<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd">
  <headerData>
    <submissionType>NPORT-P</submissionType>
    <isConfidential>false</isConfidential>
    <filerInfo>
      
      <filer>
        <issuerCredentials>
          <cik>0001437249</cik>
          <ccc>XXXXXXXX</ccc>
        </issuerCredentials>
      </filer>
      
      <seriesClassInfo>
        <seriesId>S000084093</seriesId>
        <classId>C000248358</classId>
      </seriesClassInfo>
      
      
    </filerInfo>
  </headerData>
  <formData>
    <genInfo>
      <regName>Valued Advisers Trust</regName>
      <regFileNumber>811-22208</regFileNumber>
      <regCik>0001437249</regCik>
      <regLei>549300W12YUPFS7QVT86</regLei>
      <regStreet1>225 Pictoria Drive</regStreet1>
      <regStreet2>Suite 450</regStreet2>
      <regCity>Cincinnati</regCity>
      <regStateConditional regCountry="US" regState="US-OH"/>
      <regZipOrPostalCode>45246</regZipOrPostalCode>
      <regPhone>513-587-3400</regPhone>
      <seriesName>REGAN FLOATING RATE MBS ETF</seriesName>
      <seriesId>S000084093</seriesId>
      <seriesLei>529900Y3DX75IOWM0D49</seriesLei>
      <repPdEnd>2027-01-31</repPdEnd>
      <repPdDate>2026-07-31</repPdDate>
      <isFinalFiling>N</isFinalFiling>
    </genInfo>
    <fundInfo>
      <totAssets>236508701.13</totAssets>
      <totLiabs>139071.05</totLiabs>
      <netAssets>236369630.08</netAssets>
      <assetsAttrMiscSec>0.00000000</assetsAttrMiscSec>
      <assetsInvested>0.00000000</assetsInvested>
      <amtPayOneYrBanksBorr>0.00000000</amtPayOneYrBanksBorr>
      <amtPayOneYrCtrldComp>0.00000000</amtPayOneYrCtrldComp>
      <amtPayOneYrOthAffil>0.00000000</amtPayOneYrOthAffil>
      <amtPayOneYrOther>0.00000000</amtPayOneYrOther>
      <amtPayAftOneYrBanksBorr>0.00000000</amtPayAftOneYrBanksBorr>
      <amtPayAftOneYrCtrldComp>0.00000000</amtPayAftOneYrCtrldComp>
      <amtPayAftOneYrOthAffil>0.00000000</amtPayAftOneYrOthAffil>
      <amtPayAftOneYrOther>0.00000000</amtPayAftOneYrOther>
      <delayDeliv>0.00000000</delayDeliv>
      <standByCommit>0.00000000</standByCommit>
      <liquidPref>0.00000000</liquidPref>
      <cshNotRptdInCorD>0.00</cshNotRptdInCorD>
      <curMetrics>
        <curMetric>
          <curCd>USD</curCd>
          <intrstRtRiskdv01 period10Yr="5845.87553946" period1Yr="1606.63845337" period30Yr="7.88281709" period3Mon="346.39666702" period5Yr="9982.96188343"/>
          <intrstRtRiskdv100 period10Yr="551897.97420218" period1Yr="42410.74586619" period30Yr="788.28170918" period3Mon="7339.56782161" period5Yr="793824.19986602"/>
        </curMetric>
      </curMetrics>
      <creditSprdRiskInvstGrade period10Yr="37077.74595564" period1Yr="5907.88005525" period30Yr="18.66492569" period3Mon="22.37536155" period5Yr="63348.66059612"/>
      <creditSprdRiskNonInvstGrade period10Yr="0.00000000" period1Yr="0.00000000" period30Yr="0.00000000" period3Mon="0.00000000" period5Yr="0.00000000"/>
      <isNonCashCollateral>N</isNonCashCollateral>
      <returnInfo>
        <monthlyTotReturns>
          <monthlyTotReturn classId="C000248358" rtn1="0.24597300" rtn2="0.61495000" rtn3="0.28359700"/>
        </monthlyTotReturns>
        <othMon1 netRealizedGain="43986.27000000" netUnrealizedAppr="-247767.76000000"/>
        <othMon2 netRealizedGain="49975.85000000" netUnrealizedAppr="480326.96000000"/>
        <othMon3 netRealizedGain="41760.30000000" netUnrealizedAppr="-164453.43000000"/>
      </returnInfo>
      <mon1Flow redemption="2558599.20000000" reinvestment="0.00000000" sales="18574494.60000000"/>
      <mon2Flow redemption="0.00000000" reinvestment="0.00000000" sales="5136170.33000000"/>
      <mon3Flow redemption="1924992.30000000" reinvestment="0.00000000" sales="16045602.13000000"/>
      
    </fundInfo>
    <invstOrSecs>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/16/2039</title>
        <cusip>38376PA42</cusip>
        <identifiers>
          <isin value="US38376PA420"/>
        </identifiers>
        <balance>39273.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39159.83000000</valUSD>
        <pctVal>0.016567200273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.34963880</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/15/2034</title>
        <cusip>31397GSV3</cusip>
        <identifiers>
          <isin value="US31397GSV31"/>
        </identifiers>
        <balance>213935.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212135.18000000</valUSD>
        <pctVal>0.089747223417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05987120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 06/15/2037</title>
        <cusip>31397JD35</cusip>
        <identifiers>
          <isin value="US31397JD354"/>
        </identifiers>
        <balance>187409.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185600.53000000</valUSD>
        <pctVal>0.078521310008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.07986920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2041</title>
        <cusip>31397UGE3</cusip>
        <identifiers>
          <isin value="US31397UGE38"/>
        </identifiers>
        <balance>472251.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469204.57000000</valUSD>
        <pctVal>0.198504592083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.17056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Securities REMIC Trust 2005-S001 Floating Rate, Due 09/25/2035</title>
        <cusip>35562QAB4</cusip>
        <identifiers>
          <isin value="US35562QAB41"/>
        </identifiers>
        <balance>785314.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767869.90000000</valUSD>
        <pctVal>0.324859796810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98887920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2036</title>
        <cusip>31395N5Z6</cusip>
        <identifiers>
          <isin value="US31395N5Z62"/>
        </identifiers>
        <balance>273534.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271577.54000000</valUSD>
        <pctVal>0.114895276482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2038</title>
        <cusip>38375XPF5</cusip>
        <identifiers>
          <isin value="US38375XPF59"/>
        </identifiers>
        <balance>514039.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515663.02000000</valUSD>
        <pctVal>0.218159591748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73409000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2040</title>
        <cusip>3137BCP36</cusip>
        <identifiers>
          <isin value="US3137BCP368"/>
        </identifiers>
        <balance>79737.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79291.29000000</valUSD>
        <pctVal>0.033545464353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.20748920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2055</title>
        <cusip>3136BXVW1</cusip>
        <identifiers>
          <isin value="US3136BXVW14"/>
        </identifiers>
        <balance>1083887.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1087291.87000000</valUSD>
        <pctVal>0.459996434242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/16/2038</title>
        <cusip>38375QV97</cusip>
        <identifiers>
          <isin value="US38375QV970"/>
        </identifiers>
        <balance>52642.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52810.32000000</valUSD>
        <pctVal>0.022342261136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58964000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2054</title>
        <cusip>38384JQR8</cusip>
        <identifiers>
          <isin value="US38384JQR85"/>
        </identifiers>
        <balance>617340.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>622788.64000000</valUSD>
        <pctVal>0.263480820183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.87139040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/25/2050</title>
        <cusip>3137FVHY1</cusip>
        <identifiers>
          <isin value="US3137FVHY17"/>
        </identifiers>
        <balance>667488.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650691.41000000</valUSD>
        <pctVal>0.275285538916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2049</title>
        <cusip>38381YS21</cusip>
        <identifiers>
          <isin value="US38381YS218"/>
        </identifiers>
        <balance>2748046.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2693904.63000000</valUSD>
        <pctVal>1.139699981375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2031</title>
        <cusip>31392BBU9</cusip>
        <identifiers>
          <isin value="US31392BBU98"/>
        </identifiers>
        <balance>49123.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49565.51000000</valUSD>
        <pctVal>0.020969491716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.68056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2050</title>
        <cusip>3136B8D30</cusip>
        <identifiers>
          <isin value="US3136B8D303"/>
        </identifiers>
        <balance>674117.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662806.94000000</valUSD>
        <pctVal>0.280411210093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2074</title>
        <cusip>38384PPK0</cusip>
        <identifiers>
          <isin value="US38384PPK02"/>
        </identifiers>
        <balance>137026.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132401.50000000</valUSD>
        <pctVal>0.056014598810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2074-06-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.37139000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2039</title>
        <cusip>31396QN21</cusip>
        <identifiers>
          <isin value="US31396QN210"/>
        </identifiers>
        <balance>207835.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209314.24000000</valUSD>
        <pctVal>0.088553779065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48056000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2043</title>
        <cusip>38378WV83</cusip>
        <identifiers>
          <isin value="US38378WV832"/>
        </identifiers>
        <balance>1660169.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1643051.24000000</valUSD>
        <pctVal>0.695119436216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2054</title>
        <cusip>3136BSR64</cusip>
        <identifiers>
          <isin value="US3136BSR644"/>
        </identifiers>
        <balance>402083.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405112.40000000</valUSD>
        <pctVal>0.171389361595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2042</title>
        <cusip>3136A32C4</cusip>
        <identifiers>
          <isin value="US3136A32C41"/>
        </identifiers>
        <balance>354822.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352770.29000000</valUSD>
        <pctVal>0.149245184282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28055840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2053</title>
        <cusip>38384EQM0</cusip>
        <identifiers>
          <isin value="US38384EQM02"/>
        </identifiers>
        <balance>835144.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>845817.42000000</valUSD>
        <pctVal>0.357836757502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.92139080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/16/2035</title>
        <cusip>38374MEN5</cusip>
        <identifiers>
          <isin value="US38374MEN56"/>
        </identifiers>
        <balance>70207.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69679.45000000</valUSD>
        <pctVal>0.029479019777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06964160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2046</title>
        <cusip>38379WFQ0</cusip>
        <identifiers>
          <isin value="US38379WFQ06"/>
        </identifiers>
        <balance>844138.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>838386.71000000</valUSD>
        <pctVal>0.354693075297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28409000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2052</title>
        <cusip>3136BPJF9</cusip>
        <identifiers>
          <isin value="US3136BPJF94"/>
        </identifiers>
        <balance>446046.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448565.65000000</valUSD>
        <pctVal>0.189772962731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86608040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/15/2035</title>
        <cusip>31395W4B0</cusip>
        <identifiers>
          <isin value="US31395W4B05"/>
        </identifiers>
        <balance>121990.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121217.40000000</valUSD>
        <pctVal>0.051282984179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98986920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2037</title>
        <cusip>31396XK94</cusip>
        <identifiers>
          <isin value="US31396XK949"/>
        </identifiers>
        <balance>47282.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47188.86000000</valUSD>
        <pctVal>0.019964011444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.30056000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2050</title>
        <cusip>3137HCY22</cusip>
        <identifiers>
          <isin value="US3137HCY227"/>
        </identifiers>
        <balance>122090.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121582.80000000</valUSD>
        <pctVal>0.051437572567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.49233920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2042</title>
        <cusip>3136A7EC2</cusip>
        <identifiers>
          <isin value="US3136A7EC25"/>
        </identifiers>
        <balance>709031.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702200.53000000</valUSD>
        <pctVal>0.297077306319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2041</title>
        <cusip>3136A2XF5</cusip>
        <identifiers>
          <isin value="US3136A2XF57"/>
        </identifiers>
        <balance>134753.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132709.52000000</valUSD>
        <pctVal>0.056144911660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/25/2054</title>
        <cusip>3137HHFL0</cusip>
        <identifiers>
          <isin value="US3137HHFL02"/>
        </identifiers>
        <balance>2109922.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2130162.77000000</valUSD>
        <pctVal>0.901199857730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.91608080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2049</title>
        <cusip>38382APJ8</cusip>
        <identifiers>
          <isin value="US38382APJ87"/>
        </identifiers>
        <balance>334879.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328744.84000000</valUSD>
        <pctVal>0.139080828568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2066</title>
        <cusip>38376RB70</cusip>
        <identifiers>
          <isin value="US38376RB705"/>
        </identifiers>
        <balance>95208.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95539.68000000</valUSD>
        <pctVal>0.040419608884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.48571160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 06/15/2046</title>
        <cusip>3137BPXH7</cusip>
        <identifiers>
          <isin value="US3137BPXH77"/>
        </identifiers>
        <balance>54249.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53904.64000000</valUSD>
        <pctVal>0.022805230935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2043</title>
        <cusip>3136ACRU7</cusip>
        <identifiers>
          <isin value="US3136ACRU75"/>
        </identifiers>
        <balance>703888.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692088.13000000</valUSD>
        <pctVal>0.292799091730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2055</title>
        <cusip>3136APAH5</cusip>
        <identifiers>
          <isin value="US3136APAH50"/>
        </identifiers>
        <balance>807554.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800025.18000000</valUSD>
        <pctVal>0.338463608767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.01681880</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/20/2039</title>
        <cusip>38378UKX4</cusip>
        <identifiers>
          <isin value="US38378UKX45"/>
        </identifiers>
        <balance>1436927.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1424136.44000000</valUSD>
        <pctVal>0.602503984762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2066</title>
        <cusip>38376RSB3</cusip>
        <identifiers>
          <isin value="US38376RSB32"/>
        </identifiers>
        <balance>75623.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75834.42000000</valUSD>
        <pctVal>0.032082979515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2066-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.55571000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3137HHUD1</cusip>
        <identifiers>
          <isin value="US3137HHUD11"/>
        </identifiers>
        <balance>834947.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>842255.25000000</valUSD>
        <pctVal>0.356329723795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2042</title>
        <cusip>3137ALEC9</cusip>
        <identifiers>
          <isin value="US3137ALEC96"/>
        </identifiers>
        <balance>24172.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23954.42000000</valUSD>
        <pctVal>0.010134305321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2065</title>
        <cusip>38376RLJ3</cusip>
        <identifiers>
          <isin value="US38376RLJ31"/>
        </identifiers>
        <balance>71863.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71883.62000000</valUSD>
        <pctVal>0.030411529592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.33571040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2042</title>
        <cusip>3136AAFZ3</cusip>
        <identifiers>
          <isin value="US3136AAFZ35"/>
        </identifiers>
        <balance>121746.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119547.48000000</valUSD>
        <pctVal>0.050576497479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2039</title>
        <cusip>31398F4R9</cusip>
        <identifiers>
          <isin value="US31398F4R97"/>
        </identifiers>
        <balance>16913.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16237.39000000</valUSD>
        <pctVal>0.006869490803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.55055840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2049</title>
        <cusip>3137FL2W3</cusip>
        <identifiers>
          <isin value="US3137FL2W33"/>
        </identifiers>
        <balance>150366.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>148005.11000000</valUSD>
        <pctVal>0.062615958721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2044</title>
        <cusip>3136AJEU6</cusip>
        <identifiers>
          <isin value="US3136AJEU65"/>
        </identifiers>
        <balance>146660.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145020.81000000</valUSD>
        <pctVal>0.061353402275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2041</title>
        <cusip>3136A3FE6</cusip>
        <identifiers>
          <isin value="US3136A3FE67"/>
        </identifiers>
        <balance>32490.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32427.58000000</valUSD>
        <pctVal>0.013719012882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2054</title>
        <cusip>38384KLS8</cusip>
        <identifiers>
          <isin value="US38384KLS86"/>
        </identifiers>
        <balance>1237933.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1243214.09000000</valUSD>
        <pctVal>0.525961854566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.72138920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2054</title>
        <cusip>3136BR5G8</cusip>
        <identifiers>
          <isin value="US3136BR5G87"/>
        </identifiers>
        <balance>876040.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>882391.30000000</valUSD>
        <pctVal>0.373309929749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56608160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2040</title>
        <cusip>38374YPW7</cusip>
        <identifiers>
          <isin value="US38374YPW74"/>
        </identifiers>
        <balance>812653.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>806334.37000000</valUSD>
        <pctVal>0.341132813774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/25/2054</title>
        <cusip>3137HHH53</cusip>
        <identifiers>
          <isin value="US3137HHH536"/>
        </identifiers>
        <balance>367352.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>368881.24000000</valUSD>
        <pctVal>0.156061182595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/15/2033</title>
        <cusip>3137AJZT4</cusip>
        <identifiers>
          <isin value="US3137AJZT47"/>
        </identifiers>
        <balance>569536.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567273.07000000</valUSD>
        <pctVal>0.239994059223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2036</title>
        <cusip>31395BU43</cusip>
        <identifiers>
          <isin value="US31395BU433"/>
        </identifiers>
        <balance>66318.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65818.09000000</valUSD>
        <pctVal>0.027845408895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/16/2038</title>
        <cusip>38375QW21</cusip>
        <identifiers>
          <isin value="US38375QW218"/>
        </identifiers>
        <balance>187388.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187919.54000000</valUSD>
        <pctVal>0.079502404744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56963840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2036</title>
        <cusip>31396KD90</cusip>
        <identifiers>
          <isin value="US31396KD909"/>
        </identifiers>
        <balance>157197.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156350.33000000</valUSD>
        <pctVal>0.066146539192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.17056040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2047</title>
        <cusip>3136AYHK2</cusip>
        <identifiers>
          <isin value="US3136AYHK24"/>
        </identifiers>
        <balance>471872.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>468125.84000000</valUSD>
        <pctVal>0.198048217887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2035</title>
        <cusip>31394D6M7</cusip>
        <identifiers>
          <isin value="US31394D6M78"/>
        </identifiers>
        <balance>56096.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55650.22000000</valUSD>
        <pctVal>0.023543726823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02055920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2049</title>
        <cusip>38381TRK3</cusip>
        <identifiers>
          <isin value="US38381TRK33"/>
        </identifiers>
        <balance>912840.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>897819.89000000</valUSD>
        <pctVal>0.379837244613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2034</title>
        <cusip>31393YBS3</cusip>
        <identifiers>
          <isin value="US31393YBS37"/>
        </identifiers>
        <balance>213198.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212128.85000000</valUSD>
        <pctVal>0.089744545408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/16/2039</title>
        <cusip>38376CR84</cusip>
        <identifiers>
          <isin value="US38376CR844"/>
        </identifiers>
        <balance>82425.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82606.49000000</valUSD>
        <pctVal>0.034948013402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49964000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2037</title>
        <cusip>31397HDF2</cusip>
        <identifiers>
          <isin value="US31397HDF29"/>
        </identifiers>
        <balance>29709.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29338.10000000</valUSD>
        <pctVal>0.012411958334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98986920</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2042</title>
        <cusip>3136A8BF6</cusip>
        <identifiers>
          <isin value="US3136A8BF65"/>
        </identifiers>
        <balance>184990.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186405.31000000</valUSD>
        <pctVal>0.078861785220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.79658960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2054</title>
        <cusip>3136BRTL1</cusip>
        <identifiers>
          <isin value="US3136BRTL19"/>
        </identifiers>
        <balance>289551.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291066.89000000</valUSD>
        <pctVal>0.123140561628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2040</title>
        <cusip>3137A2C74</cusip>
        <identifiers>
          <isin value="US3137A2C746"/>
        </identifiers>
        <balance>104737.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104560.10000000</valUSD>
        <pctVal>0.044235843650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/15/2040</title>
        <cusip>3137A3L49</cusip>
        <identifiers>
          <isin value="US3137A3L497"/>
        </identifiers>
        <balance>657919.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652690.49000000</valUSD>
        <pctVal>0.276131282085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2048</title>
        <cusip>3137FH4G5</cusip>
        <identifiers>
          <isin value="US3137FH4G54"/>
        </identifiers>
        <balance>44756.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43799.57000000</valUSD>
        <pctVal>0.018530117420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2042</title>
        <cusip>3136AARK3</cusip>
        <identifiers>
          <isin value="US3136AARK38"/>
        </identifiers>
        <balance>115244.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113233.38000000</valUSD>
        <pctVal>0.047905215218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2041</title>
        <cusip>3137AEWB7</cusip>
        <identifiers>
          <isin value="US3137AEWB78"/>
        </identifiers>
        <balance>339450.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347368.19000000</valUSD>
        <pctVal>0.146959738390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.88986920</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 (Ze)</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2049</title>
        <cusip>38381WEB0</cusip>
        <identifiers>
          <isin value="US38381WEB00"/>
        </identifiers>
        <balance>1434578.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402035.77000000</valUSD>
        <pctVal>0.593153938399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13408880</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2043</title>
        <cusip>38378WP98</cusip>
        <identifiers>
          <isin value="US38378WP982"/>
        </identifiers>
        <balance>1734797.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1716995.78000000</valUSD>
        <pctVal>0.726402871392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2038</title>
        <cusip>3137BPPH6</cusip>
        <identifiers>
          <isin value="US3137BPPH69"/>
        </identifiers>
        <balance>86287.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85206.49000000</valUSD>
        <pctVal>0.036047985509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.05681840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 09/15/2040</title>
        <cusip>31351DEJ6</cusip>
        <identifiers>
          <isin value="US31351DEJ63"/>
        </identifiers>
        <balance>155787.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153963.02000000</valUSD>
        <pctVal>0.065136549034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05681840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2050</title>
        <cusip>3136B8GL7</cusip>
        <identifiers>
          <isin value="US3136B8GL78"/>
        </identifiers>
        <balance>1224108.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1207484.42000000</valUSD>
        <pctVal>0.510845839032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2043</title>
        <cusip>3136ACCA7</cusip>
        <identifiers>
          <isin value="US3136ACCA76"/>
        </identifiers>
        <balance>163285.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160607.41000000</valUSD>
        <pctVal>0.067947565829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2054</title>
        <cusip>3136BTBD4</cusip>
        <identifiers>
          <isin value="US3136BTBD41"/>
        </identifiers>
        <balance>223751.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225200.76000000</valUSD>
        <pctVal>0.095274828633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81608000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2037</title>
        <cusip>31397KNW7</cusip>
        <identifiers>
          <isin value="US31397KNW70"/>
        </identifiers>
        <balance>61789.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61740.27000000</valUSD>
        <pctVal>0.026120221104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33986840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2039</title>
        <cusip>31397NM93</cusip>
        <identifiers>
          <isin value="US31397NM936"/>
        </identifiers>
        <balance>252799.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254179.76000000</valUSD>
        <pctVal>0.107534863896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2060</title>
        <cusip>38375BCN0</cusip>
        <identifiers>
          <isin value="US38375BCN01"/>
        </identifiers>
        <balance>34264.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34589.40000000</valUSD>
        <pctVal>0.014633605843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.72281120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2065</title>
        <cusip>38376RLV6</cusip>
        <identifiers>
          <isin value="US38376RLV68"/>
        </identifiers>
        <balance>138194.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138212.01000000</valUSD>
        <pctVal>0.058472829167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.33571040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2053</title>
        <cusip>3136BPB34</cusip>
        <identifiers>
          <isin value="US3136BPB347"/>
        </identifiers>
        <balance>1174711.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1168337.60000000</valUSD>
        <pctVal>0.494284142850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26607920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2063</title>
        <cusip>38375BQ54</cusip>
        <identifiers>
          <isin value="US38375BQ543"/>
        </identifiers>
        <balance>278574.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276670.00000000</valUSD>
        <pctVal>0.117049724157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.09570920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2040</title>
        <cusip>31398SH89</cusip>
        <identifiers>
          <isin value="US31398SH891"/>
        </identifiers>
        <balance>61712.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61321.72000000</valUSD>
        <pctVal>0.025943146748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28055840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/25/2055</title>
        <cusip>3137HJZJ9</cusip>
        <identifiers>
          <isin value="US3137HJZJ91"/>
        </identifiers>
        <balance>48011.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48617.69000000</valUSD>
        <pctVal>0.020568501115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.01608160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/25/2052</title>
        <cusip>3137H9FR5</cusip>
        <identifiers>
          <isin value="US3137H9FR51"/>
        </identifiers>
        <balance>110946.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111379.20000000</valUSD>
        <pctVal>0.047120774340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86608040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2055</title>
        <cusip>3136BUZM5</cusip>
        <identifiers>
          <isin value="US3136BUZM56"/>
        </identifiers>
        <balance>205251.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207436.14000000</valUSD>
        <pctVal>0.087759218445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81608000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2039</title>
        <cusip>38374TKE3</cusip>
        <identifiers>
          <isin value="US38374TKE37"/>
        </identifiers>
        <balance>631824.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631871.65000000</valUSD>
        <pctVal>0.267323534663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73409000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2055</title>
        <cusip>3136BVGS1</cusip>
        <identifiers>
          <isin value="US3136BVGS11"/>
        </identifiers>
        <balance>325332.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328883.95000000</valUSD>
        <pctVal>0.139139681307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96608120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/15/2040</title>
        <cusip>3137A2SY8</cusip>
        <identifiers>
          <isin value="US3137A2SY83"/>
        </identifiers>
        <balance>230714.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228803.64000000</valUSD>
        <pctVal>0.096799085365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Trust 2003-W6 Floating Rate, Due 08/25/2042</title>
        <cusip>31393BW76</cusip>
        <identifiers>
          <isin value="US31393BW764"/>
        </identifiers>
        <balance>109316.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110366.14000000</valUSD>
        <pctVal>0.046692182901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.80742920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/15/2031</title>
        <cusip>31393MLN9</cusip>
        <identifiers>
          <isin value="US31393MLN91"/>
        </identifiers>
        <balance>69719.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70534.85000000</valUSD>
        <pctVal>0.029840910600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.98987000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2032</title>
        <cusip>31392TSB4</cusip>
        <identifiers>
          <isin value="US31392TSB43"/>
        </identifiers>
        <balance>35264.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35636.85000000</valUSD>
        <pctVal>0.015076746529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73987160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2045</title>
        <cusip>3137BFXK2</cusip>
        <identifiers>
          <isin value="US3137BFXK25"/>
        </identifiers>
        <balance>4210180.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4142273.00000000</valUSD>
        <pctVal>1.752455676559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/20/2037</title>
        <cusip>383742AA1</cusip>
        <identifiers>
          <isin value="US383742AA19"/>
        </identifiers>
        <balance>1155873.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1149169.44000000</valUSD>
        <pctVal>0.486174742335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/20/2054</title>
        <cusip>38385BEF3</cusip>
        <identifiers>
          <isin value="US38385BEF31"/>
        </identifiers>
        <balance>136581.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>136808.34000000</valUSD>
        <pctVal>0.057878983841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.57139160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/25/2049</title>
        <cusip>3137FQG64</cusip>
        <identifiers>
          <isin value="US3137FQG640"/>
        </identifiers>
        <balance>1594337.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1575713.05000000</valUSD>
        <pctVal>0.666630924398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2036</title>
        <cusip>31396LHX1</cusip>
        <identifiers>
          <isin value="US31396LHX10"/>
        </identifiers>
        <balance>10073.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10058.87000000</valUSD>
        <pctVal>0.004255567856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2038</title>
        <cusip>31397MKX4</cusip>
        <identifiers>
          <isin value="US31397MKX47"/>
        </identifiers>
        <balance>748766.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>758212.54000000</valUSD>
        <pctVal>0.320774094262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2036</title>
        <cusip>31396LLP3</cusip>
        <identifiers>
          <isin value="US31396LLP30"/>
        </identifiers>
        <balance>110178.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109395.80000000</valUSD>
        <pctVal>0.046281664849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/20/2060</title>
        <cusip>38375BJK9</cusip>
        <identifiers>
          <isin value="US38375BJK98"/>
        </identifiers>
        <balance>13365.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13261.52000000</valUSD>
        <pctVal>0.005610500805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2060-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.11571080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2034</title>
        <cusip>38374HL24</cusip>
        <identifiers>
          <isin value="US38374HL247"/>
        </identifiers>
        <balance>207416.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207371.52000000</valUSD>
        <pctVal>0.087731879907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2042</title>
        <cusip>3136A95L8</cusip>
        <identifiers>
          <isin value="US3136A95L85"/>
        </identifiers>
        <balance>1039110.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1024241.65000000</valUSD>
        <pctVal>0.433322017576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2035</title>
        <cusip>31394UJ45</cusip>
        <identifiers>
          <isin value="US31394UJ454"/>
        </identifiers>
        <balance>59897.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59782.88000000</valUSD>
        <pctVal>0.025292115564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2045</title>
        <cusip>3137BJ3U5</cusip>
        <identifiers>
          <isin value="US3137BJ3U52"/>
        </identifiers>
        <balance>264926.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258230.40000000</valUSD>
        <pctVal>0.109248552748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98986920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2049</title>
        <cusip>38381XGR1</cusip>
        <identifiers>
          <isin value="US38381XGR17"/>
        </identifiers>
        <balance>2704857.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2643113.47000000</valUSD>
        <pctVal>1.118211958577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13408880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMIC Trust 2004-W5 Floating Rate, Due 02/25/2047</title>
        <cusip>31393YKN4</cusip>
        <identifiers>
          <isin value="US31393YKN49"/>
        </identifiers>
        <balance>453689.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434407.26000000</valUSD>
        <pctVal>0.183783026547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/15/2033</title>
        <cusip>31394NT81</cusip>
        <identifiers>
          <isin value="US31394NT813"/>
        </identifiers>
        <balance>30629.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30695.60000000</valUSD>
        <pctVal>0.012986270693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33986840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2050</title>
        <cusip>3136BQDY2</cusip>
        <identifiers>
          <isin value="US3136BQDY21"/>
        </identifiers>
        <balance>269786.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264188.37000000</valUSD>
        <pctVal>0.111769168446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2064</title>
        <cusip>38375UQT0</cusip>
        <identifiers>
          <isin value="US38375UQT06"/>
        </identifiers>
        <balance>38828.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38904.08000000</valUSD>
        <pctVal>0.016459001093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2064-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38571080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2052</title>
        <cusip>38383YRG9</cusip>
        <identifiers>
          <isin value="US38383YRG97"/>
        </identifiers>
        <balance>1957062.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1933270.23000000</valUSD>
        <pctVal>0.817901280018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.12139160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2049</title>
        <cusip>3136B7AM3</cusip>
        <identifiers>
          <isin value="US3136B7AM33"/>
        </identifiers>
        <balance>4136993.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4085346.03000000</valUSD>
        <pctVal>1.728371799971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2049</title>
        <cusip>3136B5ZG3</cusip>
        <identifiers>
          <isin value="US3136B5ZG34"/>
        </identifiers>
        <balance>562239.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553469.96000000</valUSD>
        <pctVal>0.234154429997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2052</title>
        <cusip>38383P6L0</cusip>
        <identifiers>
          <isin value="US38383P6L04"/>
        </identifiers>
        <balance>1673394.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1603753.13000000</valUSD>
        <pctVal>0.678493734350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.47139080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2046</title>
        <cusip>38379XRW2</cusip>
        <identifiers>
          <isin value="US38379XRW29"/>
        </identifiers>
        <balance>1299919.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1279034.31000000</valUSD>
        <pctVal>0.541116178743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2043</title>
        <cusip>3137B5UL5</cusip>
        <identifiers>
          <isin value="US3137B5UL55"/>
        </identifiers>
        <balance>388266.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384042.82000000</valUSD>
        <pctVal>0.162475534555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 06/25/2050</title>
        <cusip>3137FTVA2</cusip>
        <identifiers>
          <isin value="US3137FTVA29"/>
        </identifiers>
        <balance>1014190.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>994948.98000000</valUSD>
        <pctVal>0.420929279139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2032</title>
        <cusip>31392KWQ5</cusip>
        <identifiers>
          <isin value="US31392KWQ56"/>
        </identifiers>
        <balance>37284.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37683.96000000</valUSD>
        <pctVal>0.015942809567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73987160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 04/15/2049</title>
        <cusip>3137HCXW7</cusip>
        <identifiers>
          <isin value="US3137HCXW77"/>
        </identifiers>
        <balance>320408.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321302.93000000</valUSD>
        <pctVal>0.135932408021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.49233920</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2049</title>
        <cusip>3136B6QH9</cusip>
        <identifiers>
          <isin value="US3136B6QH90"/>
        </identifiers>
        <balance>883892.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870731.80000000</valUSD>
        <pctVal>0.368377189449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2051</title>
        <cusip>38382TD35</cusip>
        <identifiers>
          <isin value="US38382TD358"/>
        </identifiers>
        <balance>153689.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126136.61000000</valUSD>
        <pctVal>0.053364135636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49999840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/25/2049</title>
        <cusip>3137FN5F3</cusip>
        <identifiers>
          <isin value="US3137FN5F37"/>
        </identifiers>
        <balance>342453.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337069.79000000</valUSD>
        <pctVal>0.142602833488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2042</title>
        <cusip>3136A9RR1</cusip>
        <identifiers>
          <isin value="US3136A9RR13"/>
        </identifiers>
        <balance>107141.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105172.38000000</valUSD>
        <pctVal>0.044494878620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2053</title>
        <cusip>38384CLD9</cusip>
        <identifiers>
          <isin value="US38384CLD91"/>
        </identifiers>
        <balance>83482.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84477.81000000</valUSD>
        <pctVal>0.035739705634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82139000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2033</title>
        <cusip>31393DHB0</cusip>
        <identifiers>
          <isin value="US31393DHB01"/>
        </identifiers>
        <balance>152808.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155951.80000000</valUSD>
        <pctVal>0.065977934621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24658960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3137HHKS9</cusip>
        <identifiers>
          <isin value="US3137HHKS99"/>
        </identifiers>
        <balance>406647.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>410932.96000000</valUSD>
        <pctVal>0.173851843767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81608000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2048</title>
        <cusip>3136B0PZ3</cusip>
        <identifiers>
          <isin value="US3136B0PZ38"/>
        </identifiers>
        <balance>2014659.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1969683.24000000</valUSD>
        <pctVal>0.833306393606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2042</title>
        <cusip>3136A4NT2</cusip>
        <identifiers>
          <isin value="US3136A4NT28"/>
        </identifiers>
        <balance>55798.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55488.94000000</valUSD>
        <pctVal>0.023475494707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28055840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2036</title>
        <cusip>31396RPG6</cusip>
        <identifiers>
          <isin value="US31396RPG64"/>
        </identifiers>
        <balance>91213.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90609.91000000</valUSD>
        <pctVal>0.038333989848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Floating Rate Note Floating Rate, Due 04/30/2028</title>
        <cusip>91282CQM6</cusip>
        <identifiers>
          <isin value="US91282CQM63"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501305.20000000</valUSD>
        <pctVal>0.635151478424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.95514720</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/25/2049</title>
        <cusip>3137FPPK5</cusip>
        <identifiers>
          <isin value="US3137FPPK52"/>
        </identifiers>
        <balance>1653504.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1630653.35000000</valUSD>
        <pctVal>0.689874308069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 04/15/2037</title>
        <cusip>31397GEG1</cusip>
        <identifiers>
          <isin value="US31397GEG10"/>
        </identifiers>
        <balance>76265.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75706.80000000</valUSD>
        <pctVal>0.032028987807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16986920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2041</title>
        <cusip>31397U6E4</cusip>
        <identifiers>
          <isin value="US31397U6E42"/>
        </identifiers>
        <balance>157402.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156330.28000000</valUSD>
        <pctVal>0.066138056715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2038</title>
        <cusip>38375XM50</cusip>
        <identifiers>
          <isin value="US38375XM504"/>
        </identifiers>
        <balance>135071.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135163.70000000</valUSD>
        <pctVal>0.057183192254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73409000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/25/2055</title>
        <cusip>3137HJWY9</cusip>
        <identifiers>
          <isin value="US3137HJWY95"/>
        </identifiers>
        <balance>350140.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>353831.68000000</valUSD>
        <pctVal>0.149694222510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81608000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 06/15/2048</title>
        <cusip>3137FHED1</cusip>
        <identifiers>
          <isin value="US3137FHED13"/>
        </identifiers>
        <balance>631096.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>616260.47000000</valUSD>
        <pctVal>0.260718972141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/25/2054</title>
        <cusip>3137HDQP8</cusip>
        <identifiers>
          <isin value="US3137HDQP82"/>
        </identifiers>
        <balance>2809990.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2831033.33000000</valUSD>
        <pctVal>1.197714498703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2033</title>
        <cusip>31394LYV8</cusip>
        <identifiers>
          <isin value="US31394LYV88"/>
        </identifiers>
        <balance>36716.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37069.85000000</valUSD>
        <pctVal>0.015683000386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2043</title>
        <cusip>3137B6PA3</cusip>
        <identifiers>
          <isin value="US3137B6PA39"/>
        </identifiers>
        <balance>1382989.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1371183.45000000</valUSD>
        <pctVal>0.580101364771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2039</title>
        <cusip>38375Y6H0</cusip>
        <identifiers>
          <isin value="US38375Y6H08"/>
        </identifiers>
        <balance>438028.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438059.38000000</valUSD>
        <pctVal>0.185328115059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76408880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2050</title>
        <cusip>3136BBGN6</cusip>
        <identifiers>
          <isin value="US3136BBGN69"/>
        </identifiers>
        <balance>415397.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412202.30000000</valUSD>
        <pctVal>0.174388858611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.15681920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 06/25/2052</title>
        <cusip>3137H9E54</cusip>
        <identifiers>
          <isin value="US3137H9E542"/>
        </identifiers>
        <balance>696166.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697021.29000000</valUSD>
        <pctVal>0.294886144960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56608160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2043</title>
        <cusip>3137AXLH4</cusip>
        <identifiers>
          <isin value="US3137AXLH49"/>
        </identifiers>
        <balance>44621.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39854.22000000</valUSD>
        <pctVal>0.016860973208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73987160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2054</title>
        <cusip>3136BSLD5</cusip>
        <identifiers>
          <isin value="US3136BSLD57"/>
        </identifiers>
        <balance>307474.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309800.89000000</valUSD>
        <pctVal>0.131066283724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2041</title>
        <cusip>3137A6NJ7</cusip>
        <identifiers>
          <isin value="US3137A6NJ75"/>
        </identifiers>
        <balance>94415.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93988.35000000</valUSD>
        <pctVal>0.039763293604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2037</title>
        <cusip>31396XQH0</cusip>
        <identifiers>
          <isin value="US31396XQH07"/>
        </identifiers>
        <balance>36279.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36246.24000000</valUSD>
        <pctVal>0.015334558838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.29055920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2049</title>
        <cusip>38381RXE4</cusip>
        <identifiers>
          <isin value="US38381RXE43"/>
        </identifiers>
        <balance>307159.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302657.82000000</valUSD>
        <pctVal>0.128044292279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2049</title>
        <cusip>38381YUF9</cusip>
        <identifiers>
          <isin value="US38381YUF95"/>
        </identifiers>
        <balance>2671241.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2617078.69000000</valUSD>
        <pctVal>1.107197523266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2055</title>
        <cusip>3136BVBV9</cusip>
        <identifiers>
          <isin value="US3136BVBV94"/>
        </identifiers>
        <balance>387942.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>389189.97000000</valUSD>
        <pctVal>0.164653119721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56608160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/25/2049</title>
        <cusip>3137FNQV5</cusip>
        <identifiers>
          <isin value="US3137FNQV50"/>
        </identifiers>
        <balance>1412829.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1400204.47000000</valUSD>
        <pctVal>0.592379177276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2054</title>
        <cusip>38384MZC4</cusip>
        <identifiers>
          <isin value="US38384MZC45"/>
        </identifiers>
        <balance>461450.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464731.42000000</valUSD>
        <pctVal>0.196612153533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70872080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2074</title>
        <cusip>38383KYE6</cusip>
        <identifiers>
          <isin value="US38383KYE62"/>
        </identifiers>
        <balance>141988.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143485.64000000</valUSD>
        <pctVal>0.060703923744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2074-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.47139080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2035</title>
        <cusip>31394DAA8</cusip>
        <identifiers>
          <isin value="US31394DAA81"/>
        </identifiers>
        <balance>68020.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67492.15000000</valUSD>
        <pctVal>0.028553647089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2053</title>
        <cusip>38384CPM5</cusip>
        <identifiers>
          <isin value="US38384CPM54"/>
        </identifiers>
        <balance>99487.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100675.65000000</valUSD>
        <pctVal>0.042592464169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82139000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2046</title>
        <cusip>38381XAR7</cusip>
        <identifiers>
          <isin value="US38381XAR70"/>
        </identifiers>
        <balance>1077736.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1051539.27000000</valUSD>
        <pctVal>0.444870717800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.16117880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2055</title>
        <cusip>3136BUQL7</cusip>
        <identifiers>
          <isin value="US3136BUQL74"/>
        </identifiers>
        <balance>492569.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496429.44000000</valUSD>
        <pctVal>0.210022514242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86608040</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>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 10/15/2047</title>
        <cusip>3132J0SY4</cusip>
        <identifiers>
          <isin value="US3132J0SY46"/>
        </identifiers>
        <balance>1574883.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1555219.42000000</valUSD>
        <pctVal>0.657960762333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 04/15/2038</title>
        <cusip>3137FHRY1</cusip>
        <identifiers>
          <isin value="US3137FHRY13"/>
        </identifiers>
        <balance>436254.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430970.54000000</valUSD>
        <pctVal>0.182329066493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.05681840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2049</title>
        <cusip>3136B8FD6</cusip>
        <identifiers>
          <isin value="US3136B8FD61"/>
        </identifiers>
        <balance>1974579.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1950192.97000000</valUSD>
        <pctVal>0.825060719238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2049</title>
        <cusip>38382AZK4</cusip>
        <identifiers>
          <isin value="US38382AZK41"/>
        </identifiers>
        <balance>3227959.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3176583.25000000</valUSD>
        <pctVal>1.343904988523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2049</title>
        <cusip>3137FNJJ0</cusip>
        <identifiers>
          <isin value="US3137FNJJ06"/>
        </identifiers>
        <balance>1265538.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1244839.32000000</valUSD>
        <pctVal>0.526649434438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2047</title>
        <cusip>3137BUJS8</cusip>
        <identifiers>
          <isin value="US3137BUJS83"/>
        </identifiers>
        <balance>250052.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246766.12000000</valUSD>
        <pctVal>0.104398403431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2054</title>
        <cusip>38384XC84</cusip>
        <identifiers>
          <isin value="US38384XC846"/>
        </identifiers>
        <balance>1018542.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1022386.60000000</valUSD>
        <pctVal>0.432537208631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82139000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2042</title>
        <cusip>3137AVJJ7</cusip>
        <identifiers>
          <isin value="US3137AVJJ76"/>
        </identifiers>
        <balance>104933.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103215.85000000</valUSD>
        <pctVal>0.043667136918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2055</title>
        <cusip>3136BV2T4</cusip>
        <identifiers>
          <isin value="US3136BV2T46"/>
        </identifiers>
        <balance>69228.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69986.38000000</valUSD>
        <pctVal>0.029608871485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31608040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2038</title>
        <cusip>31396YQ47</cusip>
        <identifiers>
          <isin value="US31396YQ472"/>
        </identifiers>
        <balance>325054.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326902.08000000</valUSD>
        <pctVal>0.138301219107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53056040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2042</title>
        <cusip>38378D2P9</cusip>
        <identifiers>
          <isin value="US38378D2P91"/>
        </identifiers>
        <balance>189845.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>187616.63000000</valUSD>
        <pctVal>0.079374253763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2055</title>
        <cusip>3136BXQD9</cusip>
        <identifiers>
          <isin value="US3136BXQD97"/>
        </identifiers>
        <balance>453642.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457201.16000000</valUSD>
        <pctVal>0.193426355088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/15/2039</title>
        <cusip>3137HAL87</cusip>
        <identifiers>
          <isin value="US3137HAL871"/>
        </identifiers>
        <balance>137403.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138006.23000000</valUSD>
        <pctVal>0.058385770605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43986920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/16/2039</title>
        <cusip>38376CR76</cusip>
        <identifiers>
          <isin value="US38376CR760"/>
        </identifiers>
        <balance>40525.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40730.29000000</valUSD>
        <pctVal>0.017231608809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.61963880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Grantor Trust 2004-T1 Floating Rate, Due 08/25/2043</title>
        <cusip>31393XFZ5</cusip>
        <identifiers>
          <isin value="US31393XFZ50"/>
        </identifiers>
        <balance>223437.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212725.05000000</valUSD>
        <pctVal>0.089996777474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25466000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2036</title>
        <cusip>31397BDF5</cusip>
        <identifiers>
          <isin value="US31397BDF58"/>
        </identifiers>
        <balance>249990.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248271.79000000</valUSD>
        <pctVal>0.105035401509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2040</title>
        <cusip>38376VBU0</cusip>
        <identifiers>
          <isin value="US38376VBU08"/>
        </identifiers>
        <balance>239527.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241088.47000000</valUSD>
        <pctVal>0.101996381649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.60409040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2043</title>
        <cusip>3136ACBN0</cusip>
        <identifiers>
          <isin value="US3136ACBN07"/>
        </identifiers>
        <balance>123695.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121651.70000000</valUSD>
        <pctVal>0.051466721828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 06/15/2038</title>
        <cusip>31397WGA7</cusip>
        <identifiers>
          <isin value="US31397WGA71"/>
        </identifiers>
        <balance>694545.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697825.00000000</valUSD>
        <pctVal>0.295226167491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63987080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2053</title>
        <cusip>38384B2Z3</cusip>
        <identifiers>
          <isin value="US38384B2Z34"/>
        </identifiers>
        <balance>71425.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71886.88000000</valUSD>
        <pctVal>0.030412908788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67138880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2034</title>
        <cusip>31393UVU4</cusip>
        <identifiers>
          <isin value="US31393UVU41"/>
        </identifiers>
        <balance>94456.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94418.20000000</valUSD>
        <pctVal>0.039945148608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2042</title>
        <cusip>3136AAXK6</cusip>
        <identifiers>
          <isin value="US3136AAXK63"/>
        </identifiers>
        <balance>118218.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116400.08000000</valUSD>
        <pctVal>0.049244938937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/16/2039</title>
        <cusip>38377GZN2</cusip>
        <identifiers>
          <isin value="US38377GZN23"/>
        </identifiers>
        <balance>70670.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70601.09000000</valUSD>
        <pctVal>0.029868934505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26963960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2055</title>
        <cusip>3136BWNH5</cusip>
        <identifiers>
          <isin value="US3136BWNH55"/>
        </identifiers>
        <balance>1496575.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1507052.43000000</valUSD>
        <pctVal>0.637582937152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.64608080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/25/2055</title>
        <cusip>3137HKKP8</cusip>
        <identifiers>
          <isin value="US3137HKKP89"/>
        </identifiers>
        <balance>300119.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302826.26000000</valUSD>
        <pctVal>0.128115553549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds 0.125%, Due 04/15/2027</title>
        <cusip>91282CEJ6</cusip>
        <identifiers>
          <isin value="US91282CEJ62"/>
        </identifiers>
        <balance>9626000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11168520.37000000</valUSD>
        <pctVal>4.725023416172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>1</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2049</title>
        <cusip>38382AZQ1</cusip>
        <identifiers>
          <isin value="US38382AZQ11"/>
        </identifiers>
        <balance>3730599.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3672475.74000000</valUSD>
        <pctVal>1.553700337372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/16/2034</title>
        <cusip>38376YCG4</cusip>
        <identifiers>
          <isin value="US38376YCG44"/>
        </identifiers>
        <balance>41661.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41502.12000000</valUSD>
        <pctVal>0.017558143990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21963920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2054</title>
        <cusip>38384UJQ3</cusip>
        <identifiers>
          <isin value="US38384UJQ31"/>
        </identifiers>
        <balance>539803.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>543178.28000000</valUSD>
        <pctVal>0.229800368099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.87139040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2042</title>
        <cusip>3136ACBH3</cusip>
        <identifiers>
          <isin value="US3136ACBH39"/>
        </identifiers>
        <balance>609153.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604234.21000000</valUSD>
        <pctVal>0.255631068084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2036</title>
        <cusip>31395BS87</cusip>
        <identifiers>
          <isin value="US31395BS874"/>
        </identifiers>
        <balance>255291.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252937.38000000</valUSD>
        <pctVal>0.107009254917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2043</title>
        <cusip>3136AHCG3</cusip>
        <identifiers>
          <isin value="US3136AHCG34"/>
        </identifiers>
        <balance>135490.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134154.87000000</valUSD>
        <pctVal>0.056756390385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25055960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2047</title>
        <cusip>3137FCA61</cusip>
        <identifiers>
          <isin value="US3137FCA619"/>
        </identifiers>
        <balance>451663.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441657.36000000</valUSD>
        <pctVal>0.186850298767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2053</title>
        <cusip>3136BU3N8</cusip>
        <identifiers>
          <isin value="US3136BU3N84"/>
        </identifiers>
        <balance>302824.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305730.83000000</valUSD>
        <pctVal>0.129344378927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.91608080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2035</title>
        <cusip>38374LDG3</cusip>
        <identifiers>
          <isin value="US38374LDG32"/>
        </identifiers>
        <balance>38589.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37947.22000000</valUSD>
        <pctVal>0.016054185974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2032</title>
        <cusip>31392B4W3</cusip>
        <identifiers>
          <isin value="US31392B4W35"/>
        </identifiers>
        <balance>23338.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23439.85000000</valUSD>
        <pctVal>0.009916608149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 12/20/2066</title>
        <cusip>38376RP91</cusip>
        <identifiers>
          <isin value="US38376RP911"/>
        </identifiers>
        <balance>60717.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60945.55000000</valUSD>
        <pctVal>0.025784001937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.55079960</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2048</title>
        <cusip>3136B2D74</cusip>
        <identifiers>
          <isin value="US3136B2D744"/>
        </identifiers>
        <balance>470197.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457515.32000000</valUSD>
        <pctVal>0.193559265564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2032</title>
        <cusip>31392B4V5</cusip>
        <identifiers>
          <isin value="US31392B4V51"/>
        </identifiers>
        <balance>23338.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23439.85000000</valUSD>
        <pctVal>0.009916608149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63056120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2036</title>
        <cusip>31396RKK2</cusip>
        <identifiers>
          <isin value="US31396RKK22"/>
        </identifiers>
        <balance>81163.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80769.03000000</valUSD>
        <pctVal>0.034170646192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14987120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2062</title>
        <cusip>38375BRW4</cusip>
        <identifiers>
          <isin value="US38375BRW45"/>
        </identifiers>
        <balance>122214.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121850.26000000</valUSD>
        <pctVal>0.051550725852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2062-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.28571000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2040</title>
        <cusip>31398NWM2</cusip>
        <identifiers>
          <isin value="US31398NWM28"/>
        </identifiers>
        <balance>711125.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>707569.81000000</valUSD>
        <pctVal>0.299348867179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/25/2055</title>
        <cusip>3137HNG93</cusip>
        <identifiers>
          <isin value="US3137HNG932"/>
        </identifiers>
        <balance>160935.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162215.08000000</valUSD>
        <pctVal>0.068627716659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86608040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2055</title>
        <cusip>3136BXPP3</cusip>
        <identifiers>
          <isin value="US3136BXPP37"/>
        </identifiers>
        <balance>317383.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315148.23000000</valUSD>
        <pctVal>0.133328562511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46608080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2037</title>
        <cusip>31397NXK6</cusip>
        <identifiers>
          <isin value="US31397NXK61"/>
        </identifiers>
        <balance>72950.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73488.70000000</valUSD>
        <pctVal>0.031090584680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.55055840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2036</title>
        <cusip>31398PU56</cusip>
        <identifiers>
          <isin value="US31398PU569"/>
        </identifiers>
        <balance>94661.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95692.85000000</valUSD>
        <pctVal>0.040484409933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.65055920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2037</title>
        <cusip>31397EWG6</cusip>
        <identifiers>
          <isin value="US31397EWG69"/>
        </identifiers>
        <balance>179820.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177987.19000000</valUSD>
        <pctVal>0.075300363223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2048</title>
        <cusip>31397MCG0</cusip>
        <identifiers>
          <isin value="US31397MCG06"/>
        </identifiers>
        <balance>57064.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57816.07000000</valUSD>
        <pctVal>0.024460024741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67056080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2036</title>
        <cusip>31395D7E3</cusip>
        <identifiers>
          <isin value="US31395D7E33"/>
        </identifiers>
        <balance>26746.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26584.24000000</valUSD>
        <pctVal>0.011246893262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2055</title>
        <cusip>3136BVWT1</cusip>
        <identifiers>
          <isin value="US3136BVWT10"/>
        </identifiers>
        <balance>269328.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271491.11000000</valUSD>
        <pctVal>0.114858710870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86608040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2037</title>
        <cusip>31397KC90</cusip>
        <identifiers>
          <isin value="US31397KC909"/>
        </identifiers>
        <balance>130350.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130622.78000000</valUSD>
        <pctVal>0.055262082508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43986920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2039</title>
        <cusip>3136A0R82</cusip>
        <identifiers>
          <isin value="US3136A0R822"/>
        </identifiers>
        <balance>55967.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55607.27000000</valUSD>
        <pctVal>0.023525556130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2037</title>
        <cusip>31396VCB2</cusip>
        <identifiers>
          <isin value="US31396VCB27"/>
        </identifiers>
        <balance>38642.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38223.19000000</valUSD>
        <pctVal>0.016170939552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06055880</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2074</title>
        <cusip>38383K2C5</cusip>
        <identifiers>
          <isin value="US38383K2C59"/>
        </identifiers>
        <balance>766493.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770939.77000000</valUSD>
        <pctVal>0.326158555030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2074-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.42139040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/16/2039</title>
        <cusip>38376K2H3</cusip>
        <identifiers>
          <isin value="US38376K2H33"/>
        </identifiers>
        <balance>220449.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221006.95000000</valUSD>
        <pctVal>0.093500569394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51964160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2041</title>
        <cusip>31397ST95</cusip>
        <identifiers>
          <isin value="US31397ST955"/>
        </identifiers>
        <balance>167590.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166405.05000000</valUSD>
        <pctVal>0.070400351324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.15055880</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2056</title>
        <cusip>3137FJJR1</cusip>
        <identifiers>
          <isin value="US3137FJJR10"/>
        </identifiers>
        <balance>869767.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>844905.07000000</valUSD>
        <pctVal>0.357450773059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2070</title>
        <cusip>38380LY72</cusip>
        <identifiers>
          <isin value="US38380LY728"/>
        </identifiers>
        <balance>240503.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241750.03000000</valUSD>
        <pctVal>0.102276265321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2070-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38571080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 04/25/2055</title>
        <cusip>3137HKVR2</cusip>
        <identifiers>
          <isin value="US3137HKVR27"/>
        </identifiers>
        <balance>131960.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132198.36000000</valUSD>
        <pctVal>0.055928657144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81608000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2048</title>
        <cusip>38381ACN4</cusip>
        <identifiers>
          <isin value="US38381ACN46"/>
        </identifiers>
        <balance>1680845.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1638876.67000000</valUSD>
        <pctVal>0.693353316771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08408840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2054</title>
        <cusip>38384PWY2</cusip>
        <identifiers>
          <isin value="US38384PWY23"/>
        </identifiers>
        <balance>133970.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134763.05000000</valUSD>
        <pctVal>0.057013690783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.77138960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2037</title>
        <cusip>31397KE31</cusip>
        <identifiers>
          <isin value="US31397KE319"/>
        </identifiers>
        <balance>49873.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50012.52000000</valUSD>
        <pctVal>0.021158606536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/25/2054</title>
        <cusip>3137HBVV3</cusip>
        <identifiers>
          <isin value="US3137HBVV30"/>
        </identifiers>
        <balance>1577381.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1594719.94000000</valUSD>
        <pctVal>0.674672097028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96608120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2050</title>
        <cusip>3136B94A2</cusip>
        <identifiers>
          <isin value="US3136B94A21"/>
        </identifiers>
        <balance>1947261.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1913197.16000000</valUSD>
        <pctVal>0.809409042672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2035</title>
        <cusip>3137B5QZ9</cusip>
        <identifiers>
          <isin value="US3137B5QZ97"/>
        </identifiers>
        <balance>807940.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>803041.23000000</valUSD>
        <pctVal>0.339739597565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2036</title>
        <cusip>31397A6V0</cusip>
        <identifiers>
          <isin value="US31397A6V01"/>
        </identifiers>
        <balance>241447.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240035.86000000</valUSD>
        <pctVal>0.101551057942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2067</title>
        <cusip>38376R3E4</cusip>
        <identifiers>
          <isin value="US38376R3E48"/>
        </identifiers>
        <balance>504387.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503667.37000000</valUSD>
        <pctVal>0.213084637747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2067-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.21571160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 04/25/2054</title>
        <cusip>3137HC4N9</cusip>
        <identifiers>
          <isin value="US3137HC4N94"/>
        </identifiers>
        <balance>529979.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529192.10000000</valUSD>
        <pctVal>0.223883288145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.41608040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2045</title>
        <cusip>3137HAKC9</cusip>
        <identifiers>
          <isin value="US3137HAKC94"/>
        </identifiers>
        <balance>795370.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>780884.90000000</valUSD>
        <pctVal>0.330366003337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2036</title>
        <cusip>31396LHW3</cusip>
        <identifiers>
          <isin value="US31396LHW37"/>
        </identifiers>
        <balance>14864.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14843.51000000</valUSD>
        <pctVal>0.006279787295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/25/2049</title>
        <cusip>3137FP2X2</cusip>
        <identifiers>
          <isin value="US3137FP2X25"/>
        </identifiers>
        <balance>1537292.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1515106.91000000</valUSD>
        <pctVal>0.640990515358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2040</title>
        <cusip>38376XE90</cusip>
        <identifiers>
          <isin value="US38376XE905"/>
        </identifiers>
        <balance>233825.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>234680.48000000</valUSD>
        <pctVal>0.099285377702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53408840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2043</title>
        <cusip>3137B5G64</cusip>
        <identifiers>
          <isin value="US3137B5G640"/>
        </identifiers>
        <balance>57189.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56481.97000000</valUSD>
        <pctVal>0.023895612131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2042</title>
        <cusip>38378H3R5</cusip>
        <identifiers>
          <isin value="US38378H3R57"/>
        </identifiers>
        <balance>848773.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>832030.05000000</valUSD>
        <pctVal>0.352003787338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03409160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2046</title>
        <cusip>3136ART24</cusip>
        <identifiers>
          <isin value="US3136ART248"/>
        </identifiers>
        <balance>1041856.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1030296.04000000</valUSD>
        <pctVal>0.435883425316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2053</title>
        <cusip>38384EGS8</cusip>
        <identifiers>
          <isin value="US38384EGS81"/>
        </identifiers>
        <balance>178898.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180917.45000000</valUSD>
        <pctVal>0.076540057171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82139000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2073</title>
        <cusip>38382YV75</cusip>
        <identifiers>
          <isin value="US38382YV756"/>
        </identifiers>
        <balance>93401.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93550.91000000</valUSD>
        <pctVal>0.039578227527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2073-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.49138880</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2048</title>
        <cusip>38380UC27</cusip>
        <identifiers>
          <isin value="US38380UC279"/>
        </identifiers>
        <balance>960131.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>932625.34000000</valUSD>
        <pctVal>0.394562253908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06118160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/16/2039</title>
        <cusip>38376FRF1</cusip>
        <identifiers>
          <isin value="US38376FRF17"/>
        </identifiers>
        <balance>81782.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82519.21000000</valUSD>
        <pctVal>0.034911088185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81964040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2037</title>
        <cusip>38375K4G4</cusip>
        <identifiers>
          <isin value="US38375K4G42"/>
        </identifiers>
        <balance>102255.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101579.08000000</valUSD>
        <pctVal>0.042974674862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.20409080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2038</title>
        <cusip>31396YAX0</cusip>
        <identifiers>
          <isin value="US31396YAX04"/>
        </identifiers>
        <balance>220622.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221194.40000000</valUSD>
        <pctVal>0.093579873152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2037</title>
        <cusip>31396WRQ1</cusip>
        <identifiers>
          <isin value="US31396WRQ14"/>
        </identifiers>
        <balance>28985.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27825.90000000</valUSD>
        <pctVal>0.011772197634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2042</title>
        <cusip>3137AUDY2</cusip>
        <identifiers>
          <isin value="US3137AUDY25"/>
        </identifiers>
        <balance>890754.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877786.86000000</valUSD>
        <pctVal>0.371361946838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2050</title>
        <cusip>3136B9AC1</cusip>
        <identifiers>
          <isin value="US3136B9AC17"/>
        </identifiers>
        <balance>199888.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197304.54000000</valUSD>
        <pctVal>0.083472880984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2055</title>
        <cusip>38385ELC6</cusip>
        <identifiers>
          <isin value="US38385ELC65"/>
        </identifiers>
        <balance>32363.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32594.96000000</valUSD>
        <pctVal>0.013789825701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82139000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2053</title>
        <cusip>3136BQXV6</cusip>
        <identifiers>
          <isin value="US3136BQXV61"/>
        </identifiers>
        <balance>637351.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>630573.51000000</valUSD>
        <pctVal>0.266774335512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.11608160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2038</title>
        <cusip>31397RBZ8</cusip>
        <identifiers>
          <isin value="US31397RBZ82"/>
        </identifiers>
        <balance>269758.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270925.11000000</valUSD>
        <pctVal>0.114619255404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2040</title>
        <cusip>31398SPJ6</cusip>
        <identifiers>
          <isin value="US31398SPJ68"/>
        </identifiers>
        <balance>441161.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440010.40000000</valUSD>
        <pctVal>0.186153525667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2049</title>
        <cusip>3136B5MX0</cusip>
        <identifiers>
          <isin value="US3136B5MX04"/>
        </identifiers>
        <balance>453368.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445797.32000000</valUSD>
        <pctVal>0.188601775891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2032</title>
        <cusip>31339MLH9</cusip>
        <identifiers>
          <isin value="US31339MLH96"/>
        </identifiers>
        <balance>9038.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9065.03000000</valUSD>
        <pctVal>0.003835107749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 10/25/2053</title>
        <cusip>3133Q3G39</cusip>
        <identifiers>
          <isin value="US3133Q3G394"/>
        </identifiers>
        <balance>486321.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487272.02000000</valUSD>
        <pctVal>0.206148319407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51608120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2055</title>
        <cusip>3136BUBU3</cusip>
        <identifiers>
          <isin value="US3136BUBU39"/>
        </identifiers>
        <balance>20933.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21042.91000000</valUSD>
        <pctVal>0.008902543864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66607880</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 04/15/2041</title>
        <cusip>3137A9HT6</cusip>
        <identifiers>
          <isin value="US3137A9HT60"/>
        </identifiers>
        <balance>189210.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188479.43000000</valUSD>
        <pctVal>0.079739275276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28987160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3136BTE66</cusip>
        <identifiers>
          <isin value="US3136BTE665"/>
        </identifiers>
        <balance>295746.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298001.20000000</valUSD>
        <pctVal>0.126074233774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2063</title>
        <cusip>38375BQ70</cusip>
        <identifiers>
          <isin value="US38375BQ709"/>
        </identifiers>
        <balance>51879.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51791.30000000</valUSD>
        <pctVal>0.021911148222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2063-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.20571080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2038</title>
        <cusip>31396YMD1</cusip>
        <identifiers>
          <isin value="US31396YMD12"/>
        </identifiers>
        <balance>50154.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50242.49000000</valUSD>
        <pctVal>0.021255899069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.40056080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2037</title>
        <cusip>3136AY5X7</cusip>
        <identifiers>
          <isin value="US3136AY5X76"/>
        </identifiers>
        <balance>532364.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527725.69000000</valUSD>
        <pctVal>0.223262899646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2045</title>
        <cusip>38379QCS2</cusip>
        <identifiers>
          <isin value="US38379QCS21"/>
        </identifiers>
        <balance>79920.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77869.75000000</valUSD>
        <pctVal>0.032944058834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03409160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2049</title>
        <cusip>38381TBW4</cusip>
        <identifiers>
          <isin value="US38381TBW45"/>
        </identifiers>
        <balance>113839.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112088.06000000</valUSD>
        <pctVal>0.047420669043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2050</title>
        <cusip>3136B9AP2</cusip>
        <identifiers>
          <isin value="US3136B9AP20"/>
        </identifiers>
        <balance>5170528.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5101670.95000000</valUSD>
        <pctVal>2.158344516710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2037</title>
        <cusip>3137B5YE7</cusip>
        <identifiers>
          <isin value="US3137B5YE76"/>
        </identifiers>
        <balance>231990.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230497.72000000</valUSD>
        <pctVal>0.097515793345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/25/2054</title>
        <cusip>3137HBDZ4</cusip>
        <identifiers>
          <isin value="US3137HBDZ46"/>
        </identifiers>
        <balance>46414.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46894.19000000</valUSD>
        <pctVal>0.019839346528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2037</title>
        <cusip>31397KEW7</cusip>
        <identifiers>
          <isin value="US31397KEW71"/>
        </identifiers>
        <balance>146049.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145674.78000000</valUSD>
        <pctVal>0.061630074874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28987160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/25/2050</title>
        <cusip>3137FQLW1</cusip>
        <identifiers>
          <isin value="US3137FQLW10"/>
        </identifiers>
        <balance>630715.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>623435.58000000</valUSD>
        <pctVal>0.263754518627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28055840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2043</title>
        <cusip>3137B6GT2</cusip>
        <identifiers>
          <isin value="US3137B6GT21"/>
        </identifiers>
        <balance>444918.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440261.89000000</valUSD>
        <pctVal>0.186259922584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2074</title>
        <cusip>38383KUP5</cusip>
        <identifiers>
          <isin value="US38383KUP55"/>
        </identifiers>
        <balance>60864.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61043.58000000</valUSD>
        <pctVal>0.025825475116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2074-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.32138960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2046</title>
        <cusip>3137BRU78</cusip>
        <identifiers>
          <isin value="US3137BRU788"/>
        </identifiers>
        <balance>2398418.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2368148.23000000</valUSD>
        <pctVal>1.001883460746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2064</title>
        <cusip>38384KR52</cusip>
        <identifiers>
          <isin value="US38384KR528"/>
        </identifiers>
        <balance>137735.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138649.71000000</valUSD>
        <pctVal>0.058658005240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2064-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.80138840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2037</title>
        <cusip>31397H7K8</cusip>
        <identifiers>
          <isin value="US31397H7K81"/>
        </identifiers>
        <balance>83167.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>82263.29000000</valUSD>
        <pctVal>0.034802817084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3137HHU66</cusip>
        <identifiers>
          <isin value="US3137HHU661"/>
        </identifiers>
        <balance>30556.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30944.78000000</valUSD>
        <pctVal>0.013091690328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.01608160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2036</title>
        <cusip>31398MRG3</cusip>
        <identifiers>
          <isin value="US31398MRG32"/>
        </identifiers>
        <balance>121739.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122985.55000000</valUSD>
        <pctVal>0.052031028672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66056000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2040</title>
        <cusip>31398PEY1</cusip>
        <identifiers>
          <isin value="US31398PEY16"/>
        </identifiers>
        <balance>595411.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601986.56000000</valUSD>
        <pctVal>0.254680163351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73055840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/16/2038</title>
        <cusip>38375QU98</cusip>
        <identifiers>
          <isin value="US38375QU980"/>
        </identifiers>
        <balance>36182.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36285.29000000</valUSD>
        <pctVal>0.015351079573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56963840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3136BTQ22</cusip>
        <identifiers>
          <isin value="US3136BTQ222"/>
        </identifiers>
        <balance>527583.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534251.64000000</valUSD>
        <pctVal>0.226023808481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.01608160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/25/2050</title>
        <cusip>3137FRTX9</cusip>
        <identifiers>
          <isin value="US3137FRTX93"/>
        </identifiers>
        <balance>580240.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570511.26000000</valUSD>
        <pctVal>0.241364027945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/15/2038</title>
        <cusip>3137BRYG4</cusip>
        <identifiers>
          <isin value="US3137BRYG42"/>
        </identifiers>
        <balance>63993.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63187.79000000</valUSD>
        <pctVal>0.026732617882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.05681840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2038</title>
        <cusip>38375DKW7</cusip>
        <identifiers>
          <isin value="US38375DKW73"/>
        </identifiers>
        <balance>113476.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113853.00000000</valUSD>
        <pctVal>0.048167355493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.60409040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2054</title>
        <cusip>38384PYX2</cusip>
        <identifiers>
          <isin value="US38384PYX22"/>
        </identifiers>
        <balance>137775.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138330.11000000</valUSD>
        <pctVal>0.058522793284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.77138960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2042</title>
        <cusip>3136A5TH9</cusip>
        <identifiers>
          <isin value="US3136A5TH90"/>
        </identifiers>
        <balance>70623.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70176.67000000</valUSD>
        <pctVal>0.029689376751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25055960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2032</title>
        <cusip>31392MT93</cusip>
        <identifiers>
          <isin value="US31392MT934"/>
        </identifiers>
        <balance>34608.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34960.35000000</valUSD>
        <pctVal>0.014790542248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73987160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2042</title>
        <cusip>3136AAAR6</cusip>
        <identifiers>
          <isin value="US3136AAAR63"/>
        </identifiers>
        <balance>222782.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218506.60000000</valUSD>
        <pctVal>0.092442755833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2037</title>
        <cusip>31397FLB6</cusip>
        <identifiers>
          <isin value="US31397FLB66"/>
        </identifiers>
        <balance>193516.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191743.24000000</valUSD>
        <pctVal>0.081120082954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10987160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2045</title>
        <cusip>3136AQKY5</cusip>
        <identifiers>
          <isin value="US3136AQKY56"/>
        </identifiers>
        <balance>74979.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73928.50000000</valUSD>
        <pctVal>0.031276649193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2068</title>
        <cusip>38380VPC9</cusip>
        <identifiers>
          <isin value="US38380VPC99"/>
        </identifiers>
        <balance>67205.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66900.35000000</valUSD>
        <pctVal>0.028303276515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-02-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.01571024</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2040</title>
        <cusip>31398QGG6</cusip>
        <identifiers>
          <isin value="US31398QGG64"/>
        </identifiers>
        <balance>130278.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130609.69000000</valUSD>
        <pctVal>0.055256544572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46987160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/15/2031</title>
        <cusip>313398NY1</cusip>
        <identifiers>
          <isin value="US313398NY10"/>
        </identifiers>
        <balance>25024.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25231.94000000</valUSD>
        <pctVal>0.010674780847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70986920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2036</title>
        <cusip>31396LHV5</cusip>
        <identifiers>
          <isin value="US31396LHV53"/>
        </identifiers>
        <balance>627047.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>623149.43000000</valUSD>
        <pctVal>0.263633458236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.15055880</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>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2048</title>
        <cusip>3137FDT93</cusip>
        <identifiers>
          <isin value="US3137FDT930"/>
        </identifiers>
        <balance>798059.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>777725.43000000</valUSD>
        <pctVal>0.329029338386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2032</title>
        <cusip>31392EJM3</cusip>
        <identifiers>
          <isin value="US31392EJM30"/>
        </identifiers>
        <balance>32615.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32622.69000000</valUSD>
        <pctVal>0.013801557327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/25/2055</title>
        <cusip>3137HJ7M3</cusip>
        <identifiers>
          <isin value="US3137HJ7M30"/>
        </identifiers>
        <balance>120607.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120833.88000000</valUSD>
        <pctVal>0.051120729832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.61607840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/25/2055</title>
        <cusip>3137HKGX6</cusip>
        <identifiers>
          <isin value="US3137HKGX69"/>
        </identifiers>
        <balance>2212245.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2230431.71000000</valUSD>
        <pctVal>0.943620256648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96608120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2051</title>
        <cusip>38382UG62</cusip>
        <identifiers>
          <isin value="US38382UG623"/>
        </identifiers>
        <balance>458599.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402748.12000000</valUSD>
        <pctVal>0.170389114652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2066</title>
        <cusip>38375UXM7</cusip>
        <identifiers>
          <isin value="US38375UXM79"/>
        </identifiers>
        <balance>20228.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20314.27000000</valUSD>
        <pctVal>0.008594280912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.53570840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2036</title>
        <cusip>31395BJT1</cusip>
        <identifiers>
          <isin value="US31395BJT17"/>
        </identifiers>
        <balance>74182.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73664.19000000</valUSD>
        <pctVal>0.031164828567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/15/2040</title>
        <cusip>3137BTH38</cusip>
        <identifiers>
          <isin value="US3137BTH385"/>
        </identifiers>
        <balance>71851.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71189.05000000</valUSD>
        <pctVal>0.030117680505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.14681840</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>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2042</title>
        <cusip>3137AUKY4</cusip>
        <identifiers>
          <isin value="US3137AUKY42"/>
        </identifiers>
        <balance>90364.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87305.86000000</valUSD>
        <pctVal>0.036936157987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.84659000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2033</title>
        <cusip>31393TKR6</cusip>
        <identifiers>
          <isin value="US31393TKR67"/>
        </identifiers>
        <balance>43248.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43182.69000000</valUSD>
        <pctVal>0.018269136346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2037</title>
        <cusip>38375JVF9</cusip>
        <identifiers>
          <isin value="US38375JVF91"/>
        </identifiers>
        <balance>199571.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199514.31000000</valUSD>
        <pctVal>0.084407759970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08408840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/15/2033</title>
        <cusip>31394GED1</cusip>
        <identifiers>
          <isin value="US31394GED16"/>
        </identifiers>
        <balance>295442.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302827.63000000</valUSD>
        <pctVal>0.128116133150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24658960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/16/2031</title>
        <cusip>38373RTY5</cusip>
        <identifiers>
          <isin value="US38373RTY52"/>
        </identifiers>
        <balance>67350.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66853.69000000</valUSD>
        <pctVal>0.028283536246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.11963840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2048</title>
        <cusip>3137FK2D7</cusip>
        <identifiers>
          <isin value="US3137FK2D79"/>
        </identifiers>
        <balance>227368.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224800.50000000</valUSD>
        <pctVal>0.095105492158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2055</title>
        <cusip>3136BUS68</cusip>
        <identifiers>
          <isin value="US3136BUS689"/>
        </identifiers>
        <balance>271611.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269897.01000000</valUSD>
        <pctVal>0.114184301049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46608080</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2049</title>
        <cusip>38381RG60</cusip>
        <identifiers>
          <isin value="US38381RG605"/>
        </identifiers>
        <balance>1136747.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1119885.91000000</valUSD>
        <pctVal>0.473785870723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/15/2032</title>
        <cusip>31393FGE0</cusip>
        <identifiers>
          <isin value="US31393FGE07"/>
        </identifiers>
        <balance>57254.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56599.71000000</valUSD>
        <pctVal>0.023945423945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/25/2054</title>
        <cusip>3137HBUJ1</cusip>
        <identifiers>
          <isin value="US3137HBUJ11"/>
        </identifiers>
        <balance>436485.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440996.89000000</valUSD>
        <pctVal>0.186570876237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2054</title>
        <cusip>38384MMW4</cusip>
        <identifiers>
          <isin value="US38384MMW46"/>
        </identifiers>
        <balance>72085.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72446.33000000</valUSD>
        <pctVal>0.030649593171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62138840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2039</title>
        <cusip>38374XJG1</cusip>
        <identifiers>
          <isin value="US38374XJG16"/>
        </identifiers>
        <balance>631824.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631871.58000000</valUSD>
        <pctVal>0.267323505048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73409000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2037</title>
        <cusip>31396XNE0</cusip>
        <identifiers>
          <isin value="US31396XNE03"/>
        </identifiers>
        <balance>121913.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121765.12000000</valUSD>
        <pctVal>0.051514705996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.30056000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2036</title>
        <cusip>31395NEK9</cusip>
        <identifiers>
          <isin value="US31395NEK90"/>
        </identifiers>
        <balance>85987.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85466.09000000</valUSD>
        <pctVal>0.036157813493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2042</title>
        <cusip>3136A8H60</cusip>
        <identifiers>
          <isin value="US3136A8H602"/>
        </identifiers>
        <balance>566647.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555880.53000000</valUSD>
        <pctVal>0.235174260674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2044</title>
        <cusip>38376MAC1</cusip>
        <identifiers>
          <isin value="US38376MAC10"/>
        </identifiers>
        <balance>2130576.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2105923.60000000</valUSD>
        <pctVal>0.890945084310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2055</title>
        <cusip>38385G5U9</cusip>
        <identifiers>
          <isin value="US38385G5U99"/>
        </identifiers>
        <balance>290729.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293160.65000000</valUSD>
        <pctVal>0.124026360704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.72138920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 07/15/2042</title>
        <cusip>3128HXM85</cusip>
        <identifiers>
          <isin value="US3128HXM854"/>
        </identifiers>
        <balance>86189.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85565.99000000</valUSD>
        <pctVal>0.036200077806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28987160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2053</title>
        <cusip>3136BUU65</cusip>
        <identifiers>
          <isin value="US3136BUU651"/>
        </identifiers>
        <balance>334829.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336968.75000000</valUSD>
        <pctVal>0.142560086880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81608000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2053</title>
        <cusip>3136BSEP6</cusip>
        <identifiers>
          <isin value="US3136BSEP60"/>
        </identifiers>
        <balance>71431.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71867.98000000</valUSD>
        <pctVal>0.030404912837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51608120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2048</title>
        <cusip>3137F5B32</cusip>
        <identifiers>
          <isin value="US3137F5B324"/>
        </identifiers>
        <balance>855652.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>835031.93000000</valUSD>
        <pctVal>0.353273781287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2049</title>
        <cusip>3136B3ZE3</cusip>
        <identifiers>
          <isin value="US3136B3ZE38"/>
        </identifiers>
        <balance>138416.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135672.39000000</valUSD>
        <pctVal>0.057398401797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2041</title>
        <cusip>3137AUDT3</cusip>
        <identifiers>
          <isin value="US3137AUDT30"/>
        </identifiers>
        <balance>236127.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>235691.86000000</valUSD>
        <pctVal>0.099713258391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2043</title>
        <cusip>3136ADPK9</cusip>
        <identifiers>
          <isin value="US3136ADPK94"/>
        </identifiers>
        <balance>537032.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506180.90000000</valUSD>
        <pctVal>0.214148027320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73055840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2050</title>
        <cusip>3136BQEE5</cusip>
        <identifiers>
          <isin value="US3136BQEE57"/>
        </identifiers>
        <balance>691009.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681177.44000000</valUSD>
        <pctVal>0.288183147627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 06/15/2042</title>
        <cusip>3128HXMD4</cusip>
        <identifiers>
          <isin value="US3128HXMD46"/>
        </identifiers>
        <balance>421358.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>421573.46000000</valUSD>
        <pctVal>0.178353479614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2055</title>
        <cusip>3136BUQH6</cusip>
        <identifiers>
          <isin value="US3136BUQH62"/>
        </identifiers>
        <balance>1187918.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1198780.79000000</valUSD>
        <pctVal>0.507163627406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2043</title>
        <cusip>3137B3V70</cusip>
        <identifiers>
          <isin value="US3137B3V701"/>
        </identifiers>
        <balance>528609.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523351.17000000</valUSD>
        <pctVal>0.221412188115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2038</title>
        <cusip>31396YTT9</cusip>
        <identifiers>
          <isin value="US31396YTT90"/>
        </identifiers>
        <balance>97540.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98156.55000000</valUSD>
        <pctVal>0.041526718118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53056040</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>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 07/25/2049</title>
        <cusip>3137FMX64</cusip>
        <identifiers>
          <isin value="US3137FMX644"/>
        </identifiers>
        <balance>813269.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799634.83000000</valUSD>
        <pctVal>0.338298464878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2054</title>
        <cusip>38384KTL5</cusip>
        <identifiers>
          <isin value="US38384KTL51"/>
        </identifiers>
        <balance>180088.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180532.36000000</valUSD>
        <pctVal>0.076377138610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.52139120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2042</title>
        <cusip>38375CZ37</cusip>
        <identifiers>
          <isin value="US38375CZ377"/>
        </identifiers>
        <balance>988097.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>973638.93000000</valUSD>
        <pctVal>0.411913717371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18408920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2040</title>
        <cusip>3137FUKP8</cusip>
        <identifiers>
          <isin value="US3137FUKP89"/>
        </identifiers>
        <balance>82675.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81332.95000000</valUSD>
        <pctVal>0.034409221680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.05681840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2038</title>
        <cusip>3137FBCF1</cusip>
        <identifiers>
          <isin value="US3137FBCF19"/>
        </identifiers>
        <balance>127868.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126298.62000000</valUSD>
        <pctVal>0.053432676591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.05681840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/15/2042</title>
        <cusip>3137AVM87</cusip>
        <identifiers>
          <isin value="US3137AVM870"/>
        </identifiers>
        <balance>1286554.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262596.66000000</valUSD>
        <pctVal>0.534161964704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2048</title>
        <cusip>3136B2DN9</cusip>
        <identifiers>
          <isin value="US3136B2DN91"/>
        </identifiers>
        <balance>99695.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98684.68000000</valUSD>
        <pctVal>0.041750152067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2049</title>
        <cusip>3136B5EY7</cusip>
        <identifiers>
          <isin value="US3136B5EY78"/>
        </identifiers>
        <balance>1096982.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1079163.63000000</valUSD>
        <pctVal>0.456557650673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2045</title>
        <cusip>3136AL5R8</cusip>
        <identifiers>
          <isin value="US3136AL5R89"/>
        </identifiers>
        <balance>542814.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534933.47000000</valUSD>
        <pctVal>0.226312267705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2049</title>
        <cusip>3136B5DQ5</cusip>
        <identifiers>
          <isin value="US3136B5DQ53"/>
        </identifiers>
        <balance>4440431.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4369193.24000000</valUSD>
        <pctVal>1.848457959053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2033</title>
        <cusip>31393DJV4</cusip>
        <identifiers>
          <isin value="US31393DJV47"/>
        </identifiers>
        <balance>32051.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32613.17000000</valUSD>
        <pctVal>0.013797529737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.14658880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2036</title>
        <cusip>31396KYA4</cusip>
        <identifiers>
          <isin value="US31396KYA41"/>
        </identifiers>
        <balance>74689.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74311.43000000</valUSD>
        <pctVal>0.031438653931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2045</title>
        <cusip>38379MTG9</cusip>
        <identifiers>
          <isin value="US38379MTG95"/>
        </identifiers>
        <balance>295016.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286917.12000000</valUSD>
        <pctVal>0.121384934224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.00408920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2052</title>
        <cusip>38383YWM0</cusip>
        <identifiers>
          <isin value="US38383YWM01"/>
        </identifiers>
        <balance>1264191.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1243564.70000000</valUSD>
        <pctVal>0.526110185804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.17138840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2035</title>
        <cusip>31396FRL9</cusip>
        <identifiers>
          <isin value="US31396FRL93"/>
        </identifiers>
        <balance>92984.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92949.70000000</valUSD>
        <pctVal>0.039323875900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43986920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2036</title>
        <cusip>31398FPZ8</cusip>
        <identifiers>
          <isin value="US31398FPZ89"/>
        </identifiers>
        <balance>57795.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58929.32000000</valUSD>
        <pctVal>0.024931003183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.93056000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/16/2039</title>
        <cusip>38376EUJ2</cusip>
        <identifiers>
          <isin value="US38376EUJ27"/>
        </identifiers>
        <balance>1416272.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1415955.97000000</valUSD>
        <pctVal>0.599043104446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.42964160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2047</title>
        <cusip>3136AUZP9</cusip>
        <identifiers>
          <isin value="US3136AUZP96"/>
        </identifiers>
        <balance>1711861.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1689346.20000000</valUSD>
        <pctVal>0.714705268789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 10/15/2037</title>
        <cusip>31351DDT5</cusip>
        <identifiers>
          <isin value="US31351DDT54"/>
        </identifiers>
        <balance>49795.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49269.57000000</valUSD>
        <pctVal>0.020844289506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05681840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3137HHNE7</cusip>
        <identifiers>
          <isin value="US3137HHNE76"/>
        </identifiers>
        <balance>207974.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210771.00000000</valUSD>
        <pctVal>0.089170084976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04608040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2065</title>
        <cusip>38376RAH9</cusip>
        <identifiers>
          <isin value="US38376RAH93"/>
        </identifiers>
        <balance>233673.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233320.94000000</valUSD>
        <pctVal>0.098710202288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.21571160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2070</title>
        <cusip>38380QAW2</cusip>
        <identifiers>
          <isin value="US38380QAW24"/>
        </identifiers>
        <balance>159799.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162235.40000000</valUSD>
        <pctVal>0.068636313364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2070-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.88571120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2051</title>
        <cusip>3136BHDA4</cusip>
        <identifiers>
          <isin value="US3136BHDA46"/>
        </identifiers>
        <balance>375480.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>367355.75000000</valUSD>
        <pctVal>0.155415799345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.77233920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2035</title>
        <cusip>31394UK92</cusip>
        <identifiers>
          <isin value="US31394UK924"/>
        </identifiers>
        <balance>320797.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318444.69000000</valUSD>
        <pctVal>0.134723183300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2037</title>
        <cusip>31397KL82</cusip>
        <identifiers>
          <isin value="US31397KL827"/>
        </identifiers>
        <balance>48809.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48947.58000000</valUSD>
        <pctVal>0.020708066422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45987080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2038</title>
        <cusip>31396YAY8</cusip>
        <identifiers>
          <isin value="US31396YAY86"/>
        </identifiers>
        <balance>119172.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119481.96000000</valUSD>
        <pctVal>0.050548778182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2059</title>
        <cusip>3136B6Z71</cusip>
        <identifiers>
          <isin value="US3136B6Z714"/>
        </identifiers>
        <balance>485099.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479257.95000000</valUSD>
        <pctVal>0.202757837306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2036</title>
        <cusip>31396R5S2</cusip>
        <identifiers>
          <isin value="US31396R5S29"/>
        </identifiers>
        <balance>638241.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634045.74000000</valUSD>
        <pctVal>0.268243318646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/25/2055</title>
        <cusip>3137HJGD3</cusip>
        <identifiers>
          <isin value="US3137HJGD33"/>
        </identifiers>
        <balance>56326.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56285.74000000</valUSD>
        <pctVal>0.023812593851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51608120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2054</title>
        <cusip>38384MXA0</cusip>
        <identifiers>
          <isin value="US38384MXA07"/>
        </identifiers>
        <balance>1286984.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1296131.92000000</valUSD>
        <pctVal>0.548349599549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70872080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2044</title>
        <cusip>3137B7RJ0</cusip>
        <identifiers>
          <isin value="US3137B7RJ03"/>
        </identifiers>
        <balance>81769.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81071.42000000</valUSD>
        <pctVal>0.034298577178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28987160</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/15/2036</title>
        <cusip>31397KED9</cusip>
        <identifiers>
          <isin value="US31397KED90"/>
        </identifiers>
        <balance>44887.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44509.68000000</valUSD>
        <pctVal>0.018830540956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2046</title>
        <cusip>3136AUJS1</cusip>
        <identifiers>
          <isin value="US3136AUJS10"/>
        </identifiers>
        <balance>588084.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578823.51000000</valUSD>
        <pctVal>0.244880659924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2032</title>
        <cusip>31392EXM7</cusip>
        <identifiers>
          <isin value="US31392EXM73"/>
        </identifiers>
        <balance>26148.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26160.56000000</valUSD>
        <pctVal>0.011067648576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2054</title>
        <cusip>38384NVU6</cusip>
        <identifiers>
          <isin value="US38384NVU61"/>
        </identifiers>
        <balance>1429288.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1439480.33000000</valUSD>
        <pctVal>0.608995465920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82139000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2039</title>
        <cusip>31397NN50</cusip>
        <identifiers>
          <isin value="US31397NN504"/>
        </identifiers>
        <balance>236553.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237833.30000000</valUSD>
        <pctVal>0.100619229263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43055960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3136BT6C2</cusip>
        <identifiers>
          <isin value="US3136BT6C29"/>
        </identifiers>
        <balance>450292.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>453658.25000000</valUSD>
        <pctVal>0.191927469635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2046</title>
        <cusip>3136ARDM7</cusip>
        <identifiers>
          <isin value="US3136ARDM74"/>
        </identifiers>
        <balance>120024.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118837.34000000</valUSD>
        <pctVal>0.050276061251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/25/2055</title>
        <cusip>3137HNFP8</cusip>
        <identifiers>
          <isin value="US3137HNFP83"/>
        </identifiers>
        <balance>442147.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445609.95000000</valUSD>
        <pctVal>0.188522505978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71607920</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2065</title>
        <cusip>38376RKT2</cusip>
        <identifiers>
          <isin value="US38376RKT22"/>
        </identifiers>
        <balance>65078.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65202.95000000</valUSD>
        <pctVal>0.027585163956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2065-08-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.43571120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2045</title>
        <cusip>38379FUG2</cusip>
        <identifiers>
          <isin value="US38379FUG26"/>
        </identifiers>
        <balance>480852.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469448.89000000</valUSD>
        <pctVal>0.198607955616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08408840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/20/2064</title>
        <cusip>38378U8D2</cusip>
        <identifiers>
          <isin value="US38378U8D28"/>
        </identifiers>
        <balance>32175.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32142.03000000</valUSD>
        <pctVal>0.013598206330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2064-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.23571104</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 08/20/2049</title>
        <cusip>38381YDP6</cusip>
        <identifiers>
          <isin value="US38381YDP60"/>
        </identifiers>
        <balance>3042386.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2989257.07000000</valUSD>
        <pctVal>1.264653614336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2054</title>
        <cusip>3136BTTR4</cusip>
        <identifiers>
          <isin value="US3136BTTR45"/>
        </identifiers>
        <balance>135105.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135830.78000000</valUSD>
        <pctVal>0.057465411251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2034</title>
        <cusip>38374GYB2</cusip>
        <identifiers>
          <isin value="US38374GYB21"/>
        </identifiers>
        <balance>305272.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305200.18000000</valUSD>
        <pctVal>0.129119878851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08408840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3136BTK85</cusip>
        <identifiers>
          <isin value="US3136BTK852"/>
        </identifiers>
        <balance>1584477.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600479.31000000</valUSD>
        <pctVal>0.677108691780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.01608160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2054</title>
        <cusip>38384NB95</cusip>
        <identifiers>
          <isin value="US38384NB955"/>
        </identifiers>
        <balance>471529.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474313.17000000</valUSD>
        <pctVal>0.200665868047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.77138960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2065</title>
        <cusip>38375UVD9</cusip>
        <identifiers>
          <isin value="US38375UVD98"/>
        </identifiers>
        <balance>36626.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36667.34000000</valUSD>
        <pctVal>0.015512712012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.33571040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2033</title>
        <cusip>31393CUW1</cusip>
        <identifiers>
          <isin value="US31393CUW18"/>
        </identifiers>
        <balance>84626.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85128.58000000</valUSD>
        <pctVal>0.036015024422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48056000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2053</title>
        <cusip>3136BTMP5</cusip>
        <identifiers>
          <isin value="US3136BTMP51"/>
        </identifiers>
        <balance>1483535.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1487050.53000000</valUSD>
        <pctVal>0.629120809427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.41608040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2042</title>
        <cusip>3136A9EC8</cusip>
        <identifiers>
          <isin value="US3136A9EC80"/>
        </identifiers>
        <balance>45994.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45773.10000000</valUSD>
        <pctVal>0.019365051248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 11/15/2041</title>
        <cusip>3137AJKS2</cusip>
        <identifiers>
          <isin value="US3137AJKS29"/>
        </identifiers>
        <balance>399663.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396094.47000000</valUSD>
        <pctVal>0.167574180264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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 (H) 23-85</name>
        <lei>N/A</lei>
        <title>Government National Mortgage Association Floating Rate, Due 06/20/2053</title>
        <cusip>38384BPY1</cusip>
        <identifiers>
          <isin value="US38384BPY10"/>
        </identifiers>
        <balance>95353.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95580.32000000</valUSD>
        <pctVal>0.040436802294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.52139120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2062</title>
        <cusip>38375BXV9</cusip>
        <identifiers>
          <isin value="US38375BXV97"/>
        </identifiers>
        <balance>113388.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113285.50000000</valUSD>
        <pctVal>0.047927265428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2062-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25571120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2059</title>
        <cusip>3136B5D77</cusip>
        <identifiers>
          <isin value="US3136B5D770"/>
        </identifiers>
        <balance>653230.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634868.54000000</valUSD>
        <pctVal>0.268591417512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2059-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2054</title>
        <cusip>3136BTA94</cusip>
        <identifiers>
          <isin value="US3136BTA945"/>
        </identifiers>
        <balance>331975.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336176.89000000</valUSD>
        <pctVal>0.142225077682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2054-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.01608160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2046</title>
        <cusip>3136ATNE0</cusip>
        <identifiers>
          <isin value="US3136ATNE05"/>
        </identifiers>
        <balance>335088.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332858.35000000</valUSD>
        <pctVal>0.140821115592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2035</title>
        <cusip>31394DR28</cusip>
        <identifiers>
          <isin value="US31394DR289"/>
        </identifiers>
        <balance>180531.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179324.64000000</valUSD>
        <pctVal>0.075866193105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.07055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 05/20/2041</title>
        <cusip>38379E2W1</cusip>
        <identifiers>
          <isin value="US38379E2W15"/>
        </identifiers>
        <balance>113770.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111843.54000000</valUSD>
        <pctVal>0.047317220897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.72900040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2036</title>
        <cusip>31397AT78</cusip>
        <identifiers>
          <isin value="US31397AT789"/>
        </identifiers>
        <balance>166933.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165773.73000000</valUSD>
        <pctVal>0.070133261173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2053</title>
        <cusip>3136B5E27</cusip>
        <identifiers>
          <isin value="US3136B5E273"/>
        </identifiers>
        <balance>3418452.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3403890.08000000</valUSD>
        <pctVal>1.440070824178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2049</title>
        <cusip>3136B7WQ0</cusip>
        <identifiers>
          <isin value="US3136B7WQ09"/>
        </identifiers>
        <balance>109953.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108493.91000000</valUSD>
        <pctVal>0.045900105679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/16/2041</title>
        <cusip>38377YXG0</cusip>
        <identifiers>
          <isin value="US38377YXG06"/>
        </identifiers>
        <balance>1699018.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680997.40000000</valUSD>
        <pctVal>0.711173173741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21963920</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2040</title>
        <cusip>31398RXN0</cusip>
        <identifiers>
          <isin value="US31398RXN06"/>
        </identifiers>
        <balance>59705.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59862.89000000</valUSD>
        <pctVal>0.025325965091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46055840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2046</title>
        <cusip>3137FQLE1</cusip>
        <identifiers>
          <isin value="US3137FQLE12"/>
        </identifiers>
        <balance>493420.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487307.81000000</valUSD>
        <pctVal>0.206163460946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.20681960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/25/2055</title>
        <cusip>3137HMSJ0</cusip>
        <identifiers>
          <isin value="US3137HMSJ04"/>
        </identifiers>
        <balance>410443.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>414381.45000000</valUSD>
        <pctVal>0.175310783309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 10/20/2065</title>
        <cusip>38376RKA3</cusip>
        <identifiers>
          <isin value="US38376RKA31"/>
        </identifiers>
        <balance>104271.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104178.91000000</valUSD>
        <pctVal>0.044074575047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25571120</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2048</title>
        <cusip>3137FKBB1</cusip>
        <identifiers>
          <isin value="US3137FKBB13"/>
        </identifiers>
        <balance>565069.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554665.68000000</valUSD>
        <pctVal>0.234660298707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2062</title>
        <cusip>38375BSK9</cusip>
        <identifiers>
          <isin value="US38375BSK97"/>
        </identifiers>
        <balance>58118.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58211.40000000</valUSD>
        <pctVal>0.024627275500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2062-02-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.43570940</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2037</title>
        <cusip>38375JEJ0</cusip>
        <identifiers>
          <isin value="US38375JEJ07"/>
        </identifiers>
        <balance>161745.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161619.90000000</valUSD>
        <pctVal>0.068375916121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08408840</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2043</title>
        <cusip>3136AGFY3</cusip>
        <identifiers>
          <isin value="US3136AGFY30"/>
        </identifiers>
        <balance>260232.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258321.77000000</valUSD>
        <pctVal>0.109287208306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28055840</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 09/15/2044</title>
        <cusip>3137BEBR4</cusip>
        <identifiers>
          <isin value="US3137BEBR41"/>
        </identifiers>
        <balance>5484664.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5394717.43000000</valUSD>
        <pctVal>2.282322575947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13987040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 08/15/2048</title>
        <cusip>3137HBGQ1</cusip>
        <identifiers>
          <isin value="US3137HBGQ10"/>
        </identifiers>
        <balance>229300.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231173.04000000</valUSD>
        <pctVal>0.097801498408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.59234000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2050</title>
        <cusip>3136B72K6</cusip>
        <identifiers>
          <isin value="US3136B72K66"/>
        </identifiers>
        <balance>1196557.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1180860.83000000</valUSD>
        <pctVal>0.499582298115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23056160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 02/25/2038</title>
        <cusip>31396YHB1</cusip>
        <identifiers>
          <isin value="US31396YHB11"/>
        </identifiers>
        <balance>179373.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>178793.94000000</valUSD>
        <pctVal>0.075641671876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2043</title>
        <cusip>3136ACD99</cusip>
        <identifiers>
          <isin value="US3136ACD996"/>
        </identifiers>
        <balance>367584.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361581.78000000</valUSD>
        <pctVal>0.152973027828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 12/15/2043</title>
        <cusip>3137B6VQ1</cusip>
        <identifiers>
          <isin value="US3137B6VQ17"/>
        </identifiers>
        <balance>104978.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103815.75000000</valUSD>
        <pctVal>0.043920934328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 02/15/2040</title>
        <cusip>31398WQL1</cusip>
        <identifiers>
          <isin value="US31398WQL18"/>
        </identifiers>
        <balance>116087.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>116526.44000000</valUSD>
        <pctVal>0.049298397582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48986960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2032</title>
        <cusip>31339N3B0</cusip>
        <identifiers>
          <isin value="US31339N3B03"/>
        </identifiers>
        <balance>46289.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46747.03000000</valUSD>
        <pctVal>0.019777088107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.71987000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2061</title>
        <cusip>38375BLH3</cusip>
        <identifiers>
          <isin value="US38375BLH32"/>
        </identifiers>
        <balance>134631.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134322.15000000</valUSD>
        <pctVal>0.056827160898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-02-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.33570836</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2047</title>
        <cusip>38376MEA1</cusip>
        <identifiers>
          <isin value="US38376MEA18"/>
        </identifiers>
        <balance>126377.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122837.30000000</valUSD>
        <pctVal>0.051968309109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06118160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2052</title>
        <cusip>38383LPG9</cusip>
        <identifiers>
          <isin value="US38383LPG94"/>
        </identifiers>
        <balance>316596.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>320340.18000000</valUSD>
        <pctVal>0.135525101042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.87139040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2054</title>
        <cusip>38384MZA8</cusip>
        <identifiers>
          <isin value="US38384MZA88"/>
        </identifiers>
        <balance>139128.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140339.22000000</valUSD>
        <pctVal>0.059372779807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.87139040</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 09/20/2043</title>
        <cusip>38378WU50</cusip>
        <identifiers>
          <isin value="US38378WU503"/>
        </identifiers>
        <balance>2051435.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026088.78000000</valUSD>
        <pctVal>0.857169670788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13408880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 10/25/2035</title>
        <cusip>31394FVK8</cusip>
        <identifiers>
          <isin value="US31394FVK82"/>
        </identifiers>
        <balance>111246.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110526.42000000</valUSD>
        <pctVal>0.046759991950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2050</title>
        <cusip>38382DZL6</cusip>
        <identifiers>
          <isin value="US38382DZL62"/>
        </identifiers>
        <balance>1417245.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1391090.03000000</valUSD>
        <pctVal>0.588523165826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/25/2055</title>
        <cusip>3137HJ2H9</cusip>
        <identifiers>
          <isin value="US3137HJ2H99"/>
        </identifiers>
        <balance>201688.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203532.08000000</valUSD>
        <pctVal>0.086107542636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76607960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 01/25/2055</title>
        <cusip>3136BUEQ9</cusip>
        <identifiers>
          <isin value="US3136BUEQ99"/>
        </identifiers>
        <balance>266603.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267445.88000000</valUSD>
        <pctVal>0.113147310807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66607880</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 11/25/2049</title>
        <cusip>3136B64V2</cusip>
        <identifiers>
          <isin value="US3136B64V22"/>
        </identifiers>
        <balance>167614.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165199.35000000</valUSD>
        <pctVal>0.069890260412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2046</title>
        <cusip>38379VU28</cusip>
        <identifiers>
          <isin value="US38379VU289"/>
        </identifiers>
        <balance>2776182.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2732473.97000000</valUSD>
        <pctVal>1.156017365291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 11/15/2044</title>
        <cusip>3132J0FK8</cusip>
        <identifiers>
          <isin value="US3132J0FK88"/>
        </identifiers>
        <balance>1907873.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1882144.86000000</valUSD>
        <pctVal>0.796271864267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac Strips Floating Rate, Due 07/15/2036</title>
        <cusip>3128HVRY7</cusip>
        <identifiers>
          <isin value="US3128HVRY71"/>
        </identifiers>
        <balance>108883.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108028.07000000</valUSD>
        <pctVal>0.045703024522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08987000</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 02/20/2042</title>
        <cusip>38378WNB5</cusip>
        <identifiers>
          <isin value="US38378WNB53"/>
        </identifiers>
        <balance>173768.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>172251.60000000</valUSD>
        <pctVal>0.072873828986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08408840</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 03/20/2072</title>
        <cusip>38382YQH9</cusip>
        <identifiers>
          <isin value="US38382YQH98"/>
        </identifiers>
        <balance>72907.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72996.36000000</valUSD>
        <pctVal>0.030882292270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.37139000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2037</title>
        <cusip>31398RSW6</cusip>
        <identifiers>
          <isin value="US31398RSW69"/>
        </identifiers>
        <balance>120947.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120642.95000000</valUSD>
        <pctVal>0.051039953804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.29055920</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2043</title>
        <cusip>3137AXWR0</cusip>
        <identifiers>
          <isin value="US3137AXWR02"/>
        </identifiers>
        <balance>435779.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433911.76000000</valUSD>
        <pctVal>0.183573397247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 08/25/2048</title>
        <cusip>3136B2TP7</cusip>
        <identifiers>
          <isin value="US3136B2TP75"/>
        </identifiers>
        <balance>658788.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641118.32000000</valUSD>
        <pctVal>0.271235488155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03056000</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 06/25/2048</title>
        <cusip>3136B2AH5</cusip>
        <identifiers>
          <isin value="US3136B2AH50"/>
        </identifiers>
        <balance>403354.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395092.68000000</valUSD>
        <pctVal>0.167150356780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98055960</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 11/20/2037</title>
        <cusip>38375LU73</cusip>
        <identifiers>
          <isin value="US38375LU734"/>
        </identifiers>
        <balance>127122.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126340.58000000</valUSD>
        <pctVal>0.053450428448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22408880</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 01/20/2038</title>
        <cusip>38375PAF8</cusip>
        <identifiers>
          <isin value="US38375PAF80"/>
        </identifiers>
        <balance>1006918.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005775.57000000</valUSD>
        <pctVal>0.425509643374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23408960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 01/15/2041</title>
        <cusip>3137AMAA5</cusip>
        <identifiers>
          <isin value="US3137AMAA59"/>
        </identifiers>
        <balance>194775.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193271.64000000</valUSD>
        <pctVal>0.081766697326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 07/25/2049</title>
        <cusip>3136B45C8</cusip>
        <identifiers>
          <isin value="US3136B45C86"/>
        </identifiers>
        <balance>558651.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550147.00000000</valUSD>
        <pctVal>0.232748597953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 12/25/2046</title>
        <cusip>3136AURK9</cusip>
        <identifiers>
          <isin value="US3136AURK91"/>
        </identifiers>
        <balance>43141.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42882.94000000</valUSD>
        <pctVal>0.018142322254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13056080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2037</title>
        <cusip>31397FT69</cusip>
        <identifiers>
          <isin value="US31397FT697"/>
        </identifiers>
        <balance>443617.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438978.87000000</valUSD>
        <pctVal>0.185717120194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05987120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 05/25/2050</title>
        <cusip>3136B9UC9</cusip>
        <identifiers>
          <isin value="US3136B9UC96"/>
        </identifiers>
        <balance>880182.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863895.17000000</valUSD>
        <pctVal>0.365484842408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18056120</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 07/16/2041</title>
        <cusip>38378AEP2</cusip>
        <identifiers>
          <isin value="US38378AEP21"/>
        </identifiers>
        <balance>196759.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193948.03000000</valUSD>
        <pctVal>0.082052855070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06964160</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 03/25/2032</title>
        <cusip>31392B4U7</cusip>
        <identifiers>
          <isin value="US31392B4U78"/>
        </identifiers>
        <balance>23338.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23439.85000000</valUSD>
        <pctVal>0.009916608149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63056120</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 09/25/2036</title>
        <cusip>31396KE99</cusip>
        <identifiers>
          <isin value="US31396KE998"/>
        </identifiers>
        <balance>88877.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88421.76000000</valUSD>
        <pctVal>0.037408257554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19055840</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>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 05/15/2049</title>
        <cusip>3137FLVL5</cusip>
        <identifiers>
          <isin value="US3137FLVL57"/>
        </identifiers>
        <balance>3476137.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3424891.19000000</valUSD>
        <pctVal>1.448955683875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18987080</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 03/15/2033</title>
        <cusip>31396CPF1</cusip>
        <identifiers>
          <isin value="US31396CPF13"/>
        </identifiers>
        <balance>44693.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44562.78000000</valUSD>
        <pctVal>0.018853005771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10987160</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>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Floating Rate, Due 04/20/2052</title>
        <cusip>38383PR86</cusip>
        <identifiers>
          <isin value="US38383PR867"/>
        </identifiers>
        <balance>1708427.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1634568.26000000</valUSD>
        <pctVal>0.691530574146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.32138960</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>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Freddie Mac REMICS Floating Rate, Due 10/15/2040</title>
        <cusip>3137GAPP6</cusip>
        <identifiers>
          <isin value="US3137GAPP61"/>
        </identifiers>
        <balance>79276.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78609.54000000</valUSD>
        <pctVal>0.033257038974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>N/A</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21986960</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS Floating Rate, Due 04/25/2043</title>
        <cusip>3136ADWH8</cusip>
        <identifiers>
          <isin value="US3136ADWH82"/>
        </identifiers>
        <balance>550585.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541896.25000000</valUSD>
        <pctVal>0.229257984545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        
        <isRestrictedSec>N</isRestrictedSec>
        
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08056040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2026-07-31</ncom:dateSigned>
      <ncom:nameOfApplicant>Valued Advisers Trust</ncom:nameOfApplicant>
      <ncom:signature>Zachary Richmond</ncom:signature>
      <ncom:signerName>Zachary Richmond</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
