NPORT-P false 0000885709 XXXXXXXX S000011765 C000032190 PAYDEN & RYGEL INVESTMENT GROUP 811-06625 0000885709 549300QJNYRKYZS3P282 333 South Grand Avenue 32nd Floor Los Angeles 90071 213-625-1900 Payden GNMA Fund S000011765 34RFMR0QW4DZ1VIJL158 2026-10-31 2026-07-31 N 100812192.69 21109465.27 79702727.42 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 19612877.21000000 0.00000000 105000.00000000 USD N ICE BofA US GNMA Mortgage Backed Securities Index MLMGNMUSD BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 33.00000000 NC USD -46077.75000000 -0.05781201157 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-21 3610077.75000000 USD -46077.75000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38385BDR8 1261287.28000000 PA USD 1259267.20000000 1.579954966113 Long ABS-O USGA US N 2 2053-12-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36241KAK4 74226.62000000 PA USD 75330.03000000 0.094513741798 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FRE98 113598.05000000 PA USD 113554.89000000 0.142473029061 Long ABS-O USGSE US N 2 2027-01-25 Variable 4.12225000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179S2P1 878918.57000000 PA USD 790888.16000000 0.992297485420 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPVD6 457822.11000000 PA USD 433841.31000000 0.544324296098 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FHPE7 1207118.16000000 PA USD 1205629.42000000 1.512657670604 Long ABS-O USGSE US N 2 2028-07-25 Variable 4.16365000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SB71 1052815.52000000 PA USD 927271.21000000 1.163412144121 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CE28 169644.23000000 PA USD 169033.70000000 0.212080195335 Long ABS-MBS USGA US N 2 2028-01-20 Variable 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPC8 1428348.03000000 PA USD 1389140.48000000 1.742902062409 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AERL2 1208441.05000000 PA USD 1171300.85000000 1.469586911157 Long ABS-MBS USGA US N 2 2056-06-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WJS8 663527.46000000 PA USD 576850.87000000 0.723752986469 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375XC69 476900.75000000 PA USD 476846.91000000 0.598281797167 Long ABS-O USGA US N 2 2038-06-20 Floating 4.23409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MX39 1020916.77000000 PA USD 911462.36000000 1.143577377467 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XDD5 723244.58000000 PA USD 661822.64000000 0.830363855069 Long ABS-MBS USGA US N 2 2052-08-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375LJC5 330504.53000000 PA USD 326646.45000000 0.409830956321 Long ABS-O USGA US N 2 2037-09-20 Floating 4.04409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WR26 1636411.01000000 PA USD 1368182.27000000 1.716606588367 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NVM7 810772.13000000 PA USD 720825.67000000 0.904392726991 Long ABS-MBS USGA US N 2 2043-12-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VFN5 1613209.65000000 PA USD 1353564.43000000 1.698266136950 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NDR6 933366.51000000 PA USD 854653.05000000 1.072300883125 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176MPY3 338154.12000000 PA USD 313550.60000000 0.393400088240 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36297FW57 402578.77000000 PA USD 413623.64000000 0.518957949607 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374NX69 322634.40000000 PA USD 320329.69000000 0.401905556270 Long ABS-O USGA US N 2 2036-11-16 Floating 4.01964000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CCL8 54492.35000000 PA USD 54424.91000000 0.068284877772 Long ABS-MBS USGA US N 2 2027-05-20 Variable 5.25000000 N N N N N N PAYDEN & RYGEL INVESTMENT GROUP 549300QJNYRKYZS3P282 704329598 2719425.46000000 NS USD 2719425.46000000 3.411960353213 Long STIV RF US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374BK85 198418.12000000 PA USD 198322.60000000 0.248827871290 Long ABS-O USGA US N 2 2033-07-20 Floating 4.28409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3618N5A41 754191.88000000 PA USD 751841.38000000 0.943306966194 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HFL60 636561.03000000 PA USD 641514.24000000 0.804883673076 Long ABS-O USGSE US N 2 2054-09-25 Floating 4.71608000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3132DPM96 589676.09000000 PA USD 599080.04000000 0.751643085992 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VN22 480620.22000000 PA USD 401861.13000000 0.504199972834 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H052686 4460000.00000000 PA USD 4431192.50000000 5.559649767879 Long ABS-MBS USGA US N 2 2056-08-15 Fixed 5.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FNXA3 630068.18600000 PA USD 631380.62000000 0.792169403027 Long ABS-O USGSE US N 2 2029-08-25 Variable 4.22615000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179YYX6 1361731.02000000 PA USD 1386787.55000000 1.739949930059 Long ABS-MBS USGA US N 2 2054-06-20 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CFK7 77229.21000000 PA USD 76834.55000000 0.096401406184 Long ABS-MBS USGA US N 2 2028-02-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TZ65 968552.34000000 PA USD 926438.73000000 1.162367662925 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QRZ6 750778.71000000 PA USD 702725.40000000 0.881683002260 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622AEPA8 1016504.96000000 PA USD 988831.11000000 1.240649024203 Long ABS-MBS USGA US N 2 2056-04-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374HXZ8 253802.27000000 PA USD 253748.16000000 0.318368226802 Long ABS-O USGA US N 2 2034-08-16 Floating 4.06964000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CS47 1079321.41000000 PA USD 970895.97000000 1.218146481843 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYS0 663686.13000000 PA USD 597282.19000000 0.749387391541 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VSF8 1899522.79000000 PA USD 1525795.35000000 1.914357763392 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TQP3 429665.61000000 PA USD 387495.00000000 0.486175332442 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XFF8 366926.32000000 PA USD 325432.13000000 0.408307394908 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FMA1 731397.38000000 PA USD 688899.21000000 0.864335804181 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179Y2L7 312120.37000000 PA USD 311806.51000000 0.391211844428 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AE5N6 72511.49000000 PA USD 73015.09000000 0.091609274065 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225EJU7 339585.60000000 PA USD 342887.65000000 0.430208176180 Long ABS-MBS USGA US N 2 2038-05-20 Variable 5.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CF27 115322.50000000 PA USD 115483.11000000 0.144892293825 Long ABS-MBS USGA US N 2 2028-04-20 Variable 5.25000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31396XT53 50118.00000000 PA USD 50158.18000000 0.062931572887 Long ABS-O USGSE US N 2 2037-12-25 Floating 4.35056000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225FLM9 26985.72000000 PA USD 27080.02000000 0.033976277696 Long ABS-MBS USGA US N 2 2042-01-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H032688 1200000.00000000 PA USD 1050629.39000000 1.318184990663 Long ABS-MBS USGA US N 2 2056-08-15 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38373RTX7 67350.27000000 PA USD 67336.89000000 0.084485051113 Long ABS-O USGA US N 2 2031-08-16 Floating 4.06964000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36200NGG0 71067.46000000 PA USD 71848.53000000 0.090145635319 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WJQ2 678551.79000000 PA USD 544938.51000000 0.683713754396 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES68 718741.01000000 PA USD 731297.69000000 0.917531574730 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H050680 4800000.00000000 PA USD 4644991.34000000 5.827895092626 Long ABS-MBS USGA US N 2 2056-08-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196UV73 713459.18000000 PA USD 667403.74000000 0.837366250320 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 3.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VVY3 1670688.60000000 PA USD 1396898.36000000 1.752635581263 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KPUP1 781618.71000000 PA USD 760953.33000000 0.954739385504 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213M5R5 117010.10000000 PA USD 116471.43000000 0.146132301578 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -12.00000000 NC USD 67833.60000000 0.085108254379 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-09-21 -1384083.60000000 USD 67833.60000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225C4V5 314285.33000000 PA USD 317135.20000000 0.397897550392 Long ABS-MBS USGA US N 2 2034-02-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36290THB8 186360.60000000 PA USD 187035.86000000 0.234666825156 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WP93 2042463.03000000 PA USD 1640266.56000000 2.057980464528 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTZ1 708064.69000000 PA USD 615562.28000000 0.772322729630 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CA71 9769.12000000 PA USD 9747.08000000 0.012229292918 Long ABS-MBS USGA US N 2 2027-01-20 Variable 5.00000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQXV4 945459.27000000 PA USD 958107.14000000 1.202100820152 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXK9 346414.06000000 PA USD 301156.94000000 0.377850231414 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FCK52 847388.80000000 PA USD 848035.02000000 1.063997490990 Long ABS-O USGSE US N 2 2027-10-25 Variable 4.11459000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WFG8 1861312.14000000 PA USD 1556254.42000000 1.952573607423 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 2.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136AV7G8 505367.84000000 PA USD 501347.13000000 0.629021297299 Long ABS-O USGSE US N 2 2027-02-25 Variable 2.96100000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 49.00000000 NC USD -30023.77000000 -0.03766968957 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-09-30 5222875.21000000 USD -30023.77000000 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36213M5P9 6851.61000000 PA USD 6864.42000000 0.008612528356 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 5.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W7J1 699308.61000000 PA USD 584675.15000000 0.733569814893 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CV78 250953.98000000 PA USD 250402.55000000 0.314170616371 Long ABS-MBS USGA US N 2 2032-09-20 Variable 5.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FUG9 303419.03000000 PA USD 301323.76000000 0.378059534163 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2X5 685984.46000000 PA USD 628997.65000000 0.789179580625 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225EWT5 400976.08000000 PA USD 406066.38000000 0.509476141086 Long ABS-MBS USGA US N 2 2040-01-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EFM6 83296.64000000 PA USD 82480.85000000 0.103485605411 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EDQ9 103909.52000000 PA USD 105327.80000000 0.132150810153 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3620AE5U0 14920.74000000 PA USD 14961.41000000 0.018771515711 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 5.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179QYT2 678823.75000000 PA USD 635416.86000000 0.797233520819 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VZQ6 1732781.34000000 PA USD 1391467.15000000 1.745821247330 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H062685 1030000.00000000 PA USD 1064343.89000000 1.335392055520 Long ABS-MBS USGA US N 2 2056-08-15 Fixed 6.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CK96 181202.33000000 PA USD 181365.78000000 0.227552790062 Long ABS-MBS USGA US N 2 2029-09-20 Variable 5.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179X5H5 643229.48000000 PA USD 644372.60000000 0.808469949346 Long ABS-MBS USGA US N 2 2053-06-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622ABAZ5 918866.34000000 PA USD 933045.04000000 1.170656350419 Long ABS-MBS USGA US N 2 2041-12-20 Variable 5.18000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FZX7 736023.35000000 PA USD 667030.49000000 0.836897947651 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVAV6 332738.74000000 PA USD 336770.48000000 0.422533194159 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N FRESB 2017-SB41 MORTGAGE TRUST N/A 35803BAE0 333263.75000000 PA USD 332435.66000000 0.417094459325 Long ABS-O USGSE US N 2 2037-09-25 Variable 4.40615010 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TAK1 271979.61000000 PA USD 244485.48000000 0.306746692257 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WR34 854772.01000000 PA USD 743107.53000000 0.932348934665 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NF60 822198.02000000 PA USD 732007.88000000 0.918422623284 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WXJ2 1407697.23000000 PA USD 1176946.36000000 1.476670119201 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38380XWR4 646541.66000000 PA USD 632043.22000000 0.793000742207 Long ABS-O USGA US N 2 2048-07-20 Floating 4.06118000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XTD8 1102600.87000000 PA USD 1102678.42000000 1.383488941588 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36196UVZ1 648095.93000000 PA USD 606227.63000000 0.760610897046 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 3.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374DNL9 108691.55000000 PA USD 108088.41000000 0.135614443192 Long ABS-O USGA US N 2 2038-01-20 Floating 4.23409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225C4L7 203362.91000000 PA USD 205211.88000000 0.257471590549 Long ABS-MBS USGA US N 2 2034-02-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179W2U1 1866272.24000000 PA USD 1560345.56000000 1.957706606171 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CE44 44671.08000000 PA USD 44453.98000000 0.055774728718 Long ABS-MBS USGA US N 2 2028-01-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SEG8 1205656.92000000 PA USD 1059689.69000000 1.329552606670 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H042687 2700000.00000000 PA USD 2531139.49000000 3.175725062282 Long ABS-MBS USGA US N 2 2056-08-15 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAXS8 372132.84000000 PA USD 377562.87000000 0.473713864282 Long ABS-MBS USGA US N 2 2047-12-20 Variable 5.20700000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225C3D6 486321.30000000 PA USD 495050.58000000 0.621121253970 Long ABS-MBS USGA US N 2 2033-12-20 Variable 5.12500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SUW5 329644.88000000 PA USD 305839.38000000 0.383725111925 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202K7C3 6619.60000000 PA USD 6610.69000000 0.008294182914 Long ABS-MBS USGA US N 2 2026-10-20 Variable 5.12500000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137HMPW4 842598.97000000 PA USD 833172.39000000 1.045349910812 Long ABS-O USGSE US N 2 2037-09-25 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38381BG73 494842.93000000 PA USD 485521.97000000 0.609166067105 Long ABS-O USGA US N 2 2049-01-20 Floating 4.18409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MNC0 137197.62000000 PA USD 119441.46000000 0.149858685977 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RZT9 330258.04000000 PA USD 297484.59000000 0.373242672653 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPGX6 905543.92000000 PA USD 900747.95000000 1.130134412155 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WNE4 2070802.42000000 PA USD 1731378.42000000 2.172295072007 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374JYZ3 196588.30000000 PA USD 196547.39000000 0.246600582391 Long ABS-O USGA US N 2 2034-07-20 Floating 4.18409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375PXQ9 391327.89000000 PA USD 391222.31000000 0.490851847438 Long ABS-O USGA US N 2 2038-02-20 Floating 4.38409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 3622AAVL5 1108961.43000000 PA USD 880953.00000000 1.105298436473 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SQW0 440292.32000000 PA USD 396364.94000000 0.497304110951 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XQX7 846467.93000000 PA USD 848716.56000000 1.064852593472 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WTY4 1482411.63000000 PA USD 1239420.88000000 1.555054538433 Long ABS-MBS USGA US N 2 2051-12-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FVG8 861686.05000000 PA USD 833257.94000000 1.045457247164 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202EF20 175036.42000000 PA USD 173661.39000000 0.217886383090 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38375LS27 140938.23000000 PA USD 140428.94000000 0.176190883983 Long ABS-O USGA US N 2 2037-11-20 Floating 4.28409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VVX5 1168324.88000000 PA USD 938201.74000000 1.177126267029 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WLQ9 901684.81000000 PA USD 783894.37000000 0.983522641413 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137FWGH7 203091.93000000 PA USD 203006.55000000 0.254704646341 Long ABS-O USGSE US N 2 2050-05-25 Variable 5.68699700 N N N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GR2 436850.75000000 PA USD 405996.16000000 0.509388038706 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225EKV3 173909.52000000 PA USD 176601.90000000 0.221575729861 Long ABS-MBS USGA US N 2 2038-07-20 Variable 5.37500000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SB89 647169.89000000 PA USD 579372.41000000 0.726916667414 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CBW5 25489.00000000 PA USD 25387.93000000 0.031853276320 Long ABS-MBS USGA US N 2 2027-03-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225DM84 319512.49000000 PA USD 322735.86000000 0.404924486836 Long ABS-MBS USGA US N 2 2035-03-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179XBP0 754405.94000000 PA USD 606679.87000000 0.761178305483 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225CB54 18524.99000000 PA USD 18478.13000000 0.023183811392 Long ABS-MBS USGA US N 2 2027-04-20 Variable 5.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38374TRX4 664482.19000000 PA USD 666453.18000000 0.836173618611 Long ABS-O USGA US N 2 2039-04-20 Floating 4.51409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378AEP2 208971.62000000 PA USD 206086.10000000 0.258568441345 Long ABS-O USGA US N 2 2041-07-16 Floating 4.06964000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 21H060689 5530000.00000000 PA USD 5621053.94000000 7.052523949876 Long ABS-MBS USGA US N 2 2056-08-15 Fixed 6.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36225EWZ1 236064.95000000 PA USD 239067.89000000 0.299949446824 Long ABS-MBS USGA US N 2 2040-01-20 Variable 5.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SYT8 367709.92000000 PA USD 340796.73000000 0.427584777876 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3137F2LK0 110000.00000000 PA USD 108742.41000000 0.136434992276 Long ABS-O USGSE US N 2 2027-06-25 Fixed 3.20000000 N N N N N N FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 3133KQK47 968290.34000000 PA USD 967374.48000000 1.213728201423 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179MKZ2 109739.63000000 PA USD 95539.15000000 0.119869360927 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 38378DLL7 208834.07000000 PA USD 208779.61000000 0.261947886550 Long ABS-O USGA US N 2 2038-02-20 Floating 4.08409000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WLN6 2015880.58000000 PA USD 1618930.11000000 2.031210427052 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179TG41 588196.08000000 PA USD 528612.71000000 0.663230390115 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179WJR0 1192782.96000000 PA USD 997282.98000000 1.251253266083 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 2.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179RCC1 393845.12000000 PA USD 400716.73000000 0.502764137403 Long ABS-MBS USGA US N 2 2045-04-20 Variable 5.25000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SWX1 514119.23000000 PA USD 462733.68000000 0.580574460848 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.50000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SLR6 521433.10000000 PA USD 459020.11000000 0.575915184910 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SUU9 530664.49000000 PA USD 467658.11000000 0.586752957067 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N 2026-09-23 PAYDEN & RYGEL INVESTMENT GROUP Stanislav Gorbunov Stanislav Gorbunov Chief Compliance Officer XXXX