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value="US3140XJYH08"/></identifiers><balance>160336.5143</balance><units>PA</units><curCd>USD</curCd><valUSD>162798.53</valUSD><pctVal>0.46</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-08</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>3140XKP38</cusip><identifiers><isin value="US3140XKP385"/></identifiers><balance>393715.6905</balance><units>PA</units><curCd>USD</curCd><valUSD>392843.57</valUSD><pctVal>1.11</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-08-06</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>3140XLQ92</cusip><identifiers><isin value="US3140XLQ928"/></identifiers><balance>295184.02</balance><units>PA</units><curCd>USD</curCd><valUSD>294428.1</valUSD><pctVal>0.83</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>3140XNVZ4</cusip><identifiers><isin value="US3140XNVZ45"/></identifiers><balance>238418.6648</balance><units>PA</units><curCd>USD</curCd><valUSD>237265.23</valUSD><pctVal>0.67</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>3140XRKR5</cusip><identifiers><isin value="US3140XRKR51"/></identifiers><balance>291900.652</balance><units>PA</units><curCd>USD</curCd><valUSD>295300.03</valUSD><pctVal>0.84</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-28</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>3140XRP90</cusip><identifiers><isin value="US3140XRP901"/></identifiers><balance>337083.98</balance><units>PA</units><curCd>USD</curCd><valUSD>341845.15</valUSD><pctVal>0.97</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>31410FT62</cusip><identifiers><isin value="US31410FT623"/></identifiers><balance>5667.403</balance><units>PA</units><curCd>USD</curCd><valUSD>5696.26</valUSD><pctVal>0.02</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>31418CMR2</cusip><identifiers><isin value="US31418CMR24"/></identifiers><balance>88508.6526</balance><units>PA</units><curCd>USD</curCd><valUSD>77916.59</valUSD><pctVal>0.22</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>31418ENH9</cusip><identifiers><isin value="US31418ENH98"/></identifiers><balance>143898.9396</balance><units>PA</units><curCd>USD</curCd><valUSD>145228.22</valUSD><pctVal>0.41</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-05</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>31418EPV6</cusip><identifiers><isin value="US31418EPV64"/></identifiers><balance>101317.218</balance><units>PA</units><curCd>USD</curCd><valUSD>102604.25</valUSD><pctVal>0.29</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>31418ESV3</cusip><identifiers><isin value="US31418ESV38"/></identifiers><balance>62632.534</balance><units>PA</units><curCd>USD</curCd><valUSD>64781</valUSD><pctVal>0.18</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-05</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae Pool</name><lei>N/A</lei><title>Fannie Mae Pool</title><cusip>31418EU99</cusip><identifiers><isin value="US31418EU999"/></identifiers><balance>171361.755</balance><units>PA</units><curCd>USD</curCd><valUSD>170159.93</valUSD><pctVal>0.48</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-04</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac Pool</name><lei>N/A</lei><title>Freddie Mac Pool</title><cusip>31427PHQ0</cusip><identifiers><isin value="US31427PHQ00"/></identifiers><balance>325526.229</balance><units>PA</units><curCd>USD</curCd><valUSD>314853.01</valUSD><pctVal>0.89</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac Pool</name><lei>N/A</lei><title>Freddie Mac Pool</title><cusip>31427Q5G3</cusip><identifiers><isin value="US31427Q5G36"/></identifiers><balance>926615.2515</balance><units>PA</units><curCd>USD</curCd><valUSD>920137.11</valUSD><pctVal>2.6</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac Pool</name><lei>N/A</lei><title>Freddie Mac Pool</title><cusip>3142JV3T3</cusip><identifiers><isin value="US3142JV3T38"/></identifiers><balance>594716.226</balance><units>PA</units><curCd>USD</curCd><valUSD>575858.14</valUSD><pctVal>1.63</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac Pool</name><lei>N/A</lei><title>Freddie Mac Pool</title><cusip>3142JVQP6</cusip><identifiers><isin value="US3142JVQP65"/></identifiers><balance>396067.292</balance><units>PA</units><curCd>USD</curCd><valUSD>385264.57</valUSD><pctVal>1.09</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac Seasoned Credit Risk Transfer</name><lei>N/A</lei><title>Freddie Mac Seasoned Credit Risk Transfer</title><cusip>35563PTN9</cusip><identifiers><isin value="US35563PTN95"/></identifiers><balance>62684.7078</balance><units>PA</units><curCd>USD</curCd><valUSD>54828.72</valUSD><pctVal>0.16</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-05</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>36179XUE4</cusip><identifiers><isin value="US36179XUE48"/></identifiers><balance>218121.246</balance><units>PA</units><curCd>USD</curCd><valUSD>223904.01</valUSD><pctVal>0.63</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>36179YFP4</cusip><identifiers><isin value="US36179YFP43"/></identifiers><balance>29592.6363</balance><units>PA</units><curCd>USD</curCd><valUSD>30774.08</valUSD><pctVal>0.09</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>36179YQ72</cusip><identifiers><isin value="US36179YQ725"/></identifiers><balance>51057.944</balance><units>PA</units><curCd>USD</curCd><valUSD>52445.27</valUSD><pctVal>0.15</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-03</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>3618N56X2</cusip><identifiers><isin value="US3618N56X23"/></identifiers><balance>721781.8998</balance><units>PA</units><curCd>USD</curCd><valUSD>726647.21</valUSD><pctVal>2.06</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.5000014</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>3618N5GC7</cusip><identifiers><isin 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value="US3618N5Q510"/></identifiers><balance>396307.35</balance><units>PA</units><curCd>USD</curCd><valUSD>405478.13</valUSD><pctVal>1.15</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-28</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>3618N6CY1</cusip><identifiers><isin value="US3618N6CY14"/></identifiers><balance>375524.6186</balance><units>PA</units><curCd>USD</curCd><valUSD>376919.25</valUSD><pctVal>1.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-31</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>3618N6HJ9</cusip><identifiers><isin value="US3618N6HJ91"/></identifiers><balance>349287.0325</balance><units>PA</units><curCd>USD</curCd><valUSD>354059.6</valUSD><pctVal>1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-08</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Ginnie Mae II Pool</name><lei>N/A</lei><title>Ginnie Mae II Pool</title><cusip>3618N6KU0</cusip><identifiers><isin value="US3618N6KU00"/></identifiers><balance>248387.515</balance><units>PA</units><curCd>USD</curCd><valUSD>249309.95</valUSD><pctVal>0.71</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-28</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38376RHR0</cusip><identifiers><isin value="US38376RHR03"/></identifiers><balance>45549.977</balance><units>PA</units><curCd>USD</curCd><valUSD>45703.09</valUSD><pctVal>0.13</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-04-29</maturityDt><couponKind>Floating</couponKind><annualizedRt>4.48570992</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38378B5P0</cusip><identifiers><isin value="US38378B5P01"/></identifiers><balance>965997.2809</balance><units>PA</units><curCd>USD</curCd><valUSD>21021.74</valUSD><pctVal>0.06</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-26</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6337692</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38378B7K9</cusip><identifiers><isin value="US38378B7K95"/></identifiers><balance>4671828.718</balance><units>PA</units><curCd>USD</curCd><valUSD>7642.18</valUSD><pctVal>0.02</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-09-05</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.1429308</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38378N5K5</cusip><identifiers><isin value="US38378N5K50"/></identifiers><balance>1976551.722</balance><units>PA</units><curCd>USD</curCd><valUSD>18349.52</valUSD><pctVal>0.05</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-05-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.3378204</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38378NPT4</cusip><identifiers><isin value="US38378NPT45"/></identifiers><balance>11101342.69</balance><units>PA</units><curCd>USD</curCd><valUSD>163600.49</valUSD><pctVal>0.46</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-13</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.38241</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379KJ74</cusip><identifiers><isin value="US38379KJ749"/></identifiers><balance>1216964.195</balance><units>PA</units><curCd>USD</curCd><valUSD>39586.75</valUSD><pctVal>0.11</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-04</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6661512</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379R2G7</cusip><identifiers><isin value="US38379R2G74"/></identifiers><balance>4214266.402</balance><units>PA</units><curCd>USD</curCd><valUSD>140692.02</valUSD><pctVal>0.4</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-06-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.54405</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379R5L3</cusip><identifiers><isin value="US38379R5L33"/></identifiers><balance>4742855.419</balance><units>PA</units><curCd>USD</curCd><valUSD>134098.07</valUSD><pctVal>0.38</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-07-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.4772916</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379RWL3</cusip><identifiers><isin value="US38379RWL31"/></identifiers><balance>1332973.851</balance><units>PA</units><curCd>USD</curCd><valUSD>59268.42</valUSD><pctVal>0.17</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-06-01</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7432488</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379RZU0</cusip><identifiers><isin value="US38379RZU03"/></identifiers><balance>3370647.643</balance><units>PA</units><curCd>USD</curCd><valUSD>133404.17</valUSD><pctVal>0.38</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-05-07</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6645096</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379U6W1</cusip><identifiers><isin value="US38379U6W17"/></identifiers><balance>1374576.369</balance><units>PA</units><curCd>USD</curCd><valUSD>52441.46</valUSD><pctVal>0.15</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-07-11</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6454584</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379UNY8</cusip><identifiers><isin value="US38379UNY81"/></identifiers><balance>3383692.183</balance><units>PA</units><curCd>USD</curCd><valUSD>120241.87</valUSD><pctVal>0.34</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-04</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7326396</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379UX35</cusip><identifiers><isin value="US38379UX350"/></identifiers><balance>1959686.106</balance><units>PA</units><curCd>USD</curCd><valUSD>66088.06</valUSD><pctVal>0.19</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-17</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.73962</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38379UZL3</cusip><identifiers><isin 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value="US38380JLX45"/></identifiers><balance>3220045.655</balance><units>PA</units><curCd>USD</curCd><valUSD>136005.71</valUSD><pctVal>0.38</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-26</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7017192</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380JM88</cusip><identifiers><isin 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value="US38380M4K42"/></identifiers><balance>2890191.906</balance><units>PA</units><curCd>USD</curCd><valUSD>144308.44</valUSD><pctVal>0.41</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-12</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7487712</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380MC25</cusip><identifiers><isin value="US38380MC250"/></identifiers><balance>3871214.977</balance><units>PA</units><curCd>USD</curCd><valUSD>263859.3</valUSD><pctVal>0.75</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-30</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9501912</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380MCR0</cusip><identifiers><isin 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value="US38380MMF58"/></identifiers><balance>627012.8022</balance><units>PA</units><curCd>USD</curCd><valUSD>34146.8</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-28</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6853392</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380MPH8</cusip><identifiers><isin value="US38380MPH87"/></identifiers><balance>3025327.35</balance><units>PA</units><curCd>USD</curCd><valUSD>164170.9</valUSD><pctVal>0.46</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-07-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6753204</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380N8S1</cusip><identifiers><isin value="US38380N8S14"/></identifiers><balance>5547146.9</balance><units>PA</units><curCd>USD</curCd><valUSD>330248.28</valUSD><pctVal>0.93</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8845092</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380NDZ9</cusip><identifiers><isin value="US38380NDZ96"/></identifiers><balance>2510876.692</balance><units>PA</units><curCd>USD</curCd><valUSD>144021.38</valUSD><pctVal>0.41</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8516412</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380NE70</cusip><identifiers><isin value="US38380NE700"/></identifiers><balance>2359739.02</balance><units>PA</units><curCd>USD</curCd><valUSD>93354.11</valUSD><pctVal>0.26</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-05</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.5491188</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380P5Q3</cusip><identifiers><isin value="US38380P5Q30"/></identifiers><balance>3593793.676</balance><units>PA</units><curCd>USD</curCd><valUSD>219693.64</valUSD><pctVal>0.62</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-24</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.85086</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380PDA9</cusip><identifiers><isin value="US38380PDA93"/></identifiers><balance>3202911.762</balance><units>PA</units><curCd>USD</curCd><valUSD>201527.21</valUSD><pctVal>0.57</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-09-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.80505</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380PPR9</cusip><identifiers><isin value="US38380PPR90"/></identifiers><balance>733750.0741</balance><units>PA</units><curCd>USD</curCd><valUSD>86594.1</valUSD><pctVal>0.24</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-06-30</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.8709992</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380PW83</cusip><identifiers><isin value="US38380PW830"/></identifiers><balance>3642354.632</balance><units>PA</units><curCd>USD</curCd><valUSD>224073.29</valUSD><pctVal>0.63</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8834112</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380Q7X4</cusip><identifiers><isin value="US38380Q7X45"/></identifiers><balance>2431311.316</balance><units>PA</units><curCd>USD</curCd><valUSD>76724.4</valUSD><pctVal>0.22</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-12</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.5624388</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380QQA3</cusip><identifiers><isin value="US38380QQA30"/></identifiers><balance>369309.3075</balance><units>PA</units><curCd>USD</curCd><valUSD>9418.86</valUSD><pctVal>0.03</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-07-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.3979016</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380QS52</cusip><identifiers><isin value="US38380QS521"/></identifiers><balance>1595259.582</balance><units>PA</units><curCd>USD</curCd><valUSD>96283.49</valUSD><pctVal>0.27</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.3338108</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380QZ62</cusip><identifiers><isin value="US38380QZ625"/></identifiers><balance>187295.433</balance><units>PA</units><curCd>USD</curCd><valUSD>189740.74</valUSD><pctVal>0.54</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-10-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>4.82139156</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380R2L3</cusip><identifiers><isin value="US38380R2L34"/></identifiers><balance>3960444.694</balance><units>PA</units><curCd>USD</curCd><valUSD>232074.53</valUSD><pctVal>0.66</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-13</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8155908</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380R4W7</cusip><identifiers><isin value="US38380R4W70"/></identifiers><balance>1499557.794</balance><units>PA</units><curCd>USD</curCd><valUSD>91972.83</valUSD><pctVal>0.26</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-27</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8776008</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RA75</cusip><identifiers><isin value="US38380RA758"/></identifiers><balance>1025663.907</balance><units>PA</units><curCd>USD</curCd><valUSD>66573.59</valUSD><pctVal>0.19</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9923904</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RDK3</cusip><identifiers><isin value="US38380RDK32"/></identifiers><balance>3500476.062</balance><units>PA</units><curCd>USD</curCd><valUSD>233121.9</valUSD><pctVal>0.66</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-06</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.93429</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380REA4</cusip><identifiers><isin 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value="US38380RHQ65"/></identifiers><balance>1526514.724</balance><units>PA</units><curCd>USD</curCd><valUSD>91111.56</valUSD><pctVal>0.26</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8067816</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RJ84</cusip><identifiers><isin 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value="US38380RL573"/></identifiers><balance>1956899.305</balance><units>PA</units><curCd>USD</curCd><valUSD>137313.47</valUSD><pctVal>0.39</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-09</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.02033</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RQU7</cusip><identifiers><isin value="US38380RQU76"/></identifiers><balance>1251013.19</balance><units>PA</units><curCd>USD</curCd><valUSD>95702.51</valUSD><pctVal>0.27</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9946008</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RRU6</cusip><identifiers><isin value="US38380RRU67"/></identifiers><balance>2512594.152</balance><units>PA</units><curCd>USD</curCd><valUSD>226804.34</valUSD><pctVal>0.64</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-06</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.3334508</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RV49</cusip><identifiers><isin value="US38380RV499"/></identifiers><balance>4680698.851</balance><units>PA</units><curCd>USD</curCd><valUSD>302098.39</valUSD><pctVal>0.85</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-29</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8644716</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RVN7</cusip><identifiers><isin value="US38380RVN78"/></identifiers><balance>5584658.779</balance><units>PA</units><curCd>USD</curCd><valUSD>381558.97</valUSD><pctVal>1.08</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-17</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9403092</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RWG1</cusip><identifiers><isin value="US38380RWG19"/></identifiers><balance>4391782.146</balance><units>PA</units><curCd>USD</curCd><valUSD>256046.17</valUSD><pctVal>0.72</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-02</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7970796</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38380RXJ4</cusip><identifiers><isin value="US38380RXJ49"/></identifiers><balance>1784694.752</balance><units>PA</units><curCd>USD</curCd><valUSD>143254.95</valUSD><pctVal>0.41</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-17</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.2792708</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381D2S8</cusip><identifiers><isin value="US38381D2S84"/></identifiers><balance>2925165.017</balance><units>PA</units><curCd>USD</curCd><valUSD>190676</valUSD><pctVal>0.54</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-18</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9920016</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381DD56</cusip><identifiers><isin value="US38381DD560"/></identifiers><balance>946429.5178</balance><units>PA</units><curCd>USD</curCd><valUSD>73587.26</valUSD><pctVal>0.21</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-12</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0434492</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381DND8</cusip><identifiers><isin value="US38381DND83"/></identifiers><balance>4337501.822</balance><units>PA</units><curCd>USD</curCd><valUSD>283715.13</valUSD><pctVal>0.8</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-11</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8762112</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381DUJ7</cusip><identifiers><isin value="US38381DUJ70"/></identifiers><balance>2133008.891</balance><units>PA</units><curCd>USD</curCd><valUSD>139161.34</valUSD><pctVal>0.39</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-07</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9894816</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381ECK2</cusip><identifiers><isin value="US38381ECK29"/></identifiers><balance>6971069.491</balance><units>PA</units><curCd>USD</curCd><valUSD>645438.78</valUSD><pctVal>1.83</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-03-24</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.2037896</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381ECT3</cusip><identifiers><isin value="US38381ECT38"/></identifiers><balance>4151862.594</balance><units>PA</units><curCd>USD</curCd><valUSD>231788.94</valUSD><pctVal>0.66</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-04</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8090496</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381EHE1</cusip><identifiers><isin value="US38381EHE14"/></identifiers><balance>3475934.618</balance><units>PA</units><curCd>USD</curCd><valUSD>195909.93</valUSD><pctVal>0.55</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7551108</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381JYF8</cusip><identifiers><isin value="US38381JYF82"/></identifiers><balance>1710151.061</balance><units>PA</units><curCd>USD</curCd><valUSD>145760.96</valUSD><pctVal>0.41</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-26</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.1270088</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381KDB7</cusip><identifiers><isin value="US38381KDB70"/></identifiers><balance>1890906.519</balance><units>PA</units><curCd>USD</curCd><valUSD>101438.81</valUSD><pctVal>0.29</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-27</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.6577416</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381L6Q0</cusip><identifiers><isin value="US38381L6Q02"/></identifiers><balance>8402970.143</balance><units>PA</units><curCd>USD</curCd><valUSD>514593.69</valUSD><pctVal>1.46</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.57519</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381LA77</cusip><identifiers><isin value="US38381LA775"/></identifiers><balance>1718938.39</balance><units>PA</units><curCd>USD</curCd><valUSD>96703.52</valUSD><pctVal>0.27</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.7399008</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381LYJ5</cusip><identifiers><isin value="US38381LYJ50"/></identifiers><balance>3096502.708</balance><units>PA</units><curCd>USD</curCd><valUSD>211223.91</valUSD><pctVal>0.6</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-09-26</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.8313912</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage Association</name><lei>N/A</lei><title>Government National Mortgage Association</title><cusip>38381MEH9</cusip><identifiers><isin 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xmlns="http://www.sec.gov/edgar/nportcommon">Shelly Nahrstedt</signerName><title xmlns="http://www.sec.gov/edgar/nportcommon">Treasurer </title></signature></formData></edgarSubmission>
