.00
Ginnie Mae I Pool 7.00 04/15/2028 0.00
Freddie Mac REMICS 1.59 01/15/2035 0.00
Fannie Mae REMICS 5.65 09/25/2032 0.00
Vendee Mortgage Trust 2002-3 0.25 08/15/2032 0.00
Fannie Mae REMICS 5.65 09/25/2032 0.00
Fannie Mae Pool 6.50 11/01/2028 0.00
Ginnie Mae I Pool 7.00 08/15/2029 0.00
Freddie Mac Gold Pool 6.50 03/01/2029 0.00
Fannie Mae Pool 7.00 09/01/2033 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Fannie Mae Pool 6.50 04/01/2029 0.00
Fannie Mae REMICS 5.32 06/25/2036 0.00
Ginnie Mae I Pool 5.50 06/15/2033 0.00
Luminent Mortgage Trust 2006-1 5.87 04/25/2036 0.00
Freddie Mac Strips 7.00 09/01/2029 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Ginnie Mae I Pool 7.50 06/15/2028 0.00
Freddie Mac REMICS 6.02 08/15/2035 0.00
Fannie Mae Pool 5.50 11/01/2036 0.00
Freddie Mac REMICS 0.99 01/15/2044 0.00
Ginnie Mae I Pool 5.50 10/15/2034 0.00
Freddie Mac REMICS 5.76 07/15/2029 0.00
Freddie Mac REMICS 3.00 06/15/2027 0.00
Structured Asset Sec Mortgage Pass- 6.04 11/25/2032 0.00
Fannie Mae Pool 5.00 07/01/2037 0.00
Fannie Mae REMICS 3.10 05/25/2033 0.00
Fannie Mae Interest Strip 6.50 07/25/2032 0.00
Fannie Mae Interest Strip 5.50 06/25/2035 0.00
GSAA Home Equity Trust 2007-7 5.69 07/25/2037 0.00
Freddie Mac Gold Pool 7.00 10/01/2031 0.00
Fannie Mae Pool 5.50 06/01/2037 0.00
Freddie Mac Gold Pool 6.50 08/01/2033 0.00
Freddie Mac REMICS 6.50 03/15/2032 0.00
Banc of America Funding 2006-3 Trus 5.50 03/25/2036 0.00
Fannie Mae Pool 5.50 10/01/2033 0.00
RALI Series 2006-QS13 Trust 6.00 09/25/2036 0.00
Fannie Mae REMICS 1.55 05/25/2035 0.00
Fannie Mae Pool 5.50 12/01/2034 0.00
Freddie Mac Gold Pool 7.50 02/01/2032 0.00
Freddie Mac Gold Pool 6.50 04/01/2031 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Freddie Mac Gold Pool 6.50 04/01/2034 0.00
Fannie Mae Pool 6.00 08/01/2038 0.00
Fannie Mae Interest Strip 6.00 02/25/2033 0.00
Fannie Mae Pool 6.50 04/01/2029 0.00
Fannie Mae Pool 5.50 05/01/2024 0.00
Fannie Mae Pool 5.50 04/01/2034 0.00
Vendee Mortgage Trust 2003-1 0.05 11/15/2032 0.00
Fannie Mae Pool 6.50 04/01/2032 0.00
Freddie Mac Gold Pool 6.50 07/01/2028 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Freddie Mac Gold Pool 6.50 05/01/2029 0.00
Ginnie Mae I Pool 5.50 08/15/2033 0.00
Freddie Mac REMICS 5.71 01/15/2029 0.00
Fannie Mae Pool 5.50 11/01/2033 0.00
Freddie Mac REMICS 3.94 03/15/2024 0.00
Fannie Mae Pool 7.00 12/01/2033 0.00
Fannie Mae Interest Strip 6.00 10/25/2033 0.00
Fannie Mae REMICS 6.15 04/25/2032 0.00
Fannie Mae REMICS 1.55 10/25/2031 0.00
Fannie Mae Interest Strip 6.00 09/25/2035 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Fannie Mae Interest Strip 7.00 02/25/2028 0.00
Fannie Mae Pool 6.00 12/01/2038 0.00
Fannie Mae Pool 6.50 07/01/2029 0.00
Fannie Mae Pool 5.50 11/01/2037 0.00
Fannie Mae Pool 7.00 07/01/2029 0.00
Fannie Mae Pool 5.50 11/01/2036 0.00
Freddie Mac REMICS 2.50 09/15/2027 0.00
Fannie Mae Pool 6.50 10/01/2033 0.00
Fannie Mae REMICS 6.50 10/25/2028 0.00
Freddie Mac Gold Pool 8.50 03/01/2031 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Fannie Mae REMICS 2.99 12/18/2032 0.00
Ginnie Mae I Pool 5.50 10/15/2034 0.00
Freddie Mac REMICS 1.14 12/15/2039 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Chase Mortgage Finance Trust Series 3.94 12/25/2035 0.00
Freddie Mac Gold Pool 7.00 10/01/2037 0.00
Ginnie Mae I Pool 6.00 01/15/2029 0.00
Ginnie Mae I Pool 7.00 07/15/2029 0.00
Fannie Mae Pool 5.50 09/01/2034 0.00
Fannie Mae Interest Strip 5.50 02/25/2035 0.00
Fannie Mae Pool 6.50 01/01/2027 0.00
Ginnie Mae I Pool 5.50 03/15/2034 0.00
Fannie Mae Pool 6.50 07/01/2032 0.00
Ginnie Mae I Pool 5.50 07/15/2034 0.00
Fannie Mae Pool 6.50 02/01/2031 0.00
Fannie Mae REMICS 8.00 09/18/2027 0.00
Fannie Mae Pool 6.50 02/01/2031 0.00
Ginnie Mae I Pool 7.50 08/15/2028 0.00
Fannie Mae Pool 6.50 04/01/2026 0.00
Fannie Mae Pool 5.50 04/01/2037 0.00
Fannie Mae REMICS 2.85 07/25/2032 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Citigroup Mortgage Loan Trust 2006- 2.56 03/25/2036 0.00
Fannie Mae REMICS 3.10 02/25/2033 0.00
Fannie Mae Pool 6.50 05/01/2030 0.00
Freddie Mac REMICS 3.00 12/15/2027 0.00
Fannie Mae Pool 6.50 04/01/2029 0.00
Fannie Mae REMICS 2.89 03/18/2032 0.00
Freddie Mac Strips 3.00 12/15/2027 0.00
Fannie Mae Pool 5.50 10/01/2037 0.00
Fannie Mae Pool 5.50 04/01/2034 0.00
Fannie Mae REMICS 1.40 10/25/2041 0.00
Fannie Mae REMICS 3.00 11/25/2027 0.00
Fannie Mae Pool 7.00 10/01/2031 0.00
Fannie Mae Pool 5.50 09/01/2025 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Freddie Mac Strips 6.00 12/15/2032 0.00
Fannie Mae Pool 5.50 04/01/2037 0.00
Fannie Mae REMICS 1.85 08/25/2032 0.00
Fannie Mae Pool 6.50 06/01/2032 0.00
RALI Series 2006-QO2 Trust 5.69 02/25/2046 0.00
Fannie Mae REMICS 2.95 03/25/2032 0.00
Freddie Mac Gold Pool 6.50 12/01/2030 0.00
Fannie Mae REMICS 2.85 09/25/2032 0.00
Fannie Mae Pool 5.50 04/01/2037 0.00
FHLMC-GNMA 6.50 10/17/2024 0.00
Freddie Mac REMICS 5.71 12/15/2032 0.00
Fannie Mae Pool 5.50 03/01/2025 0.00
Freddie Mac Gold Pool 6.50 11/01/2028 0.00
Fannie Mae Pool 5.50 12/01/2036 0.00
Fannie Mae REMICS 1.45 05/25/2035 0.00
Fannie Mae Pool 6.50 02/01/2033 0.00
Fannie Mae REMICS 2.85 07/25/2032 0.00
Fannie Mae Pool 7.00 04/01/2033 0.00
Fannie Mae Pool 5.50 09/01/2034 0.00
Fannie Mae Pool 5.50 06/01/2037 0.00
Freddie Mac REMICS 2.50 05/15/2028 0.00
Fannie Mae Pool 7.00 08/01/2032 0.00
Freddie Mac REMICS 1.61 05/15/2035 0.00
Fannie Mae Pool 7.00 04/01/2035 0.00
Fannie Mae Interest Strip 7.50 01/25/2032 0.00
Fannie Mae Pool 5.50 04/01/2037 0.00
Fannie Mae Interest Strip 6.50 04/25/2029 0.00
Fannie Mae Pool 5.50 03/01/2037 0.00
Fannie Mae Pool 5.50 12/01/2034 0.00
Fannie Mae Pool 6.50 04/01/2032 0.00
Fannie Mae Pool 5.00 03/01/2025 0.00
Fannie Mae REMICS 1.85 04/25/2032 0.00
Fannie Mae Pool 7.00 12/01/2030 0.00
Fannie Mae REMICS 2.75 11/25/2031 0.00
Ginnie Mae I Pool 7.50 08/15/2028 0.00
Ginnie Mae I Pool 7.00 04/15/2028 0.00
Ginnie Mae I Pool 7.50 07/15/2028 0.00
Fannie Mae REMICS 2.95 04/25/2032 0.00
Ginnie Mae I Pool 7.00 12/15/2027 0.00
Freddie Mac Gold Pool 6.50 08/01/2029 0.00
Fannie Mae Pool 6.50 01/01/2033 0.00
Fannie Mae Pool 6.50 11/01/2032 0.00
Ginnie Mae I Pool 6.00 12/15/2028 0.00
Freddie Mac Strips 3.00 12/15/2027 0.00
Fannie Mae Pool 7.00 07/01/2034 0.00
Ginnie Mae II Pool 7.00 01/20/2030 0.00
Fannie Mae REMICS 4.00 04/25/2041 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Fannie Mae Pool 6.50 08/01/2029 0.00
Fannie Mae Pool 5.50 11/01/2036 0.00
Fannie Mae Pool 5.50 10/01/2034 0.00
Fannie Mae REMICS 2.85 09/25/2032 0.00
Freddie Mac REMICS 2.99 06/15/2029 0.00
Fannie Mae Pool 6.00 05/01/2026 0.00
Fannie Mae REMICS 3.00 10/25/2026 0.00
Fannie Mae Pool 6.50 06/01/2028 0.00
Fannie Mae REMICS 5.55 03/25/2033 0.00
Freddie Mac REMICS 1.64 02/15/2035 0.00
Freddie Mac REMICS 4.00 03/15/2045 0.00
Fannie Mae Pool 6.00 05/01/2028 0.00
Fannie Mae REMICS 2.65 04/25/2032 0.00
Fannie Mae Pool 6.50 10/01/2031 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Fannie Mae Pool 7.00 07/01/2034 0.00
Fannie Mae REMICS 2.80 01/25/2032 0.00
Ginnie Mae I Pool 7.00 07/15/2029 0.00
Fannie Mae Pool 7.00 07/01/2034 0.00
Fannie Mae REMICS 2.79 12/18/2031 0.00
Ginnie Mae I Pool 5.50 03/15/2034 0.00
Ginnie Mae I Pool 6.00 04/15/2029 0.00
Ginnie Mae I Pool 7.00 12/15/2027 0.00
Ginnie Mae I Pool 6.50 09/15/2028 0.00
Freddie Mac Strips 3.27 12/15/2027 0.00
Fannie Mae Pool 5.50 10/01/2034 0.00
Ginnie Mae I Pool 7.50 08/15/2028 0.00
Fannie Mae Pool 6.50 04/01/2028 0.00
Fannie Mae Pool 9.50 04/01/2030 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Ginnie Mae I Pool 6.50 10/15/2028 0.00
Ginnie Mae I Pool 8.00 09/15/2028 0.00
Fannie Mae Pool 5.50 12/01/2034 0.00
Freddie Mac Gold Pool 6.00 07/01/2024 0.00
Ginnie Mae I Pool 5.50 04/15/2034 0.00
Fannie Mae Pool 5.50 09/01/2025 0.00
Fannie Mae REMICS 6.50 05/25/2033 0.00
Fannie Mae Pool 6.50 08/01/2028 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Fannie Mae Pool 6.50 08/01/2028 0.00
Fannie Mae REMICS 2.99 12/18/2032 0.00
Fannie Mae Pool 7.00 06/01/2029 0.00
Ginnie Mae I Pool 6.50 10/15/2028 0.00
Fannie Mae Pool 5.50 10/01/2036 0.00
Freddie Mac REMICS 2.99 09/15/2029 0.00
Fannie Mae REMICS 1.60 03/25/2035 0.00
Fannie Mae Pool 6.50 11/01/2031 0.00
Freddie Mac Gold Pool 6.50 03/01/2029 0.00
Fannie Mae REMICS 6.00 05/25/2033 0.00
Fannie Mae Pool 6.50 10/01/2023 0.00
Fannie Mae Pool 7.00 01/01/2036 0.00
Freddie Mac REMICS 0.89 04/15/2038 0.00
Ginnie Mae I Pool 7.00 02/15/2028 0.00
Ginnie Mae I Pool 5.50 10/15/2033 0.00
Ginnie Mae I Pool 6.00 03/15/2029 0.00
Ginnie Mae I Pool 6.50 08/15/2028 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Freddie Mac Strips 7.50 12/15/2029 0.00
Ginnie Mae I Pool 6.00 03/15/2029 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Freddie Mac Gold Pool 5.50 01/01/2024 0.00
Freddie Mac Gold Pool 9.00 01/01/2025 0.00
Fannie Mae Pool 7.00 12/01/2030 0.00
Fannie Mae REMICS 4.00 12/25/2044 0.00
Freddie Mac Strips 6.50 02/01/2028 0.00
Fannie Mae Pool 5.50 12/01/2032 0.00
Fannie Mae Pool 6.50 04/01/2029 0.00
Fannie Mae Pool 6.00 03/01/2038 0.00
Fannie Mae Pool 7.00 04/01/2031 0.00
Freddie Mac REMICS 5.00 09/15/2023 0.00
Fannie Mae Pool 6.00 01/01/2029 0.00
Fannie Mae Pool 6.00 10/01/2033 0.00
Ginnie Mae I Pool 7.50 08/15/2028 0.00
Ginnie Mae I Pool 6.50 09/15/2028 0.00
Fannie Mae REMICS 4.00 11/25/2027 0.00
Ginnie Mae I Pool 6.50 03/15/2028 0.00
Freddie Mac Gold Pool 6.50 06/01/2029 0.00
Ginnie Mae I Pool 7.00 08/15/2028 0.00
Ginnie Mae I Pool 6.50 02/15/2028 0.00
Ginnie Mae I Pool 6.00 03/15/2029 0.00
Fannie Mae Pool 6.50 05/01/2029 0.00
Fannie Mae Pool 6.00 11/01/2033 0.00
Fannie Mae Pool 6.50 06/01/2031 0.00
Fannie Mae Pool 6.00 12/01/2037 0.00
Ginnie Mae I Pool 5.50 08/15/2033 0.00
Ginnie Mae I Pool 5.50 07/15/2033 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Ginnie Mae I Pool 6.50 01/15/2024 0.00
Fannie Mae REMICS 8.00 08/18/2027 0.00
Fannie Mae Pool 6.00 04/01/2036 0.00
Fannie Mae Pool 6.50 05/01/2024 0.00
Fannie Mae Pool 6.50 09/01/2028 0.00
Freddie Mac REMICS 1.89 12/15/2037 0.00
Fannie Mae Pool 6.50 06/01/2031 0.00
Fannie Mae Pool 6.50 06/01/2029 0.00
Fannie Mae Pool 6.00 06/01/2030 0.00
Ginnie Mae I Pool 7.00 07/15/2028 0.00
Ginnie Mae I Pool 6.00 04/15/2029 0.00
Fannie Mae Pool 6.50 12/01/2027 0.00
Freddie Mac Gold Pool 6.00 03/01/2029 0.00
Fannie Mae Pool 7.00 07/01/2029 0.00
Fannie Mae Pool 6.50 04/01/2031 0.00
Fannie Mae Pool 6.50 01/01/2028 0.00
Ginnie Mae I Pool 5.50 04/15/2034 0.00
Freddie Mac Gold Pool 5.50 09/01/2024 0.00
Freddie Mac Gold Pool 6.50 06/01/2029 0.00
Ginnie Mae I Pool 6.00 03/15/2029 0.00
Fannie Mae Pool 6.00 04/01/2038 0.00
Citigroup Commercial Mortgage Trust 1.13 11/10/2046 0.00
Ginnie Mae I Pool 5.50 06/15/2033 0.00
Fannie Mae Pool 5.50 10/01/2033 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Fannie Mae Pool 6.00 09/01/2038 0.00
Ginnie Mae I Pool 6.00 02/15/2029 0.00
Fannie Mae Pool 6.00 01/01/2039 0.00
Fannie Mae Pool 5.50 11/01/2033 0.00
Ginnie Mae I Pool 6.50 04/15/2026 0.00
Fannie Mae Pool 5.50 11/01/2034 0.00
Fannie Mae Pool 6.00 02/01/2040 0.00
Fannie Mae Pool 6.00 10/01/2038 0.00
Ginnie Mae I Pool 5.50 11/15/2033 0.00
Fannie Mae Pool 6.00 08/01/2038 0.00
Fannie Mae Pool 6.50 09/01/2032 0.00
Fannie Mae Pool 6.00 06/01/2038 0.00
Fannie Mae Pool 7.00 04/01/2029 0.00
Fannie Mae Pool 5.50 04/01/2034 0.00
Ginnie Mae I Pool 5.50 06/15/2033 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Ginnie Mae I Pool 5.50 07/15/2034 0.00
Ginnie Mae I Pool 5.50 07/15/2033 0.00
Fannie Mae Pool 6.50 03/01/2029 0.00
Ginnie Mae I Pool 7.00 01/15/2029 0.00
Fannie Mae Pool 6.50 10/01/2023 0.00
Vendee Mortgage Trust 2002-2 0.00 01/15/2032 0.00
Ginnie Mae I Pool 5.50 08/15/2033 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Fannie Mae Pool 6.50 04/01/2033 0.00
Ginnie Mae I Pool 5.50 09/15/2033 0.00
Fannie Mae Pool 6.50 05/01/2027 0.00
Fannie Mae Pool 7.00 06/01/2029 0.00
Ginnie Mae I Pool 5.50 01/15/2034 0.00
Ginnie Mae I Pool 7.00 06/15/2028 0.00
Fannie Mae Pool 6.50 06/01/2029 0.00
Ginnie Mae I Pool 6.50 08/15/2028 0.00
Ginnie Mae I Pool 6.00 06/15/2028 0.00
Fannie Mae Pool 6.50 07/01/2028 0.00
Ginnie Mae I Pool 6.00 12/15/2028 0.00
Freddie Mac REMICS 2.54 07/15/2026 0.00
Ginnie Mae I Pool 5.50 03/15/2034 0.00
Freddie Mac Gold Pool 9.00 05/01/2025 0.00
Fannie Mae Pool 6.50 10/01/2023 0.00
Ginnie Mae I Pool 5.50 01/15/2034 0.00
Ginnie Mae I Pool 5.50 05/15/2033 0.00
Fannie Mae Pool 6.50 10/01/2023 0.00
COMM 2013-LC13 Mortgage Trust 1.11 08/10/2046 0.00
Fannie Mae REMICS 3.50 09/25/2023 0.00
Fannie Mae Pool 6.00 09/01/2038 0.00
Ginnie Mae I Pool 7.00 01/15/2028 0.00
Ginnie Mae I Pool 5.50 07/15/2033 0.00
Fannie Mae Pool 6.50 11/01/2029 0.00
Fannie Mae Pool 6.50 08/01/2023 0.00
Fannie Mae Pool 6.50 12/01/2031 0.00
Ginnie Mae I Pool 6.00 10/15/2028 0.00
Freddie Mac REMICS 0.89 03/15/2024 0.00
Ginnie Mae I Pool 6.00 02/15/2029 0.00
Fannie Mae Interest Strip 7.50 01/25/2024 0.00
Fannie Mae Pool 6.00 11/01/2037 0.00
Fannie Mae Pool 5.50 12/01/2034 0.00
Ginnie Mae I Pool 6.00 09/15/2028 0.00
Fannie Mae Pool 6.50 04/01/2030 0.00
Freddie Mac REMICS 3.59 07/17/2028 0.00
Fannie Mae Pool 6.00 09/01/2038 0.00
Fannie Mae REMICS 0.90 07/25/2038 0.00
Ginnie Mae I Pool 7.00 10/15/2023 0.00
Ginnie Mae I Pool 7.00 01/15/2024 0.00
Fannie Mae Interest Strip 6.50 10/25/2024 0.00
Fannie Mae REMICS 0.75 10/25/2031 0.00
Fannie Mae Pool 6.50 12/01/2023 0.00
Fannie Mae Pool 6.50 09/01/2031 0.00
Fannie Mae Pool 6.50 09/01/2023 0.00
Ginnie Mae I Pool 7.00 02/15/2024 0.00
Fannie Mae Pool 6.00 04/01/2024 0.00
Fannie Mae Pool 5.50 01/01/2024 0.00
Fannie Mae REMICS 4.00 08/25/2026 0.00
Ginnie Mae I Pool 7.00 09/15/2023 0.00
Vendee Mortgage Trust 1999-3 0.00 10/15/2029 0.00
Vendee Mortgage Trust 2001-3 0.00 10/15/2031 0.00
Freddie Mac REMICS 3.59 07/17/2028 0.00
Fannie Mae Pool 6.50 08/01/2023 0.00
CASH & EQUIVALENTS 0.00 -0.12