Form NPORT-P PAYDEN & RYGEL INVESTMEN For: Apr 30

  
    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
      2021-10-31
      2021-04-30
      N
    
    
      158737201.76
      46985440.62
      111751761.14
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      2154697.50000000
      44415829.95000000
      0.00000000
      104968.03000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137BQTQ0
        
          
        
        1215232.57000000
        PA
        USD
        1214168.63000000
        1.086487244240
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-01-25
          Floating
          0.61113000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FV86
        
          
        
        1294268.26000000
        PA
        USD
        1436939.81000000
        1.285831914720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179R4D8
        
          
        
        1599549.28000000
        PA
        USD
        1697354.92000000
        1.518861897732
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CKZ8
        
          
        
        45596.21000000
        PA
        USD
        47370.65000000
        0.042389175362
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-08-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202K7C3
        
          
        
        506657.35000000
        PA
        USD
        522196.44000000
        0.467282514989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-10-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374HNB2
        
          
        
        1123584.28000000
        PA
        USD
        1127048.29000000
        1.008528437049
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-20
          Floating
          0.51588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376US91
        
          
        
        553175.48000000
        PA
        USD
        556588.68000000
        0.498058083668
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-05-20
          Floating
          0.46513000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225FLM9
        
          
        
        155068.22000000
        PA
        USD
        157580.99000000
        0.141009849323
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-20
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396XT53
        
          
        
        113209.50000000
        PA
        USD
        114671.13000000
        0.102612369442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-25
          Floating
          0.72613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SLR6
        
          
        
        1413011.23000000
        PA
        USD
        1493549.28000000
        1.336488360240
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179NVM7
        
          
        
        1743615.93000000
        PA
        USD
        1865488.88000000
        1.669314971835
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SNU7
        
          
          
        
        945638.07000000
        PA
        USD
        1003095.85000000
        0.897610775675
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378AEP2
        
          
        
        490412.09000000
        PA
        USD
        490836.88000000
        0.439220711148
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-16
          Floating
          0.36563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202KZU2
        
          
        
        2925.31000000
        PA
        USD
        2926.87000000
        0.002619081766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2021-10-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179RZT9
        
          
        
        878988.66000000
        PA
        USD
        944249.88000000
        0.844953019413
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A22B7
        
          
        
        1099701.18000000
        PA
        USD
        1211718.37000000
        1.084294652396
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TG66
        
          
        
        841101.86000000
        PA
        USD
        919895.74000000
        0.823159948994
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378DLL7
        
          
        
        484716.87000000
        PA
        USD
        474645.23000000
        0.424731767229
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Floating
          0.41588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FV94
        
          
        
        286813.30000000
        PA
        USD
        322014.14000000
        0.288151288816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202KD93
        
          
        
        20532.22000000
        PA
        USD
        20849.22000000
        0.018656726110
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-07-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CV78
        
          
        
        693035.38000000
        PA
        USD
        723725.89000000
        0.647619225520
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SUW5
        
          
        
        941913.41000000
        PA
        USD
        1025206.74000000
        0.917396495179
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UN99
        
          
        
        817149.01000000
        PA
        USD
        868653.14000000
        0.777305996020
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202KP82
        
          
        
        253215.50000000
        PA
        USD
        259770.29000000
        0.232452971971
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-11-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225EJU7
        
          
        
        786693.68000000
        PA
        USD
        828416.64000000
        0.741300746895
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-05-20
          Floating
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EF20
        
          
        
        423298.89000000
        PA
        USD
        484477.86000000
        0.433530402615
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374DNL9
        
          
        
        248495.02000000
        PA
        USD
        250811.04000000
        0.224435872366
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-01-20
          Floating
          0.56588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202KJB2
        
          
        
        54366.66000000
        PA
        USD
        55141.58000000
        0.049342918122
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H022655
        
          
        
        24080000.00000000
        PA
        USD
        25031912.26000000
        22.39956847627
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225DLA0
        
          
        
        199036.31000000
        PA
        USD
        204311.05000000
        0.182825798820
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SGK7
        
          
        
        1473287.51000000
        PA
        USD
        1558605.63000000
        1.394703415946
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FQ74
        
          
        
        253549.14000000
        PA
        USD
        284168.42000000
        0.254285406423
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CF27
        
          
        
        847942.50000000
        PA
        USD
        880945.59000000
        0.788305777925
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-20
          Floating
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Payden Cash Reserves Money Market Fund
        549300SI0EB26HO5RT16
        
        704329598
        
          
          
        
        1823049.14000000
        NS
        USD
        1823049.14000000
        1.631338174363
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SB71
        
          
        
        2782652.43000000
        PA
        USD
        2952692.14000000
        2.642188462963
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36241KAL2
        
          
        
        236568.56000000
        PA
        USD
        274623.48000000
        0.245744207696
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TQP3
        
          
        
        1974770.44000000
        PA
        USD
        2105079.14000000
        1.883710035999
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225C4L7
        
          
          
        
        553152.94000000
        PA
        USD
        576556.74000000
        0.515926312139
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36241KAK4
        
          
        
        193424.38000000
        PA
        USD
        224806.66000000
        0.201166100387
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FZX7
        
          
          
        
        1648472.51000000
        PA
        USD
        1798495.18000000
        1.609366296918
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225DK45
        
          
        
        472274.08000000
        PA
        USD
        484817.58000000
        0.433834397824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137BM6D3
        
          
        
        1390718.18000000
        PA
        USD
        1392829.01000000
        1.246359785108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-25
          Floating
          0.81113000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225EWZ1
        
          
        
        612949.76000000
        PA
        USD
        640917.65000000
        0.573519059978
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38373VUC2
        
          
        
        171536.98000000
        PA
        USD
        171553.48000000
        0.153512999034
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-20
          Floating
          0.51588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179MX39
        
          
          
        
        1876428.68000000
        PA
        USD
        2013636.95000000
        1.801883862463
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CT30
        
          
        
        185909.25000000
        PA
        USD
        193333.51000000
        0.173002651616
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SYT8
        
          
        
        1107817.75000000
        PA
        USD
        1201548.04000000
        1.075193829379
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CS72
        
          
        
        239167.10000000
        PA
        USD
        249448.11000000
        0.223216267426
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36196UVZ1
        
          
        
        1150537.47000000
        PA
        USD
        1238105.03000000
        1.107906503995
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CBN5
        
          
        
        325258.21000000
        PA
        USD
        334278.81000000
        0.299126212052
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032654
        
          
        
        8500000.00000000
        PA
        USD
        9016972.72000000
        8.068752230851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SW9
        
          
          
        
        2100000.00000000
        PA
        USD
        1998281.25000000
        1.788142960446
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAXS8
        
          
        
        1093374.60000000
        PA
        USD
        1142178.83000000
        1.022067856782
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Floating
          2.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179RCC1
        
          
        
        1120235.28000000
        PA
        USD
        1166547.18000000
        1.043873642884
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Floating
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31326KJG3
        
          
        
        499206.66000000
        PA
        USD
        520593.53000000
        0.465848166229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Floating
          2.16300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3620AE5U0
        
          
        
        173170.63000000
        PA
        USD
        192946.72000000
        0.172656536265
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38373RTX7
        
          
        
        275141.31000000
        PA
        USD
        275053.02000000
        0.246128577477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-16
          Floating
          0.36563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FMA1
        
          
          
        
        1597287.77000000
        PA
        USD
        1773205.51000000
        1.586736076381
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179NF60
        
          
        
        1825220.57000000
        PA
        USD
        1952223.49000000
        1.746928612207
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374NX69
        
          
        
        1169716.21000000
        PA
        USD
        1170495.01000000
        1.047406320991
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-11-20
          Floating
          0.31563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SEG8
        
          
        
        1505963.95000000
        PA
        USD
        1598914.80000000
        1.430773693129
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CB54
        
          
        
        338570.42000000
        PA
        USD
        350410.09000000
        0.313561134451
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-20
          Floating
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202K6D2
        
          
        
        148250.00000000
        PA
        USD
        152056.29000000
        0.136066124102
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-09-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200NGG0
        
          
        
        187263.74000000
        PA
        USD
        217758.77000000
        0.194859363090
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375C4S6
        
          
        
        508095.78000000
        PA
        USD
        509247.94000000
        0.455695672985
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-16
          Floating
          0.41563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379B3Q9
        
          
        
        8277598.72000000
        PA
        USD
        95420.02000000
        0.085385696857
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-20
          Variable
          2.10877000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179NDR6
        
          
        
        2054467.94000000
        PA
        USD
        2227328.72000000
        1.993103909306
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FVNA6
        
          
        
        710587.58000000
        PA
        USD
        711417.97000000
        0.636605600433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-25
          Floating
          0.33113000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213M5P9
        
          
        
        113904.44000000
        PA
        USD
        125848.82000000
        0.112614618969
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225EKV3
        
          
        
        617569.42000000
        PA
        USD
        647777.55000000
        0.579657576213
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-07-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SSQ1
        
          
        
        215659.21000000
        PA
        USD
        231622.04000000
        0.207264778324
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374HXZ8
        
          
        
        822018.01000000
        PA
        USD
        823019.23000000
        0.736470925920
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-16
          Floating
          0.36563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SQW0
        
          
        
        1203055.75000000
        PA
        USD
        1292451.03000000
        1.156537504926
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225C3D6
        
          
        
        1422472.50000000
        PA
        USD
        1462559.38000000
        1.308757343132
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225DM84
        
          
        
        803672.68000000
        PA
        USD
        839250.17000000
        0.750995028121
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-03-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SEH6
        
          
        
        355708.10000000
        PA
        USD
        381869.38000000
        0.341712180733
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225DES9
        
          
        
        7775.26000000
        PA
        USD
        7822.29000000
        0.006999701767
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CA71
        
          
        
        310087.22000000
        PA
        USD
        318546.31000000
        0.285048134141
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EDQ9
        
          
        
        288517.02000000
        PA
        USD
        339402.62000000
        0.303711204671
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-05-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396CHB9
        
          
        
        711491.11000000
        PA
        USD
        712306.76000000
        0.637400925706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-15
          Floating
          0.41463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CAP1
        
          
        
        138532.69000000
        PA
        USD
        140059.01000000
        0.125330472263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-11-20
          Floating
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FVG8
        
          
        
        856505.37000000
        PA
        USD
        961623.72000000
        0.860499834803
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        
        9127962Y4
        
          
          
        
        2200000.00000000
        PA
        USD
        2199994.81000000
        1.968644420058
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-05-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36204DUG2
        
          
        
        287846.21000000
        PA
        USD
        316082.90000000
        0.282843775145
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202KRQ0
        
          
        
        37714.60000000
        PA
        USD
        38541.80000000
        0.034488762957
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BY93
        
          
          
        
        169272.82000000
        PA
        USD
        196641.69000000
        0.175962945007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H020659
        
          
        
        10380000.00000000
        PA
        USD
        10592465.52000000
        9.478566970170
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CE44
        
          
        
        358899.76000000
        PA
        USD
        369984.91000000
        0.331077475849
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TAK1
        
          
        
        786844.46000000
        PA
        USD
        841263.61000000
        0.752796735745
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202J5A2
        
          
        
        57300.78000000
        PA
        USD
        57814.99000000
        0.051735193620
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-08-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J6GR2
        
          
        
        316409.64000000
        PA
        USD
        340027.00000000
        0.304269925172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179MNC0
        
          
        
        386365.01000000
        PA
        USD
        406640.96000000
        0.363878793364
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36176MPY3
        
          
        
        497086.73000000
        PA
        USD
        548175.04000000
        0.490529217980
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FTL0
        
          
        
        540536.70000000
        PA
        USD
        605816.08000000
        0.542108754099
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381BG73
        
          
        
        1599164.24000000
        PA
        USD
        1609248.25000000
        1.440020482526
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Floating
          0.51588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290THB8
        
          
          
        
        438326.39000000
        PA
        USD
        509892.82000000
        0.456272737716
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213M5R5
        
          
        
        522508.74000000
        PA
        USD
        580013.26000000
        0.519019346167
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375XC69
        
          
        
        1051935.38000000
        PA
        USD
        1056768.81000000
        0.945639513167
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-06-20
          Floating
          0.56588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SWX1
        
          
        
        797247.91000000
        PA
        USD
        855151.75000000
        0.765224405661
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179R7J2
        
          
        
        1707150.06000000
        PA
        USD
        1836735.52000000
        1.643585301263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225EWT5
        
          
        
        1094809.04000000
        PA
        USD
        1144356.64000000
        1.024016649336
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136ATTD6
        
          
          
        
        803641.92000000
        PA
        USD
        806825.47000000
        0.721980093887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-25
          Floating
          0.70025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179MKZ2
        
          
        
        278847.84000000
        PA
        USD
        293492.32000000
        0.262628809609
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36196UV73
        
          
        
        1318949.85000000
        PA
        USD
        1419176.28000000
        1.269936388941
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-12-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225EL91
        
          
        
        109640.66000000
        PA
        USD
        110234.98000000
        0.098642722830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36208NRJ4
        
          
        
        803900.89000000
        PA
        USD
        876245.26000000
        0.784099732354
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375LS27
        
          
        
        319588.50000000
        PA
        USD
        322351.79000000
        0.288453431705
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-11-20
          Floating
          0.61588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        -10641.85000000
        -0.00952275820
        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
                
                  
                  
                  
                
              
            
            2021-06-21
            -918889.40000000
            USD
            -10641.85000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CUD6
        
          
        
        46253.66000000
        PA
        USD
        48099.79000000
        0.043041639352
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CPJ9
        
          
        
        52627.92000000
        PA
        USD
        52976.21000000
        0.047405257384
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3620AE5N6
        
          
        
        377375.97000000
        PA
        USD
        427417.13000000
        0.382470151378
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FUG9
        
          
        
        638785.40000000
        PA
        USD
        734992.32000000
        0.657700883191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225FBF5
        
          
        
        478391.06000000
        PA
        USD
        499734.20000000
        0.447182393281
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374BK85
        
          
          
        
        580032.06000000
        PA
        USD
        584286.13000000
        0.522842883225
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-20
          Floating
          0.61588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TSJ5
        
          
        
        694306.58000000
        PA
        USD
        751738.18000000
        0.672685756655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38373VUQ1
        
          
        
        624472.98000000
        PA
        USD
        624533.05000000
        0.558857456588
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-20
          Floating
          0.51588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375LJC5
        
          
        
        772299.59000000
        PA
        USD
        774705.30000000
        0.693237665426
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-09-20
          Floating
          0.37588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EEU9
        
          
        
        382774.82000000
        PA
        USD
        438286.65000000
        0.392196637913
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-08-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EFM6
        
          
        
        231232.98000000
        PA
        USD
        264664.82000000
        0.236832795564
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-10-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36297FW57
        
          
        
        988263.43000000
        PA
        USD
        1142888.19000000
        1.022702620827
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CFK7
        
          
        
        574414.29000000
        PA
        USD
        592372.39000000
        0.530078796036
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FKP0
        
          
        
        484843.28000000
        PA
        USD
        557856.08000000
        0.499192204497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CPN0
        
          
        
        113292.99000000
        PA
        USD
        119235.42000000
        0.106696680914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374JYZ3
        
          
        
        547145.45000000
        PA
        USD
        550601.11000000
        0.492700163633
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-20
          Floating
          0.51588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CBW5
        
          
        
        480505.77000000
        PA
        USD
        492633.75000000
        0.440828623168
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-03-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202KAW5
        
          
        
        12443.81000000
        PA
        USD
        12590.52000000
        0.011266507007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38373T4N2
        
          
        
        106477.12000000
        PA
        USD
        106454.77000000
        0.095260037885
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-16
          Floating
          0.61563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SYS0
        
          
          
        
        1723962.99000000
        PA
        USD
        1845606.59000000
        1.651523493833
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202F4R4
        
          
          
        
        1030831.04000000
        PA
        USD
        1153234.45000000
        1.031960873131
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TG41
        
          
        
        1751260.25000000
        PA
        USD
        1861596.13000000
        1.665831581542
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -11.00000000
        NC
        USD
        -3990.25000000
        -0.00357063724
        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
                
                  
                  
                  
                
              
            
            2021-06-21
            -1597025.43000000
            USD
            -3990.25000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179QYT2
        
          
          
        
        1621910.32000000
        PA
        USD
        1795481.10000000
        1.606669176113
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398TSV4
        
          
        
        282869.04000000
        PA
        USD
        282547.56000000
        0.252834995276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-25
          Floating
          0.55613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SB89
        
          
        
        1779202.16000000
        PA
        USD
        1917856.01000000
        1.716175199778
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380XWR4
        
          
        
        1375839.22000000
        PA
        USD
        1378204.43000000
        1.233273118866
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Floating
          0.41513000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CK96
        
          
        
        863712.23000000
        PA
        USD
        897535.68000000
        0.803151262086
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-09-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38373VUD0
        
          
        
        78907.00000000
        PA
        USD
        78881.92000000
        0.070586735453
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-20
          Floating
          0.51588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375PXQ9
        
          
        
        941654.31000000
        PA
        USD
        950332.03000000
        0.850395573461
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Floating
          0.71588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225DDY7
        
          
          
        
        143439.61000000
        PA
        USD
        150185.29000000
        0.134391877557
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179QRZ6
        
          
          
        
        1833827.94000000
        PA
        USD
        2029423.17000000
        1.816010011204
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VSF8
        
          
        
        2110587.69000000
        PA
        USD
        2155603.78000000
        1.928921529298
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379FFU8
        
          
        
        198204.73000000
        PA
        USD
        202354.74000000
        0.181075213433
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225C4V5
        
          
          
        
        866583.40000000
        PA
        USD
        888781.90000000
        0.795318025356
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225DM43
        
          
        
        172524.30000000
        PA
        USD
        180162.71000000
        0.161216886572
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-03-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CE28
        
          
        
        1395233.94000000
        PA
        USD
        1438420.18000000
        1.287156609727
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SUU9
        
          
          
        
        1370305.53000000
        PA
        USD
        1449968.17000000
        1.297490218685
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225CCL8
        
          
        
        814072.72000000
        PA
        USD
        843212.11000000
        0.754540332428
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-05-20
          Floating
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202J3P1
        
          
        
        13098.35000000
        PA
        USD
        13202.45000000
        0.011814086744
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-07-20
          Floating
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FY67
        
          
          
        
        752505.33000000
        PA
        USD
        837021.56000000
        0.749000777671
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225C4X1
        
          
        
        122873.92000000
        PA
        USD
        128092.93000000
        0.114622739447
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-20
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-22
      PAYDEN & RYGEL INVESTMENT GROUP
      Sandi Brents
      Sandi Brents
      Compliance Officer
    
  

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