Invesco Income Fund
as of 12/31/2021
Complete Quarterly Holdings
Security
Coupon
Maturity
Net Assets (%)
Fannie Mae or Freddie Mac
2.50
01/01/2052
11.28
Ginnie Mae II Pool
2.50
01/01/2052
5.43
Invesco Government & Agency Portfol
2.20
Tricon American Homes 2020-SFR1
2.55
07/17/2038
1.63
BX Commercial Mortgage Trust 2021-V
1.76
09/15/2036
1.47
Invesco Treasury Portfolio
1.47
Symphony CLO XXII Ltd
1.41
04/18/2033
1.39
TICP CLO IX Ltd
1.27
01/20/2031
1.30
PRKCM 2021-AFC1 Trust
3.11
08/25/2056
1.29
Freddie Mac Structured Agency Credi
2.35
08/25/2033
1.25
STAR 2021-SFR1 Trust
1.41
04/17/2038
1.24
Jimmy Johns Funding LLC
4.85
07/30/2047
1.23
CSMC 2021-NQM2
2.28
02/25/2066
1.10
Sonic Capital LLC
3.85
01/20/2050
1.09
Wells Fargo Commercial Mortgage Tru
3.96
12/15/2047
1.08
Life 2021-BMR Mortgage Trust
1.51
03/15/2038
1.07
CSAIL 2017-CX9 Commercial Mortgage
4.14
09/15/2050
1.06
Wells Fargo Commercial Mortgage Tru
4.29
07/15/2058
1.04
SG Residential Mortgage Trust 2021-
3.05
12/25/2061
1.04
Fannie Mae Connecticut Avenue Secur
3.10
10/25/2029
1.03
Galton Funding Mortgage Trust 2019-
3.89
10/25/2059
1.02
Morgan Stanley Capital I Trust 2018
5.07
12/15/2051
1.00
CSAIL 2019-C17 Commercial Mortgage
3.93
09/15/2052
0.96
COMM 2014-UBS4 Mortgage Trust
4.65
08/10/2047
0.95
STACR Trust 2018-HRP2
2.50
02/25/2047
0.94
Residential Mortgage Loan Trust 202
3.56
05/25/2060
0.94
Freddie Mac STACR Trust 2018-DNA2
2.25
12/25/2030
0.94
Angel Oak Mortgage Trust 2020-3
3.81
04/25/2065
0.94
Progress Residential 2021-SFR10 Tru
3.57
12/17/2038
0.94
GS Mortgage Securities Corp Trust 2
4.59
10/10/2032
0.93
Progress Residential 2019-SFR1 Trus
4.47
08/17/2035
0.93
JPMDB Commercial Mortgage Securitie
3.72
05/13/2053
0.93
Credit Suisse Mortgage Capital Cert
2.73
04/25/2065
0.93
Golub Capital Partners CLO 34M Ltd
3.79
03/14/2031
0.93
CBAM 2021-15 LLC
2.37
01/15/2036
0.93
Angel Oak Mortgage Trust 2021-7
3.25
10/25/2066
0.93
OHA Loan Funding 2015-1 Ltd
3.26
01/19/2037
0.93
Citigroup Commercial Mortgage Trust
4.42
04/10/2046
0.92
GCAT 2021-NQM1 Trust
2.32
01/25/2066
0.92
AMSR 2020-SFR5 Trust
2.18
11/17/2037
0.91
Strata CLO I Ltd
4.18
01/15/2031
0.91
FirstKey Homes 2020-SFR2 Trust
1.97
10/19/2037
0.90
JPMBB Commercial Mortgage Securitie
4.10
07/15/2045
0.90
Benchmark 2019-B14 Mortgage Trust
3.77
12/15/2062
0.90
Citigroup Commercial Mortgage Trust
3.11
04/10/2048
0.89
Morgan Stanley Bank of America Merr
3.26
05/15/2048
0.89
Textainer Marine Containers Ltd
2.43
08/20/2046
0.88
Benchmark 2019-B11 Mortgage Trust
3.00
05/15/2052
0.88
Textainer Marine Containers VII Ltd
2.82
04/20/2046
0.88
COMM 2014-CCRE19 Mortgage Trust
4.70
08/10/2047
0.88
Benchmark 2018-B3 Mortgage Trust
4.54
04/10/2051
0.88
Freddie Mac Multifamily Structured
1.85
07/25/2041
0.86
BANK 2018-BNK14
3.00
09/15/2060
0.86
Arroyo Mortgage Trust 2020-1
3.33
03/25/2055
0.84
FREMF 2019-KF72 Mortgage Trust
2.19
11/25/2026
0.83
Benchmark 2019-B9 Mortgage Trust
4.97
03/15/2052
0.83
Progress Residential 2021-SFR2 Trus
2.65
04/19/2038
0.83
Progress Residential 2021-SFR5 Trus
2.36
07/17/2038
0.82
COLT 2021-1 Mortgage Loan Trust
2.29
06/25/2066
0.82
Blackbird Capital Aircraft Lease Se
5.68
12/16/2041
0.81
Freddie Mac STACR REMIC Trust 2021-
2.15
09/25/2041
0.79
Verus Securitization Trust 2021-R2
2.24
02/25/2064
0.79
COMM 2015-CCRE26 Mortgage Trust
4.48
10/10/2048
0.78
Dynex Capital Inc Pfd
0.77
GCAT 2019-NQM3 Trust
3.95
11/25/2059
0.77
Starwood Mortgage Residential Trust
3.97
04/25/2060
0.75
Cantor Commercial Real Estate Lendi
4.66
05/15/2052
0.75
Progress Residential Trust
3.38
01/17/2039
0.74
Freddie Mac Structured Agency Credi
2.40
09/25/2030
0.72
Chimera Investment Corp Pfd
0.71
Two Harbors Investment Corp Pfd
0.71
Annaly Capital Management Inc Pfd
0.71
AG Mortgage Investment Trust Inc Pf
0.69
Wells Fargo Commercial Mortgage Tru
3.25
01/15/2060
0.69
Fannie Mae Connecticut Avenue Secur
2.25
10/25/2030
0.67
Freddie Mac STACR REMIC Trust 2020-
2.85
10/25/2050
0.66
Fannie Mae Connecticut Avenue Secur
2.30
01/25/2030
0.66
MFA Financial Inc Pfd
0.66
GCAT 2020-NQM2 Trust
3.59
04/25/2065
0.66
Textainer Marine Containers VII Ltd
4.94
08/21/2045
0.65
OBX 2021-NQM1 Trust
2.22
02/25/2066
0.64
Residential Mortgage Loan Trust 201
3.81
09/25/2059
0.62
Verus Securitization Trust 2021-R1
2.34
10/25/2063
0.60
FRTKL 2021-SFR1
2.52
09/17/2038
0.59
Angel Oak Mortgage Trust 2021-1
2.21
01/25/2066
0.58
Seasoned Credit Risk Transfer Trust
4.75
06/25/2057
0.57
Morgan Stanley Bank of America Merr
3.07
02/15/2048
0.57
Benchmark 2020-B17 Mortgage Trust
3.37
03/15/2053
0.56
Starwood Mortgage Residential Trust
2.59
04/25/2065
0.56
Octagon Investment Partners 48 Ltd
2.18
10/20/2034
0.56
Dryden 76 CLO Ltd
2.16
10/20/2034
0.56
GS Mortgage Securities Trust 2017-G
4.32
05/10/2050
0.55
Motel Trust 2021-MTL6
2.81
09/15/2038
0.54
Verus Securitization Trust 2020-INV
3.89
03/25/2060
0.53
Flagstar Mortgage Trust 2018-6RR
4.94
10/25/2048
0.53
Flagstar Mortgage Trust 2018-6RR
4.94
10/25/2048
0.53
BBCMS Mortgage Trust 2018-C2
4.97
12/15/2051
0.51
Motel Trust 2021-MTL6
1.61
09/15/2038
0.51
SAPPHIRE AVIATION FINANCE II LTD
4.33
03/15/2040
0.50
COLT 2020-2 Mortgage Loan Trust
3.70
03/25/2065
0.50
PennyMac Mortgage Investment Trust
0.49
GS Mortgage Securities Corp Trust 2
4.03
07/15/2031
0.49
New Residential Investment Corp Pfd
0.47
AMSR 2020-SFR2 Trust
4.03
07/17/2037
0.46
ZAXBY'S FUNDING LLC
3.24
07/30/2051
0.45
Wells Fargo Commercial Mortgage Tru
4.12
09/15/2050
0.45
OHA Loan Funding 2016-1 Ltd
1.39
01/20/2033
0.45
Extended Stay America Trust 2021-ES
1.81
07/15/2038
0.44
Angel Oak Mortgage Trust 2019-5
3.96
10/25/2049
0.44
United States Treasury Bill
0.00
02/17/2022
0.42
New Residential Mortgage Loan Trust
2.27
07/25/2055
0.42
Vista Point Securitization Trust 20
4.15
03/25/2065
0.40
CSAIL 2019-C16 Commercial Mortgage
4.24
06/15/2052
0.39
Cerberus Loan Funding XXV LP
3.92
10/15/2030
0.39
Tricon American Homes 2018-SFR1 Tru
4.17
05/17/2037
0.38
CSAIL 2016-C6 Commercial Mortgage T
3.92
01/15/2049
0.37
Dryden 53 CLO Ltd
1.24
01/15/2031
0.37
Angel Oak Mortgage Trust 2020-6
1.77
05/25/2065
0.37
Tricon American Homes 2020-SFR2 Tru
2.28
11/17/2039
0.36
Chase Mortgage Finance Corp
3.75
12/25/2045
0.36
Flagstar Mortgage Trust 2018-5
4.51
09/25/2048
0.35
MACH 1 Cayman 2019-1 Ltd
4.33
10/15/2039
0.35
BRAVO Residential Funding Trust 201
3.11
11/25/2059
0.32
TIF Funding II LLC
2.54
02/20/2046
0.31
Vista Point Securitization Trust 20
3.40
04/25/2065
0.31
CSMC 2021-NQM1
2.13
05/25/2065
0.30
Tricon American Homes 2020-SFR1
3.54
07/17/2038
0.30
Freddie Mac Multifamily Structured
2.05
01/25/2051
0.30
Flagstar Mortgage Trust 2018-5
4.51
09/25/2048
0.29
Freddie Mac Multifamily Structured
3.80
01/25/2051
0.29
Multifamily Connecticut Avenue Secu
5.60
10/15/2049
0.28
Chase Mortgage Finance Corp
3.75
04/25/2045
0.28
CASH & EQUIVALENTS
0.00
0.27
PennyMac Mortgage Investment Trust
0.27
FREMF 2019-KF68 Mortgage Trust
2.29
07/25/2026
0.26
Sonic Capital LLC
2.64
08/20/2051
0.25
Multifamily Connecticut Avenue Secu
3.35
10/15/2049
0.24
Vista Point Securitization Trust 20
2.50
04/25/2065
0.24
Invitation Homes 2018-SFR2 Trust
1.39
06/17/2037
0.23
Voya CLO 2014-1 Ltd
2.92
04/18/2031
0.23
COLT 2020-3 Mortgage Loan Trust
2.38
04/27/2065
0.19
Benchmark 2019-B15 Mortgage Trust
3.72
12/15/2072
0.19
Invesco High Yield Bond Factor ETF
0.18
Freddie Mac Structured Agency Credi
2.75
12/25/2029
0.17
Invitation Homes 2018-SFR3 Trust
1.41
07/17/2037
0.17
Freddie Mac STACR REMIC Trust 2021-
1.70
01/25/2034
0.17
GS Mortgage-Backed Securities Trust
2.35
09/27/2060
0.15
J.P. Morgan Chase Commercial Mortga
4.06
06/15/2035
0.15
COLT 2020-1 Mortgage Loan Trust
2.90
02/25/2050
0.12
J.P. Morgan Chase Commercial Mortga
4.66
06/15/2035
0.09
Banc of America Commercial Mortgage
0.79
09/15/2048
0.09
Bear Stearns ARM Trust 2004-10
2.74
01/25/2035
0.06
Ginnie Mae I Pool
8.00
12/15/2030
0.05
Ginnie Mae I Pool
7.00
11/15/2031
0.01
Ginnie Mae II Pool
7.00
10/20/2035
0.01
Fannie Mae Pool
6.75
07/01/2024
0.01
Ginnie Mae II Pool
6.95
07/20/2025
0.01
Ginnie Mae I Pool
7.00
06/15/2028
0.01
Ginnie Mae II Pool
8.00
12/20/2026
0.01
Ginnie Mae I Pool
7.00
09/15/2031
0.01
Ginnie Mae I Pool
7.00
04/15/2028
0.01
Ginnie Mae I Pool
7.00
03/15/2031
0.00
Ginnie Mae I Pool
8.00
03/15/2026
0.00
Ginnie Mae I Pool
8.00
02/15/2036
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
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
12/15/2036
0.00
Ginnie Mae I Pool
7.00
01/15/2031
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
7.00
02/15/2030
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
06/15/2023
0.00
Ginnie Mae I Pool
7.00
07/15/2028
0.00
Ginnie Mae I Pool
8.00
02/15/2025
0.00
Ginnie Mae I Pool
8.00
06/15/2027
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
7.00
02/15/2027
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
10/15/2027
0.00
Ginnie Mae I Pool
7.00
12/15/2027
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
12/15/2023
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Ginnie Mae II Pool
6.95
08/20/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
8.00
10/15/2025
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Ginnie Mae I Pool
8.00
08/15/2024
0.00
Freddie Mac Gold Pool
9.50
04/01/2025
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Freddie Mac Gold Pool
6.50
05/01/2031
0.00
Freddie Mac Gold Pool
7.00
05/01/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Fannie Mae Pool
7.00
02/01/2032
0.00
Ginnie Mae I Pool
7.00
10/15/2023
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
Fannie Mae Pool
6.50
11/01/2031
0.00
Ginnie Mae I Pool
6.50
04/15/2028
0.00
Ginnie Mae I Pool
6.50
02/15/2029
0.00
Ginnie Mae I Pool
6.50
12/15/2027
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Fannie Mae Pool
7.00
06/01/2029
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Ginnie Mae I Pool
8.00
07/15/2024
0.00
Freddie Mac Gold Pool
6.50
08/01/2032
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Fannie Mae Pool
6.50
08/01/2031
0.00
Ginnie Mae I Pool
7.00
05/15/2023
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.50
04/01/2032
0.00
Ginnie Mae I Pool
7.00
12/15/2023
0.00
Fannie Mae Pool
6.50
03/01/2029
0.00
Freddie Mac Gold Pool
7.00
03/01/2032
0.00
Freddie Mac Gold Pool
6.50
06/01/2029
0.00
Ginnie Mae I Pool
7.00
08/15/2023
0.00
Ginnie Mae I Pool
7.00
10/15/2023
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Freddie Mac Gold Pool
6.50
05/01/2032
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Fannie Mae Pool
6.50
01/01/2026
0.00
Ginnie Mae I Pool
8.00
04/15/2023
0.00
Fannie Mae Pool
6.50
10/01/2028
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Ginnie Mae I Pool
7.00
02/15/2023
0.00
Ginnie Mae I Pool
6.50
07/15/2024
0.00
Ginnie Mae I Pool
8.00
04/15/2024
0.00
Freddie Mac Gold Pool
6.50
09/01/2031
0.00
Ginnie Mae I Pool
8.00
03/15/2023
0.00
Freddie Mac Gold Pool
6.50
08/01/2031
0.00
Fannie Mae Pool
6.50
08/01/2029
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
8.00
07/15/2022
0.00
Ginnie Mae I Pool
8.00
09/15/2024
0.00
Ginnie Mae I Pool
7.00
08/15/2027
0.00
Fannie Mae Pool
6.50
02/01/2028
0.00
Fannie Mae Pool
6.50
10/01/2036
0.00
Freddie Mac Gold Pool
6.50
03/01/2031
0.00
Fannie Mae Pool
6.50
11/01/2028
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Ginnie Mae I Pool
7.00
12/15/2027
0.00
Ginnie Mae I Pool
6.50
10/15/2027
0.00
Ginnie Mae I Pool
8.00
08/15/2025
0.00
Fannie Mae Pool
6.00
04/01/2024
0.00
Ginnie Mae I Pool
8.00
05/15/2022
0.00
Ginnie Mae I Pool
7.00
11/15/2023
0.00
Ginnie Mae I Pool
7.00
09/15/2023
0.00
Fannie Mae Pool
6.50
09/01/2032
0.00
Ginnie Mae I Pool
7.00
01/15/2023
0.00
Ginnie Mae I Pool
8.00
04/15/2022
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Ginnie Mae I Pool
7.00
07/15/2023
0.00
Freddie Mac Gold Pool
6.50
08/01/2029
0.00
Ginnie Mae I Pool
8.00
06/15/2022
0.00
Freddie Mac Gold Pool
6.50
07/01/2029
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Ginnie Mae I Pool
8.00
02/15/2022
0.00
Ginnie Mae I Pool
8.00
08/15/2022
0.00
Ginnie Mae I Pool
8.00
12/15/2024
0.00
Ginnie Mae I Pool
8.00
06/15/2022
0.00
Freddie Mac Gold Pool
6.50
02/01/2031
0.00
Ginnie Mae I Pool
8.00
06/15/2022
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Fannie Mae Pool
6.50
11/01/2031
0.00
Ginnie Mae I Pool
8.00
04/15/2022
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
8.00
04/15/2022
0.00
Ginnie Mae I Pool
8.00
07/15/2022
0.00
Ginnie Mae I Pool
6.50
09/15/2032
0.00
Fannie Mae Pool
6.50
12/01/2031
0.00
Ginnie Mae I Pool
9.50
03/15/2023
0.00
Fannie Mae Pool
6.50
09/01/2028
0.00
Merrill Lynch International
2.00
08/17/2061
-0.00
as of 12/31/2021
Complete Quarterly Holdings
Security | Coupon | Maturity | Net Assets (%) |
---|---|---|---|
Fannie Mae or Freddie Mac | 2.50 | 01/01/2052 | 11.28 |
Ginnie Mae II Pool | 2.50 | 01/01/2052 | 5.43 |
Invesco Government & Agency Portfol | 2.20 | ||
Tricon American Homes 2020-SFR1 | 2.55 | 07/17/2038 | 1.63 |
BX Commercial Mortgage Trust 2021-V | 1.76 | 09/15/2036 | 1.47 |
Invesco Treasury Portfolio | 1.47 | ||
Symphony CLO XXII Ltd | 1.41 | 04/18/2033 | 1.39 |
TICP CLO IX Ltd | 1.27 | 01/20/2031 | 1.30 |
PRKCM 2021-AFC1 Trust | 3.11 | 08/25/2056 | 1.29 |
Freddie Mac Structured Agency Credi | 2.35 | 08/25/2033 | 1.25 |
STAR 2021-SFR1 Trust | 1.41 | 04/17/2038 | 1.24 |
Jimmy Johns Funding LLC | 4.85 | 07/30/2047 | 1.23 |
CSMC 2021-NQM2 | 2.28 | 02/25/2066 | 1.10 |
Sonic Capital LLC | 3.85 | 01/20/2050 | 1.09 |
Wells Fargo Commercial Mortgage Tru | 3.96 | 12/15/2047 | 1.08 |
Life 2021-BMR Mortgage Trust | 1.51 | 03/15/2038 | 1.07 |
CSAIL 2017-CX9 Commercial Mortgage | 4.14 | 09/15/2050 | 1.06 |
Wells Fargo Commercial Mortgage Tru | 4.29 | 07/15/2058 | 1.04 |
SG Residential Mortgage Trust 2021- | 3.05 | 12/25/2061 | 1.04 |
Fannie Mae Connecticut Avenue Secur | 3.10 | 10/25/2029 | 1.03 |
Galton Funding Mortgage Trust 2019- | 3.89 | 10/25/2059 | 1.02 |
Morgan Stanley Capital I Trust 2018 | 5.07 | 12/15/2051 | 1.00 |
CSAIL 2019-C17 Commercial Mortgage | 3.93 | 09/15/2052 | 0.96 |
COMM 2014-UBS4 Mortgage Trust | 4.65 | 08/10/2047 | 0.95 |
STACR Trust 2018-HRP2 | 2.50 | 02/25/2047 | 0.94 |
Residential Mortgage Loan Trust 202 | 3.56 | 05/25/2060 | 0.94 |
Freddie Mac STACR Trust 2018-DNA2 | 2.25 | 12/25/2030 | 0.94 |
Angel Oak Mortgage Trust 2020-3 | 3.81 | 04/25/2065 | 0.94 |
Progress Residential 2021-SFR10 Tru | 3.57 | 12/17/2038 | 0.94 |
GS Mortgage Securities Corp Trust 2 | 4.59 | 10/10/2032 | 0.93 |
Progress Residential 2019-SFR1 Trus | 4.47 | 08/17/2035 | 0.93 |
JPMDB Commercial Mortgage Securitie | 3.72 | 05/13/2053 | 0.93 |
Credit Suisse Mortgage Capital Cert | 2.73 | 04/25/2065 | 0.93 |
Golub Capital Partners CLO 34M Ltd | 3.79 | 03/14/2031 | 0.93 |
CBAM 2021-15 LLC | 2.37 | 01/15/2036 | 0.93 |
Angel Oak Mortgage Trust 2021-7 | 3.25 | 10/25/2066 | 0.93 |
OHA Loan Funding 2015-1 Ltd | 3.26 | 01/19/2037 | 0.93 |
Citigroup Commercial Mortgage Trust | 4.42 | 04/10/2046 | 0.92 |
GCAT 2021-NQM1 Trust | 2.32 | 01/25/2066 | 0.92 |
AMSR 2020-SFR5 Trust | 2.18 | 11/17/2037 | 0.91 |
Strata CLO I Ltd | 4.18 | 01/15/2031 | 0.91 |
FirstKey Homes 2020-SFR2 Trust | 1.97 | 10/19/2037 | 0.90 |
JPMBB Commercial Mortgage Securitie | 4.10 | 07/15/2045 | 0.90 |
Benchmark 2019-B14 Mortgage Trust | 3.77 | 12/15/2062 | 0.90 |
Citigroup Commercial Mortgage Trust | 3.11 | 04/10/2048 | 0.89 |
Morgan Stanley Bank of America Merr | 3.26 | 05/15/2048 | 0.89 |
Textainer Marine Containers Ltd | 2.43 | 08/20/2046 | 0.88 |
Benchmark 2019-B11 Mortgage Trust | 3.00 | 05/15/2052 | 0.88 |
Textainer Marine Containers VII Ltd | 2.82 | 04/20/2046 | 0.88 |
COMM 2014-CCRE19 Mortgage Trust | 4.70 | 08/10/2047 | 0.88 |
Benchmark 2018-B3 Mortgage Trust | 4.54 | 04/10/2051 | 0.88 |
Freddie Mac Multifamily Structured | 1.85 | 07/25/2041 | 0.86 |
BANK 2018-BNK14 | 3.00 | 09/15/2060 | 0.86 |
Arroyo Mortgage Trust 2020-1 | 3.33 | 03/25/2055 | 0.84 |
FREMF 2019-KF72 Mortgage Trust | 2.19 | 11/25/2026 | 0.83 |
Benchmark 2019-B9 Mortgage Trust | 4.97 | 03/15/2052 | 0.83 |
Progress Residential 2021-SFR2 Trus | 2.65 | 04/19/2038 | 0.83 |
Progress Residential 2021-SFR5 Trus | 2.36 | 07/17/2038 | 0.82 |
COLT 2021-1 Mortgage Loan Trust | 2.29 | 06/25/2066 | 0.82 |
Blackbird Capital Aircraft Lease Se | 5.68 | 12/16/2041 | 0.81 |
Freddie Mac STACR REMIC Trust 2021- | 2.15 | 09/25/2041 | 0.79 |
Verus Securitization Trust 2021-R2 | 2.24 | 02/25/2064 | 0.79 |
COMM 2015-CCRE26 Mortgage Trust | 4.48 | 10/10/2048 | 0.78 |
Dynex Capital Inc Pfd | 0.77 | ||
GCAT 2019-NQM3 Trust | 3.95 | 11/25/2059 | 0.77 |
Starwood Mortgage Residential Trust | 3.97 | 04/25/2060 | 0.75 |
Cantor Commercial Real Estate Lendi | 4.66 | 05/15/2052 | 0.75 |
Progress Residential Trust | 3.38 | 01/17/2039 | 0.74 |
Freddie Mac Structured Agency Credi | 2.40 | 09/25/2030 | 0.72 |
Chimera Investment Corp Pfd | 0.71 | ||
Two Harbors Investment Corp Pfd | 0.71 | ||
Annaly Capital Management Inc Pfd | 0.71 | ||
AG Mortgage Investment Trust Inc Pf | 0.69 | ||
Wells Fargo Commercial Mortgage Tru | 3.25 | 01/15/2060 | 0.69 |
Fannie Mae Connecticut Avenue Secur | 2.25 | 10/25/2030 | 0.67 |
Freddie Mac STACR REMIC Trust 2020- | 2.85 | 10/25/2050 | 0.66 |
Fannie Mae Connecticut Avenue Secur | 2.30 | 01/25/2030 | 0.66 |
MFA Financial Inc Pfd | 0.66 | ||
GCAT 2020-NQM2 Trust | 3.59 | 04/25/2065 | 0.66 |
Textainer Marine Containers VII Ltd | 4.94 | 08/21/2045 | 0.65 |
OBX 2021-NQM1 Trust | 2.22 | 02/25/2066 | 0.64 |
Residential Mortgage Loan Trust 201 | 3.81 | 09/25/2059 | 0.62 |
Verus Securitization Trust 2021-R1 | 2.34 | 10/25/2063 | 0.60 |
FRTKL 2021-SFR1 | 2.52 | 09/17/2038 | 0.59 |
Angel Oak Mortgage Trust 2021-1 | 2.21 | 01/25/2066 | 0.58 |
Seasoned Credit Risk Transfer Trust | 4.75 | 06/25/2057 | 0.57 |
Morgan Stanley Bank of America Merr | 3.07 | 02/15/2048 | 0.57 |
Benchmark 2020-B17 Mortgage Trust | 3.37 | 03/15/2053 | 0.56 |
Starwood Mortgage Residential Trust | 2.59 | 04/25/2065 | 0.56 |
Octagon Investment Partners 48 Ltd | 2.18 | 10/20/2034 | 0.56 |
Dryden 76 CLO Ltd | 2.16 | 10/20/2034 | 0.56 |
GS Mortgage Securities Trust 2017-G | 4.32 | 05/10/2050 | 0.55 |
Motel Trust 2021-MTL6 | 2.81 | 09/15/2038 | 0.54 |
Verus Securitization Trust 2020-INV | 3.89 | 03/25/2060 | 0.53 |
Flagstar Mortgage Trust 2018-6RR | 4.94 | 10/25/2048 | 0.53 |
Flagstar Mortgage Trust 2018-6RR | 4.94 | 10/25/2048 | 0.53 |
BBCMS Mortgage Trust 2018-C2 | 4.97 | 12/15/2051 | 0.51 |
Motel Trust 2021-MTL6 | 1.61 | 09/15/2038 | 0.51 |
SAPPHIRE AVIATION FINANCE II LTD | 4.33 | 03/15/2040 | 0.50 |
COLT 2020-2 Mortgage Loan Trust | 3.70 | 03/25/2065 | 0.50 |
PennyMac Mortgage Investment Trust | 0.49 | ||
GS Mortgage Securities Corp Trust 2 | 4.03 | 07/15/2031 | 0.49 |
New Residential Investment Corp Pfd | 0.47 | ||
AMSR 2020-SFR2 Trust | 4.03 | 07/17/2037 | 0.46 |
ZAXBY'S FUNDING LLC | 3.24 | 07/30/2051 | 0.45 |
Wells Fargo Commercial Mortgage Tru | 4.12 | 09/15/2050 | 0.45 |
OHA Loan Funding 2016-1 Ltd | 1.39 | 01/20/2033 | 0.45 |
Extended Stay America Trust 2021-ES | 1.81 | 07/15/2038 | 0.44 |
Angel Oak Mortgage Trust 2019-5 | 3.96 | 10/25/2049 | 0.44 |
United States Treasury Bill | 0.00 | 02/17/2022 | 0.42 |
New Residential Mortgage Loan Trust | 2.27 | 07/25/2055 | 0.42 |
Vista Point Securitization Trust 20 | 4.15 | 03/25/2065 | 0.40 |
CSAIL 2019-C16 Commercial Mortgage | 4.24 | 06/15/2052 | 0.39 |
Cerberus Loan Funding XXV LP | 3.92 | 10/15/2030 | 0.39 |
Tricon American Homes 2018-SFR1 Tru | 4.17 | 05/17/2037 | 0.38 |
CSAIL 2016-C6 Commercial Mortgage T | 3.92 | 01/15/2049 | 0.37 |
Dryden 53 CLO Ltd | 1.24 | 01/15/2031 | 0.37 |
Angel Oak Mortgage Trust 2020-6 | 1.77 | 05/25/2065 | 0.37 |
Tricon American Homes 2020-SFR2 Tru | 2.28 | 11/17/2039 | 0.36 |
Chase Mortgage Finance Corp | 3.75 | 12/25/2045 | 0.36 |
Flagstar Mortgage Trust 2018-5 | 4.51 | 09/25/2048 | 0.35 |
MACH 1 Cayman 2019-1 Ltd | 4.33 | 10/15/2039 | 0.35 |
BRAVO Residential Funding Trust 201 | 3.11 | 11/25/2059 | 0.32 |
TIF Funding II LLC | 2.54 | 02/20/2046 | 0.31 |
Vista Point Securitization Trust 20 | 3.40 | 04/25/2065 | 0.31 |
CSMC 2021-NQM1 | 2.13 | 05/25/2065 | 0.30 |
Tricon American Homes 2020-SFR1 | 3.54 | 07/17/2038 | 0.30 |
Freddie Mac Multifamily Structured | 2.05 | 01/25/2051 | 0.30 |
Flagstar Mortgage Trust 2018-5 | 4.51 | 09/25/2048 | 0.29 |
Freddie Mac Multifamily Structured | 3.80 | 01/25/2051 | 0.29 |
Multifamily Connecticut Avenue Secu | 5.60 | 10/15/2049 | 0.28 |
Chase Mortgage Finance Corp | 3.75 | 04/25/2045 | 0.28 |
CASH & EQUIVALENTS | 0.00 | 0.27 | |
PennyMac Mortgage Investment Trust | 0.27 | ||
FREMF 2019-KF68 Mortgage Trust | 2.29 | 07/25/2026 | 0.26 |
Sonic Capital LLC | 2.64 | 08/20/2051 | 0.25 |
Multifamily Connecticut Avenue Secu | 3.35 | 10/15/2049 | 0.24 |
Vista Point Securitization Trust 20 | 2.50 | 04/25/2065 | 0.24 |
Invitation Homes 2018-SFR2 Trust | 1.39 | 06/17/2037 | 0.23 |
Voya CLO 2014-1 Ltd | 2.92 | 04/18/2031 | 0.23 |
COLT 2020-3 Mortgage Loan Trust | 2.38 | 04/27/2065 | 0.19 |
Benchmark 2019-B15 Mortgage Trust | 3.72 | 12/15/2072 | 0.19 |
Invesco High Yield Bond Factor ETF | 0.18 | ||
Freddie Mac Structured Agency Credi | 2.75 | 12/25/2029 | 0.17 |
Invitation Homes 2018-SFR3 Trust | 1.41 | 07/17/2037 | 0.17 |
Freddie Mac STACR REMIC Trust 2021- | 1.70 | 01/25/2034 | 0.17 |
GS Mortgage-Backed Securities Trust | 2.35 | 09/27/2060 | 0.15 |
J.P. Morgan Chase Commercial Mortga | 4.06 | 06/15/2035 | 0.15 |
COLT 2020-1 Mortgage Loan Trust | 2.90 | 02/25/2050 | 0.12 |
J.P. Morgan Chase Commercial Mortga | 4.66 | 06/15/2035 | 0.09 |
Banc of America Commercial Mortgage | 0.79 | 09/15/2048 | 0.09 |
Bear Stearns ARM Trust 2004-10 | 2.74 | 01/25/2035 | 0.06 |
Ginnie Mae I Pool | 8.00 | 12/15/2030 | 0.05 |
Ginnie Mae I Pool | 7.00 | 11/15/2031 | 0.01 |
Ginnie Mae II Pool | 7.00 | 10/20/2035 | 0.01 |
Fannie Mae Pool | 6.75 | 07/01/2024 | 0.01 |
Ginnie Mae II Pool | 6.95 | 07/20/2025 | 0.01 |
Ginnie Mae I Pool | 7.00 | 06/15/2028 | 0.01 |
Ginnie Mae II Pool | 8.00 | 12/20/2026 | 0.01 |
Ginnie Mae I Pool | 7.00 | 09/15/2031 | 0.01 |
Ginnie Mae I Pool | 7.00 | 04/15/2028 | 0.01 |
Ginnie Mae I Pool | 7.00 | 03/15/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 03/15/2026 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2036 | 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 |
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 | 12/15/2036 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2031 | 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 | 7.00 | 02/15/2030 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 06/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2025 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2027 | 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 | 7.00 | 02/15/2027 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 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 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
Ginnie Mae II Pool | 6.95 | 08/20/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 10/15/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2024 | 0.00 |
Freddie Mac Gold Pool | 9.50 | 04/01/2025 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2031 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 05/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Fannie Mae Pool | 7.00 | 02/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 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 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Ginnie Mae I Pool | 6.50 | 04/15/2028 | 0.00 |
Ginnie Mae I Pool | 6.50 | 02/15/2029 | 0.00 |
Ginnie Mae I Pool | 6.50 | 12/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Fannie Mae Pool | 7.00 | 06/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2031 | 0.00 |
Ginnie Mae I Pool | 7.00 | 05/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 04/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 03/01/2029 | 0.00 |
Freddie Mac Gold Pool | 7.00 | 03/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 06/01/2029 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 10/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 05/01/2032 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 01/01/2026 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
Ginnie Mae I Pool | 7.00 | 02/15/2023 | 0.00 |
Ginnie Mae I Pool | 6.50 | 07/15/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2024 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 09/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 03/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 08/01/2029 | 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 | 8.00 | 07/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 09/15/2024 | 0.00 |
Ginnie Mae I Pool | 7.00 | 08/15/2027 | 0.00 |
Fannie Mae Pool | 6.50 | 02/01/2028 | 0.00 |
Fannie Mae Pool | 6.50 | 10/01/2036 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 03/01/2031 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2028 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Ginnie Mae I Pool | 7.00 | 12/15/2027 | 0.00 |
Ginnie Mae I Pool | 6.50 | 10/15/2027 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2025 | 0.00 |
Fannie Mae Pool | 6.00 | 04/01/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 05/15/2022 | 0.00 |
Ginnie Mae I Pool | 7.00 | 11/15/2023 | 0.00 |
Ginnie Mae I Pool | 7.00 | 09/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2032 | 0.00 |
Ginnie Mae I Pool | 7.00 | 01/15/2023 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Ginnie Mae I Pool | 7.00 | 07/15/2023 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 08/01/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2022 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 07/01/2029 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 02/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 08/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 12/15/2024 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2022 | 0.00 |
Freddie Mac Gold Pool | 6.50 | 02/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 06/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
Fannie Mae Pool | 6.50 | 11/01/2031 | 0.00 |
Ginnie Mae I Pool | 8.00 | 04/15/2022 | 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 | 8.00 | 04/15/2022 | 0.00 |
Ginnie Mae I Pool | 8.00 | 07/15/2022 | 0.00 |
Ginnie Mae I Pool | 6.50 | 09/15/2032 | 0.00 |
Fannie Mae Pool | 6.50 | 12/01/2031 | 0.00 |
Ginnie Mae I Pool | 9.50 | 03/15/2023 | 0.00 |
Fannie Mae Pool | 6.50 | 09/01/2028 | 0.00 |
Merrill Lynch International | 2.00 | 08/17/2061 | -0.00 |