Invesco Income Fund

Fund Profile

Fund profile

Tickers

AGOVX, AGVCX, AGVRX, AGIVX, AGOIX, AGVYX

Fund manager

Aim Investment Securities Funds (invesco Investment Securities Funds)

Total assets

$308.42 mm

Liabilities

$42.39 mm

Net assets

$266.03 mm

Number of holdings

200.00

200 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Government National Mortgage Association, TBA	13.53 mm	13.55 mm principal	5.09	ABS-mortgage backed security	Long	USA
Government National Mortgage Association, TBA	12.58 mm	12.50 mm principal	4.73	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Securities, TBA	7.34 mm	7.73 mm principal	2.76	ABS-mortgage backed security	Long	USA
Government National Mortgage Association, TBA	7.28 mm	7.43 mm principal	2.74	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	6.63 mm	6.57 mm principal	2.49	ABS-mortgage backed security	Long	USA
Imperial Fund Mortgage Trust, Series 2022-NQM1, Class M1	5.79 mm	7.05 mm principal	2.18	ABS-mortgage backed security	Long	USA
OBX Trust, Series 2022-NQM7, Class A1	5.14 mm	5.17 mm principal	1.93	ABS-mortgage backed security	Long	USA
Galton Funding Mortgage Trust, Series 2019-H1, Class B1	4.85 mm	5.48 mm principal	1.82	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust, Series 2022-2, Class M1	4.83 mm	5.89 mm principal	1.82	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	4.73 mm	4.60 mm principal	1.78	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	4.65 mm	4.55 mm principal	1.75	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	4.62 mm	4.52 mm principal	1.74	ABS-mortgage backed security	Long	USA
UBS Commercial Mortgage Trust, Series 2018-C11, Class AS	4.39 mm	4.63 mm principal	1.65	ABS-mortgage backed security	Long	USA
Benchmark Mortgage Trust, Series 2023-V3, Class AS	4.23 mm	4.00 mm principal	1.59	ABS-mortgage backed security	Long	USA
Benchmark 2022-B37 Mortgage Trust, Series 2022-B37, Class AS	4.15 mm	4.00 mm principal	1.56	ABS-mortgage backed security	Long	USA
Bank, Series 2017-BNK5, Class AS	4.10 mm	4.30 mm principal	1.54	ABS-mortgage backed security	Long	USA
Frontier Issuer LLC, Series 2023-1, Class A2	4.10 mm	4.00 mm principal	1.54	ABS-other	Long	USA
TierPoint Issuer LLC, Series 2023-1A, Class A2	3.98 mm	4.00 mm principal	1.50	ABS-other	Long	USA
AMSR Trust, Series 2023-SFR2, Class C	3.78 mm	4.00 mm principal	1.42	ABS-mortgage backed security	Long	USA
Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class M1	3.71 mm	4.00 mm principal	1.40	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust, Series 2023-C22, Class AS	3.45 mm	3.00 mm principal	1.30	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund Trust, Series 2022-1, Class A3	3.38 mm	3.40 mm principal	1.27	ABS-mortgage backed security	Long	USA
Credit Suisse Mortgage Capital Trust, Series 2022-ATH3, Class A3	3.35 mm	3.35 mm principal	1.26	ABS-mortgage backed security	Long	USA
Ellington Financial Mortgage Trust, Series 2022-3, Class A1	3.35 mm	3.33 mm principal	1.26	ABS-mortgage backed security	Long	USA
CHNGE Mortgage Trust, Series 2023-3, Class A1	3.32 mm	3.30 mm principal	1.25	ABS-mortgage backed security	Long	USA
Bank, Series 2018-BN14, Class E	3.32 mm	5.75 mm principal	1.25	ABS-mortgage backed security	Long	USA
SG Residential Mortgage Trust, Series 2022-1, Class M1	3.20 mm	4.00 mm principal	1.20	ABS-mortgage backed security	Long	USA
Qdoba Funding LLC, Series 2023-1A, Class A2	3.18 mm	2.99 mm principal	1.20	ABS-other	Long	USA
Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class C	3.16 mm	3.00 mm principal	1.19	ABS-other	Long	USA
Freddie Mac, Series 2023-DNA1, Class M1	3.16 mm	3.00 mm principal	1.19	ABS-mortgage backed security	Long	USA
Freddie Mac, Series 2022-DNA3, Class M1	3.11 mm	3.00 mm principal	1.17	ABS-mortgage backed security	Long	USA
Residential Mortgage Loan Trust, Series 2019-3, Class B1	3.10 mm	3.28 mm principal	1.16	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2017-RC1, Class D	3.09 mm	4.00 mm principal	1.16	ABS-mortgage backed security	Long	USA
Zaxby's Funding LLC, Series 2021-1A, Class A2	3.05 mm	3.34 mm principal	1.15	ABS-other	Long	USA
Textainer Marine Containers VII Ltd., Series 2021-2A, Class B	3.03 mm	3.30 mm principal	1.14	ABS-other	Long	Bermuda
Citigroup Commercial Mortgage Trust, Series 2018-C5, Class AS	2.90 mm	3.00 mm principal	1.09	ABS-mortgage backed security	Long	USA
GCAT Trust, Series 2023-NQM2, Class M1	2.85 mm	2.78 mm principal	1.07	ABS-mortgage backed security	Long	USA
Homeward Opportunities Fund Trust, Series 2022-1, Class M1	2.78 mm	2.88 mm principal	1.05	ABS-mortgage backed security	Long	USA
OBX Trust, Series 2023-NQM1, Class A3	2.74 mm	2.73 mm principal	1.03	ABS-mortgage backed security	Long	USA
PRPM 2023-NQM3 Trust, Series 2023-NQM3, Class A3	2.73 mm	2.70 mm principal	1.03	ABS-mortgage backed security	Long	USA
Benchmark Mortgage Trust, Series 2021-B28, Class AS	2.64 mm	3.20 mm principal	0.99	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities, Series 2023-R07, Class 2M2	2.60 mm	2.50 mm principal	0.98	ABS-mortgage backed security	Long	USA
HPEFS Equipment Trust, Series 2024-1A, Class D	2.55 mm	2.50 mm principal	0.96	ABS-other	Long	USA
Stack Infrastructure Issuer, LLC, Series 2023-3A, Class A2	2.54 mm	2.50 mm principal	0.95	ABS-other	Long	USA
Bank, Series 2019-BN16, Class AS	2.53 mm	2.64 mm principal	0.95	ABS-mortgage backed security	Long	USA
Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class AS	2.52 mm	2.65 mm principal	0.95	ABS-mortgage backed security	Long	USA
Hertz Vehicle Financing III LLC, Series 2023-1A, Class C	2.52 mm	2.50 mm principal	0.95	ABS-other	Long	USA
RWT Redwood Trust, Inc.	2.52 mm	100.00 k shares	0.95	Preferred equity	Long	USA
Rad CLO 18 Ltd., Series 2023-18A, Class B	2.52 mm	2.50 mm principal	0.95	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Empower CLO Ltd., Series 2022-1A, Class A1	2.51 mm	2.50 mm principal	0.94	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flagstar Mortgage Trust, Series 2018-6RR, Class B2	2.47 mm	2.55 mm principal	0.93	ABS-mortgage backed security	Long	USA
Flagstar Mortgage Trust, Series 2018-6RR, Class B3	2.46 mm	2.55 mm principal	0.92	ABS-mortgage backed security	Long	USA
Freddie Mac, Series 2022-DNA6, Class M1	2.39 mm	2.25 mm principal	0.90	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust, Series 2018-C2, Class C	2.26 mm	2.50 mm principal	0.85	ABS-mortgage backed security	Long	USA
Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M	2.26 mm	2.31 mm principal	0.85	ABS-mortgage backed security	Long	USA
Morgan Stanley Residential Mortgage Loan Trust 2023-NQM1, Series 2023-NQM1, Class A3	2.25 mm	2.21 mm principal	0.85	ABS-mortgage backed security	Long	USA
Benchmark 2023-B40 Mortgage Trust, Series 2023-B40, Class AS	2.19 mm	2.00 mm principal	0.82	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust, Series 2017-GS6, Class C	2.16 mm	2.77 mm principal	0.81	ABS-mortgage backed security	Long	USA
BBCMS Mortgage Trust, Series 2024-C24, Class AS	2.11 mm	2.00 mm principal	0.79	ABS-mortgage backed security	Long	USA
Textainer Marine Containers VII Ltd., Series 2020-1A, Class B	2.10 mm	2.13 mm principal	0.79	ABS-other	Long	Bermuda
Verus Securitization Trust, Series 2023-INV2, Class A3	2.09 mm	2.07 mm principal	0.79	ABS-mortgage backed security	Long	USA
MSWF Commercial Mortgage Trust 2023-1, Series 2023-1, Class A2	2.09 mm	2.00 mm principal	0.78	ABS-mortgage backed security	Long	USA
Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class B	2.06 mm	2.00 mm principal	0.77	ABS-other	Long	USA
Vista Point Securitization Trust, Series 2020-1, Class M1	2.05 mm	2.10 mm principal	0.77	ABS-mortgage backed security	Long	USA
CSAIL Commercial Mortgage Trust, Series 2016-C6, Class E	2.03 mm	3.00 mm principal	0.76	ABS-mortgage backed security	Long	USA
Navistar Financial Dealer Note Master Owner Trust, Series 2024-1, Class C	2.03 mm	2.00 mm principal	0.76	ABS-other	Long	USA
STAR Trust, Series 2022-SFR3, Class D	1.99 mm	2.00 mm principal	0.75	ABS-mortgage backed security	Long	USA
Benchmark 2024-V5 Mortgage Trust, Series 2024-V5, Class AM	1.98 mm	1.90 mm principal	0.75	ABS-mortgage backed security	Long	USA
Sonic Capital LLC, Series 2020-1A, Class A2I	1.95 mm	2.02 mm principal	0.73	ABS-other	Long	USA
J.P. Morgan Mortgage Trust, Series 2024-5, Class A6	1.93 mm	1.92 mm principal	0.73	ABS-mortgage backed security	Long	USA
Sapphire Aviation Finance II Ltd., Series 2020-1A, Class B	1.91 mm	2.40 mm principal	0.72	ABS-other	Long	USA
Progress Residential Trust, Series 2021-SFR1, Class D	1.89 mm	2.00 mm principal	0.71	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust, Series 2024-2, Class A1	1.85 mm	1.84 mm principal	0.70	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	1.84 mm	1.88 mm principal	0.69	Debt	Long	USA
Verus Securitization Trust, Series 2023-1, Class A3	1.76 mm	1.75 mm principal	0.66	ABS-mortgage backed security	Long	USA
HILT COMMERCIAL MORTGAGE TRUST 2024-ORL, Series 2024-ORL, Class A	1.75 mm	1.75 mm principal	0.66	ABS-mortgage backed security	Long	USA
Commonbond Student Loan Trust, Series 2020-1, Class A	1.74 mm	2.00 mm principal	0.66	ABS-other	Long	USA
Textainer Marine Containers VII Ltd., Series 2021-1A, Class B	1.70 mm	1.86 mm principal	0.64	ABS-other	Long	Bermuda
PMT PennyMac Mortgage Investment Trust	1.68 mm	68.69 k shares	0.63	Preferred equity	Long	USA
MACH 1 Cayman Ltd., Series 2019-1, Class B	1.62 mm	1.95 mm principal	0.61	ABS-other	Long	Cayman Islands
Flagstar Mortgage Trust, Series 2018-5, Class B2	1.60 mm	1.73 mm principal	0.60	ABS-mortgage backed security	Long	USA
Freddie Mac REMICs, IO	1.59 mm	13.72 mm principal	0.60	ABS-asset backed commercial paper	Long	USA
Freddie Mac, Series 2023-HQA3, Class M2	1.58 mm	1.50 mm principal	0.59	ABS-mortgage backed security	Long	USA
HPEFS Equipment Trust, Series 2023-2A, Class D	1.54 mm	1.50 mm principal	0.58	ABS-other	Long	USA
U.S. Treasury Bills	1.52 mm	1.52 mm principal	0.57	Debt	Long	USA
Fannie Mae REMICs, IO	1.51 mm	12.45 mm principal	0.57	ABS-asset backed commercial paper	Long	USA
Verus Securitization Trust, Series 2022-INV2, Class A3	1.51 mm	1.49 mm principal	0.57	ABS-mortgage backed security	Long	USA
AMSR Trust, Series 2021-SFR4, Class D	1.39 mm	1.50 mm principal	0.52	ABS-mortgage backed security	Long	USA
OBX 2024-NQM5 Trust, Series 2024-NQM5, Class A1	1.39 mm	1.38 mm principal	0.52	ABS-mortgage backed security	Long	USA
Hertz Vehicle Financing LLC, Series 2022-2A, Class C	1.38 mm	1.50 mm principal	0.52	ABS-other	Long	USA
Flagstar Mortgage Trust, Series 2018-5, Class B1	1.35 mm	1.45 mm principal	0.51	ABS-mortgage backed security	Long	USA
Voya CLO Ltd., Series 2014-1A, Class CR2	1.29 mm	1.30 mm principal	0.48	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BX Commercial Mortgage Trust, Series 2021-VOLT, Class B	1.28 mm	1.30 mm principal	0.48	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes/Bonds	1.27 mm	1.25 mm principal	0.48	Debt	Long	USA
ELM Trust 2024-ELM, Series 2024-ELM, Class A10	1.21 mm	1.20 mm principal	0.46	ABS-mortgage backed security	Long	USA
Cantor Commercial Real Estate Lending, Series 2019-CF1, Class 65D	1.18 mm	4.52 mm principal	0.44	ABS-mortgage backed security	Long	USA
Wendy's Funding, LLC, Series 2021-1A, Class A2II	1.18 mm	1.36 mm principal	0.44	ABS-other	Long	USA
BMO 2024-5C4 Mortgage Trust, Series 2024-5C4, Class A3	1.14 mm	1.07 mm principal	0.43	ABS-mortgage backed security	Long	USA
FIVE Mortgage Trust, Series 2023-V1, Class XA	1.13 mm	56.00 mm principal	0.43	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Corp., Series 2016-SH2, Class M3	1.12 mm	1.23 mm principal	0.42	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust, Series 2024-1, Class A4A	1.11 mm	1.11 mm principal	0.42	ABS-mortgage backed security	Long	USA
Wendy's Funding, LLC, Series 2018-1A, Class A2II	1.08 mm	1.12 mm principal	0.41	ABS-other	Long	USA
OBX Trust, Series 2022-NQM7, Class A3	1.07 mm	1.07 mm principal	0.40	ABS-mortgage backed security	Long	USA
Freddie Mac, Series 2022-DNA4, Class M1	1.05 mm	1.00 mm principal	0.39	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes/Bonds	1.03 mm	1.00 mm principal	0.39	Debt	Long	USA
DB Master Finance LLC, Series 2021-1A, Class A23	955.93 k	1.11 mm principal	0.36	ABS-other	Long	USA
Invesco Government & Agency Portfolio, Institutional Class	933.10 k	933.10 k shares	0.35	Short-term investment vehicle	Long	USA
Hertz Vehicle Financing LLC, Series 2022-2A, Class B	928.74 k	1.00 mm principal	0.35	ABS-other	Long	USA
Subway Funding LLC, Series 2024-1A, Class A2I	899.33 k	865.00 k principal	0.34	ABS-other	Long	USA
Taco Bell Funding LLC, Series 2021-1A, Class A23	835.79 k	982.50 k principal	0.31	ABS-other	Long	USA
Fannie Mae Connecticut Avenue Securities, Series 2023-R08, Class 1M2	804.80 k	785.00 k principal	0.30	ABS-mortgage backed security	Long	USA
Chase Mortgage Finance Corp., Series 2016-SH1, Class M3	779.17 k	857.10 k principal	0.29	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes/Bonds	778.14 k	750.00 k principal	0.29	Debt	Long	USA
BBCMS Mortgage Trust, Series 2022-C15, Class AS	705.59 k	800.00 k principal	0.27	ABS-mortgage backed security	Long	USA
Invesco Treasury Portfolio, Institutional Class	622.06 k	622.06 k shares	0.23	Short-term investment vehicle	Long	USA
CIM Chimera Investment Corporation	615.34 k	26.64 k shares	0.23	Preferred equity	Long	USA
Zaxbys Funding LLC, Series 2024-1A, Class A2I	586.97 k	565.00 k principal	0.22	ABS-other	Long	USA
CSAIL 2018-CX11 Commercial Mortgage Trust, Series 2018-CX11, Class A5	537.47 k	550.00 k principal	0.20	ABS-mortgage backed security	Long	USA
CSAIL 2018-CX11 Commercial Mortgage Trust, Series 2018-CX11, Class A4	518.25 k	530.00 k principal	0.19	ABS-mortgage backed security	Long	USA
COLT Mortgage Loan Trust, Series 2020-3, Class A3	281.28 k	291.77 k principal	0.11	ABS-mortgage backed security	Long	USA
U.S. Treasury Long Bond Future	275.09 k	-179.00 contracts	0.10	Interest rate derivative	N/A	N/A
Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 12A1	199.54 k	207.10 k principal	0.08	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	130.97 k	123.93 k principal	0.05	ABS-mortgage backed security	Long	USA
U.S. Treasury 10 Year Ultra Future	98.62 k	-111.00 contracts	0.04	Interest rate derivative	N/A	N/A
Morgan Stanley Capital I Trust, Series 2017-H1, Class A5	95.84 k	100.00 k principal	0.04	ABS-mortgage backed security	Long	USA
U.S. Treasury 10 Year Notes Future	70.11 k	-114.00 contracts	0.03	Interest rate derivative	N/A	N/A
Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class XA	62.08 k	13.60 mm principal	0.02	ABS-mortgage backed security	Long	USA
U.S. Treasury Ultra Bonds Future	56.12 k	-60.00 contracts	0.02	Interest rate derivative	N/A	N/A
Government National Mortgage Association	39.51 k	39.46 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	37.38 k	36.56 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	22.81 k	22.82 k principal	0.01	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	18.49 k	18.49 k principal	0.01	ABS-mortgage backed security	Long	USA
Bank, Series 2021-BN31, Class A1	17.79 k	18.17 k principal	0.01	ABS-mortgage backed security	Long	USA
U.S. Treasury 2 Year Notes Future	15.57 k	-67.00 contracts	0.01	Interest rate derivative	N/A	N/A
U.S. Treasury 5 Year Notes Future	12.35 k	-37.00 contracts	0.00	Interest rate derivative	N/A	N/A
Government National Mortgage Association	11.99 k	11.81 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	11.42 k	11.26 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	11.30 k	11.26 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	11.00 k	11.00 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	10.12 k	10.01 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	9.21 k	8.89 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	7.88 k	7.88 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	7.13 k	6.97 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	7.10 k	7.10 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.32 k	6.30 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	4.99 k	4.94 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.80 k	3.80 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	3.02 k	3.02 k principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	2.21 k	2.22 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.54 k	1.54 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.47 k	1.47 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.03 k	1.03 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	1.03 k	1.03 k principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	998.42	990.74 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	864.65	866.69 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	756.87	753.91 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	478.08	459.40 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	464.90	465.43 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	377.94	376.32 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	344.30	345.29 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	304.44	295.37 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	294.11	283.16 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	261.77	253.91 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	261.73	259.45 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	257.22	257.93 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	250.16	242.92 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	238.57	226.59 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	212.40	203.00 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	210.57	203.58 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	208.85	202.82 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	204.65	196.47 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	185.83	185.73 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	174.51	169.07 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	173.29	168.13 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	157.30	150.86 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	140.91	135.48 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	124.30	120.71 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	115.68	110.89 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	107.11	102.53 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	107.05	103.92 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	93.43	90.05 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	85.55	83.01 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	77.56	77.50 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	77.23	74.42 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	74.29	72.08 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	63.96	64.13 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	60.24	58.49 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	51.02	49.55 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	48.60	46.65 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	44.89	44.95 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	38.27	37.13 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	27.73	27.49 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	27.14	26.32 principal	0.00	ABS-mortgage backed security	Long	USA
Federal Home Loan Mortgage Corp.	20.72	20.00 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	20.04	19.39 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	13.08	12.70 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	9.30	8.96 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	6.39	6.18 principal	0.00	ABS-mortgage backed security	Long	USA
Government National Mortgage Association	2.57	2.57 principal	0.00	ABS-mortgage backed security	Long	USA
Federal National Mortgage Association	2.21	2.15 principal	0.00	ABS-mortgage backed security	Long	USA