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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
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            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>90SOFR</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI25WW32-90SOFR"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-09-17</expDate>
            <notionalAmt>-310053225.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1563374.960000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3 MONTH SOFR FUT  MAR24 XCME 20240618</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRH4"/>
        </identifiers>
        <balance>-2417.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5644652.540000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>90SOFR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI21YMS8-90SOFR"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2024-06-18</expDate>
            <notionalAmt>-571756456.250000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5644652.540000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3 MONTH SOFR FUT  SEP24 XCME 20241217</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRU4"/>
        </identifiers>
        <balance>-3864.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10274268.930000</valUSD>
        <pctVal>0.1249419</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>90SOFR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI22MDC8-90SOFR"/>
                </identifiers>
              </otherRefInst>
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            <expDate>2024-12-17</expDate>
            <notionalAmt>-918593550.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10274268.930000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3 MONTH SOFR FUT  SEP25 XCME 20251216</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRU5"/>
        </identifiers>
        <balance>84.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-44898.420000</valUSD>
        <pctVal>-0.0005460</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>90SOFR</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI275KX6-90SOFR"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2025-12-16</expDate>
            <notionalAmt>20157375.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-44898.420000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3 MONTH SOFR OPT  DEC23P 96.75 EXP 12/15/2023</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="SFRZ3P"/>
        </identifiers>
        <balance>-209.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1152106.230000</valUSD>
        <pctVal>-0.0140104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
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                    <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
                    <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
                  </counterparties>
                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                    <cusip>000000000</cusip>
                    <identifiers>
                      <other otherDesc="Internal ID" value="SFRZ30008"/>
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                    <balance>0.000000</balance>
                    <units>NC</units>
                    <curCd>USD</curCd>
                    <valUSD>0.000000</valUSD>
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                    <assetCat>DIR</assetCat>
                    <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
                    <invCountry>US</invCountry>
                  </derivAddlInfo>
                  <payOffProf>N/A</payOffProf>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
                      <issueTitle>FIN FUT SOFR 90DAY CME (WHT) 03/19/24</issueTitle>
                      <identifiers>
                        <other otherDesc="Internal ID" value="SFRZ30008"/>
                      </identifiers>
                    </otherRefInst>
                  </descRefInstrmnt>
                  <expDate>2024-03-20</expDate>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
                </futrDeriv>
              </nestedDerivInfo>
            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>96.750000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2023-12-15</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-944914.880000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317U003O7 PIMCO SWAPTION 3.5 PUT USD 20240228</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="OP001JJC1"/>
        </identifiers>
        <balance>122500000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7571467.750000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <nestedDerivInfo>
                <swapDeriv derivCat="SWP">
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                  </derivAddlInfo>
                  <descRefInstrmnt>
                    <otherRefInst>
                      <issuerName>N/A</issuerName>
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                    </otherRefInst>
                  </descRefInstrmnt>
                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="United States SOFR Secured Overnight Financing Rate" floatingRtSpread="0.000000" pmntAmt="0.000000">
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                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
            <exercisePrice>3.500000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2024-02-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>6579217.750000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317U043O9 PIMCO SWAPTION 3.5 PUT USD 20240304</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="OP001JNC6"/>
        </identifiers>
        <balance>122500000.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7577396.750000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <putOrCall>Put</putOrCall>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                  <descRefInstrmnt>
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                      <issuerName>N/A</issuerName>
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                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="United States SOFR Secured Overnight Financing Rate" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>6683146.750000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
                    <lei>N/A</lei>
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                      <issuerName>N/A</issuerName>
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                  <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="United States SOFR Secured Overnight Financing Rate" floatingRtSpread="0.000000" pmntAmt="0.000000">
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-92590.750000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317U1QHA4 PIMCO SWAPTION 2.655 CALL USD 202312</title>
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        <valUSD>16553.160000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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                  <derivAddlInfo>
                    <name>N/A</name>
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                    <invCountry>US</invCountry>
                  </derivAddlInfo>
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                      <issuerName>N/A</issuerName>
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                  </descRefInstrmnt>
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                  <rcptCurCd>USD</rcptCurCd>
                  <notionalAmt>N/A</notionalAmt>
                  <curCd>USD</curCd>
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            </descRefInstrmnt>
            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-27049.840000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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                  <derivAddlInfo>
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            <delta>XXXX</delta>
            <unrealizedAppr>3618825.000000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="OP00278B0"/>
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        <fairValLevel>2</fairValLevel>
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        </derivativeInfo>
        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>DEUTSCHE BANK AKTIENGESELLSCHAFT</counterpartyName>
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            <delta>XXXX</delta>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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            <delta>XXXX</delta>
            <unrealizedAppr>-8218.810000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>Goldman Sachs Bank USA</counterpartyName>
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            <delta>XXXX</delta>
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      </invstOrSec>
      <invstOrSec>
        <name>AVON FINANCE 4A</name>
        <lei>N/A</lei>
        <title>AVON FINANCE AVON 4A A 144A</title>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>N/A</name>
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            <unrealizedAppr>121647.120000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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            <unrealizedAppr>-2260268.100000</unrealizedAppr>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="OP002PLR0"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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                  <derivAddlInfo>
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                      <issuerName>N/A</issuerName>
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        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>NOMURA GLOBAL FINANCIAL PRODUCTS INC.</counterpartyName>
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                  <derivAddlInfo>
                    <name>N/A</name>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>302374.800000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="SWO">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <delta>XXXX</delta>
            <unrealizedAppr>-1133250.750000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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            <delta>XXXX</delta>
            <unrealizedAppr>-302748.400000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <balance>61900000.000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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        <name>N/A</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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      </invstOrSec>
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        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX</name>
        <lei>N/A</lei>
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        <cusip>05493LAJ5</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A</title>
        <cusip>05493LAL0</cusip>
        <identifiers>
          <isin value="US05493LAL09"/>
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        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4181046.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.19748</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA ALT LOAN TRUST 2006-5</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 2A5</title>
        <cusip>05950BBB9</cusip>
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          <isin value="US05950BBB99"/>
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        <balance>1278417.570000</balance>
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        <curCd>USD</curCd>
        <valUSD>897103.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA ALT LOAN TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 3A1</title>
        <cusip>059475AQ6</cusip>
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          <isin value="US059475AQ69"/>
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        <balance>314873.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20226.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.2058</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA ALT LOAN TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA ALTERNATIVE LO BOAA 2007 2 3A2</title>
        <cusip>059475AS2</cusip>
        <identifiers>
          <isin value="US059475AS26"/>
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        <balance>292847.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216331.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7942</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA COMM MTGE INC 2006-4</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA COMMERCIAL MOR BACM 2006 4 C</title>
        <cusip>05950WAM0</cusip>
        <identifiers>
          <isin value="US05950WAM01"/>
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        <balance>789122.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781823.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.754</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA FUND CORP 2006-5</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING CORPOR BAFC 2006 5 2A12</title>
        <cusip>05950NBC1</cusip>
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          <isin value="US05950NBC11"/>
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        <curCd>USD</curCd>
        <valUSD>12061.000000</valUSD>
        <pctVal>0.0001467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IRS EUR -0.15000 03/18/20-10Y LCH</title>
        <cusip>000000000</cusip>
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          <isin value="EZ9VJ2ZM94X0"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <name>BANC OF AMERICA FUNDING CORP 2006-A</name>
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        <name>BANC OF AMERICA FUNDING CORP 2006-J</name>
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        <name>BANC OF AMERICA FUNDING TRUST 2014-R2</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO MERCANTILE EXCHANGE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFR USD SOFR/3.45250 03/08/23-10Y LCH</title>
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        <derivativeInfo>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>LONDON CLEARING HOUSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANCO LA HIPOTECARIA SA 2016-1A</name>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RFRF USD SF+26.161/1.75 12/15/21-10Y LCH</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>31750MIB6 OTC EPUT FN 4.0 OCT23 90.5 PUT</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>3175517K9 OTC EPUT FN 5.0 OCT23 95.21875 PUT</title>
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            <putOrCall>Put</putOrCall>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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            <putOrCall>Call</putOrCall>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>131061.550000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317595ND4 OTC EPUT FN 5.5 NOV23 95.953125 PUT</title>
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          <other otherDesc="Internal ID" value="AEIH17734"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>J.P. MORGAN SECURITIES LLC</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <descRefInstrmnt>
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                <issuerName>UMBS PASS THRU POOLS</issuerName>
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            <shareNo>N/A</shareNo>
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            <expDt>2023-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>84118.820000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317595RJ7 OTC EPUT FN 5.0 OCT23 95.4375 PUT</title>
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          <other otherDesc="Internal ID" value="AEIH08337"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CITIGROUP INC.</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                <issuerName>UMBS PASS THRU POOLS</issuerName>
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            <shareNo>N/A</shareNo>
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            <delta>XXXX</delta>
            <unrealizedAppr>-116184.410000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317595XE1 OTC EPUT FN 5.0 NOV23 94.59375 PUT</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="AEIH11893"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
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                <issuerName>UMBS PASS THRU POOLS</issuerName>
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            <expDt>2023-11-06</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>300610.700000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>317596DG6 OTC EPUT FN 4.0 OCT23 91.054688 PUT</title>
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          <other otherDesc="Internal ID" value="AEIH19722"/>
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        <curCd>USD</curCd>
        <valUSD>-302689.500000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>BOFA SECURITIES, INC.</counterpartyName>
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            <putOrCall>Put</putOrCall>
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            <expDt>2023-10-05</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-241752.000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="TYZ3"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)DEC23 XCBT 20231219</title>
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        <identifiers>
          <ticker value="TYZ3"/>
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        <balance>-640.000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <payOffProf>Short</payOffProf>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) DEC23 XCBT 20231229</title>
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        <identifiers>
          <ticker value="FVZ3"/>
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        <balance>100.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-84897.600000</valUSD>
        <pctVal>-0.0010324</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI2FFB72-UNITED STATES GOVT"/>
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              </otherRefInst>
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            <expDate>2023-12-29</expDate>
            <notionalAmt>10532421.900000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-84897.600000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) DEC23 XCBT 20231229</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FVZ3"/>
        </identifiers>
        <balance>-101.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>119506.840000</valUSD>
        <pctVal>0.0014533</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
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                  <other otherDesc="Internal ID" value="ADI2FFB72-UNITED STATES GOVT"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-29</expDate>
            <notionalAmt>-10637746.120000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>119506.840000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT DEC23 XCBT 20231219</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="WNZ3"/>
        </identifiers>
        <balance>-101.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>766154.550000</valUSD>
        <pctVal>0.0093169</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>UNITED STATES GOVT</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI2GYZY5-UNITED STATES GOVT"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-12-19</expDate>
            <notionalAmt>-12014265.630000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>766154.550000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECS-2006-B</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1</title>
        <cusip>05950TAC9</cusip>
        <identifiers>
          <isin value="US05950TAC99"/>
        </identifiers>
        <balance>53523.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46966.090000</valUSD>
        <pctVal>0.0005711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18156</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECURITIES 2004-4</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 D 2A2</title>
        <cusip>05949ADG2</cusip>
        <identifiers>
          <isin value="US05949ADG22"/>
        </identifiers>
        <balance>19808.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17948.340000</valUSD>
        <pctVal>0.0002183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66324</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECURITIES 2004-E</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2004 E 3A1</title>
        <cusip>05949AHG8</cusip>
        <identifiers>
          <isin value="US05949AHG85"/>
        </identifiers>
        <balance>33077.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30944.920000</valUSD>
        <pctVal>0.0003763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.93832</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA MTGE SECURITIES 2005-C</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 C 2A1</title>
        <cusip>05949AY79</cusip>
        <identifiers>
          <isin value="US05949AY797"/>
        </identifiers>
        <balance>1130923.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1089944.210000</valUSD>
        <pctVal>0.0132544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43494</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARINGS CLO LTD 2021-III</name>
        <lei>N/A</lei>
        <title>BABSON CLO LTD BABSN 2021 3A A 144A</title>
        <cusip>06762TAA9</cusip>
        <identifiers>
          <isin value="US06762TAA97"/>
        </identifiers>
        <balance>12300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12244696.860000</valUSD>
        <pctVal>0.1489036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.7215</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW FINANCIAL ASSET TR 2007-SR1A</name>
        <lei>N/A</lei>
        <title>BAYVIEW FINANCIAL ASSET TRUST BFAT 2007 SR1A A 144A</title>
        <cusip>07325QAA3</cusip>
        <identifiers>
          <isin value="US07325QAA31"/>
        </identifiers>
        <balance>3692283.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3540071.240000</valUSD>
        <pctVal>0.0430496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8842</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV6</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUN BVINV 2021 6 AF 144A</title>
        <cusip>07335UAU8</cusip>
        <identifiers>
          <isin value="US07335UAU88"/>
        </identifiers>
        <balance>1242348.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1136272.340000</valUSD>
        <pctVal>0.0138178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST 2018-CBM</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM B 144A</title>
        <cusip>05549RAC1</cusip>
        <identifiers>
          <isin value="US05549RAC16"/>
        </identifiers>
        <balance>3300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3142924.950000</valUSD>
        <pctVal>0.0382200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.82111</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST 2018-CBM</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM C 144A</title>
        <cusip>05549RAE7</cusip>
        <identifiers>
          <isin value="US05549RAE71"/>
        </identifiers>
        <balance>7000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6584652.200000</valUSD>
        <pctVal>0.0800737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.52111</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST 2018-CBM</name>
        <lei>N/A</lei>
        <title>BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM D 144A</title>
        <cusip>05549RAG2</cusip>
        <identifiers>
          <isin value="US05549RAG20"/>
        </identifiers>
        <balance>10600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9866340.080000</valUSD>
        <pctVal>0.1199812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.02111</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCAP LLC TRUST 2007-AA2</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2007 AA2 2A12</title>
        <cusip>05530NBA4</cusip>
        <identifiers>
          <isin value="US05530NBA46"/>
        </identifiers>
        <balance>1028087.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450157.740000</valUSD>
        <pctVal>0.0054742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCAP LLC TRUST 2011-R11</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2011 R11 32A7 144A</title>
        <cusip>05533FLT6</cusip>
        <identifiers>
          <isin value="US05533FLT65"/>
        </identifiers>
        <balance>3028763.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2718472.490000</valUSD>
        <pctVal>0.0330584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.3859</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCAP LLC TRUST 2012-RR11</name>
        <lei>N/A</lei>
        <title>BCAP LLC TRUST BCAP 2012 RR11 1A2 144A</title>
        <cusip>05542AAB7</cusip>
        <identifiers>
          <isin value="US05542AAB70"/>
        </identifiers>
        <balance>2300996.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2016110.790000</valUSD>
        <pctVal>0.0245172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.27558</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCP TRUST 2021-330N</name>
        <lei>N/A</lei>
        <title>BCP TRUST BCP 2021 330N C 144A</title>
        <cusip>05553BAJ4</cusip>
        <identifiers>
          <isin value="US05553BAJ44"/>
        </identifiers>
        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4254106.500000</valUSD>
        <pctVal>0.0517327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.04348</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCP TRUST 2021-330N</name>
        <lei>N/A</lei>
        <title>BCP TRUST BCP 2021 330N D 144A</title>
        <cusip>05553BAL9</cusip>
        <identifiers>
          <isin value="US05553BAL99"/>
        </identifiers>
        <balance>12750000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10200413.100000</valUSD>
        <pctVal>0.1240438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.93948</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  COMM MTGE SEC 2006-T24</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A</title>
        <cusip>07388NAH9</cusip>
        <identifiers>
          <isin value="US07388NAH98"/>
        </identifiers>
        <balance>160308.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150312.760000</valUSD>
        <pctVal>0.0018279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.657</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS  STRUC PROD INC 2007-R6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1</title>
        <cusip>07402FAA3</cusip>
        <identifiers>
          <isin value="US07402FAA30"/>
        </identifiers>
        <balance>1494734.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1089066.190000</valUSD>
        <pctVal>0.0132438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70978</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2006-4</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 4 2A1</title>
        <cusip>073882AC6</cusip>
        <identifiers>
          <isin value="US073882AC63"/>
        </identifiers>
        <balance>160025.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141345.040000</valUSD>
        <pctVal>0.0017188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10435</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2007-2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 2A1</title>
        <cusip>07401EAC3</cusip>
        <identifiers>
          <isin value="US07401EAC30"/>
        </identifiers>
        <balance>299323.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>242300.460000</valUSD>
        <pctVal>0.0029465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2007-2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 2 3A1</title>
        <cusip>07401EAE9</cusip>
        <identifiers>
          <isin value="US07401EAE95"/>
        </identifiers>
        <balance>1670226.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1414722.720000</valUSD>
        <pctVal>0.0172040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJ RATE MTGE TR 2007-4</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 12A1</title>
        <cusip>07401CAD5</cusip>
        <identifiers>
          <isin value="US07401CAD56"/>
        </identifiers>
        <balance>2123154.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1727570.890000</valUSD>
        <pctVal>0.0210084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53999</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 1 2A1</title>
        <cusip>07387AAB1</cusip>
        <identifiers>
          <isin value="US07387AAB17"/>
        </identifiers>
        <balance>131158.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117276.330000</valUSD>
        <pctVal>0.0014262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.24124</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TR 2005-3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 3 2A3</title>
        <cusip>07386HRX1</cusip>
        <identifiers>
          <isin value="US07386HRX16"/>
        </identifiers>
        <balance>10250.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8872.250000</valUSD>
        <pctVal>0.0001079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43621</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-10</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1</title>
        <cusip>07386HYW5</cusip>
        <identifiers>
          <isin value="US07386HYW59"/>
        </identifiers>
        <balance>614731.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548518.600000</valUSD>
        <pctVal>0.0066703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-7</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1</title>
        <cusip>07386HVS7</cusip>
        <identifiers>
          <isin value="US07386HVS74"/>
        </identifiers>
        <balance>1231140.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750978.080000</valUSD>
        <pctVal>0.0091324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.5984</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2005-9</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1</title>
        <cusip>07386HYE5</cusip>
        <identifiers>
          <isin value="US07386HYE51"/>
        </identifiers>
        <balance>558692.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431106.380000</valUSD>
        <pctVal>0.0052425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16162</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-4</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1</title>
        <cusip>073871AA3</cusip>
        <identifiers>
          <isin value="US073871AA35"/>
        </identifiers>
        <balance>4792986.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4137864.390000</valUSD>
        <pctVal>0.0503192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1</title>
        <cusip>07387QAX8</cusip>
        <identifiers>
          <isin value="US07387QAX88"/>
        </identifiers>
        <balance>23782.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21263.000000</valUSD>
        <pctVal>0.0002586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST 2006-R1</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 R1 2E21</title>
        <cusip>073866BN4</cusip>
        <identifiers>
          <isin value="US073866BN44"/>
        </identifiers>
        <balance>5387756.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3704160.060000</valUSD>
        <pctVal>0.0450450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.0272</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TR 2004-3</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A2</title>
        <cusip>07384MR87</cusip>
        <identifiers>
          <isin value="US07384MR877"/>
        </identifiers>
        <balance>35220.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32562.220000</valUSD>
        <pctVal>0.0003960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74882</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 21A4</title>
        <cusip>07387UGS4</cusip>
        <identifiers>
          <isin value="US07387UGS42"/>
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        <balance>3520080.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1471576.950000</valUSD>
        <pctVal>0.0178953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC4</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC4 M2</title>
        <cusip>07384YKJ4</cusip>
        <identifiers>
          <isin value="US07384YKJ46"/>
        </identifiers>
        <balance>105159.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1514.480000</valUSD>
        <pctVal>0.0000184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.7342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE5</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE5 M1</title>
        <cusip>073879CC0</cusip>
        <identifiers>
          <isin value="US073879CC09"/>
        </identifiers>
        <balance>6986761.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6662224.050000</valUSD>
        <pctVal>0.0810170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.2892</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE12</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE12 M4</title>
        <cusip>0738795T1</cusip>
        <identifiers>
          <isin value="US0738795T17"/>
        </identifiers>
        <balance>5093927.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4407541.820000</valUSD>
        <pctVal>0.0535986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.5142</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE6 1A3</title>
        <cusip>07388UAC4</cusip>
        <identifiers>
          <isin value="US07388UAC45"/>
        </identifiers>
        <balance>1750853.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1735943.520000</valUSD>
        <pctVal>0.0211102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9142</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE6 2M1</title>
        <cusip>07388UAR1</cusip>
        <identifiers>
          <isin value="US07388UAR14"/>
        </identifiers>
        <balance>12137974.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10788622.470000</valUSD>
        <pctVal>0.1311968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8842</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A2</title>
        <cusip>07389MAB3</cusip>
        <identifiers>
          <isin value="US07389MAB37"/>
        </identifiers>
        <balance>1343446.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1292870.710000</valUSD>
        <pctVal>0.0157222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M2</title>
        <cusip>07388EAC0</cusip>
        <identifiers>
          <isin value="US07388EAC03"/>
        </identifiers>
        <balance>5053709.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4999096.790000</valUSD>
        <pctVal>0.0607923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.6342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 1A3A</title>
        <cusip>07386UAF9</cusip>
        <identifiers>
          <isin value="US07386UAF93"/>
        </identifiers>
        <balance>16186201.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4120152.180000</valUSD>
        <pctVal>0.0501038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS COMM MTGE SEC 2005-PWR8</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PWR8 F 144A</title>
        <cusip>07383F6U7</cusip>
        <identifiers>
          <isin value="US07383F6U76"/>
        </identifiers>
        <balance>21995.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20605.660000</valUSD>
        <pctVal>0.0002506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.312</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS MORTGAGE FUNDING TRUST2006-AR2</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR2 2A1</title>
        <cusip>07401AAX5</cusip>
        <identifiers>
          <isin value="US07401AAX54"/>
        </identifiers>
        <balance>84926.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72780.370000</valUSD>
        <pctVal>0.0008851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8942</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO XII LTD 2017-12A</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO LT BSP 2017 12A A2R 144A</title>
        <cusip>08179HAG5</cusip>
        <identifiers>
          <isin value="US08179HAG56"/>
        </identifiers>
        <balance>17500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17386587.400000</valUSD>
        <pctVal>0.2114324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.06957</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO XVII LTD</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO LT BSP 2019 17A AR 144A</title>
        <cusip>08182BAL2</cusip>
        <identifiers>
          <isin value="US08182BAL27"/>
        </identifiers>
        <balance>3200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3190136.290000</valUSD>
        <pctVal>0.0387942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.64957</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BGCLO 19A</name>
        <lei>N/A</lei>
        <title>BIRCH GROVE CLO LTD. BGCLO 19A AR 144A</title>
        <cusip>09075JAL3</cusip>
        <identifiers>
          <isin value="US09075JAL35"/>
        </identifiers>
        <balance>31109394.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31024361.730000</valUSD>
        <pctVal>0.3772767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.80104</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP TRUST 2019-BXHP</name>
        <lei>N/A</lei>
        <title>BHP TRUST BHPT 2019 BXHP D 144A</title>
        <cusip>05550TAG4</cusip>
        <identifiers>
          <isin value="US05550TAG40"/>
        </identifiers>
        <balance>7700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7559545.070000</valUSD>
        <pctVal>0.0919291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.15122</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP TRUST 2019-BXHP</name>
        <lei>N/A</lei>
        <title>BHP TRUST BHPT 2019 BXHP E 144A</title>
        <cusip>05550TAJ8</cusip>
        <identifiers>
          <isin value="US05550TAJ88"/>
        </identifiers>
        <balance>4375000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4284983.940000</valUSD>
        <pctVal>0.0521082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.94768</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHR 2018-PRME</name>
        <lei>N/A</lei>
        <title>BRAEMAR HOTELS + RESORTS TRUST BHR 2018 PRME C 144A</title>
        <cusip>10482TAJ1</cusip>
        <identifiers>
          <isin value="US10482TAJ16"/>
        </identifiers>
        <balance>3175000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3058952.480000</valUSD>
        <pctVal>0.0371989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACK DIAMOND CLO 2017-2 DAC</name>
        <lei>N/A</lei>
        <title>BLACK DIAMOND CLO BLACK 2017 2A A1 144A</title>
        <cusip>ACI1XBRF0</cusip>
        <identifiers>
          <isin value="XS1713075973"/>
        </identifiers>
        <balance>2078608.290000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>2182533.210000</valUSD>
        <pctVal>0.0265410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.565</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACKROCK EUROPEAN CLO VII DAC 7A</name>
        <lei>N/A</lei>
        <title>BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A</title>
        <cusip>ACI1W2WD0</cusip>
        <identifiers>
          <isin value="XS2304369759"/>
        </identifiers>
        <balance>6900000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>7173963.960000</valUSD>
        <pctVal>0.0872401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.283</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLUEMOUNTAIN FUJI EUR CLO III DAC 3A</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A</title>
        <cusip>ACI1XNPD1</cusip>
        <identifiers>
          <isin value="XS2341633456"/>
        </identifiers>
        <balance>5664653.430000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>5882018.380000</valUSD>
        <pctVal>0.0715292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.383</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BLUEMOUNTAIN FUJI EUR CLO III DAC 3A</name>
        <lei>N/A</lei>
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        <cusip>ACI1XNNH4</cusip>
        <identifiers>
          <isin value="XS2341634009"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BNC MORTGAGE LOAN TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>BNC MORTGAGE LOAN TRUST BNCMT 2007 1 A5</title>
        <cusip>05569GAE6</cusip>
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          <isin value="US05569GAE61"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BNC MORTGAGE LOAN TRUST 2007-2</name>
        <lei>N/A</lei>
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        <cusip>05569QAD6</cusip>
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          <isin value="US05569QAD60"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BNPP AM EURO CLO 2017 BV 17-1A</name>
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        <identifiers>
          <isin value="XS2060921223"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BSST 2021-1818 MORTGAGE TRUST</name>
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          <isin value="US07403PAG72"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BSST 2021-1818 MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BSST 2021-1818 MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BSST MORTGAGE TRUST BSST 2021 1818 D 144A</title>
        <cusip>07403PAL6</cusip>
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          <isin value="US07403PAL67"/>
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        <balance>32020000.000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.94748</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BWAY MORTGAGE TRUST 2021-1450</name>
        <lei>N/A</lei>
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        <cusip>12430YAJ9</cusip>
        <identifiers>
          <isin value="US12430YAJ91"/>
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        <balance>6000000.000000</balance>
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        <valUSD>5553525.900000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BWAY MORTGAGE TRUST 2021-1450</name>
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        <cusip>12430YAL4</cusip>
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          <isin value="US12430YAL48"/>
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        <balance>7000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6378058.750000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-CIP</name>
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          <isin value="US12434FAA57"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-MC</name>
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          <isin value="US05608GAE98"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-MC</name>
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        <title>BX TRUST BX 2021 MC D 144A</title>
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          <isin value="US05608GAG47"/>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>BX TRUST 2018-BILT 2018-BILT</name>
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          <isin value="US05606JAJ43"/>
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        <name>BX TRUST 2021-BXMF</name>
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          <isin value="US05609RAJ32"/>
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        <name>BX TRUST 2021-BXMF</name>
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        <name>BX TRUST 2022-FOX2</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>C-BASS CBO XV LTD 15A</name>
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          <isin value="US124670AA88"/>
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        <curCd>USD</curCd>
        <valUSD>2791477.950000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-16</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>C-BASS LTD 12A</name>
        <lei>N/A</lei>
        <title>C BASS LTD CBCL 12A A 144A</title>
        <cusip>12498CAA5</cusip>
        <identifiers>
          <isin value="US12498CAA53"/>
        </identifiers>
        <balance>15662100.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>749948.360000</valUSD>
        <pctVal>0.0091199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.01104</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAIRN CLO X BV 18-10A</name>
        <lei>N/A</lei>
        <title>CAIRN CLO BV CRNCL 2018 10A AR 144A</title>
        <cusip>ACI1YFN80</cusip>
        <identifiers>
          <isin value="XS2350603374"/>
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        <balance>4998427.730000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>5187694.200000</valUSD>
        <pctVal>0.0630858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.443</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A</title>
        <cusip>14315LAA2</cusip>
        <identifiers>
          <isin value="US14315LAA26"/>
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        <balance>4552512.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4551583.300000</valUSD>
        <pctVal>0.0553503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.66897</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-2RA</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 2RA A1 144A</title>
        <cusip>14314LAC9</cusip>
        <identifiers>
          <isin value="US14314LAC90"/>
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        <balance>7463917.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7445571.530000</valUSD>
        <pctVal>0.0905431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.67618</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A</title>
        <cusip>ACI1YDTG1</cusip>
        <identifiers>
          <isin value="XS2350015942"/>
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        <balance>6667004.720000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>6914685.160000</valUSD>
        <pctVal>0.0840871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.363</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARRINGTON MTGE LOAN TRUST 2007-RFC1</name>
        <lei>N/A</lei>
        <title>CARRINGTON MORTGAGE LOAN TRUST CARR 2007 RFC1 A4</title>
        <cusip>144526AD2</cusip>
        <identifiers>
          <isin value="US144526AD22"/>
        </identifiers>
        <balance>11809000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9819572.020000</valUSD>
        <pctVal>0.1194125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST 2023-P3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A2 144A</title>
        <cusip>14688GAB0</cusip>
        <identifiers>
          <isin value="US14688GAB05"/>
        </identifiers>
        <balance>5200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5197157.680000</valUSD>
        <pctVal>0.0632009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.09</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST 2023-P3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A</title>
        <cusip>14688GAC8</cusip>
        <identifiers>
          <isin value="US14688GAC87"/>
        </identifiers>
        <balance>5900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5871834.580000</valUSD>
        <pctVal>0.0714054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.82</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST 2023-P3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A4 144A</title>
        <cusip>14688GAD6</cusip>
        <identifiers>
          <isin value="US14688GAD60"/>
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        <balance>4270000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4228034.870000</valUSD>
        <pctVal>0.0514157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.71</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CEDAR FUNDING VII CLO LTD 2018-7A</name>
        <lei>N/A</lei>
        <title>CEDAR FUNDING LTD CEDF 2018 7A A1 144A</title>
        <cusip>15032FAA4</cusip>
        <identifiers>
          <isin value="US15032FAA49"/>
        </identifiers>
        <balance>2465056.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2461582.730000</valUSD>
        <pctVal>0.0299345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.58775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTEX HOME EQUITY 2005-B</name>
        <lei>N/A</lei>
        <title>CENTEX HOME EQUITY CXHE 2005 B M4</title>
        <cusip>152314NE6</cusip>
        <identifiers>
          <isin value="US152314NE66"/>
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        <balance>1652947.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1560441.120000</valUSD>
        <pctVal>0.0189760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.3942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFMT 2021-HB5 LLC</name>
        <lei>N/A</lei>
        <title>CASCADE FUNDING MORTGAGE TRUST CFMT 2021 HB5 M1 144A</title>
        <cusip>12526PAB0</cusip>
        <identifiers>
          <isin value="US12526PAB04"/>
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        <balance>7250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6895372.780000</valUSD>
        <pctVal>0.0838523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.374</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CFMT 2021-HB5 LLC</name>
        <lei>N/A</lei>
        <title>CASCADE FUNDING MORTGAGE TRUST CFMT 2021 HB5 M2 144A</title>
        <cusip>12526PAC8</cusip>
        <identifiers>
          <isin value="US12526PAC86"/>
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        <balance>9000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8446178.700000</valUSD>
        <pctVal>0.1027111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.8469</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORP 2007-A1</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 7A1</title>
        <cusip>161630AU2</cusip>
        <identifiers>
          <isin value="US161630AU28"/>
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        <balance>23333.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22384.440000</valUSD>
        <pctVal>0.0002722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.46204</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASEFLEX TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>CHASEFLEX TRUST CFLX 2007 1 2A1</title>
        <cusip>16165VAD0</cusip>
        <identifiers>
          <isin value="US16165VAD01"/>
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        <balance>4787031.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1306971.700000</valUSD>
        <pctVal>0.0158936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7842</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASEFLEX TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>CHASEFLEX TRUST CFLX 2007 2 A2</title>
        <cusip>16165WAB2</cusip>
        <identifiers>
          <isin value="US16165WAB28"/>
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        <balance>947932.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>897491.440000</valUSD>
        <pctVal>0.0109141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7742</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHASEFLEX TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>CHASEFLEX TRUST CFLX 2007 2 M1</title>
        <cusip>16165WAC0</cusip>
        <identifiers>
          <isin value="US16165WAC01"/>
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        <balance>8700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7119401.400000</valUSD>
        <pctVal>0.0865766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8342</annualizedRt>
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        <name>CIT MTGE LOAN TRUST 2007-1</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST 2009-6 2009-6</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST 2021-J3</name>
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        <name>CITIGROUP MTGE LOAN TR INC 2006-FX1</name>
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        <name>CITIGROUP MTGE LOAN TR INC 2006-NC1</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2006-NC2</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AHL3</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6942</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC1</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC2</name>
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          <isin value="US17311XAB10"/>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-11</name>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TRUST INC 2005-5</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CMLTI 2005-HE4</name>
        <lei>N/A</lei>
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          <isin value="US17307GP773"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC 2017-A</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC 2018-A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC 2021-A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC 2021-B</name>
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        <name>COLLEGE AVE STUDENT LOANS LLC 2021-C</name>
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      <invstOrSec>
        <name>COLOGIX CANADIAN ISSUER LP 2022-1CAN</name>
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        <name>COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR</name>
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      <invstOrSec>
        <name>COLT 2022-5 MORTGAGE LOAN TRUST</name>
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        <name>COLT 2022-5 MORTGAGE LOAN TRUST</name>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1</name>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB</name>
        <lei>N/A</lei>
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          <isin value="US02150ECA91"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-HY3</name>
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        <cusip>02148DAA8</cusip>
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          <isin value="US02148DAA81"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-HY6</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY6 A4</title>
        <cusip>02151JAD3</cusip>
        <identifiers>
          <isin value="US02151JAD37"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9942</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LN TR 2007-OA3</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA3 1A1</title>
        <cusip>02150TAA8</cusip>
        <identifiers>
          <isin value="US02150TAA88"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN 2005-27</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 1A2</title>
        <cusip>12667GL84</cusip>
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          <isin value="US12667GL840"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN 2006-HY10</name>
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        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY10 2A1</title>
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        <identifiers>
          <isin value="US12668BUH40"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN 2006-HY11</name>
        <lei>N/A</lei>
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          <isin value="US021466AA50"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11</name>
        <lei>N/A</lei>
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        <cusip>02147DAB7</cusip>
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          <isin value="US02147DAB73"/>
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        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB</name>
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          <isin value="US02147RAK68"/>
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        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-22CB</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 22CB 1A1</title>
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        <valUSD>10275424.820000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A6</title>
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          <isin value="US12667GTS20"/>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-14T2</name>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET BACKED CERTS 2006-25</name>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-12</name>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-15</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 15 MF4</title>
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        <issuerCat>CORP</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 2 1A</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 2 3A3</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-6</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 M1</title>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-AB2</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-ECC1</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2004-SD1</name>
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        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-11</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-12</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-13</name>
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      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-18</name>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-24</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A</title>
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        <curCd>USD</curCd>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-26</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 26 1A</title>
        <cusip>12668HAA8</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 4 M1</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 4 M2</title>
        <cusip>126670WW4</cusip>
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          <isin value="US126670WW40"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>Y</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 3AV4</title>
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        <identifiers>
          <isin value="US12666RAV24"/>
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        <balance>8520983.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8136430.270000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9142</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-IM1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 IM1 A2</title>
        <cusip>126670SP4</cusip>
        <identifiers>
          <isin value="US126670SP45"/>
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        <balance>202419.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170946.980000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9142</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2006-SD1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 SD1 M1 144A</title>
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        <identifiers>
          <isin value="US126670VP08"/>
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        <balance>2440620.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2377094.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.3792</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 2A3</title>
        <cusip>23245CAD2</cusip>
        <identifiers>
          <isin value="US23245CAD20"/>
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        <balance>401081.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394307.780000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5742</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-12</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1</title>
        <cusip>126697AA9</cusip>
        <identifiers>
          <isin value="US126697AA90"/>
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        <balance>1044227.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>989926.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-12</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 2A3</title>
        <cusip>126697AE1</cusip>
        <identifiers>
          <isin value="US126697AE13"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14126.580000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-5</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 1A</title>
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          <isin value="US12668KAA16"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-5</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3</title>
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          <isin value="US12668KAD54"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-6</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 2A3</title>
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          <isin value="US12669LAD29"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERT 2007-9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 2A4</title>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 2A4</title>
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          <isin value="US232422AE52"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE ASSET-BACKED CERTS 2005-BC5</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE ASSET BACKED CERTI CWL 2005 BC5 M4</title>
        <cusip>126670NH7</cusip>
        <identifiers>
          <isin value="US126670NH73"/>
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        <curCd>USD</curCd>
        <valUSD>6995213.440000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.5142</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME EQUITY LOAN TR 2006-B</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME EQUITY LOAN T CWHEL 2006 B 1A</title>
        <cusip>126685CX2</cusip>
        <identifiers>
          <isin value="US126685CX20"/>
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        <balance>892944.380000</balance>
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        <curCd>USD</curCd>
        <valUSD>876410.620000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.62668</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5</title>
        <cusip>12669GFK2</cusip>
        <identifiers>
          <isin value="US12669GFK22"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166241.570000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2003-R4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A</title>
        <cusip>12669FFS7</cusip>
        <identifiers>
          <isin value="US12669FFS74"/>
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        <balance>2827224.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2299602.210000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38812</annualizedRt>
          <isDefault>Y</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2004-25</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1</title>
        <cusip>12669GJY8</cusip>
        <identifiers>
          <isin value="US12669GJY89"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287179.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2004-J4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2004 J4 1A1</title>
        <cusip>12669FUM3</cusip>
        <identifiers>
          <isin value="US12669FUM30"/>
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        <balance>194467.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167224.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-31</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 31 2A3</title>
        <cusip>126694UN6</cusip>
        <identifiers>
          <isin value="US126694UN60"/>
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        <balance>41973.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34748.770000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>Y</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-31</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 31 4A1</title>
        <cusip>126694US5</cusip>
        <identifiers>
          <isin value="US126694US57"/>
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        <balance>941419.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>854119.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.89188</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2005-R2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2005 R2 2A2 144A</title>
        <cusip>12669GP21</cusip>
        <identifiers>
          <isin value="US12669GP219"/>
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        <balance>249660.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245195.940000</valUSD>
        <pctVal>0.0029817</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-15</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 15 1A16</title>
        <cusip>17025TAR2</cusip>
        <identifiers>
          <isin value="US17025TAR23"/>
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        <balance>66888.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39966.460000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-17</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 17 2A1</title>
        <cusip>12544KAF0</cusip>
        <identifiers>
          <isin value="US12544KAF03"/>
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        <balance>10121860.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3234465.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-18</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 18 2A1</title>
        <cusip>12544JAE6</cusip>
        <identifiers>
          <isin value="US12544JAE64"/>
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        <balance>4055390.070000</balance>
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        <curCd>USD</curCd>
        <valUSD>1418665.880000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-4</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 4 1A2</title>
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          <isin value="US12544RAB42"/>
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        <curCd>USD</curCd>
        <valUSD>9253.510000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-7</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 7 A3</title>
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          <isin value="US12544TAC80"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-8</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 8 1A16</title>
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          <isin value="US12545AAR59"/>
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        <curCd>USD</curCd>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-9</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 9 A13</title>
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          <isin value="US12544XAX30"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-HY7</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1</title>
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        <identifiers>
          <isin value="US12544HAY62"/>
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        <balance>1000285.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909838.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-HYB1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 3A1</title>
        <cusip>22239EAG1</cusip>
        <identifiers>
          <isin value="US22239EAG17"/>
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        <balance>288960.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254132.690000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22273</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS 2007-HYB2</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1</title>
        <cusip>125438AB7</cusip>
        <identifiers>
          <isin value="US125438AB79"/>
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        <balance>450014.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387043.980000</valUSD>
        <pctVal>0.0047067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74468</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST 2019-B</name>
        <lei>N/A</lei>
        <title>CPS AUTO TRUST CPS 2019 B E 144A</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT BASED ASSET SRVC &amp; SEC 2006-CB9</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT BASED ASSET SRVC &amp; SEC 2007-CB6</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2006-CF1</name>
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          <isin value="US225470UA99"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-4R</name>
        <lei>N/A</lei>
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          <isin value="US12639QAA40"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2007-C2</name>
        <lei>N/A</lei>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAP CERT 2009-16R</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-6R</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US12597FAC41"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2020-RPL3</name>
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        <name>CREDIT SUISSE MORTGAGE TRUST 2013-MH1</name>
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        <name>CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB8</name>
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        <name>CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2006-CB4</name>
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        <name>CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2006-CB4</name>
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        <name>CROSS 2023-H1 MORTGAGE TRUST</name>
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        <name>CRSNT TRUST 2021-MOON</name>
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      <invstOrSec>
        <name>CRSNT TRUST 2021-MOON</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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        <name>CRSNT TRUST 2021-MOON</name>
        <lei>N/A</lei>
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          <isin value="US22877LAF40"/>
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        <curCd>USD</curCd>
        <valUSD>15096691.900000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CSAB MORTGAGE BACKED TR 2006-3</name>
        <lei>N/A</lei>
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        <cusip>12628KAA0</cusip>
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          <isin value="US12628KAA07"/>
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        <balance>59835.160000</balance>
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        <curCd>USD</curCd>
        <valUSD>9086.640000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>6.5</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2020-RPL5 TRUST</name>
        <lei>N/A</lei>
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          <isin value="US12597XAC56"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-ADV TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A</title>
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          <isin value="US12660WAG06"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-ADV TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV C 144A</title>
        <cusip>12660WAJ4</cusip>
        <identifiers>
          <isin value="US12660WAJ45"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-ADV TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV D 144A</title>
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          <isin value="US12660WAL90"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.34748</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-INV1 TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A3 144A</title>
        <cusip>12661XAC6</cusip>
        <identifiers>
          <isin value="US12661XAC65"/>
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        <balance>2108231.120000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-INV2 TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV2 A3 144A</title>
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          <isin value="US12659TAC99"/>
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        <balance>6636994.050000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-NQM5</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 NQM5 A1 144A</title>
        <cusip>22946DAA0</cusip>
        <identifiers>
          <isin value="US22946DAA00"/>
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        <balance>1186207.280000</balance>
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        <curCd>USD</curCd>
        <valUSD>902215.500000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.938</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2021-RPL7 TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A</title>
        <cusip>12598JAC5</cusip>
        <identifiers>
          <isin value="US12598JAC53"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST 2021-RPL4</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A</title>
        <cusip>12662GAC2</cusip>
        <identifiers>
          <isin value="US12662GAC24"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSMCM TRUST 2018-SP2</name>
        <lei>N/A</lei>
        <title>CSMCM TRUST CERTIFICATES CSMCM 2018 SP2 CERT 144A</title>
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          <isin value="US12638SAA15"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CVC CORDATUS LOAN FUND V LTD 5A</name>
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          <isin value="XS2066217295"/>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CVC CORDATUS LOAN FUND XI DAC 21-1</name>
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          <isin value="XS2310127027"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>DBGS MORTGAGE TRUST 2018-5BP</name>
        <lei>N/A</lei>
        <title>DBGS MORTGAGE TRUST DBGS 2018 5BP D 144A</title>
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          <isin value="US33830CAG50"/>
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        <balance>9000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7401405.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.93001</annualizedRt>
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      <invstOrSec>
        <name>DC COMMERCIAL MORTGAGE TRUST 2023-DC</name>
        <lei>N/A</lei>
        <title>DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A</title>
        <cusip>24023AAA8</cusip>
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          <isin value="US24023AAA88"/>
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        <balance>4300000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4294547.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.3143</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE ALT-A SECURITIES INC 2007-AR1</name>
        <lei>N/A</lei>
        <title>DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR1 A5</title>
        <cusip>25151RAG9</cusip>
        <identifiers>
          <isin value="US25151RAG92"/>
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        <balance>6345650.450000</balance>
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        <curCd>USD</curCd>
        <valUSD>5340890.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9142</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE ALT-A SECURITIES INC 2007-AR2</name>
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      <invstOrSec>
        <name>DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2007-2</name>
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      <invstOrSec>
        <name>DOLP TRUST 2021-NYC</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
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          <isin value="US23345LAL36"/>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>DROP MORTGAGE TRUST 2021-FILE</name>
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      <invstOrSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DRYDEN XXVII-R EURO CLO BV 2017-27A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DRYDEN XXVII-R EURO CLO BV 2017-27A</name>
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          <isin value="XS2305385143"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DT AUTO OWNER TRUST 2019-3A</name>
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      <invstOrSec>
        <name>ECMC GROUP STUDENT LOAN TRUST 2019-1A</name>
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        <name>ELLINGTON LOAN ACQUISITION TRUST 2007-1</name>
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        <name>ELLINGTON LOAN ACQUISITION TRUST 2007-2</name>
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        <name>ELMWOOD CLO VII LTD 2020-4A</name>
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        <name>EMCM MORTGAGE LOAN TRUST 2003-A</name>
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      <invstOrSec>
        <name>ENCORE CREDIT RECEIVABLES TRUST 2005-3</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2005-35</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 35 DZ</title>
        <cusip>31394CV90</cusip>
        <identifiers>
          <isin value="US31394CV903"/>
        </identifiers>
        <balance>42921.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41973.430000</valUSD>
        <pctVal>0.0005104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-69</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 69 AO</title>
        <cusip>31394EP77</cusip>
        <identifiers>
          <isin value="US31394EP778"/>
        </identifiers>
        <balance>157528.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131621.170000</valUSD>
        <pctVal>0.0016006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-70</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 70 GB</title>
        <cusip>31394E2B3</cusip>
        <identifiers>
          <isin value="US31394E2B32"/>
        </identifiers>
        <balance>1242886.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1239536.780000</valUSD>
        <pctVal>0.0150736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2005-70</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2005 70 KC</title>
        <cusip>31394EW38</cusip>
        <identifiers>
          <isin value="US31394EW386"/>
        </identifiers>
        <balance>36313.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35689.800000</valUSD>
        <pctVal>0.0004340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-119</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 119 SW</title>
        <cusip>31396LM72</cusip>
        <identifiers>
          <isin value="US31396LM726"/>
        </identifiers>
        <balance>39786.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35628.240000</valUSD>
        <pctVal>0.0004333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80228</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-30</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 30 HI</title>
        <cusip>31395B6Q1</cusip>
        <identifiers>
          <isin value="US31395B6Q18"/>
        </identifiers>
        <balance>767197.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72256.260000</valUSD>
        <pctVal>0.0008787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2006-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 46 UD</title>
        <cusip>31395D5N5</cusip>
        <identifiers>
          <isin value="US31395D5N59"/>
        </identifiers>
        <balance>165000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161389.140000</valUSD>
        <pctVal>0.0019626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2007-1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 1 JO</title>
        <cusip>31396PHR5</cusip>
        <identifiers>
          <isin value="US31396PHR55"/>
        </identifiers>
        <balance>509192.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400371.680000</valUSD>
        <pctVal>0.0048688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2007-14</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 14 OP</title>
        <cusip>31396PE72</cusip>
        <identifiers>
          <isin value="US31396PE724"/>
        </identifiers>
        <balance>2956.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2442.490000</valUSD>
        <pctVal>0.0000297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2007-30</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 30 OE</title>
        <cusip>31396VJP4</cusip>
        <identifiers>
          <isin value="US31396VJP40"/>
        </identifiers>
        <balance>414154.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299342.780000</valUSD>
        <pctVal>0.0036402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2007-4</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 4 DF</title>
        <cusip>31396PMC2</cusip>
        <identifiers>
          <isin value="US31396PMC22"/>
        </identifiers>
        <balance>170087.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165694.270000</valUSD>
        <pctVal>0.0020150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87443</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-22</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 22 FD</title>
        <cusip>31397LGE3</cusip>
        <identifiers>
          <isin value="US31397LGE39"/>
        </identifiers>
        <balance>1129206.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1125096.410000</valUSD>
        <pctVal>0.0136819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.26943</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-29</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 29 SD</title>
        <cusip>31396YF98</cusip>
        <identifiers>
          <isin value="US31396YF988"/>
        </identifiers>
        <balance>346230.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26297.830000</valUSD>
        <pctVal>0.0003198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.47057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-41</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 41 S</title>
        <cusip>31397LLL1</cusip>
        <identifiers>
          <isin value="US31397LLL17"/>
        </identifiers>
        <balance>754916.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64301.260000</valUSD>
        <pctVal>0.0007819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.37057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2008-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2008 53 LF</title>
        <cusip>31397LC31</cusip>
        <identifiers>
          <isin value="US31397LC311"/>
        </identifiers>
        <balance>89150.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88538.020000</valUSD>
        <pctVal>0.0010767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.27943</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2009-11</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2009 11 MP</title>
        <cusip>31397NNF8</cusip>
        <identifiers>
          <isin value="US31397NNF86"/>
        </identifiers>
        <balance>4080.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4192.480000</valUSD>
        <pctVal>0.0000510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2009-68</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2009 68 SA</title>
        <cusip>31396QD71</cusip>
        <identifiers>
          <isin value="US31396QD716"/>
        </identifiers>
        <balance>58662.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5122.190000</valUSD>
        <pctVal>0.0000623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2009-86</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2009 86 BO</title>
        <cusip>31398FRR4</cusip>
        <identifiers>
          <isin value="US31398FRR46"/>
        </identifiers>
        <balance>2598.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2197.960000</valUSD>
        <pctVal>0.0000267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-135</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 135 MF</title>
        <cusip>31398SG23</cusip>
        <identifiers>
          <isin value="US31398SG232"/>
        </identifiers>
        <balance>707676.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692073.750000</valUSD>
        <pctVal>0.0084161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.97943</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-141</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 141 AL</title>
        <cusip>31398SXH1</cusip>
        <identifiers>
          <isin value="US31398SXH11"/>
        </identifiers>
        <balance>39187.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36256.190000</valUSD>
        <pctVal>0.0004409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2010-95</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 95 SB</title>
        <cusip>31398NEY6</cusip>
        <identifiers>
          <isin value="US31398NEY67"/>
        </identifiers>
        <balance>881280.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47751.130000</valUSD>
        <pctVal>0.0005807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.17057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2011-98</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2011 98 SL</title>
        <cusip>3136A1GP4</cusip>
        <identifiers>
          <isin value="US3136A1GP40"/>
        </identifiers>
        <balance>476082.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6599.080000</valUSD>
        <pctVal>0.0000802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2020-12</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 12 NI</title>
        <cusip>3136B8D89</cusip>
        <identifiers>
          <isin value="US3136B8D899"/>
        </identifiers>
        <balance>15655904.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696052.130000</valUSD>
        <pctVal>0.0084645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2020-37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 37 IA</title>
        <cusip>3136B9T56</cusip>
        <identifiers>
          <isin value="US3136B9T562"/>
        </identifiers>
        <balance>2393502.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415352.890000</valUSD>
        <pctVal>0.0050510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2020-37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 37 IM</title>
        <cusip>3136B9W45</cusip>
        <identifiers>
          <isin value="US3136B9W459"/>
        </identifiers>
        <balance>15723324.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3018807.520000</valUSD>
        <pctVal>0.0367107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST 2022-R06</name>
        <lei>N/A</lei>
        <title>FANNIE MAE   CAS CAS 2022 R06 1M1 144A</title>
        <cusip>20754NAB1</cusip>
        <identifiers>
          <isin value="US20754NAB10"/>
        </identifiers>
        <balance>1472192.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1509783.630000</valUSD>
        <pctVal>0.0183600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.06495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 22</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 422 65</title>
        <cusip>31397VQG5</cusip>
        <identifiers>
          <isin value="US31397VQG58"/>
        </identifiers>
        <balance>125636.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21588.250000</valUSD>
        <pctVal>0.0002625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 22</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 422 C10</title>
        <cusip>31397VSM0</cusip>
        <identifiers>
          <isin value="US31397VSM09"/>
        </identifiers>
        <balance>9423332.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1920003.210000</valUSD>
        <pctVal>0.0233485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 323</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 323 2</title>
        <cusip>3136FAMT4</cusip>
        <identifiers>
          <isin value="US3136FAMT47"/>
        </identifiers>
        <balance>90246.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9796.460000</valUSD>
        <pctVal>0.0001191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 329</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 329 1</title>
        <cusip>3136FAWE6</cusip>
        <identifiers>
          <isin value="US3136FAWE67"/>
        </identifiers>
        <balance>461.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>386.580000</valUSD>
        <pctVal>0.0000047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 331</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 331 19</title>
        <cusip>3136FAXY1</cusip>
        <identifiers>
          <isin value="US3136FAXY13"/>
        </identifiers>
        <balance>89921.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12654.260000</valUSD>
        <pctVal>0.0001539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 338</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 338 1</title>
        <cusip>3136FAW30</cusip>
        <identifiers>
          <isin value="US3136FAW304"/>
        </identifiers>
        <balance>542825.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442320.830000</valUSD>
        <pctVal>0.0053789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 376</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 376 2</title>
        <cusip>3136FC2Y1</cusip>
        <identifiers>
          <isin value="US3136FC2Y16"/>
        </identifiers>
        <balance>3474.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226.860000</valUSD>
        <pctVal>0.0000028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 377</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 377 1</title>
        <cusip>3136FC5M4</cusip>
        <identifiers>
          <isin value="US3136FC5M41"/>
        </identifiers>
        <balance>24079.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19198.400000</valUSD>
        <pctVal>0.0002335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 386</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 386 14</title>
        <cusip>3136FFSR1</cusip>
        <identifiers>
          <isin value="US3136FFSR14"/>
        </identifiers>
        <balance>211919.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61613.460000</valUSD>
        <pctVal>0.0007493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 405</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 405 1</title>
        <cusip>3136FGS73</cusip>
        <identifiers>
          <isin value="US3136FGS739"/>
        </identifiers>
        <balance>299384.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222322.440000</valUSD>
        <pctVal>0.0027036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 417</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 417 C34</title>
        <cusip>31395QF96</cusip>
        <identifiers>
          <isin value="US31395QF960"/>
        </identifiers>
        <balance>1771870.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86528.470000</valUSD>
        <pctVal>0.0010522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 418</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 418 C15</title>
        <cusip>31395Q3F5</cusip>
        <identifiers>
          <isin value="US31395Q3F53"/>
        </identifiers>
        <balance>14592579.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2454947.080000</valUSD>
        <pctVal>0.0298538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 418</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 418 C3</title>
        <cusip>31395Q2T6</cusip>
        <identifiers>
          <isin value="US31395Q2T66"/>
        </identifiers>
        <balance>3116869.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>535053.750000</valUSD>
        <pctVal>0.0065066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 423</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 423 C5</title>
        <cusip>31397VXA0</cusip>
        <identifiers>
          <isin value="US31397VXA06"/>
        </identifiers>
        <balance>9777726.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1482992.880000</valUSD>
        <pctVal>0.0180342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 430</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 430 C21</title>
        <cusip>31424QKU8</cusip>
        <identifiers>
          <isin value="US31424QKU84"/>
        </identifiers>
        <balance>10603813.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1349816.210000</valUSD>
        <pctVal>0.0164147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 430</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 430 C25</title>
        <cusip>31424QKY0</cusip>
        <identifiers>
          <isin value="US31424QKY07"/>
        </identifiers>
        <balance>4603201.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>695509.090000</valUSD>
        <pctVal>0.0084578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP 433</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 433 C13</title>
        <cusip>31423XYP0</cusip>
        <identifiers>
          <isin value="US31423XYP04"/>
        </identifiers>
        <balance>4664398.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>618467.610000</valUSD>
        <pctVal>0.0075210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP FNS 427</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 427 C19</title>
        <cusip>31423XMV0</cusip>
        <identifiers>
          <isin value="US31423XMV00"/>
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        <balance>40632061.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5305614.260000</valUSD>
        <pctVal>0.0645198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP FNS 427</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 427 C22</title>
        <cusip>31423XMY4</cusip>
        <identifiers>
          <isin value="US31423XMY49"/>
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        <balance>29323862.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3371783.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE INTEREST STRIP FNS 427</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 427 C77</title>
        <cusip>31423XQF1</cusip>
        <identifiers>
          <isin value="US31423XQF14"/>
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        <balance>139673139.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20306204.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2004-61</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 61 NS</title>
        <cusip>31394ATH9</cusip>
        <identifiers>
          <isin value="US31394ATH94"/>
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        <balance>289779.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15746.560000</valUSD>
        <pctVal>0.0001915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2004-91</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2004 91 BR</title>
        <cusip>31394BYB4</cusip>
        <identifiers>
          <isin value="US31394BYB43"/>
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        <balance>35116.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34571.100000</valUSD>
        <pctVal>0.0004204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2006-106</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 106 TO</title>
        <cusip>31396LNJ5</cusip>
        <identifiers>
          <isin value="US31396LNJ51"/>
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        <balance>542970.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472158.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2006-113</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 113 SA</title>
        <cusip>31396LZ37</cusip>
        <identifiers>
          <isin value="US31396LZ371"/>
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        <balance>312401.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15800.840000</valUSD>
        <pctVal>0.0001921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.53057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2006-124</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 124 PO</title>
        <cusip>31396PFL0</cusip>
        <identifiers>
          <isin value="US31396PFL04"/>
        </identifiers>
        <balance>160594.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125575.610000</valUSD>
        <pctVal>0.0015271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2006-72</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 72 GO</title>
        <cusip>31396KJK9</cusip>
        <identifiers>
          <isin value="US31396KJK97"/>
        </identifiers>
        <balance>9600.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8334.730000</valUSD>
        <pctVal>0.0001014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2007-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 50 WS</title>
        <cusip>31396V6E3</cusip>
        <identifiers>
          <isin value="US31396V6E34"/>
        </identifiers>
        <balance>285005.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16040.410000</valUSD>
        <pctVal>0.0001951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2010-103</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 103 DS</title>
        <cusip>31398TW56</cusip>
        <identifiers>
          <isin value="US31398TW567"/>
        </identifiers>
        <balance>128278.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2415.580000</valUSD>
        <pctVal>0.0000294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2010-133</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 133 GP</title>
        <cusip>31398N6F6</cusip>
        <identifiers>
          <isin value="US31398N6F69"/>
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        <balance>100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92286.290000</valUSD>
        <pctVal>0.0011223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2010-49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 49 SC</title>
        <cusip>31398P5R6</cusip>
        <identifiers>
          <isin value="US31398P5R61"/>
        </identifiers>
        <balance>77436.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70819.520000</valUSD>
        <pctVal>0.0008612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.80114</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2010-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 53 ZJ</title>
        <cusip>31398R3N3</cusip>
        <identifiers>
          <isin value="US31398R3N30"/>
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        <balance>91037.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80900.390000</valUSD>
        <pctVal>0.0009838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2010-62</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 62 CE</title>
        <cusip>31398RWN1</cusip>
        <identifiers>
          <isin value="US31398RWN15"/>
        </identifiers>
        <balance>34734.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33604.040000</valUSD>
        <pctVal>0.0004086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2010-62</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 62 L</title>
        <cusip>31398RVD4</cusip>
        <identifiers>
          <isin value="US31398RVD42"/>
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        <balance>66000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68881.110000</valUSD>
        <pctVal>0.0008376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2011-117</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2011 117 NS</title>
        <cusip>3136A14J1</cusip>
        <identifiers>
          <isin value="US3136A14J12"/>
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        <balance>750543.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412258.080000</valUSD>
        <pctVal>0.0050133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-108</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 108 TE</title>
        <cusip>3136A8Q78</cusip>
        <identifiers>
          <isin value="US3136A8Q785"/>
        </identifiers>
        <balance>34780.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31269.590000</valUSD>
        <pctVal>0.0003803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-111</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 111 NI</title>
        <cusip>3136A9GA0</cusip>
        <identifiers>
          <isin value="US3136A9GA07"/>
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        <balance>552894.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25552.730000</valUSD>
        <pctVal>0.0003107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-111</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 111 NS</title>
        <cusip>3136A9EX2</cusip>
        <identifiers>
          <isin value="US3136A9EX28"/>
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        <balance>2745990.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212367.510000</valUSD>
        <pctVal>0.0025825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-111</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 111 SE</title>
        <cusip>3136A9DU9</cusip>
        <identifiers>
          <isin value="US3136A9DU97"/>
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        <balance>4515671.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472306.260000</valUSD>
        <pctVal>0.0057436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-115</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 115 MS</title>
        <cusip>3136A9CF3</cusip>
        <identifiers>
          <isin value="US3136A9CF30"/>
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        <balance>3818769.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>467781.270000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-118</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 118 EI</title>
        <cusip>3136A93T3</cusip>
        <identifiers>
          <isin value="US3136A93T30"/>
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        <balance>2190209.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86647.740000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-123</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 123 ES</title>
        <cusip>3136A9YV4</cusip>
        <identifiers>
          <isin value="US3136A9YV42"/>
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        <balance>1678265.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1221344.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-132</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 132 IK</title>
        <cusip>3136AAPX7</cusip>
        <identifiers>
          <isin value="US3136AAPX76"/>
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        <balance>864425.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71046.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-136</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 136 DS</title>
        <cusip>3136A97E2</cusip>
        <identifiers>
          <isin value="US3136A97E25"/>
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        <balance>734083.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440625.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-137</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 137 KS</title>
        <cusip>3136AAK53</cusip>
        <identifiers>
          <isin value="US3136AAK532"/>
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        <balance>972128.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73388.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-137</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-138</name>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-138</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-142</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 142 AI</title>
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          <isin value="US3136A96P80"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-143</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 143 AI</title>
        <cusip>3136AAS48</cusip>
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          <isin value="US3136AAS485"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-145</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 145 EI</title>
        <cusip>3136AAZ65</cusip>
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          <isin value="US3136AAZ654"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-145</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 145 TZ</title>
        <cusip>3136AAZ32</cusip>
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          <isin value="US3136AAZ324"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-146</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 146 HI</title>
        <cusip>3136ABFJ7</cusip>
        <identifiers>
          <isin value="US3136ABFJ75"/>
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        <balance>4491704.540000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-146</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 146 KI</title>
        <cusip>3136ABGH0</cusip>
        <identifiers>
          <isin value="US3136ABGH01"/>
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        <balance>3543881.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-149</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 149 CI</title>
        <cusip>3136AA2Y0</cusip>
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          <isin value="US3136AA2Y03"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-149</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 149 NI</title>
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          <isin value="US3136AA4K80"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-16</name>
        <lei>N/A</lei>
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          <isin value="US3136A4QV47"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-20</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 20 SJ</title>
        <cusip>3136A4FS3</cusip>
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          <isin value="US3136A4FS37"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-42</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 42 MZ</title>
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          <isin value="US3136A5GV22"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 46 LS</title>
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          <isin value="US3136A5J646"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-55</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 55 PB</title>
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          <isin value="US3136A52M77"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-60</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 60 EB</title>
        <cusip>3136A6MK7</cusip>
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          <isin value="US3136A6MK75"/>
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        <balance>1121025.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-63</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 63 KZ</title>
        <cusip>3136A6TM6</cusip>
        <identifiers>
          <isin value="US3136A6TM68"/>
        </identifiers>
        <balance>796.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638.540000</valUSD>
        <pctVal>0.0000078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-67</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 67 MZ</title>
        <cusip>3136A7JB9</cusip>
        <identifiers>
          <isin value="US3136A7JB96"/>
        </identifiers>
        <balance>483988.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426249.500000</valUSD>
        <pctVal>0.0051835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-77</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 77 IO</title>
        <cusip>3136A6H98</cusip>
        <identifiers>
          <isin value="US3136A6H986"/>
        </identifiers>
        <balance>810353.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33067.100000</valUSD>
        <pctVal>0.0004021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000001</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-80</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 80 HI</title>
        <cusip>3136A7VH2</cusip>
        <identifiers>
          <isin value="US3136A7VH29"/>
        </identifiers>
        <balance>3095252.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>306297.240000</valUSD>
        <pctVal>0.0037248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-97</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 97 MG</title>
        <cusip>3136A73E0</cusip>
        <identifiers>
          <isin value="US3136A73E07"/>
        </identifiers>
        <balance>323254.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317544.220000</valUSD>
        <pctVal>0.0038615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2012-99</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 99 SD</title>
        <cusip>3136A8TN0</cusip>
        <identifiers>
          <isin value="US3136A8TN08"/>
        </identifiers>
        <balance>3764993.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407635.110000</valUSD>
        <pctVal>0.0049571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.17057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 1 IL</title>
        <cusip>3136ABYR8</cusip>
        <identifiers>
          <isin value="US3136ABYR80"/>
        </identifiers>
        <balance>728104.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25628.490000</valUSD>
        <pctVal>0.0003117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 1 MI</title>
        <cusip>3136ABA60</cusip>
        <identifiers>
          <isin value="US3136ABA606"/>
        </identifiers>
        <balance>1636060.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96425.980000</valUSD>
        <pctVal>0.0011726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-10</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 10 BI</title>
        <cusip>3136ACBR1</cusip>
        <identifiers>
          <isin value="US3136ACBR11"/>
        </identifiers>
        <balance>784606.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54585.490000</valUSD>
        <pctVal>0.0006638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-10</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 10 QI</title>
        <cusip>3136ACCD1</cusip>
        <identifiers>
          <isin value="US3136ACCD16"/>
        </identifiers>
        <balance>454943.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47042.960000</valUSD>
        <pctVal>0.0005721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-100</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 100 NS</title>
        <cusip>3136AGTH5</cusip>
        <identifiers>
          <isin value="US3136AGTH50"/>
        </identifiers>
        <balance>392673.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228357.880000</valUSD>
        <pctVal>0.0027770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-101</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 101 AS</title>
        <cusip>3136AGYM8</cusip>
        <identifiers>
          <isin value="US3136AGYM80"/>
        </identifiers>
        <balance>11550367.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1186583.150000</valUSD>
        <pctVal>0.0144296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.52057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-103</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 103 KO</title>
        <cusip>3136AGMW9</cusip>
        <identifiers>
          <isin value="US3136AGMW90"/>
        </identifiers>
        <balance>2720235.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2039818.550000</valUSD>
        <pctVal>0.0248055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-109</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 109 BO</title>
        <cusip>3136AGRJ3</cusip>
        <identifiers>
          <isin value="US3136AGRJ35"/>
        </identifiers>
        <balance>1889799.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1082995.850000</valUSD>
        <pctVal>0.0131699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-126</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 126 CS</title>
        <cusip>3136AHQK9</cusip>
        <identifiers>
          <isin value="US3136AHQK99"/>
        </identifiers>
        <balance>487528.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24903.470000</valUSD>
        <pctVal>0.0003028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-130</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 130 IO</title>
        <cusip>3136AHJ35</cusip>
        <identifiers>
          <isin value="US3136AHJ356"/>
        </identifiers>
        <balance>1152070.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9743.860000</valUSD>
        <pctVal>0.0001185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.269456</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-16</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 16 SG</title>
        <cusip>3136ACSM4</cusip>
        <identifiers>
          <isin value="US3136ACSM41"/>
        </identifiers>
        <balance>11008877.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8103033.860000</valUSD>
        <pctVal>0.0985382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-17</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 17 NS</title>
        <cusip>3136ACGZ8</cusip>
        <identifiers>
          <isin value="US3136ACGZ81"/>
        </identifiers>
        <balance>1376499.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147308.980000</valUSD>
        <pctVal>0.0017914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-17</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 17 WI</title>
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        <curCd>USD</curCd>
        <valUSD>128955.810000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-18</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 18 BS</title>
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        <balance>8723047.390000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-19</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 19 SJ</title>
        <cusip>3136ACNE7</cusip>
        <identifiers>
          <isin value="US3136ACNE79"/>
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        <balance>1317186.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121942.270000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-20</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 20 IY</title>
        <cusip>3136ACVE8</cusip>
        <identifiers>
          <isin value="US3136ACVE87"/>
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        <balance>1624306.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316539.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-23</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 23 ZL</title>
        <cusip>3136ADCC1</cusip>
        <identifiers>
          <isin value="US3136ADCC16"/>
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        <balance>1113083.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-24</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 24 PI</title>
        <cusip>3136AB2Y8</cusip>
        <identifiers>
          <isin value="US3136AB2Y84"/>
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        <balance>4558341.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404956.210000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-30</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 30 JI</title>
        <cusip>3136ADNA3</cusip>
        <identifiers>
          <isin value="US3136ADNA31"/>
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        <balance>349016.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45298.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-31</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 31 IN</title>
        <cusip>3136ADGC7</cusip>
        <identifiers>
          <isin value="US3136ADGC79"/>
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        <balance>788185.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15442.610000</valUSD>
        <pctVal>0.0001878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-31</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 31 YI</title>
        <cusip>3136ADFK0</cusip>
        <identifiers>
          <isin value="US3136ADFK05"/>
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        <balance>3747270.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>156936.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-34</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 34 PS</title>
        <cusip>3136ADQR3</cusip>
        <identifiers>
          <isin value="US3136ADQR39"/>
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        <balance>703854.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33418.740000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-43</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 43 SI</title>
        <cusip>3136ADZ69</cusip>
        <identifiers>
          <isin value="US3136ADZ690"/>
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        <balance>5081040.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211255.950000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.82057</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-45</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 45 IK</title>
        <cusip>3136AD3D9</cusip>
        <identifiers>
          <isin value="US3136AD3D92"/>
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        <balance>228385.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25041.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 50 TS</title>
        <cusip>3136AD5T2</cusip>
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          <isin value="US3136AD5T27"/>
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        <balance>3524777.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2621993.650000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-54</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 54 KZ</title>
        <cusip>3136AEUG0</cusip>
        <identifiers>
          <isin value="US3136AEUG01"/>
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        <balance>97083.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60668.170000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-54</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 54 NI</title>
        <cusip>3136AEVQ7</cusip>
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          <isin value="US3136AEVQ73"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-54</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 54 QZ</title>
        <cusip>3136AEUQ8</cusip>
        <identifiers>
          <isin value="US3136AEUQ82"/>
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        <balance>44226.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37203.250000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-6</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 6 ES</title>
        <cusip>3136ABL84</cusip>
        <identifiers>
          <isin value="US3136ABL843"/>
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        <balance>1807670.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1350203.870000</valUSD>
        <pctVal>0.0164194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-66</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 66 KI</title>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-75</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 75 SE</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-8</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-80</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 80 PO</title>
        <cusip>3136AFZF4</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-83</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 83 UO</title>
        <cusip>3136AFU77</cusip>
        <identifiers>
          <isin value="US3136AFU779"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-84</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 84 PS</title>
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          <isin value="US3136AF5D20"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-84</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 84 SD</title>
        <cusip>3136AF5K6</cusip>
        <identifiers>
          <isin value="US3136AF5K62"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-86</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 86 LI</title>
        <cusip>3136AF2R4</cusip>
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          <isin value="US3136AF2R43"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2013-9</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 9 JI</title>
        <cusip>3136ABSD6</cusip>
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          <isin value="US3136ABSD68"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-17</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 17 HI</title>
        <cusip>3136AJYB6</cusip>
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          <isin value="US3136AJYB64"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-29</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 29 PA</title>
        <cusip>3136AJT97</cusip>
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          <isin value="US3136AJT971"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 38 IH</title>
        <cusip>3136AKPN7</cusip>
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          <isin value="US3136AKPN76"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-4</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 4 YI</title>
        <cusip>3136AH4J6</cusip>
        <identifiers>
          <isin value="US3136AH4J62"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-42</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 42 SA</title>
        <cusip>3136AKPR8</cusip>
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          <isin value="US3136AKPR80"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-43</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 43 BS</title>
        <cusip>3136AKKU6</cusip>
        <identifiers>
          <isin value="US3136AKKU64"/>
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        <balance>1119835.640000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-43</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 43 PF</title>
        <cusip>3136AKKG7</cusip>
        <identifiers>
          <isin value="US3136AKKG70"/>
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        <balance>1094949.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1073743.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.82943</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-45</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 45 SA</title>
        <cusip>3136AKUC5</cusip>
        <identifiers>
          <isin value="US3136AKUC56"/>
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        <balance>638621.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26257.890000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-47</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 47 BI</title>
        <cusip>3136AKTL7</cusip>
        <identifiers>
          <isin value="US3136AKTL74"/>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2014-68</name>
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        <name>FANNIE MAE REMICS 2014-73</name>
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        <name>FANNIE MAE REMICS 2014-73</name>
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        <name>FANNIE MAE REMICS 2014-79</name>
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        <name>FANNIE MAE REMICS 2014-84</name>
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        <name>FANNIE MAE REMICS 2014-92</name>
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        <name>FANNIE MAE REMICS 2014-92</name>
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        <name>FANNIE MAE REMICS 2015-1</name>
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        <name>FANNIE MAE REMICS 2015-10</name>
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        <name>FANNIE MAE REMICS 2015-19</name>
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        <name>FANNIE MAE REMICS 2015-19</name>
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        <name>FANNIE MAE REMICS 2015-31</name>
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        <name>FANNIE MAE REMICS 2015-47</name>
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        <name>FANNIE MAE REMICS 2015-50</name>
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        <name>FANNIE MAE REMICS 2015-58</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 58 AI</title>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-6</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 6 AI</title>
        <cusip>3136AMVR7</cusip>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-6</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 6 IN</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-64</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 64 KS</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-64</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 64 MI</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-73</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 73 ES</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-8</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 8 AS</title>
        <cusip>3136AMUT4</cusip>
        <identifiers>
          <isin value="US3136AMUT48"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-83</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 83 IO</title>
        <cusip>3136AQKF6</cusip>
        <identifiers>
          <isin value="US3136AQKF67"/>
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        <balance>6003214.410000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-84</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 84 CI</title>
        <cusip>3136AQRG7</cusip>
        <identifiers>
          <isin value="US3136AQRG77"/>
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        <balance>570076.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94413.220000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-87</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 87 IA</title>
        <cusip>3136AQWT3</cusip>
        <identifiers>
          <isin value="US3136AQWT34"/>
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        <balance>408094.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47550.990000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2015-87</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 87 KI</title>
        <cusip>3136AQWR7</cusip>
        <identifiers>
          <isin value="US3136AQWR77"/>
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        <balance>253341.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28173.410000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016 30</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 30 SA</title>
        <cusip>3136ARZ76</cusip>
        <identifiers>
          <isin value="US3136ARZ765"/>
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        <balance>262424.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24047.410000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 1 SI</title>
        <cusip>3136AQG46</cusip>
        <identifiers>
          <isin value="US3136AQG460"/>
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        <balance>2386715.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199478.810000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-11</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 11 BI</title>
        <cusip>3136ARPK8</cusip>
        <identifiers>
          <isin value="US3136ARPK80"/>
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        <balance>2112753.160000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-14</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 14 IO</title>
        <cusip>3136ARNQ7</cusip>
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          <isin value="US3136ARNQ78"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-16</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 16 IO</title>
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          <isin value="US3136ARTM01"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-17</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 17 CS</title>
        <cusip>3136ARWA2</cusip>
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          <isin value="US3136ARWA26"/>
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        <balance>882775.920000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-20</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 20 EI</title>
        <cusip>3136ARXE3</cusip>
        <identifiers>
          <isin value="US3136ARXE39"/>
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        <balance>160827.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20856.010000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 32 GB</title>
        <cusip>3136ASTU0</cusip>
        <identifiers>
          <isin value="US3136ASTU00"/>
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        <balance>55017.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30012.060000</valUSD>
        <pctVal>0.0003650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 32 GE</title>
        <cusip>3136ASTX4</cusip>
        <identifiers>
          <isin value="US3136ASTX49"/>
        </identifiers>
        <balance>45685.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26583.910000</valUSD>
        <pctVal>0.0003233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 32 LI</title>
        <cusip>3136ASUL8</cusip>
        <identifiers>
          <isin value="US3136ASUL81"/>
        </identifiers>
        <balance>4085717.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717340.070000</valUSD>
        <pctVal>0.0087233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 32 NI</title>
        <cusip>3136ASVX1</cusip>
        <identifiers>
          <isin value="US3136ASVX11"/>
        </identifiers>
        <balance>696662.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76134.080000</valUSD>
        <pctVal>0.0009258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-42</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 42 IG</title>
        <cusip>3136AS2P0</cusip>
        <identifiers>
          <isin value="US3136AS2P06"/>
        </identifiers>
        <balance>1845701.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299676.740000</valUSD>
        <pctVal>0.0036443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-45</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 45 AS</title>
        <cusip>3136ASXT8</cusip>
        <identifiers>
          <isin value="US3136ASXT80"/>
        </identifiers>
        <balance>4415374.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406424.600000</valUSD>
        <pctVal>0.0049424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-48</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 48 IQ</title>
        <cusip>3136ATLT9</cusip>
        <identifiers>
          <isin value="US3136ATLT91"/>
        </identifiers>
        <balance>1177333.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162462.190000</valUSD>
        <pctVal>0.0019756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-48</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 48 SH</title>
        <cusip>3136ATLJ1</cusip>
        <identifiers>
          <isin value="US3136ATLJ10"/>
        </identifiers>
        <balance>8026369.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>731382.880000</valUSD>
        <pctVal>0.0088941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 50 PI</title>
        <cusip>3136ATDT8</cusip>
        <identifiers>
          <isin value="US3136ATDT83"/>
        </identifiers>
        <balance>3188896.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740725.870000</valUSD>
        <pctVal>0.0090077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 52 MI</title>
        <cusip>3136AS6K7</cusip>
        <identifiers>
          <isin value="US3136AS6K72"/>
        </identifiers>
        <balance>5007409.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>805843.480000</valUSD>
        <pctVal>0.0097996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-52</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 52 PI</title>
        <cusip>3136AS6D3</cusip>
        <identifiers>
          <isin value="US3136AS6D30"/>
        </identifiers>
        <balance>2177241.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263499.160000</valUSD>
        <pctVal>0.0032043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-55</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 55 EI</title>
        <cusip>3136ATJG0</cusip>
        <identifiers>
          <isin value="US3136ATJG09"/>
        </identifiers>
        <balance>5661920.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>830420.270000</valUSD>
        <pctVal>0.0100985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-55</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 55 IP</title>
        <cusip>3136ATHV9</cusip>
        <identifiers>
          <isin value="US3136ATHV93"/>
        </identifiers>
        <balance>19845467.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2939961.130000</valUSD>
        <pctVal>0.0357519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-59</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 59 BI</title>
        <cusip>3136ATPP3</cusip>
        <identifiers>
          <isin value="US3136ATPP34"/>
        </identifiers>
        <balance>1571428.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438566.700000</valUSD>
        <pctVal>0.0053333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-62</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 62 SC</title>
        <cusip>3136ATWH3</cusip>
        <identifiers>
          <isin value="US3136ATWH35"/>
        </identifiers>
        <balance>3665243.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287230.500000</valUSD>
        <pctVal>0.0034929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-63</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 63 SJ</title>
        <cusip>3136ATXF6</cusip>
        <identifiers>
          <isin value="US3136ATXF69"/>
        </identifiers>
        <balance>257807.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23503.440000</valUSD>
        <pctVal>0.0002858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-63</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 63 YI</title>
        <cusip>3136ATXU3</cusip>
        <identifiers>
          <isin value="US3136ATXU37"/>
        </identifiers>
        <balance>509084.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39452.070000</valUSD>
        <pctVal>0.0004798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-64</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 64 IA</title>
        <cusip>3136ATUB8</cusip>
        <identifiers>
          <isin value="US3136ATUB82"/>
        </identifiers>
        <balance>3434121.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433106.540000</valUSD>
        <pctVal>0.0052669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-76</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 76 CS</title>
        <cusip>3136ATY81</cusip>
        <identifiers>
          <isin value="US3136ATY814"/>
        </identifiers>
        <balance>283425.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12621.890000</valUSD>
        <pctVal>0.0001535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-79</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 79 LS</title>
        <cusip>3136AUHB0</cusip>
        <identifiers>
          <isin value="US3136AUHB03"/>
        </identifiers>
        <balance>1429142.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125943.740000</valUSD>
        <pctVal>0.0015316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-83</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 83 PI</title>
        <cusip>3136AUDP3</cusip>
        <identifiers>
          <isin value="US3136AUDP35"/>
        </identifiers>
        <balance>1214974.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119870.070000</valUSD>
        <pctVal>0.0014577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-85</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 85 SG</title>
        <cusip>3136AUBW0</cusip>
        <identifiers>
          <isin value="US3136AUBW04"/>
        </identifiers>
        <balance>5219266.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459246.890000</valUSD>
        <pctVal>0.0055847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-88</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 88 PI</title>
        <cusip>3136AUTM3</cusip>
        <identifiers>
          <isin value="US3136AUTM30"/>
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        <balance>4550195.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717352.020000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-89</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 89 QI</title>
        <cusip>3136AUNR8</cusip>
        <identifiers>
          <isin value="US3136AUNR80"/>
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        <balance>7537604.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1223044.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2016-91</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 91 SA</title>
        <cusip>3136AURC7</cusip>
        <identifiers>
          <isin value="US3136AURC75"/>
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        <balance>2821652.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252866.610000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-13</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 13 SC</title>
        <cusip>3136AVFR5</cusip>
        <identifiers>
          <isin value="US3136AVFR55"/>
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        <balance>15197151.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1348507.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-16</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 16 TS</title>
        <cusip>3136AVZF9</cusip>
        <identifiers>
          <isin value="US3136AVZF97"/>
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        <balance>255712.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>151776.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-25</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 25 BI</title>
        <cusip>3136AWAJ6</cusip>
        <identifiers>
          <isin value="US3136AWAJ67"/>
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        <balance>714387.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70393.340000</valUSD>
        <pctVal>0.0008560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-26</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 26 LS</title>
        <cusip>3136AWDP9</cusip>
        <identifiers>
          <isin value="US3136AWDP90"/>
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        <balance>5466161.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555054.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 37 IA</title>
        <cusip>3136AWGD3</cusip>
        <identifiers>
          <isin value="US3136AWGD34"/>
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        <balance>1437465.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273109.160000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-42</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 42 TS</title>
        <cusip>3136AWY50</cusip>
        <identifiers>
          <isin value="US3136AWY503"/>
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        <balance>499318.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 53 IE</title>
        <cusip>3136AW4E4</cusip>
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          <isin value="US3136AW4E41"/>
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        <balance>614876.320000</balance>
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        <curCd>USD</curCd>
        <valUSD>107456.890000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-60</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 60 SA</title>
        <cusip>3136AXQW8</cusip>
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          <isin value="US3136AXQW87"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-66</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 66 GS</title>
        <cusip>3136AYDK6</cusip>
        <identifiers>
          <isin value="US3136AYDK69"/>
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        <balance>11745651.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1163740.330000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-87</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 87 IO</title>
        <cusip>3136AYT86</cusip>
        <identifiers>
          <isin value="US3136AYT863"/>
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        <balance>2233958.280000</balance>
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        <curCd>USD</curCd>
        <valUSD>358221.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-87</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 87 SB</title>
        <cusip>3136AYV34</cusip>
        <identifiers>
          <isin value="US3136AYV349"/>
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        <balance>3645986.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355365.190000</valUSD>
        <pctVal>0.0043215</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-90</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 90 IW</title>
        <cusip>3136AYRB1</cusip>
        <identifiers>
          <isin value="US3136AYRB15"/>
        </identifiers>
        <balance>7148483.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1245711.110000</valUSD>
        <pctVal>0.0151487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2017-97</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2017 97 BF</title>
        <cusip>3136B0DY9</cusip>
        <identifiers>
          <isin value="US3136B0DY90"/>
        </identifiers>
        <balance>40074694.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38390282.630000</valUSD>
        <pctVal>0.4668512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.72943</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 25 SA</title>
        <cusip>3136B1VD3</cusip>
        <identifiers>
          <isin value="US3136B1VD35"/>
        </identifiers>
        <balance>4358693.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438753.470000</valUSD>
        <pctVal>0.0053355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-12</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 12 IO</title>
        <cusip>3136B03F1</cusip>
        <identifiers>
          <isin value="US3136B03F18"/>
        </identifiers>
        <balance>10315487.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2309134.290000</valUSD>
        <pctVal>0.0280806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-24</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 24 SD</title>
        <cusip>3136B1LT9</cusip>
        <identifiers>
          <isin value="US3136B1LT96"/>
        </identifiers>
        <balance>2396874.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231904.310000</valUSD>
        <pctVal>0.0028201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 27 PO</title>
        <cusip>3136B1L77</cusip>
        <identifiers>
          <isin value="US3136B1L772"/>
        </identifiers>
        <balance>1757845.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1383397.660000</valUSD>
        <pctVal>0.0168230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 27 SA</title>
        <cusip>3136B1L69</cusip>
        <identifiers>
          <isin value="US3136B1L699"/>
        </identifiers>
        <balance>1971548.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143541.770000</valUSD>
        <pctVal>0.0017456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-28</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 28 CA</title>
        <cusip>3136B1P32</cusip>
        <identifiers>
          <isin value="US3136B1P328"/>
        </identifiers>
        <balance>924768.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795250.820000</valUSD>
        <pctVal>0.0096708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-31</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 31 SD</title>
        <cusip>3136B1XV1</cusip>
        <identifiers>
          <isin value="US3136B1XV15"/>
        </identifiers>
        <balance>3566222.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345335.540000</valUSD>
        <pctVal>0.0041995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 32 SA</title>
        <cusip>3136B1C28</cusip>
        <identifiers>
          <isin value="US3136B1C284"/>
        </identifiers>
        <balance>6124199.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4499285.710000</valUSD>
        <pctVal>0.0547143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 32 SC</title>
        <cusip>3136B1A38</cusip>
        <identifiers>
          <isin value="US3136B1A387"/>
        </identifiers>
        <balance>3921718.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400635.650000</valUSD>
        <pctVal>0.0048720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-35</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 35 IO</title>
        <cusip>3136B1C77</cusip>
        <identifiers>
          <isin value="US3136B1C771"/>
        </identifiers>
        <balance>8349275.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1445053.370000</valUSD>
        <pctVal>0.0175728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-35</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 35 SA</title>
        <cusip>3136B1D27</cusip>
        <identifiers>
          <isin value="US3136B1D274"/>
        </identifiers>
        <balance>4618874.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504031.020000</valUSD>
        <pctVal>0.0061293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-37</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 37 IP</title>
        <cusip>3136B17H1</cusip>
        <identifiers>
          <isin value="US3136B17H10"/>
        </identifiers>
        <balance>870664.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145865.100000</valUSD>
        <pctVal>0.0017738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-66</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 66 BS</title>
        <cusip>3136B25R9</cusip>
        <identifiers>
          <isin value="US3136B25R91"/>
        </identifiers>
        <balance>821125.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79146.270000</valUSD>
        <pctVal>0.0009625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-85</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 85 IO</title>
        <cusip>3136B3QF0</cusip>
        <identifiers>
          <isin value="US3136B3QF04"/>
        </identifiers>
        <balance>8832014.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1224666.540000</valUSD>
        <pctVal>0.0148928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-94</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 94 LT</title>
        <cusip>3136B3XP0</cusip>
        <identifiers>
          <isin value="US3136B3XP03"/>
        </identifiers>
        <balance>38348.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24954.840000</valUSD>
        <pctVal>0.0003035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2018-95</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2018 95 SA</title>
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        <curCd>USD</curCd>
        <valUSD>127247.400000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019 57</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 57 SB</title>
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        <curCd>USD</curCd>
        <valUSD>304857.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 1 SY</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-10</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 10 S</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-15</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 15 SA</title>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-19</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 19 CS</title>
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          <isin value="US3136B4SV19"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-20</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 20 QI</title>
        <cusip>3136B4NL8</cusip>
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          <isin value="US3136B4NL81"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-25</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 25 PS</title>
        <cusip>3136B4ZD3</cusip>
        <identifiers>
          <isin value="US3136B4ZD38"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-25</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 25 ST</title>
        <cusip>3136B4YU6</cusip>
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          <isin value="US3136B4YU61"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-29</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 29 WC</title>
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          <isin value="US3136B4UL09"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-30</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 30 HF</title>
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          <isin value="US3136B5AS47"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-32</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 32 SA</title>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 33 CF</title>
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          <isin value="US3136B46U75"/>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 33 DS</title>
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          <isin value="US3136B44H82"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 36 S</title>
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          <isin value="US3136B4P280"/>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-49</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 49 SB</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-50</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 50 CF</title>
        <cusip>3136B6AJ2</cusip>
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          <isin value="US3136B6AJ21"/>
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        <balance>4300134.780000</balance>
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        <curCd>USD</curCd>
        <valUSD>4132223.550000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-68</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 68 SA</title>
        <cusip>3136B6L84</cusip>
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          <isin value="US3136B6L847"/>
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        <balance>8167608.450000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-68</name>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-68</name>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2019-80</name>
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        <name>FANNIE MAE REMICS 2019-81</name>
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        <name>FANNIE MAE REMICS 2020-2</name>
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        <name>FANNIE MAE REMICS 2020-40</name>
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        <name>FANNIE MAE REMICS 2020-41</name>
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        <name>FANNIE MAE REMICS 2020-47</name>
        <lei>N/A</lei>
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        <name>FANNIE MAE REMICS 2020-60</name>
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        <name>FANNIE MAE REMICS 2020-63</name>
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        <name>FANNIE MAE REMICS 2020-65</name>
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        <name>FANNIE MAE REMICS 2020-66</name>
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        <name>FANNIE MAE REMICS 2020-68</name>
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        <name>FANNIE MAE REMICS 2020-75</name>
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        <name>FANNIE MAE REMICS 2020-82</name>
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        <name>FANNIE MAE REMICS 2020-84</name>
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        <title>FANNIE MAE FNR 2020 84 LI</title>
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        <name>FANNIE MAE REMICS 2020-86</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 86 PI</title>
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        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-89</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 89 LI</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-89</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 89 TI</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-96</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-99</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 99 GI</title>
        <cusip>3136BDEZ7</cusip>
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          <isin value="US3136BDEZ73"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-99</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 99 IQ</title>
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          <isin value="US3136BDFY99"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-99</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 99 QI</title>
        <cusip>3136BDHS0</cusip>
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          <isin value="US3136BDHS04"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-22</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 22 GI</title>
        <cusip>3136BFSJ3</cusip>
        <identifiers>
          <isin value="US3136BFSJ34"/>
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        <balance>6844675.930000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-25</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 25 IJ</title>
        <cusip>3136BHEL9</cusip>
        <identifiers>
          <isin value="US3136BHEL91"/>
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        <balance>56593092.170000</balance>
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        <curCd>USD</curCd>
        <valUSD>10255890.710000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-28</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 28 KS</title>
        <cusip>3136BHMN6</cusip>
        <identifiers>
          <isin value="US3136BHMN65"/>
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        <balance>7425020.340000</balance>
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        <curCd>USD</curCd>
        <valUSD>2875246.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 3 DI</title>
        <cusip>3136BDYF9</cusip>
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          <isin value="US3136BDYF99"/>
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        <balance>19817703.070000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 3 IB</title>
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          <isin value="US3136BDYC68"/>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 3 TI</title>
        <cusip>3136BDR42</cusip>
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          <isin value="US3136BDR422"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 3 UI</title>
        <cusip>3136BDYR3</cusip>
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          <isin value="US3136BDYR38"/>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-4</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 4 IO</title>
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          <isin value="US3136BDD398"/>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 46 IC</title>
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          <isin value="US3136BH3S60"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-56</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 56 HI</title>
        <cusip>3136BGM32</cusip>
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          <isin value="US3136BGM327"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-56</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 56 IB</title>
        <cusip>3136BGV99</cusip>
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          <isin value="US3136BGV997"/>
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        <balance>10042513.920000</balance>
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        <curCd>USD</curCd>
        <valUSD>1024383.620000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-58</name>
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        <title>FANNIE MAE FNR 2021 58 IO</title>
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        <curCd>USD</curCd>
        <valUSD>795442.800000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-59</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 59 IM</title>
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          <isin value="US3136BGW649"/>
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        <balance>26673572.100000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-59</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 59 KI</title>
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          <isin value="US3136BGB759"/>
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        <curCd>USD</curCd>
        <valUSD>5513477.460000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-63</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 63 CI</title>
        <cusip>3136BGT50</cusip>
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          <isin value="US3136BGT504"/>
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        <balance>10383276.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-7</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 7 CI</title>
        <cusip>3136BDB31</cusip>
        <identifiers>
          <isin value="US3136BDB319"/>
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        <balance>41229443.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6490042.100000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2021-84</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 84 PI</title>
        <cusip>3136BKCG5</cusip>
        <identifiers>
          <isin value="US3136BKCG53"/>
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        <balance>1234562.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127882.940000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 1 WI</title>
        <cusip>3136BLLZ1</cusip>
        <identifiers>
          <isin value="US3136BLLZ17"/>
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        <balance>23712344.250000</balance>
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        <curCd>USD</curCd>
        <valUSD>1915687.090000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-20</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 20 ZP</title>
        <cusip>3136BL6W5</cusip>
        <identifiers>
          <isin value="US3136BL6W55"/>
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        <balance>6944083.710000</balance>
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        <curCd>USD</curCd>
        <valUSD>5541136.450000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 27 WI</title>
        <cusip>3136BM5J3</cusip>
        <identifiers>
          <isin value="US3136BM5J36"/>
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        <balance>16756977.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>823457.960000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 3 DS</title>
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        <identifiers>
          <isin value="US3136BLFD78"/>
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        <balance>70637212.120000</balance>
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        <curCd>USD</curCd>
        <valUSD>388985.000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 3 SD</title>
        <cusip>3136BLEX4</cusip>
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          <isin value="US3136BLEX42"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 3 SG</title>
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          <isin value="US3136BLEW68"/>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2022-3</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2022 3 YS</title>
        <cusip>3136BLFH8</cusip>
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          <isin value="US3136BLFH82"/>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2023-36</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2023 36 IO</title>
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          <isin value="US3136BQDR79"/>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2023-39</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2023 39 AI</title>
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          <isin value="US3136BQFV63"/>
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        <debtSec>
          <maturityDt>2052-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS 2023-43</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2023 43 IO</title>
        <cusip>3136BQJR1</cusip>
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          <isin value="US3136BQJR16"/>
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        <balance>121623320.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9296170.220000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE REMICS FNR-2016-26</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 26 AI</title>
        <cusip>3136AR4B1</cusip>
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          <isin value="US3136AR4B10"/>
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        <balance>11529511.540000</balance>
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        <curCd>USD</curCd>
        <valUSD>3159643.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE WHOLE LOAN 2007-W8</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2007 W8 2A2</title>
        <cusip>31396XVV3</cusip>
        <identifiers>
          <isin value="US31396XVV36"/>
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        <balance>1737486.670000</balance>
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        <curCd>USD</curCd>
        <valUSD>64504.540000</valUSD>
        <pctVal>0.0007844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-1993-250</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 1993 250 DZ</title>
        <cusip>31359FWN4</cusip>
        <identifiers>
          <isin value="US31359FWN40"/>
        </identifiers>
        <balance>21.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21.460000</valUSD>
        <pctVal>0.0000003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-2006-65</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 65 QO</title>
        <cusip>31396KAA0</cusip>
        <identifiers>
          <isin value="US31396KAA07"/>
        </identifiers>
        <balance>2738.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2282.280000</valUSD>
        <pctVal>0.0000278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-2020-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 27 IM</title>
        <cusip>3136B9UP0</cusip>
        <identifiers>
          <isin value="US3136B9UP00"/>
        </identifiers>
        <balance>14143684.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1347034.620000</valUSD>
        <pctVal>0.0163808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-2020-38</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 38 NS</title>
        <cusip>3136BACX0</cusip>
        <identifiers>
          <isin value="US3136BACX05"/>
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        <balance>9165134.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479372.300000</valUSD>
        <pctVal>0.0058295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-2020-42</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 42 IB</title>
        <cusip>3136B96V4</cusip>
        <identifiers>
          <isin value="US3136B96V40"/>
        </identifiers>
        <balance>10528531.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1616223.280000</valUSD>
        <pctVal>0.0196543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-ACES 2001-M2</name>
        <lei>N/A</lei>
        <title>FANNIEMAE ACES FNA 2001 M2 Z2</title>
        <cusip>313920HM5</cusip>
        <identifiers>
          <isin value="US313920HM50"/>
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        <balance>13719.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13609.060000</valUSD>
        <pctVal>0.0001655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE-ACES 2020-M33</name>
        <lei>N/A</lei>
        <title>FANNIEMAE ACES FNA 2020 M33 X2</title>
        <cusip>3136BBAR3</cusip>
        <identifiers>
          <isin value="US3136BBAR38"/>
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        <balance>9829551.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>806439.030000</valUSD>
        <pctVal>0.0098068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.34852</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE 322</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 322 2</title>
        <cusip>3136FALR9</cusip>
        <identifiers>
          <isin value="US3136FALR99"/>
        </identifiers>
        <balance>84176.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13606.030000</valUSD>
        <pctVal>0.0001655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE GRANTOR TRUST 2004-T3</name>
        <lei>N/A</lei>
        <title>FANNIEMAE GRANTOR TRUST FNGT 2004 T3 2A</title>
        <cusip>31393YV77</cusip>
        <identifiers>
          <isin value="US31393YV776"/>
        </identifiers>
        <balance>19119.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18614.830000</valUSD>
        <pctVal>0.0002264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.32309</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE STRIP 419</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 419 C3</title>
        <cusip>31395Q5Q9</cusip>
        <identifiers>
          <isin value="US31395Q5Q90"/>
        </identifiers>
        <balance>1204968.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171845.540000</valUSD>
        <pctVal>0.0020898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE STRIP-435</name>
        <lei>N/A</lei>
        <title>FANNIEMAE STRIP FNS 435 C27</title>
        <cusip>31424UBC9</cusip>
        <identifiers>
          <isin value="US31424UBC99"/>
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        <balance>59468696.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9860651.390000</valUSD>
        <pctVal>0.1199120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2004-W14</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2004 W14 1AS</title>
        <cusip>31394BT53</cusip>
        <identifiers>
          <isin value="US31394BT537"/>
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        <balance>19133589.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90144.080000</valUSD>
        <pctVal>0.0010962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN 2006-W3</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2006 W3 1AS</title>
        <cusip>31396L7D6</cusip>
        <identifiers>
          <isin value="US31396L7D68"/>
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        <balance>6156551.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114405.970000</valUSD>
        <pctVal>0.0013913</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.67095</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIEMAE WHOLE LOAN-2002-W4</name>
        <lei>N/A</lei>
        <title>FANNIEMAE WHOLE LOAN FNW 2002 W4 A6</title>
        <cusip>31392DUC4</cusip>
        <identifiers>
          <isin value="US31392DUC46"/>
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        <balance>17981.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17057.800000</valUSD>
        <pctVal>0.0002074</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22013</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MTGE 5123</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5123 IM</title>
        <cusip>3137H15V4</cusip>
        <identifiers>
          <isin value="US3137H15V41"/>
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        <balance>7700184.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>976361.850000</valUSD>
        <pctVal>0.0118732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MTGE 5199</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5199 IO</title>
        <cusip>3137H6AU9</cusip>
        <identifiers>
          <isin value="US3137H6AU96"/>
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        <balance>12297691.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710565.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>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 MTGE 5199</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5199 PI</title>
        <cusip>3137H6B61</cusip>
        <identifiers>
          <isin value="US3137H6B619"/>
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        <balance>23469534.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3974852.080000</valUSD>
        <pctVal>0.0483368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL QC2388 FR 05/51 FIXED 3</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL QC2755 FR 06/51 FIXED 3</title>
        <cusip>3133AMBY1</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL QC2756 FR 06/51 FIXED 3</title>
        <cusip>3133AMBZ8</cusip>
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          <isin value="US3133AMBZ87"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL QG1480 FR 04/53 FIXED 5</title>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>FHLMC PASS THRU POOLS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC PASS THRU POOLS</name>
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      <invstOrSec>
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      <invstOrSec>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC PASS THRU POOLS</name>
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        <name>FHLMC STRUCTURED PASS THRU SEC T-75</name>
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        <name>FHR 3387</name>
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        <debtSec>
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      <invstOrSec>
        <name>FIRST FRANKLIN MORTGAGE LOAN TRUS 2006-FF3</name>
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        <name>FIRST FRANKLIN MTG LN ASSET BC 2005-FFH4</name>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST FRANKLIN MTG LOAN 2004-FF11</name>
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        <name>FIRST FRANKLIN MTG LOAN 2006-FF18</name>
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        <name>FIRST FRANKLIN MTG LOAN 2006-FF5</name>
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      <invstOrSec>
        <name>FIRST FRANKLIN MTG LOAN ABS 2006-FF15</name>
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      <invstOrSec>
        <name>FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA4</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.92228</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FIRST HORIZON MTGE PASS-THRU TR 2005-AR3</name>
        <lei>N/A</lei>
        <title>FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1</title>
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        <identifiers>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AB7673 FN 01/33 FIXED 2.5</title>
        <cusip>31417EQ38</cusip>
        <identifiers>
          <isin value="US31417EQ387"/>
        </identifiers>
        <balance>4016900.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3476041.650000</valUSD>
        <pctVal>0.0422710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AB9589 FN 06/43 FIXED 4</title>
        <cusip>31417GUP9</cusip>
        <identifiers>
          <isin value="US31417GUP98"/>
        </identifiers>
        <balance>1115994.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1024538.550000</valUSD>
        <pctVal>0.0124591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AC5848 FN 05/40 FIXED 4.5</title>
        <cusip>31417SQA1</cusip>
        <identifiers>
          <isin value="US31417SQA14"/>
        </identifiers>
        <balance>963946.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>903718.150000</valUSD>
        <pctVal>0.0109898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD0389 FN 01/35 FLOATING VAR</title>
        <cusip>31418MNF5</cusip>
        <identifiers>
          <isin value="US31418MNF58"/>
        </identifiers>
        <balance>105001.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104630.240000</valUSD>
        <pctVal>0.0012724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.284</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD1329 FN 02/40 FIXED 4.5</title>
        <cusip>31418NPP9</cusip>
        <identifiers>
          <isin value="US31418NPP95"/>
        </identifiers>
        <balance>291755.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273072.060000</valUSD>
        <pctVal>0.0033207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD6458 FN 06/40 FIXED 4.5</title>
        <cusip>31418UE83</cusip>
        <identifiers>
          <isin value="US31418UE833"/>
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        <balance>94402.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88225.130000</valUSD>
        <pctVal>0.0010729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD9105 FN 08/40 FIXED 4.5</title>
        <cusip>31418XDK1</cusip>
        <identifiers>
          <isin value="US31418XDK19"/>
        </identifiers>
        <balance>159166.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150460.260000</valUSD>
        <pctVal>0.0018297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AD9706 FN 08/40 FIXED 4.5</title>
        <cusip>31418XYC6</cusip>
        <identifiers>
          <isin value="US31418XYC63"/>
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        <balance>90746.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84773.450000</valUSD>
        <pctVal>0.0010309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AE0715 FN 12/40 FIXED VAR</title>
        <cusip>31419AYM3</cusip>
        <identifiers>
          <isin value="US31419AYM34"/>
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        <balance>1377776.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1262394.700000</valUSD>
        <pctVal>0.0153516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AI0028 FN 07/41 FIXED 4.5</title>
        <cusip>3138ADA62</cusip>
        <identifiers>
          <isin value="US3138ADA624"/>
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        <balance>254426.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237591.350000</valUSD>
        <pctVal>0.0028893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AJ9213 FN 01/42 FIXED 4.5</title>
        <cusip>3138E2GX7</cusip>
        <identifiers>
          <isin value="US3138E2GX70"/>
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        <balance>213522.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199420.480000</valUSD>
        <pctVal>0.0024251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AK2411 FN 02/42 FIXED 4</title>
        <cusip>3138E6VD5</cusip>
        <identifiers>
          <isin value="US3138E6VD55"/>
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        <balance>119485.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109476.590000</valUSD>
        <pctVal>0.0013313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AK6297 FN 03/42 FIXED 4</title>
        <cusip>3138EA7K7</cusip>
        <identifiers>
          <isin value="US3138EA7K77"/>
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        <balance>57876.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53136.270000</valUSD>
        <pctVal>0.0006462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AK9808 FN 04/42 FIXED 4</title>
        <cusip>3138EE3S6</cusip>
        <identifiers>
          <isin value="US3138EE3S67"/>
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        <balance>4354.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4005.600000</valUSD>
        <pctVal>0.0000487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL1822 FN 04/40 FIXED VAR</title>
        <cusip>3138EJAY4</cusip>
        <identifiers>
          <isin value="US3138EJAY44"/>
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        <balance>493732.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466720.880000</valUSD>
        <pctVal>0.0056756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL8032 FN 01/46 FIXED VAR</title>
        <cusip>3138EQ4S8</cusip>
        <identifiers>
          <isin value="US3138EQ4S86"/>
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        <balance>816700.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>744985.130000</valUSD>
        <pctVal>0.0090595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL8092 FN 07/42 FIXED VAR</title>
        <cusip>3138EQ7E6</cusip>
        <identifiers>
          <isin value="US3138EQ7E63"/>
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        <balance>1401926.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1284516.570000</valUSD>
        <pctVal>0.0156206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AL9380 FN 04/31 FIXED VAR</title>
        <cusip>3138ERM64</cusip>
        <identifiers>
          <isin value="US3138ERM647"/>
        </identifiers>
        <balance>5904342.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5508690.500000</valUSD>
        <pctVal>0.0669893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AN5171 FN 04/27 FIXED 3.29</title>
        <cusip>3138LHW91</cusip>
        <identifiers>
          <isin value="US3138LHW915"/>
        </identifiers>
        <balance>46900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43855455.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AN8528 FN 03/33 FIXED 3.43</title>
        <cusip>3138LMPN7</cusip>
        <identifiers>
          <isin value="US3138LMPN79"/>
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        <balance>992118.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>860474.290000</valUSD>
        <pctVal>0.0104639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AN8612 FN 03/28 FIXED 3.29</title>
        <cusip>3138LMSA2</cusip>
        <identifiers>
          <isin value="US3138LMSA22"/>
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        <balance>23874000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22063413.030000</valUSD>
        <pctVal>0.2683057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AN8717 FN 03/28 FIXED 3.02</title>
        <cusip>3138LMVK6</cusip>
        <identifiers>
          <isin value="US3138LMVK66"/>
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        <balance>6617000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6043922.540000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AN9215 FN 05/28 FIXED 3.43</title>
        <cusip>3138LNGZ8</cusip>
        <identifiers>
          <isin value="US3138LNGZ83"/>
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        <balance>9728000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9010163.780000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AO3522 FN 10/40 FIXED 4.5</title>
        <cusip>3138LT4G0</cusip>
        <identifiers>
          <isin value="US3138LT4G06"/>
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        <balance>71332.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66771.530000</valUSD>
        <pctVal>0.0008120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AR2500 FN 01/33 FIXED 2.5</title>
        <cusip>3138NYX67</cusip>
        <identifiers>
          <isin value="US3138NYX674"/>
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        <balance>2020140.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1748248.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS0167 FN 08/33 FIXED 4</title>
        <cusip>3138W9FH8</cusip>
        <identifiers>
          <isin value="US3138W9FH84"/>
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        <balance>528386.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484485.430000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS2669 FN 09/43 FIXED 3</title>
        <cusip>3138WB6F7</cusip>
        <identifiers>
          <isin value="US3138WB6F75"/>
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        <balance>318969.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296937.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS4009 FN 12/39 FIXED 3.5</title>
        <cusip>3138WDN31</cusip>
        <identifiers>
          <isin value="US3138WDN316"/>
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        <balance>809733.220000</balance>
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        <curCd>USD</curCd>
        <valUSD>719257.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS4556 FN 03/40 FIXED 3.5</title>
        <cusip>3138WEB24</cusip>
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          <isin value="US3138WEB244"/>
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        <balance>295458.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262462.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS4796 FN 04/45 FIXED 3.5</title>
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          <isin value="US3138WEKJ77"/>
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        <balance>2060511.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS5477 FN 07/45 FIXED 4</title>
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          <isin value="US3138WFCP94"/>
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        <curCd>USD</curCd>
        <valUSD>1840462.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PIMCO FUNDS</name>
        <lei>LWVQWTQCFH3YG7CVH718</lei>
        <title>PIMCO PRV SHORT TERM FLT III MUTUAL FUND</title>
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          <isin value="US72201W1541"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10924064.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS7188 FN 05/46 FIXED 4</title>
        <cusip>3138WG7A6</cusip>
        <identifiers>
          <isin value="US3138WG7A60"/>
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        <balance>484942.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442199.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS7601 FN 07/46 FIXED 4</title>
        <cusip>3138WHNT5</cusip>
        <identifiers>
          <isin value="US3138WHNT53"/>
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        <balance>38060.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34624.360000</valUSD>
        <pctVal>0.0004211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS7603 FN 07/46 FIXED 4</title>
        <cusip>3138WHNV0</cusip>
        <identifiers>
          <isin value="US3138WHNV00"/>
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        <balance>113895.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103560.500000</valUSD>
        <pctVal>0.0012594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS8143 FN 10/46 FIXED 4</title>
        <cusip>3138WJBM9</cusip>
        <identifiers>
          <isin value="US3138WJBM94"/>
        </identifiers>
        <balance>44620.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40674.950000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS8144 FN 10/46 FIXED 4</title>
        <cusip>3138WJBN7</cusip>
        <identifiers>
          <isin value="US3138WJBN77"/>
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        <balance>42941.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39004.890000</valUSD>
        <pctVal>0.0004743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS8509 FN 12/46 FIXED 3</title>
        <cusip>3138WJN38</cusip>
        <identifiers>
          <isin value="US3138WJN388"/>
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        <balance>6278808.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5310431.720000</valUSD>
        <pctVal>0.0645784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS8674 FN 01/37 FIXED 4</title>
        <cusip>3138WJT81</cusip>
        <identifiers>
          <isin value="US3138WJT815"/>
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        <balance>388313.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357767.850000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS8786 FN 02/47 FIXED 4</title>
        <cusip>3138WJXQ6</cusip>
        <identifiers>
          <isin value="US3138WJXQ60"/>
        </identifiers>
        <balance>29135.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26478.240000</valUSD>
        <pctVal>0.0003220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS9300 FN 03/37 FIXED 4</title>
        <cusip>3138WKKN4</cusip>
        <identifiers>
          <isin value="US3138WKKN40"/>
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        <balance>1214747.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1126649.820000</valUSD>
        <pctVal>0.0137008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS9393 FN 04/47 FIXED 4</title>
        <cusip>3138WKNK7</cusip>
        <identifiers>
          <isin value="US3138WKNK73"/>
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        <balance>1320019.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1198654.160000</valUSD>
        <pctVal>0.0145764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS9644 FN 05/37 FIXED 4</title>
        <cusip>3138WKWE1</cusip>
        <identifiers>
          <isin value="US3138WKWE13"/>
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        <balance>1415859.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1302704.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS9671 FN 05/47 FIXED 4</title>
        <cusip>3138WKW92</cusip>
        <identifiers>
          <isin value="US3138WKW924"/>
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        <balance>5129.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4658.420000</valUSD>
        <pctVal>0.0000566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AS9776 FN 06/37 FIXED 4</title>
        <cusip>3138WK2J3</cusip>
        <identifiers>
          <isin value="US3138WK2J35"/>
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        <balance>1415748.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1302588.150000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AT5613 FN 02/43 FIXED 3</title>
        <cusip>3138WTGX8</cusip>
        <identifiers>
          <isin value="US3138WTGX86"/>
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        <balance>539030.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498898.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AT5929 FN 06/33 FIXED 4</title>
        <cusip>3138WTST4</cusip>
        <identifiers>
          <isin value="US3138WTST47"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47922.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AT6546 FN 06/43 FIXED 4</title>
        <cusip>3138WUHY2</cusip>
        <identifiers>
          <isin value="US3138WUHY24"/>
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        <balance>24729.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22702.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AT7698 FN 06/43 FIXED 4</title>
        <cusip>3138WVRU7</cusip>
        <identifiers>
          <isin value="US3138WVRU74"/>
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        <balance>23399.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21438.820000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AT9839 FN 06/43 FIXED 4</title>
        <cusip>3138WX4Z7</cusip>
        <identifiers>
          <isin value="US3138WX4Z77"/>
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        <balance>28763.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26281.690000</valUSD>
        <pctVal>0.0003196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AV3502 FN 03/44 FIXED 4</title>
        <cusip>3138XE3L0</cusip>
        <identifiers>
          <isin value="US3138XE3L07"/>
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        <balance>354879.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324264.300000</valUSD>
        <pctVal>0.0039433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AW9166 FN 07/34 FIXED 4</title>
        <cusip>3138XZFG1</cusip>
        <identifiers>
          <isin value="US3138XZFG14"/>
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        <balance>144985.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>132369.070000</valUSD>
        <pctVal>0.0016097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AX2796 FN 10/44 FIXED 4</title>
        <cusip>3138Y4DA4</cusip>
        <identifiers>
          <isin value="US3138Y4DA43"/>
        </identifiers>
        <balance>54460.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49702.950000</valUSD>
        <pctVal>0.0006044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL AZ7254 FN 08/45 FIXED 4</title>
        <cusip>3140E0BY0</cusip>
        <identifiers>
          <isin value="US3140E0BY07"/>
        </identifiers>
        <balance>81392.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74161.740000</valUSD>
        <pctVal>0.0009019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BA7051 FN 04/46 FIXED 4</title>
        <cusip>3140EBZR5</cusip>
        <identifiers>
          <isin value="US3140EBZR55"/>
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        <balance>283180.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255359.330000</valUSD>
        <pctVal>0.0031053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BC2670 FN 02/46 FIXED 4</title>
        <cusip>3140EW6G5</cusip>
        <identifiers>
          <isin value="US3140EW6G58"/>
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        <balance>50243.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45750.980000</valUSD>
        <pctVal>0.0005564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BC3605 FN 04/46 FIXED 4</title>
        <cusip>3140EYAF8</cusip>
        <identifiers>
          <isin value="US3140EYAF85"/>
        </identifiers>
        <balance>46434.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42285.770000</valUSD>
        <pctVal>0.0005142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BC4566 FN 12/46 FIXED 4</title>
        <cusip>3140F0CC6</cusip>
        <identifiers>
          <isin value="US3140F0CC66"/>
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        <balance>104632.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95033.440000</valUSD>
        <pctVal>0.0011557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BC6000 FN 05/46 FIXED 4</title>
        <cusip>3140F1U26</cusip>
        <identifiers>
          <isin value="US3140F1U260"/>
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        <balance>66518.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60697.520000</valUSD>
        <pctVal>0.0007381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BC6315 FN 04/46 FIXED 4</title>
        <cusip>3140F2AR1</cusip>
        <identifiers>
          <isin value="US3140F2AR10"/>
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        <balance>28599.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25898.990000</valUSD>
        <pctVal>0.0003149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BC7809 FN 04/46 FIXED 4</title>
        <cusip>3140F3VB1</cusip>
        <identifiers>
          <isin value="US3140F3VB12"/>
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        <balance>5063.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4588.670000</valUSD>
        <pctVal>0.0000558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BD2441 FN 01/47 FIXED 3.5</title>
        <cusip>3140F9WB7</cusip>
        <identifiers>
          <isin value="US3140F9WB72"/>
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        <balance>7124511.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6318222.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BD2691 FN 07/46 FIXED 4</title>
        <cusip>3140F97D1</cusip>
        <identifiers>
          <isin value="US3140F97D17"/>
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        <balance>11799.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10703.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BD7081 FN 03/47 FIXED 4</title>
        <cusip>3140FE2P8</cusip>
        <identifiers>
          <isin value="US3140FE2P80"/>
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        <balance>15413.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE2689 FN 05/47 FIXED 4</title>
        <cusip>3140FM7B6</cusip>
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          <isin value="US3140FM7B68"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE3619 FN 05/47 FIXED 4</title>
        <cusip>3140FPAV1</cusip>
        <identifiers>
          <isin value="US3140FPAV10"/>
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        <balance>32923457.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE3652 FN 05/47 FLOATING VAR</title>
        <cusip>3140FPBW8</cusip>
        <identifiers>
          <isin value="US3140FPBW83"/>
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        <balance>614892.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE3702 FN 06/47 FIXED 4</title>
        <cusip>3140FPDG1</cusip>
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          <isin value="US3140FPDG16"/>
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        <balance>72639.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65745.710000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE3780 FN 07/47 FIXED 4.5</title>
        <cusip>3140FPFW4</cusip>
        <identifiers>
          <isin value="US3140FPFW48"/>
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        <balance>4511287.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4235316.570000</valUSD>
        <pctVal>0.0515042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE5598 FN 12/36 FIXED 4</title>
        <cusip>3140FRGG4</cusip>
        <identifiers>
          <isin value="US3140FRGG45"/>
        </identifiers>
        <balance>462189.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425822.340000</valUSD>
        <pctVal>0.0051783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE7380 FN 01/47 FLOATING VAR</title>
        <cusip>3140FTFW6</cusip>
        <identifiers>
          <isin value="US3140FTFW69"/>
        </identifiers>
        <balance>106687.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97078.880000</valUSD>
        <pctVal>0.0011805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.1</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE7612 FN 03/37 FIXED 4</title>
        <cusip>3140FTN64</cusip>
        <identifiers>
          <isin value="US3140FTN644"/>
        </identifiers>
        <balance>1770119.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628183.360000</valUSD>
        <pctVal>0.0197998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE7840 FN 02/47 FIXED 4</title>
        <cusip>3140FTWA5</cusip>
        <identifiers>
          <isin value="US3140FTWA56"/>
        </identifiers>
        <balance>578133.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524959.820000</valUSD>
        <pctVal>0.0063839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE7985 FN 02/47 FIXED 4</title>
        <cusip>3140FT2T7</cusip>
        <identifiers>
          <isin value="US3140FT2T76"/>
        </identifiers>
        <balance>139302.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126131.210000</valUSD>
        <pctVal>0.0015338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE8055 FN 04/47 FIXED 4</title>
        <cusip>3140FT5R8</cusip>
        <identifiers>
          <isin value="US3140FT5R83"/>
        </identifiers>
        <balance>153647.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139172.860000</valUSD>
        <pctVal>0.0016924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE8166 FN 03/37 FIXED 4</title>
        <cusip>3140FUCC0</cusip>
        <identifiers>
          <isin value="US3140FUCC06"/>
        </identifiers>
        <balance>835830.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>765097.540000</valUSD>
        <pctVal>0.0093041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE8409 FN 03/47 FIXED 4</title>
        <cusip>3140FUKX5</cusip>
        <identifiers>
          <isin value="US3140FUKX50"/>
        </identifiers>
        <balance>55486.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50189.420000</valUSD>
        <pctVal>0.0006103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE8898 FN 03/37 FIXED 4</title>
        <cusip>3140FU3G1</cusip>
        <identifiers>
          <isin value="US3140FU3G11"/>
        </identifiers>
        <balance>711774.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655758.330000</valUSD>
        <pctVal>0.0079745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE9075 FN 05/37 FIXED 4</title>
        <cusip>3140FVCM6</cusip>
        <identifiers>
          <isin value="US3140FVCM60"/>
        </identifiers>
        <balance>1199712.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1103580.060000</valUSD>
        <pctVal>0.0134203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE9717 FN 05/37 FIXED 4</title>
        <cusip>3140FVYP5</cusip>
        <identifiers>
          <isin value="US3140FVYP53"/>
        </identifiers>
        <balance>956077.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880846.660000</valUSD>
        <pctVal>0.0107117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BE9727 FN 05/37 FIXED 4</title>
        <cusip>3140FVYZ3</cusip>
        <identifiers>
          <isin value="US3140FVYZ36"/>
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        <balance>698567.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>646878.530000</valUSD>
        <pctVal>0.0078665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BF0167 FN 02/57 FIXED 3</title>
        <cusip>3140FXFH0</cusip>
        <identifiers>
          <isin value="US3140FXFH05"/>
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        <balance>15834839.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13157848.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BF0178 FN 03/57 FIXED 3</title>
        <cusip>3140FXFU1</cusip>
        <identifiers>
          <isin value="US3140FXFU16"/>
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        <balance>2904169.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2413210.840000</valUSD>
        <pctVal>0.0293462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BF0262 FN 05/58 FIXED 3</title>
        <cusip>3140FXJG8</cusip>
        <identifiers>
          <isin value="US3140FXJG85"/>
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        <balance>18741390.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15575455.310000</valUSD>
        <pctVal>0.1894078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BF0377 FN 04/59 FIXED 3</title>
        <cusip>3140FXM33</cusip>
        <identifiers>
          <isin value="US3140FXM333"/>
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        <balance>33235758.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27618586.240000</valUSD>
        <pctVal>0.3358602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BF0383 FN 04/59 FIXED 4.5</title>
        <cusip>3140FXM90</cusip>
        <identifiers>
          <isin value="US3140FXM903"/>
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        <balance>6575734.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6080856.140000</valUSD>
        <pctVal>0.0739472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BF0497 FN 07/60 FIXED 3</title>
        <cusip>3140FXRT1</cusip>
        <identifiers>
          <isin value="US3140FXRT15"/>
        </identifiers>
        <balance>28813227.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140GNH225"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BH0299 FN 04/47 FIXED 4</title>
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          <isin value="US3140GNKM44"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BH0887 FN 04/47 FIXED 4</title>
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          <isin value="US3140GN6Z18"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BH0892 FN 04/37 FIXED 4</title>
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        <identifiers>
          <isin value="US3140GN7E79"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BH2185 FN 06/47 FIXED 4</title>
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        <identifiers>
          <isin value="US3140GQNB82"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BH2718 FN 05/47 FIXED 4</title>
        <cusip>3140GRAU8</cusip>
        <identifiers>
          <isin value="US3140GRAU83"/>
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        <balance>841021.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BH4379 FN 05/47 FIXED 4</title>
        <cusip>3140GS2M3</cusip>
        <identifiers>
          <isin value="US3140GS2M32"/>
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        <balance>702973.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638362.550000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ1667 FN 12/47 FIXED 4</title>
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        <identifiers>
          <isin value="US3140H2Z927"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140H23K23"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140H4UM49"/>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140H5JG74"/>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ4616 FN 02/48 FIXED 4</title>
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          <isin value="US3140H6DW61"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US3140H6HW26"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ4843 FN 02/48 FIXED 4</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ7040 FN 08/38 FIXED 4</title>
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        <identifiers>
          <isin value="US3140H8ZE81"/>
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        <balance>438091.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396037.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ8072 FN 02/48 FIXED 4</title>
        <cusip>3140H96J7</cusip>
        <identifiers>
          <isin value="US3140H96J77"/>
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        <balance>231482.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209862.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BJ9921 FN 03/48 FIXED 4</title>
        <cusip>3140HCAX4</cusip>
        <identifiers>
          <isin value="US3140HCAX45"/>
        </identifiers>
        <balance>722539.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>655804.110000</valUSD>
        <pctVal>0.0079750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BK1092 FN 07/48 FIXED 5</title>
        <cusip>3140HEGA4</cusip>
        <identifiers>
          <isin value="US3140HEGA44"/>
        </identifiers>
        <balance>783598.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751295.820000</valUSD>
        <pctVal>0.0091363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BK1278 FN 06/48 FLOATING VAR</title>
        <cusip>3140HEM41</cusip>
        <identifiers>
          <isin value="US3140HEM412"/>
        </identifiers>
        <balance>113140.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106782.820000</valUSD>
        <pctVal>0.0012985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.975</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BK1962 FN 03/48 FIXED 4</title>
        <cusip>3140HFFC8</cusip>
        <identifiers>
          <isin value="US3140HFFC83"/>
        </identifiers>
        <balance>1181790.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072578.650000</valUSD>
        <pctVal>0.0130433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BK6442 FN 06/48 FLOATING VAR</title>
        <cusip>3140HLEQ5</cusip>
        <identifiers>
          <isin value="US3140HLEQ56"/>
        </identifiers>
        <balance>135239.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126670.190000</valUSD>
        <pctVal>0.0015404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.725</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BK8736 FN 01/49 FIXED 4.5</title>
        <cusip>3140HNV66</cusip>
        <identifiers>
          <isin value="US3140HNV661"/>
        </identifiers>
        <balance>1380249.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1295120.060000</valUSD>
        <pctVal>0.0157495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BL1296 FN 02/26 FIXED 3.575</title>
        <cusip>3140HSNN7</cusip>
        <identifiers>
          <isin value="US3140HSNN77"/>
        </identifiers>
        <balance>12198000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11614377.050000</valUSD>
        <pctVal>0.1412385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.575</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BL3658 FN 08/26 FIXED 2.54</title>
        <cusip>3140HVB45</cusip>
        <identifiers>
          <isin value="US3140HVB450"/>
        </identifiers>
        <balance>10714954.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9910255.400000</valUSD>
        <pctVal>0.1205152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.54</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM1303 FN 04/47 FIXED VAR</title>
        <cusip>3140J5NV7</cusip>
        <identifiers>
          <isin value="US3140J5NV75"/>
        </identifiers>
        <balance>346525.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316641.240000</valUSD>
        <pctVal>0.0038506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM1497 FN 07/37 FIXED VAR</title>
        <cusip>3140J5UX5</cusip>
        <identifiers>
          <isin value="US3140J5UX58"/>
        </identifiers>
        <balance>2290658.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2110368.520000</valUSD>
        <pctVal>0.0256635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM1745 FN 09/43 FLOATING VAR</title>
        <cusip>3140J55F2</cusip>
        <identifiers>
          <isin value="US3140J55F29"/>
        </identifiers>
        <balance>1212760.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1202071.250000</valUSD>
        <pctVal>0.0146180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.78</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM1877 FN 10/47 FIXED VAR</title>
        <cusip>3140J6CP0</cusip>
        <identifiers>
          <isin value="US3140J6CP00"/>
        </identifiers>
        <balance>205388.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>186450.550000</valUSD>
        <pctVal>0.0022674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM2002 FN 10/47 FIXED VAR</title>
        <cusip>3140J6GL5</cusip>
        <identifiers>
          <isin value="US3140J6GL59"/>
        </identifiers>
        <balance>4599809.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4177707.990000</valUSD>
        <pctVal>0.0508037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM3123 FN 04/37 FIXED VAR</title>
        <cusip>3140J7PH2</cusip>
        <identifiers>
          <isin value="US3140J7PH20"/>
        </identifiers>
        <balance>3200096.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2963838.550000</valUSD>
        <pctVal>0.0360422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM3638 FN 08/44 FIXED VAR</title>
        <cusip>3140J8BG7</cusip>
        <identifiers>
          <isin value="US3140J8BG75"/>
        </identifiers>
        <balance>2438261.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2238622.940000</valUSD>
        <pctVal>0.0272231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM3927 FN 03/38 FIXED VAR</title>
        <cusip>3140J8LH4</cusip>
        <identifiers>
          <isin value="US3140J8LH49"/>
        </identifiers>
        <balance>9536460.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8868577.410000</valUSD>
        <pctVal>0.1078477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM4069 FN 05/38 FIXED VAR</title>
        <cusip>3140J8QX4</cusip>
        <identifiers>
          <isin value="US3140J8QX44"/>
        </identifiers>
        <balance>4385642.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3929887.420000</valUSD>
        <pctVal>0.0477900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM4070 FN 03/38 FIXED VAR</title>
        <cusip>3140J8QY2</cusip>
        <identifiers>
          <isin value="US3140J8QY27"/>
        </identifiers>
        <balance>2086247.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1869406.210000</valUSD>
        <pctVal>0.0227332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM4413 FN 12/47 FIXED VAR</title>
        <cusip>3140J83X9</cusip>
        <identifiers>
          <isin value="US3140J83X98"/>
        </identifiers>
        <balance>2049797.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1920686.750000</valUSD>
        <pctVal>0.0233568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM4434 FN 06/48 FIXED VAR</title>
        <cusip>3140J84U4</cusip>
        <identifiers>
          <isin value="US3140J84U41"/>
        </identifiers>
        <balance>1309093.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1257874.790000</valUSD>
        <pctVal>0.0152966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM4521 FN 08/38 FIXED VAR</title>
        <cusip>3140J9AX9</cusip>
        <identifiers>
          <isin value="US3140J9AX90"/>
        </identifiers>
        <balance>1917438.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1761776.200000</valUSD>
        <pctVal>0.0214244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM4622 FN 09/48 FIXED VAR</title>
        <cusip>3140J9D40</cusip>
        <identifiers>
          <isin value="US3140J9D406"/>
        </identifiers>
        <balance>2400505.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2178776.240000</valUSD>
        <pctVal>0.0264954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM6158 FN 12/48 FLOATING VAR</title>
        <cusip>3140JAZY7</cusip>
        <identifiers>
          <isin value="US3140JAZY78"/>
        </identifiers>
        <balance>884499.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889754.170000</valUSD>
        <pctVal>0.0108200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.743</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM6190 FN 08/49 FLOATING VAR</title>
        <cusip>3140JA2Y3</cusip>
        <identifiers>
          <isin value="US3140JA2Y30"/>
        </identifiers>
        <balance>2520838.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2509228.910000</valUSD>
        <pctVal>0.0305139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BM7152 FN 02/28 VARIABLE</title>
        <cusip>3140JB5N2</cusip>
        <identifiers>
          <isin value="US3140JB5N20"/>
        </identifiers>
        <balance>24997420.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23916272.620000</valUSD>
        <pctVal>0.2908376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.374</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BN4325 FN 01/49 FIXED 4.5</title>
        <cusip>3140JLYX6</cusip>
        <identifiers>
          <isin value="US3140JLYX69"/>
        </identifiers>
        <balance>1833954.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1716526.040000</valUSD>
        <pctVal>0.0208741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BN4368 FN 02/49 FIXED 5</title>
        <cusip>3140JL2A1</cusip>
        <identifiers>
          <isin value="US3140JL2A19"/>
        </identifiers>
        <balance>2428431.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2331971.000000</valUSD>
        <pctVal>0.0283583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BN5883 FN 03/49 FIXED 5</title>
        <cusip>3140JNRD4</cusip>
        <identifiers>
          <isin value="US3140JNRD45"/>
        </identifiers>
        <balance>712957.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681674.340000</valUSD>
        <pctVal>0.0082896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BN6267 FN 04/49 FIXED 4</title>
        <cusip>3140JN6D7</cusip>
        <identifiers>
          <isin value="US3140JN6D75"/>
        </identifiers>
        <balance>411747.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372517.660000</valUSD>
        <pctVal>0.0045301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BN8902 FN 05/49 FIXED 3.5</title>
        <cusip>3140JR3L3</cusip>
        <identifiers>
          <isin value="US3140JR3L38"/>
        </identifiers>
        <balance>261395.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229003.680000</valUSD>
        <pctVal>0.0027848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BO1350 FN 08/49 FIXED 4</title>
        <cusip>3140JVQC9</cusip>
        <identifiers>
          <isin value="US3140JVQC96"/>
        </identifiers>
        <balance>242901.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220988.580000</valUSD>
        <pctVal>0.0026874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BO5023 FN 12/49 FIXED 3</title>
        <cusip>3140K0SM1</cusip>
        <identifiers>
          <isin value="US3140K0SM17"/>
        </identifiers>
        <balance>404878.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338539.480000</valUSD>
        <pctVal>0.0041169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BO5413 FN 10/49 FIXED 3</title>
        <cusip>3140K1AP1</cusip>
        <identifiers>
          <isin value="US3140K1AP13"/>
        </identifiers>
        <balance>6475378.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5458368.740000</valUSD>
        <pctVal>0.0663774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BP3476 FN 06/51 FIXED 3</title>
        <cusip>3140KA2J4</cusip>
        <identifiers>
          <isin value="US3140KA2J45"/>
        </identifiers>
        <balance>1684876.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1402995.920000</valUSD>
        <pctVal>0.0170614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BR3953 FN 03/51 FIXED 3</title>
        <cusip>3140L2MB6</cusip>
        <identifiers>
          <isin value="US3140L2MB61"/>
        </identifiers>
        <balance>137692.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115533.000000</valUSD>
        <pctVal>0.0014050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BR8765 FN 03/51 FIXED 3</title>
        <cusip>3140L7W32</cusip>
        <identifiers>
          <isin value="US3140L7W323"/>
        </identifiers>
        <balance>782307.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651947.310000</valUSD>
        <pctVal>0.0079281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BR8831 FN 02/51 FIXED 3</title>
        <cusip>3140L7Y55</cusip>
        <identifiers>
          <isin value="US3140L7Y550"/>
        </identifiers>
        <balance>959977.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799988.030000</valUSD>
        <pctVal>0.0097284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BR9873 FN 04/51 FIXED 3</title>
        <cusip>3140L86K1</cusip>
        <identifiers>
          <isin value="US3140L86K13"/>
        </identifiers>
        <balance>678466.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>565258.880000</valUSD>
        <pctVal>0.0068739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS7102 FN 11/32 FIXED 4.5</title>
        <cusip>3140LH3L2</cusip>
        <identifiers>
          <isin value="US3140LH3L27"/>
        </identifiers>
        <balance>23527000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22249200.630000</valUSD>
        <pctVal>0.2705650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8096 FN 04/33 FIXED 4.7</title>
        <cusip>3140LJ7J9</cusip>
        <identifiers>
          <isin value="US3140LJ7J98"/>
        </identifiers>
        <balance>11125000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10580684.790000</valUSD>
        <pctVal>0.1286681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8097 FN 04/33 FIXED 4.7</title>
        <cusip>3140LJ7K6</cusip>
        <identifiers>
          <isin value="US3140LJ7K61"/>
        </identifiers>
        <balance>7368000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7007545.210000</valUSD>
        <pctVal>0.0852164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8176 FN 04/33 FIXED 4.385</title>
        <cusip>3140LKCN1</cusip>
        <identifiers>
          <isin value="US3140LKCN15"/>
        </identifiers>
        <balance>11208000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10494684.880000</valUSD>
        <pctVal>0.1276223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.385</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8202 FN 04/28 FIXED 4.14</title>
        <cusip>3140LKDG5</cusip>
        <identifiers>
          <isin value="US3140LKDG54"/>
        </identifiers>
        <balance>10571000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10114579.320000</valUSD>
        <pctVal>0.1230000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.14</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8211 FN 05/28 FIXED 4.55</title>
        <cusip>3140LKDR1</cusip>
        <identifiers>
          <isin value="US3140LKDR10"/>
        </identifiers>
        <balance>1272000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1237823.520000</valUSD>
        <pctVal>0.0150528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.55</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8216 FN 04/33 FIXED 4.49</title>
        <cusip>3140LKDW0</cusip>
        <identifiers>
          <isin value="US3140LKDW05"/>
        </identifiers>
        <balance>7900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7464128.640000</valUSD>
        <pctVal>0.0907687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8227 FN 06/33 FIXED 4.59</title>
        <cusip>3140LKD91</cusip>
        <identifiers>
          <isin value="US3140LKD915"/>
        </identifiers>
        <balance>24223000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23040355.140000</valUSD>
        <pctVal>0.2801859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.59</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8229 FN 06/30 FIXED 4.5</title>
        <cusip>3140LKEB5</cusip>
        <identifiers>
          <isin value="US3140LKEB58"/>
        </identifiers>
        <balance>1647000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1581708.750000</valUSD>
        <pctVal>0.0192346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8541 FN 05/33 FIXED 4.74</title>
        <cusip>3140LKP31</cusip>
        <identifiers>
          <isin value="US3140LKP315"/>
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        <balance>2191413.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2112207.450000</valUSD>
        <pctVal>0.0256858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.74</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8550 FN 05/33 FIXED 4.49</title>
        <cusip>3140LKQC0</cusip>
        <identifiers>
          <isin value="US3140LKQC04"/>
        </identifiers>
        <balance>4005000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3779009.780000</valUSD>
        <pctVal>0.0459553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8556 FN 12/29 FIXED 4.56</title>
        <cusip>3140LKQJ5</cusip>
        <identifiers>
          <isin value="US3140LKQJ56"/>
        </identifiers>
        <balance>5070000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4893289.970000</valUSD>
        <pctVal>0.0595056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.56</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8626 FN 10/30 FIXED 4.49</title>
        <cusip>3140LKSQ7</cusip>
        <identifiers>
          <isin value="US3140LKSQ71"/>
        </identifiers>
        <balance>1747000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1668817.120000</valUSD>
        <pctVal>0.0202939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8659 FN 06/33 FIXED 4.44</title>
        <cusip>3140LKTR4</cusip>
        <identifiers>
          <isin value="US3140LKTR46"/>
        </identifiers>
        <balance>12320000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11570084.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8664 FN 06/33 FIXED 4.53</title>
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        <identifiers>
          <isin value="US3140LKTW31"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3085043.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8711 FN 07/33 FIXED 4.84</title>
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          <isin value="US3140LKVD22"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1455521.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8820 FN 06/28 FIXED 4.32</title>
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          <isin value="US3140LKYS63"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8821 FN 06/28 FIXED 4.32</title>
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          <isin value="US3140LKYT47"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2285305.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.32</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8910 FN 03/31 FIXED 4.99</title>
        <cusip>3140LK3U5</cusip>
        <identifiers>
          <isin value="US3140LK3U53"/>
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        <balance>7991850.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7864168.100000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.99</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS8952 FN 05/31 FIXED 5.17</title>
        <cusip>3140LK5N9</cusip>
        <identifiers>
          <isin value="US3140LK5N92"/>
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        <balance>2820300.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2802828.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.17</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9212 FN 08/33 FIXED 5.11</title>
        <cusip>3140LLGW5</cusip>
        <identifiers>
          <isin value="US3140LLGW50"/>
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        <balance>1099093.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1088273.030000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.11</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9367 FN 08/33 FIXED 4.58</title>
        <cusip>3140LLMR9</cusip>
        <identifiers>
          <isin value="US3140LLMR91"/>
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        <balance>7368000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7000700.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.58</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9377 FN 09/28 FIXED 4.64</title>
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          <isin value="US3140LLM328"/>
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        <balance>4884179.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4771241.010000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.64</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9403 FN 09/28 FIXED 4.88</title>
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          <isin value="US3140LLNV94"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9584 FN 09/28 FIXED 4.815</title>
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          <isin value="US3140LLUJ83"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9585 FN 09/28 FIXED 4.815</title>
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          <isin value="US3140LLUK56"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BS9611 FN 10/31 FIXED 5.59</title>
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          <isin value="US3140LLVD05"/>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BT0579 FN 05/51 FIXED 3</title>
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          <isin value="US3140LNUD79"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BT0924 FN 05/51 FIXED 3</title>
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          <isin value="US3140LPA282"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463695.200000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BT2788 FN 08/51 FIXED 2.5</title>
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          <isin value="US3140LRC227"/>
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        <balance>2293237.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1848250.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BU0049 FN 09/51 FIXED 2.5</title>
        <cusip>3140M1BT0</cusip>
        <identifiers>
          <isin value="US3140M1BT06"/>
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        <balance>2007651.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1604276.680000</valUSD>
        <pctVal>0.0195091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BV3393 FN 03/52 FIXED 3</title>
        <cusip>3140MGXX4</cusip>
        <identifiers>
          <isin value="US3140MGXX47"/>
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        <balance>1059390.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>877669.290000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BX5040 FN 01/53 FIXED 6</title>
        <cusip>3140N9S64</cusip>
        <identifiers>
          <isin value="US3140N9S648"/>
        </identifiers>
        <balance>29706979.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29345815.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BX5455 FN 01/53 FIXED 6</title>
        <cusip>3140NABZ5</cusip>
        <identifiers>
          <isin value="US3140NABZ53"/>
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        <balance>1853401.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1832585.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BX5670 FN 01/53 FIXED 6</title>
        <cusip>3140NAJQ7</cusip>
        <identifiers>
          <isin value="US3140NAJQ72"/>
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        <balance>2941695.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2907747.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY0125 FN 05/53 FIXED 5.5</title>
        <cusip>3140NGD72</cusip>
        <identifiers>
          <isin value="US3140NGD729"/>
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        <balance>3418432.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3334601.030000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY0131 FN 05/53 FIXED 5.5</title>
        <cusip>3140NGED8</cusip>
        <identifiers>
          <isin value="US3140NGED84"/>
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        <balance>7945212.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7708915.220000</valUSD>
        <pctVal>0.0937455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY2447 FN 07/53 FIXED 5</title>
        <cusip>3140NJWH3</cusip>
        <identifiers>
          <isin value="US3140NJWH36"/>
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        <balance>1476087.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1406275.660000</valUSD>
        <pctVal>0.0171012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY5183 FN 06/53 FIXED 5</title>
        <cusip>3140NMXM4</cusip>
        <identifiers>
          <isin value="US3140NMXM41"/>
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        <balance>1625211.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1543817.640000</valUSD>
        <pctVal>0.0187738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY9433 FN 09/53 FIXED 5</title>
        <cusip>3140NSPT5</cusip>
        <identifiers>
          <isin value="US3140NSPT55"/>
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        <balance>1442202.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1362963.540000</valUSD>
        <pctVal>0.0165745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY9970 FN 08/53 FIXED 6</title>
        <cusip>3140NTCG5</cusip>
        <identifiers>
          <isin value="US3140NTCG54"/>
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        <balance>6640763.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6563686.580000</valUSD>
        <pctVal>0.0798188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL BY9999 FN 09/53 FIXED 5</title>
        <cusip>3140NTDD1</cusip>
        <identifiers>
          <isin value="US3140NTDD15"/>
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        <balance>1004552.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>948581.790000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA0361 FN 09/37 FIXED 4</title>
        <cusip>3140Q7MK0</cusip>
        <identifiers>
          <isin value="US3140Q7MK07"/>
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        <balance>1394716.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1283968.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA0892 FN 12/37 FIXED 4</title>
        <cusip>3140Q77E1</cusip>
        <identifiers>
          <isin value="US3140Q77E17"/>
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        <balance>1075226.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997233.740000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA0894 FN 12/37 FIXED 4</title>
        <cusip>3140Q77G6</cusip>
        <identifiers>
          <isin value="US3140Q77G64"/>
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        <balance>109454.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99858.430000</valUSD>
        <pctVal>0.0012143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA1037 FN 01/38 FIXED 4</title>
        <cusip>3140Q8EK7</cusip>
        <identifiers>
          <isin value="US3140Q8EK71"/>
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        <balance>1358190.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1255447.560000</valUSD>
        <pctVal>0.0152671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA1039 FN 01/38 FIXED 4</title>
        <cusip>3140Q8EM3</cusip>
        <identifiers>
          <isin value="US3140Q8EM38"/>
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        <balance>537667.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495352.720000</valUSD>
        <pctVal>0.0060238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA1314 FN 01/48 FIXED 4</title>
        <cusip>3140Q8N84</cusip>
        <identifiers>
          <isin value="US3140Q8N846"/>
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        <balance>1530378.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1390787.330000</valUSD>
        <pctVal>0.0169129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA2234 FN 08/38 FIXED 4</title>
        <cusip>3140Q9PU1</cusip>
        <identifiers>
          <isin value="US3140Q9PU18"/>
        </identifiers>
        <balance>985634.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>896213.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA2368 FN 09/48 FIXED 4</title>
        <cusip>3140Q9T29</cusip>
        <identifiers>
          <isin value="US3140Q9T296"/>
        </identifiers>
        <balance>308371.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279472.310000</valUSD>
        <pctVal>0.0033986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA2837 FN 12/38 FIXED 4.5</title>
        <cusip>3140QAEK2</cusip>
        <identifiers>
          <isin value="US3140QAEK21"/>
        </identifiers>
        <balance>3973855.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3810556.000000</valUSD>
        <pctVal>0.0463389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA3667 FN 06/49 FIXED 4</title>
        <cusip>3140QBCD8</cusip>
        <identifiers>
          <isin value="US3140QBCD88"/>
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        <balance>1218988.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1109177.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA4467 FN 10/34 FIXED 3.5</title>
        <cusip>3140QB6D5</cusip>
        <identifiers>
          <isin value="US3140QB6D59"/>
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        <balance>3904099.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3671235.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA4468 FN 11/34 FIXED 3.5</title>
        <cusip>3140QB6E3</cusip>
        <identifiers>
          <isin value="US3140QB6E33"/>
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        <balance>8266669.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7772211.920000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA4543 FN 11/49 FIXED 3</title>
        <cusip>3140QCBM7</cusip>
        <identifiers>
          <isin value="US3140QCBM79"/>
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        <balance>1846897.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1562624.400000</valUSD>
        <pctVal>0.0190025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA4563 FN 11/49 FIXED 3.5</title>
        <cusip>3140QCB96</cusip>
        <identifiers>
          <isin value="US3140QCB964"/>
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        <balance>29229335.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25788546.940000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA4860 FN 12/49 FIXED 3</title>
        <cusip>3140QCMJ2</cusip>
        <identifiers>
          <isin value="US3140QCMJ22"/>
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        <balance>16103.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13464.920000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA5229 FN 02/50 FIXED 3</title>
        <cusip>3140QCY34</cusip>
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          <isin value="US3140QCY347"/>
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        <balance>9833415.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8207574.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA5561 FN 04/50 FIXED 3.5</title>
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          <isin value="US3140QDFB51"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA6009 FN 05/50 FIXED 3.5</title>
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          <isin value="US3140QDVB77"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA6424 FN 07/50 FIXED 3</title>
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          <isin value="US3140QED669"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA8234 FN 12/50 FIXED 3</title>
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          <isin value="US3140QGEG88"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CA9306 FN 02/51 FIXED 3</title>
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          <isin value="US3140QHKU81"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0007 FN 04/51 FIXED 3</title>
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          <isin value="US3140QKAH10"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0198 FN 04/51 FIXED 3</title>
        <cusip>3140QKGG7</cusip>
        <identifiers>
          <isin value="US3140QKGG72"/>
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        <balance>24672310.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20501413.250000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0200 FN 04/51 FIXED 3</title>
        <cusip>3140QKGJ1</cusip>
        <identifiers>
          <isin value="US3140QKGJ12"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10912960.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0356 FN 05/51 FIXED 3</title>
        <cusip>3140QKME5</cusip>
        <identifiers>
          <isin value="US3140QKME50"/>
        </identifiers>
        <balance>48474060.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40280122.080000</valUSD>
        <pctVal>0.4898328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0398 FN 05/51 FIXED 3</title>
        <cusip>3140QKNQ7</cusip>
        <identifiers>
          <isin value="US3140QKNQ71"/>
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        <balance>103351574.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85701175.130000</valUSD>
        <pctVal>1.0421828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0534 FN 05/51 FIXED 3</title>
        <cusip>3140QKSY5</cusip>
        <identifiers>
          <isin value="US3140QKSY50"/>
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        <balance>64546211.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53490540.430000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0734 FN 06/51 FIXED 3</title>
        <cusip>3140QKY85</cusip>
        <identifiers>
          <isin value="US3140QKY852"/>
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        <balance>62218387.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52210963.900000</valUSD>
        <pctVal>0.6349198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0847 FN 06/51 FIXED 3</title>
        <cusip>3140QK5H7</cusip>
        <identifiers>
          <isin value="US3140QK5H73"/>
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        <balance>32877046.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27573544.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB0869 FN 06/51 FIXED 3.5</title>
        <cusip>3140QK6F0</cusip>
        <identifiers>
          <isin value="US3140QK6F09"/>
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        <balance>27533351.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23806960.510000</valUSD>
        <pctVal>0.2895083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB4106 FN 07/52 FIXED 3</title>
        <cusip>3140QPR41</cusip>
        <identifiers>
          <isin value="US3140QPR418"/>
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        <balance>12365053.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10256926.210000</valUSD>
        <pctVal>0.1247310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB5778 FN 12/52 FIXED 6</title>
        <cusip>3140QRM42</cusip>
        <identifiers>
          <isin value="US3140QRM423"/>
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        <balance>28823571.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28473150.500000</valUSD>
        <pctVal>0.3462523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB6022 FN 04/43 FIXED 5</title>
        <cusip>3140QRVQ3</cusip>
        <identifiers>
          <isin value="US3140QRVQ33"/>
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        <balance>3545267.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3380865.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB6285 FN 05/43 FIXED 5</title>
        <cusip>3140QR6X6</cusip>
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          <isin value="US3140QR6X69"/>
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        <balance>2227885.460000</balance>
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        <curCd>USD</curCd>
        <valUSD>2124571.080000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB6682 FN 07/53 FIXED 4</title>
        <cusip>3140QSM81</cusip>
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          <isin value="US3140QSM819"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB6685 FN 07/53 FIXED 4</title>
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          <isin value="US3140QSNB39"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB6688 FN 07/53 FIXED 4.5</title>
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        <identifiers>
          <isin value="US3140QSNE77"/>
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        <balance>16717590.600000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL CB6714 FN 07/53 FIXED 4.5</title>
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        <identifiers>
          <isin value="US3140QSN809"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM1089 FN 08/47 FIXED VAR</title>
        <cusip>3140X4F76</cusip>
        <identifiers>
          <isin value="US3140X4F768"/>
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        <balance>5952008.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5413739.100000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM1514 FN 09/49 FIXED VAR</title>
        <cusip>3140X4VG8</cusip>
        <identifiers>
          <isin value="US3140X4VG84"/>
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        <balance>8839332.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7393752.620000</valUSD>
        <pctVal>0.0899129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM1631 FN 09/49 FIXED VAR</title>
        <cusip>3140X4Y59</cusip>
        <identifiers>
          <isin value="US3140X4Y595"/>
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        <balance>10041966.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8400771.500000</valUSD>
        <pctVal>0.1021589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM2090 FN 05/49 FIXED VAR</title>
        <cusip>3140X5KC6</cusip>
        <identifiers>
          <isin value="US3140X5KC64"/>
        </identifiers>
        <balance>957885.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963336.070000</valUSD>
        <pctVal>0.0117148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM2333 FN 02/50 FIXED VAR</title>
        <cusip>3140X5SX2</cusip>
        <identifiers>
          <isin value="US3140X5SX20"/>
        </identifiers>
        <balance>4901232.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4311411.090000</valUSD>
        <pctVal>0.0524296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM3241 FN 03/50 FIXED VAR</title>
        <cusip>3140X6S77</cusip>
        <identifiers>
          <isin value="US3140X6S774"/>
        </identifiers>
        <balance>24232430.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20261916.030000</valUSD>
        <pctVal>0.2463983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM3493 FN 05/35 FIXED VAR</title>
        <cusip>3140X63B5</cusip>
        <identifiers>
          <isin value="US3140X63B58"/>
        </identifiers>
        <balance>7623943.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7169333.530000</valUSD>
        <pctVal>0.0871838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM7070 FN 04/51 FIXED VAR</title>
        <cusip>3140XA2C5</cusip>
        <identifiers>
          <isin value="US3140XA2C52"/>
        </identifiers>
        <balance>61023884.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51292161.050000</valUSD>
        <pctVal>0.6237465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM7441 FN 05/51 FIXED VAR</title>
        <cusip>3140XBHT0</cusip>
        <identifiers>
          <isin value="US3140XBHT03"/>
        </identifiers>
        <balance>32725327.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27127986.810000</valUSD>
        <pctVal>0.3298942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM7503 FN 07/50 FIXED VAR</title>
        <cusip>3140XBKR0</cusip>
        <identifiers>
          <isin value="US3140XBKR00"/>
        </identifiers>
        <balance>7902407.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6906703.530000</valUSD>
        <pctVal>0.0839901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM7534 FN 04/50 FIXED VAR</title>
        <cusip>3140XBLQ1</cusip>
        <identifiers>
          <isin value="US3140XBLQ18"/>
        </identifiers>
        <balance>2937959.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2566252.850000</valUSD>
        <pctVal>0.0312073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM7856 FN 06/51 FIXED VAR</title>
        <cusip>3140XBWS5</cusip>
        <identifiers>
          <isin value="US3140XBWS54"/>
        </identifiers>
        <balance>6205597.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5422665.390000</valUSD>
        <pctVal>0.0659432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM8642 FN 09/51 FIXED VAR</title>
        <cusip>3140XCS82</cusip>
        <identifiers>
          <isin value="US3140XCS824"/>
        </identifiers>
        <balance>18301355.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14641591.880000</valUSD>
        <pctVal>0.1780514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM8662 FN 08/51 FIXED VAR</title>
        <cusip>3140XCTU2</cusip>
        <identifiers>
          <isin value="US3140XCTU21"/>
        </identifiers>
        <balance>4054722.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3366103.440000</valUSD>
        <pctVal>0.0409340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FM8689 FN 09/51 FIXED VAR</title>
        <cusip>3140XCUP1</cusip>
        <identifiers>
          <isin value="US3140XCUP17"/>
        </identifiers>
        <balance>33955629.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27298356.950000</valUSD>
        <pctVal>0.3319660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FS2678 FN 01/52 FIXED VAR</title>
        <cusip>3140XH6Q5</cusip>
        <identifiers>
          <isin value="US3140XH6Q57"/>
        </identifiers>
        <balance>49425247.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39564905.110000</valUSD>
        <pctVal>0.4811353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FS3748 FN 12/52 FIXED VAR</title>
        <cusip>3140XKEW6</cusip>
        <identifiers>
          <isin value="US3140XKEW67"/>
        </identifiers>
        <balance>29357364.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29020091.380000</valUSD>
        <pctVal>0.3529034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FS3818 FN 01/53 FIXED VAR</title>
        <cusip>3140XKG46</cusip>
        <identifiers>
          <isin value="US3140XKG467"/>
        </identifiers>
        <balance>28519171.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28179730.910000</valUSD>
        <pctVal>0.3426841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FS3885 FN 11/51 FIXED VAR</title>
        <cusip>3140XKJ76</cusip>
        <identifiers>
          <isin value="US3140XKJ768"/>
        </identifiers>
        <balance>14912399.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12361847.550000</valUSD>
        <pctVal>0.1503282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL FS4616 FN 05/43 FIXED VAR</title>
        <cusip>3140XLDW5</cusip>
        <identifiers>
          <isin value="US3140XLDW59"/>
        </identifiers>
        <balance>9643324.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9226305.770000</valUSD>
        <pctVal>0.1121980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA0479 FN 08/40 FIXED 4.5</title>
        <cusip>31417YQ91</cusip>
        <identifiers>
          <isin value="US31417YQ914"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6946.670000</valUSD>
        <pctVal>0.0000845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA0706 FN 04/31 FIXED 4.5</title>
        <cusip>31417YYC5</cusip>
        <identifiers>
          <isin value="US31417YYC55"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25243.480000</valUSD>
        <pctVal>0.0003070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA0776 FN 06/31 FIXED 4.5</title>
        <cusip>31417Y2J5</cusip>
        <identifiers>
          <isin value="US31417Y2J56"/>
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        <balance>30932.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29687.060000</valUSD>
        <pctVal>0.0003610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA0968 FN 12/31 FIXED 4.5</title>
        <cusip>31418ACE6</cusip>
        <identifiers>
          <isin value="US31418ACE64"/>
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        <balance>9457.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9008.790000</valUSD>
        <pctVal>0.0001096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA2484 FN 12/45 FIXED 4</title>
        <cusip>31418BXN1</cusip>
        <identifiers>
          <isin value="US31418BXN18"/>
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        <balance>15568.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14200.590000</valUSD>
        <pctVal>0.0001727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA2907 FN 02/47 FIXED 4</title>
        <cusip>31418CGR9</cusip>
        <identifiers>
          <isin value="US31418CGR97"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3306 FN 03/48 FIXED 4</title>
        <cusip>31418CU85</cusip>
        <identifiers>
          <isin value="US31418CU852"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91982.250000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3335 FN 04/38 FIXED 3</title>
        <cusip>31418CV50</cusip>
        <identifiers>
          <isin value="US31418CV504"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3359 FN 04/38 FIXED 3</title>
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        <identifiers>
          <isin value="US31418CWV26"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3389 FN 06/38 FIXED 4</title>
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          <isin value="US31418CXT60"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA3413 FN 07/38 FIXED 4</title>
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          <isin value="US31418CYK43"/>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31418CZ729"/>
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        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US31418C3A09"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4306 FN 04/51 FIXED 2.5</title>
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          <isin value="US31418DYC00"/>
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      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4662 FN 07/42 FIXED 4</title>
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          <isin value="US31418EFC93"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4697 FN 08/42 FIXED 4</title>
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          <isin value="US31418EGF16"/>
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        <balance>1904338.170000</balance>
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        <curCd>USD</curCd>
        <valUSD>1724665.430000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4729 FN 09/42 FIXED 4</title>
        <cusip>31418EHF0</cusip>
        <identifiers>
          <isin value="US31418EHF07"/>
        </identifiers>
        <balance>108240.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97832.010000</valUSD>
        <pctVal>0.0011897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4733 FN 09/52 FIXED 4.5</title>
        <cusip>31418EHK9</cusip>
        <identifiers>
          <isin value="US31418EHK91"/>
        </identifiers>
        <balance>2805302.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2578543.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4779 FN 10/42 FIXED 4</title>
        <cusip>31418EJZ4</cusip>
        <identifiers>
          <isin value="US31418EJZ43"/>
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        <balance>72432.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65688.690000</valUSD>
        <pctVal>0.0007988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4864 FN 01/43 FIXED 4</title>
        <cusip>31418EMN7</cusip>
        <identifiers>
          <isin value="US31418EMN75"/>
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        <balance>425420.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385587.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4894 FN 01/53 FIXED 6</title>
        <cusip>31418ENL0</cusip>
        <identifiers>
          <isin value="US31418ENL01"/>
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        <balance>51303202.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50694262.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4920 FN 02/53 FIXED 6</title>
        <cusip>31418EPE4</cusip>
        <identifiers>
          <isin value="US31418EPE40"/>
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        <balance>28724241.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28378928.320000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA4942 FN 03/53 FIXED 6</title>
        <cusip>31418EP46</cusip>
        <identifiers>
          <isin value="US31418EP460"/>
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        <balance>28890315.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28539080.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA5021 FN 05/43 FIXED 4.5</title>
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        <identifiers>
          <isin value="US31418ESK72"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205478.540000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MA5126 FN 08/43 FIXED 4.5</title>
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        <identifiers>
          <isin value="US31418EVU18"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3520827.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA POOL MB0150 FN 06/42 FIXED 4</title>
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          <isin value="US3138MTEY97"/>
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        <curCd>USD</curCd>
        <valUSD>6561.680000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR-2020-46</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 46 AI</title>
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        <identifiers>
          <isin value="US3136BAXC39"/>
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        <balance>17251877.250000</balance>
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        <curCd>USD</curCd>
        <valUSD>2948466.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNR-2021-69</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2021 69 HS</title>
        <cusip>3136BJJB2</cusip>
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          <isin value="US3136BJJB21"/>
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        <balance>8061293.280000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2030</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2030 A</title>
        <cusip>3133TCXJ2</cusip>
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          <isin value="US3133TCXJ25"/>
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        <balance>17622.490000</balance>
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        <curCd>USD</curCd>
        <valUSD>16383.940000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2189</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2189 PO</title>
        <cusip>3133TLXZ6</cusip>
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          <isin value="US3133TLXZ65"/>
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        <balance>28867.850000</balance>
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        <curCd>USD</curCd>
        <valUSD>26480.860000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2259</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2259 PO</title>
        <cusip>3133TQAX5</cusip>
        <identifiers>
          <isin value="US3133TQAX51"/>
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        <balance>9613.410000</balance>
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        <curCd>USD</curCd>
        <valUSD>8504.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2400</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2400 PO</title>
        <cusip>31339NBP0</cusip>
        <identifiers>
          <isin value="US31339NBP06"/>
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        <balance>7975.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7527.530000</valUSD>
        <pctVal>0.0000915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2416</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2416 PO</title>
        <cusip>31339DRH3</cusip>
        <identifiers>
          <isin value="US31339DRH34"/>
        </identifiers>
        <balance>3320.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3081.870000</valUSD>
        <pctVal>0.0000375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2437</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2437 BO</title>
        <cusip>31339WW51</cusip>
        <identifiers>
          <isin value="US31339WW516"/>
        </identifiers>
        <balance>23840.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22225.880000</valUSD>
        <pctVal>0.0002703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2454</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2454 SQ</title>
        <cusip>31392KCZ7</cusip>
        <identifiers>
          <isin value="US31392KCZ75"/>
        </identifiers>
        <balance>77282.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5318.830000</valUSD>
        <pctVal>0.0000647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2469</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2469 HO</title>
        <cusip>31392RDB4</cusip>
        <identifiers>
          <isin value="US31392RDB42"/>
        </identifiers>
        <balance>16167.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14919.130000</valUSD>
        <pctVal>0.0001814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2512</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2512 PS</title>
        <cusip>31392WA83</cusip>
        <identifiers>
          <isin value="US31392WA834"/>
        </identifiers>
        <balance>5305.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5240.820000</valUSD>
        <pctVal>0.0000637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2611</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2611 SQ</title>
        <cusip>31393QYH9</cusip>
        <identifiers>
          <isin value="US31393QYH90"/>
        </identifiers>
        <balance>3298.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2877.190000</valUSD>
        <pctVal>0.0000350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.14448</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2725</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2725 TA</title>
        <cusip>31394MWL0</cusip>
        <identifiers>
          <isin value="US31394MWL08"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479313.250000</valUSD>
        <pctVal>0.0058288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2774</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2774 XO</title>
        <cusip>31394XGU4</cusip>
        <identifiers>
          <isin value="US31394XGU46"/>
        </identifiers>
        <balance>13980.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12885.780000</valUSD>
        <pctVal>0.0001567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2882</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2882 FS</title>
        <cusip>31395JFF8</cusip>
        <identifiers>
          <isin value="US31395JFF84"/>
        </identifiers>
        <balance>355364.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354856.820000</valUSD>
        <pctVal>0.0043153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.72776</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2885</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2885 NS</title>
        <cusip>31395J3Z7</cusip>
        <identifiers>
          <isin value="US31395J3Z70"/>
        </identifiers>
        <balance>5806.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5454.970000</valUSD>
        <pctVal>0.0000663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.8796</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2990</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2990 SR</title>
        <cusip>31395V4K2</cusip>
        <identifiers>
          <isin value="US31395V4K22"/>
        </identifiers>
        <balance>213339.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2853.530000</valUSD>
        <pctVal>0.0000347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3001</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3001 Z</title>
        <cusip>31395WBC0</cusip>
        <identifiers>
          <isin value="US31395WBC01"/>
        </identifiers>
        <balance>593241.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>615859.090000</valUSD>
        <pctVal>0.0074893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3016</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3016 GS</title>
        <cusip>31395WXJ1</cusip>
        <identifiers>
          <isin value="US31395WXJ16"/>
        </identifiers>
        <balance>67376.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253.230000</valUSD>
        <pctVal>0.0000031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3117</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3117 EO</title>
        <cusip>31396HUN7</cusip>
        <identifiers>
          <isin value="US31396HUN78"/>
        </identifiers>
        <balance>44938.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37290.890000</valUSD>
        <pctVal>0.0004535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3117</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3117 OK</title>
        <cusip>31396HVU0</cusip>
        <identifiers>
          <isin value="US31396HVU03"/>
        </identifiers>
        <balance>40427.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33132.720000</valUSD>
        <pctVal>0.0004029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3171</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3171 OJ</title>
        <cusip>31396TUR2</cusip>
        <identifiers>
          <isin value="US31396TUR21"/>
        </identifiers>
        <balance>1468443.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1140295.410000</valUSD>
        <pctVal>0.0138667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3200</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3200 PO</title>
        <cusip>31397AJ95</cusip>
        <identifiers>
          <isin value="US31397AJ954"/>
        </identifiers>
        <balance>44800.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35902.200000</valUSD>
        <pctVal>0.0004366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3266</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3266 GO</title>
        <cusip>31397EHY4</cusip>
        <identifiers>
          <isin value="US31397EHY41"/>
        </identifiers>
        <balance>18806.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15929.910000</valUSD>
        <pctVal>0.0001937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4520</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4520 SB</title>
        <cusip>3137BLUL0</cusip>
        <identifiers>
          <isin value="US3137BLUL03"/>
        </identifiers>
        <balance>3273935.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1656054.530000</valUSD>
        <pctVal>0.0201387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4615</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4615 AF</title>
        <cusip>3137BRYG4</cusip>
        <identifiers>
          <isin value="US3137BRYG42"/>
        </identifiers>
        <balance>2590341.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2527488.730000</valUSD>
        <pctVal>0.0307359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82353</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4615</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4615 AS</title>
        <cusip>3137BRYH2</cusip>
        <identifiers>
          <isin value="US3137BRYH25"/>
        </identifiers>
        <balance>3458540.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>175774.760000</valUSD>
        <pctVal>0.0021375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4660</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4660 CS</title>
        <cusip>3137BVJ80</cusip>
        <identifiers>
          <isin value="US3137BVJ809"/>
        </identifiers>
        <balance>1250805.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899036.300000</valUSD>
        <pctVal>0.0109329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4660</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4660 TL</title>
        <cusip>3137BVKJ4</cusip>
        <identifiers>
          <isin value="US3137BVKJ49"/>
        </identifiers>
        <balance>5155748.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3679508.380000</valUSD>
        <pctVal>0.0447452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4820</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4820 ES</title>
        <cusip>3137FHHV8</cusip>
        <identifiers>
          <isin value="US3137FHHV83"/>
        </identifiers>
        <balance>1360430.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106916.390000</valUSD>
        <pctVal>0.0013002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4820</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4820 SB</title>
        <cusip>3137FHJ95</cusip>
        <identifiers>
          <isin value="US3137FHJ957"/>
        </identifiers>
        <balance>1992145.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159131.190000</valUSD>
        <pctVal>0.0019351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4836</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4836 SN</title>
        <cusip>3137FJB57</cusip>
        <identifiers>
          <isin value="US3137FJB570"/>
        </identifiers>
        <balance>1907018.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>264156.050000</valUSD>
        <pctVal>0.0032123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4839</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4839 UO</title>
        <cusip>3137FJJY6</cusip>
        <identifiers>
          <isin value="US3137FJJY60"/>
        </identifiers>
        <balance>1551598.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982050.900000</valUSD>
        <pctVal>0.0119424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4930</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4930 SG</title>
        <cusip>3137FPV69</cusip>
        <identifiers>
          <isin value="US3137FPV690"/>
        </identifiers>
        <balance>14989116.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1708516.460000</valUSD>
        <pctVal>0.0207767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 4974</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4974 IT</title>
        <cusip>3137FTDK0</cusip>
        <identifiers>
          <isin value="US3137FTDK03"/>
        </identifiers>
        <balance>12921458.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2108797.590000</valUSD>
        <pctVal>0.0256444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K-1512</name>
        <lei>N/A</lei>
        <title>FHLMC MULTIFAMILY STRUCTURED P FHMS K 1512 X1</title>
        <cusip>3137FMTU6</cusip>
        <identifiers>
          <isin value="US3137FMTU67"/>
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        <balance>133743523.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8106475.840000</valUSD>
        <pctVal>0.0985801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.05172</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K727</name>
        <lei>N/A</lei>
        <title>FHLMC MULTIFAMILY STRUCTURED P FHMS K727 X1</title>
        <cusip>3137FARG5</cusip>
        <identifiers>
          <isin value="US3137FARG53"/>
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        <balance>111797360.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328896.660000</valUSD>
        <pctVal>0.0039996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.727564</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ45</name>
        <lei>N/A</lei>
        <title>FHLMC MULTIFAMILY STRUCTURED P FHMS KJ45 A2</title>
        <cusip>3137HA4L7</cusip>
        <identifiers>
          <isin value="US3137HA4L74"/>
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        <balance>27615000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26450331.850000</valUSD>
        <pctVal>0.3216535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.66</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KJ47</name>
        <lei>N/A</lei>
        <title>FHLMC MULTIFAMILY STRUCTURED P FHMS KJ47 A2</title>
        <cusip>3137HAMP8</cusip>
        <identifiers>
          <isin value="US3137HAMP89"/>
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        <balance>9387000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9333763.510000</valUSD>
        <pctVal>0.1135047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.43</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q010</name>
        <lei>N/A</lei>
        <title>BANC OF CALIFORNIA MULTIFAMILY FHMS Q010 APT2</title>
        <cusip>3137FMUK6</cusip>
        <identifiers>
          <isin value="US3137FMUK66"/>
        </identifiers>
        <balance>214805.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214489.210000</valUSD>
        <pctVal>0.0026083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.62453</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q010</name>
        <lei>N/A</lei>
        <title>BANC OF CALIFORNIA MULTIFAMILY FHMS Q010 APT3</title>
        <cusip>3137FMUL4</cusip>
        <identifiers>
          <isin value="US3137FMUL40"/>
        </identifiers>
        <balance>1279412.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1212637.550000</valUSD>
        <pctVal>0.0147465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.10357</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 1740</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1740 E</title>
        <cusip>3133T5TD5</cusip>
        <identifiers>
          <isin value="US3133T5TD59"/>
        </identifiers>
        <balance>249.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247.810000</valUSD>
        <pctVal>0.0000030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 1770</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1770 PO</title>
        <cusip>3133T5Z71</cusip>
        <identifiers>
          <isin value="US3133T5Z719"/>
        </identifiers>
        <balance>700.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682.930000</valUSD>
        <pctVal>0.0000083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 2306</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2306 SE</title>
        <cusip>3133TSK69</cusip>
        <identifiers>
          <isin value="US3133TSK697"/>
        </identifiers>
        <balance>9251.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>118.620000</valUSD>
        <pctVal>0.0000014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.35</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 2568</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2568 D</title>
        <cusip>31393KJC0</cusip>
        <identifiers>
          <isin value="US31393KJC09"/>
        </identifiers>
        <balance>4096.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4061.500000</valUSD>
        <pctVal>0.0000494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 2978</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2978 JG</title>
        <cusip>31395UKP5</cusip>
        <identifiers>
          <isin value="US31395UKP56"/>
        </identifiers>
        <balance>7577.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7518.200000</valUSD>
        <pctVal>0.0000914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3005</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3005 SU</title>
        <cusip>31395WJR9</cusip>
        <identifiers>
          <isin value="US31395WJR97"/>
        </identifiers>
        <balance>137510.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123448.900000</valUSD>
        <pctVal>0.0015012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62938</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3032</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3032 S</title>
        <cusip>31396AHT4</cusip>
        <identifiers>
          <isin value="US31396AHT43"/>
        </identifiers>
        <balance>381549.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23826.270000</valUSD>
        <pctVal>0.0002897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3077</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3077 TO</title>
        <cusip>31396FZ71</cusip>
        <identifiers>
          <isin value="US31396FZ712"/>
        </identifiers>
        <balance>10157.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9832.980000</valUSD>
        <pctVal>0.0001196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3158</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3158 NE</title>
        <cusip>31396NX27</cusip>
        <identifiers>
          <isin value="US31396NX273"/>
        </identifiers>
        <balance>256560.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254189.110000</valUSD>
        <pctVal>0.0030911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3223</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3223 SI</title>
        <cusip>31397BZN4</cusip>
        <identifiers>
          <isin value="US31397BZN45"/>
        </identifiers>
        <balance>1178085.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42473.150000</valUSD>
        <pctVal>0.0005165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3224</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3224 SI</title>
        <cusip>31397BY47</cusip>
        <identifiers>
          <isin value="US31397BY472"/>
        </identifiers>
        <balance>422978.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24894.030000</valUSD>
        <pctVal>0.0003027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3233</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3233 OP</title>
        <cusip>31397BYN5</cusip>
        <identifiers>
          <isin value="US31397BYN53"/>
        </identifiers>
        <balance>3571.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2955.640000</valUSD>
        <pctVal>0.0000359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3281</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3281 AI</title>
        <cusip>31397EWH4</cusip>
        <identifiers>
          <isin value="US31397EWH43"/>
        </identifiers>
        <balance>390674.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28486.540000</valUSD>
        <pctVal>0.0003464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.00224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3292</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3292 SB</title>
        <cusip>31397FRP9</cusip>
        <identifiers>
          <isin value="US31397FRP98"/>
        </identifiers>
        <balance>461524.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29910.550000</valUSD>
        <pctVal>0.0003637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3298</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3298 OE</title>
        <cusip>31397GG87</cusip>
        <identifiers>
          <isin value="US31397GG874"/>
        </identifiers>
        <balance>76900.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64920.000000</valUSD>
        <pctVal>0.0007895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3316</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3316 JO</title>
        <cusip>31397HKD9</cusip>
        <identifiers>
          <isin value="US31397HKD97"/>
        </identifiers>
        <balance>2331.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1777.290000</valUSD>
        <pctVal>0.0000216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3385</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3385 PO</title>
        <cusip>31397PAB6</cusip>
        <identifiers>
          <isin value="US31397PAB67"/>
        </identifiers>
        <balance>20495.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17303.920000</valUSD>
        <pctVal>0.0002104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3393</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3393 JO</title>
        <cusip>31397PGA2</cusip>
        <identifiers>
          <isin value="US31397PGA21"/>
        </identifiers>
        <balance>7545.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6458.190000</valUSD>
        <pctVal>0.0000785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3423</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3423 PO</title>
        <cusip>31397RVR4</cusip>
        <identifiers>
          <isin value="US31397RVR47"/>
        </identifiers>
        <balance>450320.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374671.330000</valUSD>
        <pctVal>0.0045563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3607</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3607 AO</title>
        <cusip>31398LQK7</cusip>
        <identifiers>
          <isin value="US31398LQK79"/>
        </identifiers>
        <balance>64717.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52185.420000</valUSD>
        <pctVal>0.0006346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3607</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3607 BO</title>
        <cusip>31398LQM3</cusip>
        <identifiers>
          <isin value="US31398LQM36"/>
        </identifiers>
        <balance>32806.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27098.340000</valUSD>
        <pctVal>0.0003295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3607</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3607 OP</title>
        <cusip>31398LQS0</cusip>
        <identifiers>
          <isin value="US31398LQS06"/>
        </identifiers>
        <balance>471011.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>374766.830000</valUSD>
        <pctVal>0.0045574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3607</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3607 PO</title>
        <cusip>31398LQT8</cusip>
        <identifiers>
          <isin value="US31398LQT88"/>
        </identifiers>
        <balance>24318.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19180.010000</valUSD>
        <pctVal>0.0002332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3611</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3611 PO</title>
        <cusip>31398LSE9</cusip>
        <identifiers>
          <isin value="US31398LSE91"/>
        </identifiers>
        <balance>60013.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50188.820000</valUSD>
        <pctVal>0.0006103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3621</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3621 WI</title>
        <cusip>31398W2S2</cusip>
        <identifiers>
          <isin value="US31398W2S28"/>
        </identifiers>
        <balance>181758.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8428.220000</valUSD>
        <pctVal>0.0001025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3635</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3635 IB</title>
        <cusip>31398WJ21</cusip>
        <identifiers>
          <isin value="US31398WJ212"/>
        </identifiers>
        <balance>255402.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11139.110000</valUSD>
        <pctVal>0.0001355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3684</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3684 JI</title>
        <cusip>3137A06E0</cusip>
        <identifiers>
          <isin value="US3137A06E08"/>
        </identifiers>
        <balance>738394.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47609.600000</valUSD>
        <pctVal>0.0005790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3706</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3706 SK</title>
        <cusip>3137A1AD5</cusip>
        <identifiers>
          <isin value="US3137A1AD55"/>
        </identifiers>
        <balance>1652482.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30452.270000</valUSD>
        <pctVal>0.0003703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3752</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3752 XL</title>
        <cusip>3137A2XC0</cusip>
        <identifiers>
          <isin value="US3137A2XC09"/>
        </identifiers>
        <balance>153203.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145643.840000</valUSD>
        <pctVal>0.0017711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3753</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3753 F</title>
        <cusip>3137A3L31</cusip>
        <identifiers>
          <isin value="US3137A3L315"/>
        </identifiers>
        <balance>1775275.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732021.760000</valUSD>
        <pctVal>0.0210625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.97776</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3753</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3753 PO</title>
        <cusip>3137A3ML0</cusip>
        <identifiers>
          <isin value="US3137A3ML00"/>
        </identifiers>
        <balance>569071.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430899.690000</valUSD>
        <pctVal>0.0052400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3785</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3785 LS</title>
        <cusip>3137A5L77</cusip>
        <identifiers>
          <isin value="US3137A5L773"/>
        </identifiers>
        <balance>672378.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534781.620000</valUSD>
        <pctVal>0.0065033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3798</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3798 PS</title>
        <cusip>3137A6AN2</cusip>
        <identifiers>
          <isin value="US3137A6AN25"/>
        </identifiers>
        <balance>291038.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19247.240000</valUSD>
        <pctVal>0.0002341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.17224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3805</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3805 SC</title>
        <cusip>3137A7D56</cusip>
        <identifiers>
          <isin value="US3137A7D560"/>
        </identifiers>
        <balance>77059.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49708.410000</valUSD>
        <pctVal>0.0006045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3842</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3842 PH</title>
        <cusip>3137A9QP4</cusip>
        <identifiers>
          <isin value="US3137A9QP48"/>
        </identifiers>
        <balance>9625.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9094.190000</valUSD>
        <pctVal>0.0001106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3852</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3852 TP</title>
        <cusip>3137ABB59</cusip>
        <identifiers>
          <isin value="US3137ABB594"/>
        </identifiers>
        <balance>24433.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23951.490000</valUSD>
        <pctVal>0.0002913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3921</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3921 US</title>
        <cusip>3137AFFZ0</cusip>
        <identifiers>
          <isin value="US3137AFFZ05"/>
        </identifiers>
        <balance>478166.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251205.100000</valUSD>
        <pctVal>0.0030548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3962</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3962 KS</title>
        <cusip>3137AJKA1</cusip>
        <identifiers>
          <isin value="US3137AJKA11"/>
        </identifiers>
        <balance>571844.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34984.870000</valUSD>
        <pctVal>0.0004254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3970</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3970 GS</title>
        <cusip>3137AK6D8</cusip>
        <identifiers>
          <isin value="US3137AK6D84"/>
        </identifiers>
        <balance>83962.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267.620000</valUSD>
        <pctVal>0.0000033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4010</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4010 PI</title>
        <cusip>3137AMUM7</cusip>
        <identifiers>
          <isin value="US3137AMUM77"/>
        </identifiers>
        <balance>6198661.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1082203.180000</valUSD>
        <pctVal>0.0131603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4024</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4024 PK</title>
        <cusip>3137ANLB9</cusip>
        <identifiers>
          <isin value="US3137ANLB96"/>
        </identifiers>
        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318000.080000</valUSD>
        <pctVal>0.0038671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4028</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4028 PS</title>
        <cusip>3137APDM9</cusip>
        <identifiers>
          <isin value="US3137APDM91"/>
        </identifiers>
        <balance>171805.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9883.740000</valUSD>
        <pctVal>0.0001202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4037</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4037 PI</title>
        <cusip>3137ANUN3</cusip>
        <identifiers>
          <isin value="US3137ANUN34"/>
        </identifiers>
        <balance>138577.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2751.420000</valUSD>
        <pctVal>0.0000335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4040</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4040 PO</title>
        <cusip>3137AQ7C6</cusip>
        <identifiers>
          <isin value="US3137AQ7C65"/>
        </identifiers>
        <balance>29116.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25225.120000</valUSD>
        <pctVal>0.0003068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4043</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4043 QI</title>
        <cusip>3137APTE0</cusip>
        <identifiers>
          <isin value="US3137APTE02"/>
        </identifiers>
        <balance>346918.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11966.160000</valUSD>
        <pctVal>0.0001455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4052</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4052 LS</title>
        <cusip>3137APQH6</cusip>
        <identifiers>
          <isin value="US3137APQH69"/>
        </identifiers>
        <balance>2275633.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191323.010000</valUSD>
        <pctVal>0.0023266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4059</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4059 HT</title>
        <cusip>3137AQZX9</cusip>
        <identifiers>
          <isin value="US3137AQZX91"/>
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        <balance>563821.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464429.770000</valUSD>
        <pctVal>0.0056478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4062</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4062 KZ</title>
        <cusip>3137ARG83</cusip>
        <identifiers>
          <isin value="US3137ARG839"/>
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        <balance>37.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33.930000</valUSD>
        <pctVal>0.0000004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4068</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4068 DS</title>
        <cusip>3137ARMT0</cusip>
        <identifiers>
          <isin value="US3137ARMT00"/>
        </identifiers>
        <balance>5918609.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518202.120000</valUSD>
        <pctVal>0.0063017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57224</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4068</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4068 TS</title>
        <cusip>3137ARPM2</cusip>
        <identifiers>
          <isin value="US3137ARPM20"/>
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        <balance>4796440.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398704.610000</valUSD>
        <pctVal>0.0048485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4072</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4072 Z</title>
        <cusip>3137ARRJ7</cusip>
        <identifiers>
          <isin value="US3137ARRJ72"/>
        </identifiers>
        <balance>1488149.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1314800.890000</valUSD>
        <pctVal>0.0159888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4073</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4073 KI</title>
        <cusip>3137ARXH4</cusip>
        <identifiers>
          <isin value="US3137ARXH43"/>
        </identifiers>
        <balance>853041.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22949.220000</valUSD>
        <pctVal>0.0002791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4076</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4076 SD</title>
        <cusip>3137ASG24</cusip>
        <identifiers>
          <isin value="US3137ASG241"/>
        </identifiers>
        <balance>988469.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117711.690000</valUSD>
        <pctVal>0.0014315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4077</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4077 MS</title>
        <cusip>3137ASCE2</cusip>
        <identifiers>
          <isin value="US3137ASCE24"/>
        </identifiers>
        <balance>5463286.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>477593.380000</valUSD>
        <pctVal>0.0058079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4088</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4088 ZJ</title>
        <cusip>3137ASRC0</cusip>
        <identifiers>
          <isin value="US3137ASRC03"/>
        </identifiers>
        <balance>1764148.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1622876.570000</valUSD>
        <pctVal>0.0197352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4100</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4100 EI</title>
        <cusip>3137ASY40</cusip>
        <identifiers>
          <isin value="US3137ASY400"/>
        </identifiers>
        <balance>6886408.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275232.520000</valUSD>
        <pctVal>0.0033470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4104</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4104 F</title>
        <cusip>3137ATT36</cusip>
        <identifiers>
          <isin value="US3137ATT366"/>
        </identifiers>
        <balance>1115628.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1076835.770000</valUSD>
        <pctVal>0.0130950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.82776</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4111</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4111 CI</title>
        <cusip>3137AUC56</cusip>
        <identifiers>
          <isin value="US3137AUC568"/>
        </identifiers>
        <balance>938069.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43213.480000</valUSD>
        <pctVal>0.0005255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4116</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4116 DS</title>
        <cusip>3137AVL54</cusip>
        <identifiers>
          <isin value="US3137AVL542"/>
        </identifiers>
        <balance>580032.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47946.040000</valUSD>
        <pctVal>0.0005831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4120</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4120 HS</title>
        <cusip>3137AVDC8</cusip>
        <identifiers>
          <isin value="US3137AVDC87"/>
        </identifiers>
        <balance>922754.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>486113.120000</valUSD>
        <pctVal>0.0059115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4121</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4121 UI</title>
        <cusip>3137AV7B7</cusip>
        <identifiers>
          <isin value="US3137AV7B74"/>
        </identifiers>
        <balance>6518947.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821026.250000</valUSD>
        <pctVal>0.0099842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4122</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4122 MZ</title>
        <cusip>3137AV2A4</cusip>
        <identifiers>
          <isin value="US3137AV2A47"/>
        </identifiers>
        <balance>2929.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1846.420000</valUSD>
        <pctVal>0.0000225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4122</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4122 NS</title>
        <cusip>3137AV2Q9</cusip>
        <identifiers>
          <isin value="US3137AV2Q98"/>
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        <balance>2145059.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12702.400000</valUSD>
        <pctVal>0.0001545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4123</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4123 IP</title>
        <cusip>3137AUXP9</cusip>
        <identifiers>
          <isin value="US3137AUXP97"/>
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        <balance>2087924.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377882.970000</valUSD>
        <pctVal>0.0045953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4124</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4124 SA</title>
        <cusip>3137AUR68</cusip>
        <identifiers>
          <isin value="US3137AUR681"/>
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        <balance>1520476.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53719.050000</valUSD>
        <pctVal>0.0006533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4130</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4130 AI</title>
        <cusip>3137AVY43</cusip>
        <identifiers>
          <isin value="US3137AVY438"/>
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        <balance>3606048.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123467.490000</valUSD>
        <pctVal>0.0015014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4134</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4134 SC</title>
        <cusip>3137AW2L8</cusip>
        <identifiers>
          <isin value="US3137AW2L83"/>
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        <balance>297157.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126859.010000</valUSD>
        <pctVal>0.0015427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4135</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4135 CI</title>
        <cusip>3137AWBC8</cusip>
        <identifiers>
          <isin value="US3137AWBC88"/>
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        <balance>2986078.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107388.650000</valUSD>
        <pctVal>0.0013059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4136</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4136 IO</title>
        <cusip>3137AWHG3</cusip>
        <identifiers>
          <isin value="US3137AWHG39"/>
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        <balance>1870784.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>77811.150000</valUSD>
        <pctVal>0.0009462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4136</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4136 SE</title>
        <cusip>3137AWM36</cusip>
        <identifiers>
          <isin value="US3137AWM365"/>
        </identifiers>
        <balance>1237059.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103819.440000</valUSD>
        <pctVal>0.0012625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4136</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4136 SJ</title>
        <cusip>3137AWM77</cusip>
        <identifiers>
          <isin value="US3137AWM779"/>
        </identifiers>
        <balance>1542601.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139802.420000</valUSD>
        <pctVal>0.0017001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4139</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4139 DI</title>
        <cusip>3137AWXH3</cusip>
        <identifiers>
          <isin value="US3137AWXH38"/>
        </identifiers>
        <balance>1019921.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37725.460000</valUSD>
        <pctVal>0.0004588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4140</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4140 GI</title>
        <cusip>3137AWRZ0</cusip>
        <identifiers>
          <isin value="US3137AWRZ00"/>
        </identifiers>
        <balance>2032227.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69889.520000</valUSD>
        <pctVal>0.0008499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4141</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4141 SJ</title>
        <cusip>3137AX2S1</cusip>
        <identifiers>
          <isin value="US3137AX2S19"/>
        </identifiers>
        <balance>90711.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41778.190000</valUSD>
        <pctVal>0.0005081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4142</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4142 QI</title>
        <cusip>3137AX6D0</cusip>
        <identifiers>
          <isin value="US3137AX6D04"/>
        </identifiers>
        <balance>67604.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3277.590000</valUSD>
        <pctVal>0.0000399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4143</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4143 HI</title>
        <cusip>3137AX7M9</cusip>
        <identifiers>
          <isin value="US3137AX7M93"/>
        </identifiers>
        <balance>2462014.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87549.230000</valUSD>
        <pctVal>0.0010647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4146</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4146 US</title>
        <cusip>3137AXGY3</cusip>
        <identifiers>
          <isin value="US3137AXGY37"/>
        </identifiers>
        <balance>1144532.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724993.880000</valUSD>
        <pctVal>0.0088164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4147</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4147 CS</title>
        <cusip>3137AXDJ9</cusip>
        <identifiers>
          <isin value="US3137AXDJ96"/>
        </identifiers>
        <balance>4950024.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507145.840000</valUSD>
        <pctVal>0.0061672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4150</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4150 HS</title>
        <cusip>3137AY4T5</cusip>
        <identifiers>
          <isin value="US3137AY4T55"/>
        </identifiers>
        <balance>1888579.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>865205.640000</valUSD>
        <pctVal>0.0105215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4154</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4154 SA</title>
        <cusip>3137AXS95</cusip>
        <identifiers>
          <isin value="US3137AXS956"/>
        </identifiers>
        <balance>1929269.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194943.380000</valUSD>
        <pctVal>0.0023706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4156</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4156 SA</title>
        <cusip>3137AXTT0</cusip>
        <identifiers>
          <isin value="US3137AXTT05"/>
        </identifiers>
        <balance>1967293.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94755.080000</valUSD>
        <pctVal>0.0011523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4165</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4165 TI</title>
        <cusip>3137AYSK8</cusip>
        <identifiers>
          <isin value="US3137AYSK87"/>
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        <balance>3548544.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259175.400000</valUSD>
        <pctVal>0.0031517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4168</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4168 AI</title>
        <cusip>3137AYFP1</cusip>
        <identifiers>
          <isin value="US3137AYFP12"/>
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        <balance>1998841.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71495.780000</valUSD>
        <pctVal>0.0008694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4181</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4181 GI</title>
        <cusip>3137B0KH6</cusip>
        <identifiers>
          <isin value="US3137B0KH66"/>
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        <balance>1441205.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100814.070000</valUSD>
        <pctVal>0.0012260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4182</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4182 QI</title>
        <cusip>3137B0ZL1</cusip>
        <identifiers>
          <isin value="US3137B0ZL14"/>
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        <balance>410784.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22821.090000</valUSD>
        <pctVal>0.0002775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4182</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4182 SH</title>
        <cusip>3137B0ZW7</cusip>
        <identifiers>
          <isin value="US3137B0ZW78"/>
        </identifiers>
        <balance>3068388.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2188307.190000</valUSD>
        <pctVal>0.0266113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4194</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4194 GS</title>
        <cusip>3137B1JU7</cusip>
        <identifiers>
          <isin value="US3137B1JU79"/>
        </identifiers>
        <balance>361284.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194753.870000</valUSD>
        <pctVal>0.0023683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4203</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4203 US</title>
        <cusip>3137B2EV8</cusip>
        <identifiers>
          <isin value="US3137B2EV80"/>
        </identifiers>
        <balance>632616.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436495.160000</valUSD>
        <pctVal>0.0053081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4229</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4229 MS</title>
        <cusip>3137B3GS1</cusip>
        <identifiers>
          <isin value="US3137B3GS17"/>
        </identifiers>
        <balance>11960.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6266.700000</valUSD>
        <pctVal>0.0000762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 42314</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4314 CI</title>
        <cusip>3137B9ES0</cusip>
        <identifiers>
          <isin value="US3137B9ES05"/>
        </identifiers>
        <balance>492979.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102762.950000</valUSD>
        <pctVal>0.0012497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 42314</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4314 FC</title>
        <cusip>3137B9F34</cusip>
        <identifiers>
          <isin value="US3137B9F347"/>
        </identifiers>
        <balance>1807636.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1758448.740000</valUSD>
        <pctVal>0.0213839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.92776</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4238</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4238 PS</title>
        <cusip>3137B4EG7</cusip>
        <identifiers>
          <isin value="US3137B4EG79"/>
        </identifiers>
        <balance>2842648.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261976.770000</valUSD>
        <pctVal>0.0031858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4248</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4248 ES</title>
        <cusip>3137B4UN4</cusip>
        <identifiers>
          <isin value="US3137B4UN47"/>
        </identifiers>
        <balance>842161.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669007.450000</valUSD>
        <pctVal>0.0081356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4255</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4255 SN</title>
        <cusip>3137B5HZ9</cusip>
        <identifiers>
          <isin value="US3137B5HZ98"/>
        </identifiers>
        <balance>248043.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208470.100000</valUSD>
        <pctVal>0.0025351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4274</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4274 MS</title>
        <cusip>3137B5V67</cusip>
        <identifiers>
          <isin value="US3137B5V672"/>
        </identifiers>
        <balance>2782709.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201687.160000</valUSD>
        <pctVal>0.0024526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4315</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4315 KS</title>
        <cusip>3137B8JG3</cusip>
        <identifiers>
          <isin value="US3137B8JG39"/>
        </identifiers>
        <balance>1790671.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>146661.180000</valUSD>
        <pctVal>0.0017835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4324</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4324 IO</title>
        <cusip>3137BAGM8</cusip>
        <identifiers>
          <isin value="US3137BAGM86"/>
        </identifiers>
        <balance>302789.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9983.580000</valUSD>
        <pctVal>0.0001214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4325</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4325 PS</title>
        <cusip>3137B9UG8</cusip>
        <identifiers>
          <isin value="US3137B9UG82"/>
        </identifiers>
        <balance>812499.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37918.470000</valUSD>
        <pctVal>0.0004611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4326</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4326 HZ</title>
        <cusip>3137BABQ4</cusip>
        <identifiers>
          <isin value="US3137BABQ46"/>
        </identifiers>
        <balance>9176648.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6956768.220000</valUSD>
        <pctVal>0.0845989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4338</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4338 SB</title>
        <cusip>3137BB7D6</cusip>
        <identifiers>
          <isin value="US3137BB7D64"/>
        </identifiers>
        <balance>429109.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15816.560000</valUSD>
        <pctVal>0.0001923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4362</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4362 AS</title>
        <cusip>3137BCG36</cusip>
        <identifiers>
          <isin value="US3137BCG367"/>
        </identifiers>
        <balance>537741.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337158.030000</valUSD>
        <pctVal>0.0041001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4367</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4367 GS</title>
        <cusip>3137BCL55</cusip>
        <identifiers>
          <isin value="US3137BCL557"/>
        </identifiers>
        <balance>267598.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14951.400000</valUSD>
        <pctVal>0.0001818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4385</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4385 LS</title>
        <cusip>3137BDTX4</cusip>
        <identifiers>
          <isin value="US3137BDTX44"/>
        </identifiers>
        <balance>2033260.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1397886.270000</valUSD>
        <pctVal>0.0169992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4388</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4388 WS</title>
        <cusip>3137BDGK6</cusip>
        <identifiers>
          <isin value="US3137BDGK69"/>
        </identifiers>
        <balance>1128956.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88549.900000</valUSD>
        <pctVal>0.0010768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4394</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4394 WI</title>
        <cusip>3137BEV43</cusip>
        <identifiers>
          <isin value="US3137BEV438"/>
        </identifiers>
        <balance>231194.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11212.660000</valUSD>
        <pctVal>0.0001364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4438</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4438 WI</title>
        <cusip>3137BGLL1</cusip>
        <identifiers>
          <isin value="US3137BGLL19"/>
        </identifiers>
        <balance>758994.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35523.990000</valUSD>
        <pctVal>0.0004320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4447</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4447 SC</title>
        <cusip>3137BGXH7</cusip>
        <identifiers>
          <isin value="US3137BGXH78"/>
        </identifiers>
        <balance>201556.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108385.690000</valUSD>
        <pctVal>0.0013180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4463</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4463 IO</title>
        <cusip>3137BHGF8</cusip>
        <identifiers>
          <isin value="US3137BHGF88"/>
        </identifiers>
        <balance>470294.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21466.390000</valUSD>
        <pctVal>0.0002610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4474</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4474 NI</title>
        <cusip>3137BJFZ1</cusip>
        <identifiers>
          <isin value="US3137BJFZ18"/>
        </identifiers>
        <balance>212598.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40986.460000</valUSD>
        <pctVal>0.0004984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4544</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4544 IP</title>
        <cusip>3137BMQG4</cusip>
        <identifiers>
          <isin value="US3137BMQG47"/>
        </identifiers>
        <balance>4389015.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719536.890000</valUSD>
        <pctVal>0.0087500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4562</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4562 CI</title>
        <cusip>3137BNB60</cusip>
        <identifiers>
          <isin value="US3137BNB605"/>
        </identifiers>
        <balance>2739013.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180233.940000</valUSD>
        <pctVal>0.0021918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4573</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4573 IO</title>
        <cusip>3137BP6Y0</cusip>
        <identifiers>
          <isin value="US3137BP6Y03"/>
        </identifiers>
        <balance>6130180.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007904.630000</valUSD>
        <pctVal>0.0122568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4575</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4575 BI</title>
        <cusip>3137BNU69</cusip>
        <identifiers>
          <isin value="US3137BNU696"/>
        </identifiers>
        <balance>694455.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138446.940000</valUSD>
        <pctVal>0.0016836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4579</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4579 SD</title>
        <cusip>3137BPS83</cusip>
        <identifiers>
          <isin value="US3137BPS836"/>
        </identifiers>
        <balance>2360306.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104426.330000</valUSD>
        <pctVal>0.0012699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4585</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4585 QI</title>
        <cusip>3137BPGW3</cusip>
        <identifiers>
          <isin value="US3137BPGW38"/>
        </identifiers>
        <balance>1341956.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218962.680000</valUSD>
        <pctVal>0.0026627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4598</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4598 NI</title>
        <cusip>3137BQVM6</cusip>
        <identifiers>
          <isin value="US3137BQVM63"/>
        </identifiers>
        <balance>3186843.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>720417.280000</valUSD>
        <pctVal>0.0087607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4604</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4604 DI</title>
        <cusip>3137BRMT9</cusip>
        <identifiers>
          <isin value="US3137BRMT90"/>
        </identifiers>
        <balance>639640.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121331.830000</valUSD>
        <pctVal>0.0014755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4610</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4610 GI</title>
        <cusip>3137BRHU2</cusip>
        <identifiers>
          <isin value="US3137BRHU29"/>
        </identifiers>
        <balance>3963030.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696597.660000</valUSD>
        <pctVal>0.0084711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4698</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4698 ES</title>
        <cusip>3137F1XH6</cusip>
        <identifiers>
          <isin value="US3137F1XH61"/>
        </identifiers>
        <balance>18596531.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419059.810000</valUSD>
        <pctVal>0.0050960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4704</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4704 SK</title>
        <cusip>3137F1HV3</cusip>
        <identifiers>
          <isin value="US3137F1HV30"/>
        </identifiers>
        <balance>9694390.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>881545.870000</valUSD>
        <pctVal>0.0107202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4731</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4731 TK</title>
        <cusip>3137FBQY5</cusip>
        <identifiers>
          <isin value="US3137FBQY51"/>
        </identifiers>
        <balance>339274.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195217.140000</valUSD>
        <pctVal>0.0023740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4748</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4748 DF</title>
        <cusip>3137FCZB3</cusip>
        <identifiers>
          <isin value="US3137FCZB31"/>
        </identifiers>
        <balance>1893703.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1806374.190000</valUSD>
        <pctVal>0.0219667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.72776</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4776</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4776 SP</title>
        <cusip>3137F4RD6</cusip>
        <identifiers>
          <isin value="US3137F4RD60"/>
        </identifiers>
        <balance>1852280.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196542.870000</valUSD>
        <pctVal>0.0023901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4792</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4792 LI</title>
        <cusip>3137F5B81</cusip>
        <identifiers>
          <isin value="US3137F5B811"/>
        </identifiers>
        <balance>653434.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110472.150000</valUSD>
        <pctVal>0.0013434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4795</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4795 SL</title>
        <cusip>3137F5RR2</cusip>
        <identifiers>
          <isin value="US3137F5RR22"/>
        </identifiers>
        <balance>1273950.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128022.870000</valUSD>
        <pctVal>0.0015568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4797</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4797 SB</title>
        <cusip>3137F5U72</cusip>
        <identifiers>
          <isin value="US3137F5U720"/>
        </identifiers>
        <balance>1681467.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139524.680000</valUSD>
        <pctVal>0.0016967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4804</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4804 QS</title>
        <cusip>3137FGLZ6</cusip>
        <identifiers>
          <isin value="US3137FGLZ68"/>
        </identifiers>
        <balance>1104314.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125495.170000</valUSD>
        <pctVal>0.0015261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4804</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4804 WS</title>
        <cusip>3137FGM51</cusip>
        <identifiers>
          <isin value="US3137FGM516"/>
        </identifiers>
        <balance>2262409.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249490.800000</valUSD>
        <pctVal>0.0030340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4813</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4813 CS</title>
        <cusip>3137FGSN6</cusip>
        <identifiers>
          <isin value="US3137FGSN65"/>
        </identifiers>
        <balance>2912487.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>284717.830000</valUSD>
        <pctVal>0.0034624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.72224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4825</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4825 NI</title>
        <cusip>3137FH6Z1</cusip>
        <identifiers>
          <isin value="US3137FH6Z18"/>
        </identifiers>
        <balance>1321956.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203714.910000</valUSD>
        <pctVal>0.0024773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4840</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4840 AO</title>
        <cusip>3137FJRD3</cusip>
        <identifiers>
          <isin value="US3137FJRD32"/>
        </identifiers>
        <balance>1736975.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1017103.250000</valUSD>
        <pctVal>0.0123686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4851</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4851 KO</title>
        <cusip>3137FKAP1</cusip>
        <identifiers>
          <isin value="US3137FKAP18"/>
        </identifiers>
        <balance>1326138.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003843.840000</valUSD>
        <pctVal>0.0122074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4902</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4902 CS</title>
        <cusip>3137FN2Q2</cusip>
        <identifiers>
          <isin value="US3137FN2Q29"/>
        </identifiers>
        <balance>3948330.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>425687.660000</valUSD>
        <pctVal>0.0051766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4902</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4902 SA</title>
        <cusip>3137FN3M0</cusip>
        <identifiers>
          <isin value="US3137FN3M06"/>
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        <balance>2277802.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223243.060000</valUSD>
        <pctVal>0.0027148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4922</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4922 SN</title>
        <cusip>3137FP2R5</cusip>
        <identifiers>
          <isin value="US3137FP2R56"/>
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        <balance>1547202.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119649.480000</valUSD>
        <pctVal>0.0014550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 QS</title>
        <cusip>3137FPZ32</cusip>
        <identifiers>
          <isin value="US3137FPZ329"/>
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        <balance>6155886.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>608827.030000</valUSD>
        <pctVal>0.0074037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4923</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4923 SE</title>
        <cusip>3137FPZ73</cusip>
        <identifiers>
          <isin value="US3137FPZ733"/>
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        <balance>15122002.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1484197.330000</valUSD>
        <pctVal>0.0180488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.57057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4942</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4942 OQ</title>
        <cusip>3137FQWA7</cusip>
        <identifiers>
          <isin value="US3137FQWA70"/>
        </identifiers>
        <balance>969519.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751355.810000</valUSD>
        <pctVal>0.0091370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4964</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4964 IA</title>
        <cusip>3137FRN64</cusip>
        <identifiers>
          <isin value="US3137FRN644"/>
        </identifiers>
        <balance>2631149.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614644.400000</valUSD>
        <pctVal>0.0074745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4967</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4967 IH</title>
        <cusip>3137FTCF2</cusip>
        <identifiers>
          <isin value="US3137FTCF27"/>
        </identifiers>
        <balance>2459433.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510489.590000</valUSD>
        <pctVal>0.0062079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4973</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4973 PO</title>
        <cusip>3137FT2J5</cusip>
        <identifiers>
          <isin value="US3137FT2J58"/>
        </identifiers>
        <balance>4606762.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3384257.480000</valUSD>
        <pctVal>0.0411548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4976</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4976 DI</title>
        <cusip>3137FTAM9</cusip>
        <identifiers>
          <isin value="US3137FTAM95"/>
        </identifiers>
        <balance>9295223.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1902788.110000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4979</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4979 SN</title>
        <cusip>3137FTXU6</cusip>
        <identifiers>
          <isin value="US3137FTXU64"/>
        </identifiers>
        <balance>16177190.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1339642.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4979</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4979 US</title>
        <cusip>3137FTY27</cusip>
        <identifiers>
          <isin value="US3137FTY274"/>
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        <balance>4093838.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345928.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4979</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4979 YS</title>
        <cusip>3137FTYA9</cusip>
        <identifiers>
          <isin value="US3137FTYA91"/>
        </identifiers>
        <balance>31224151.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2868690.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4988</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4988 BI</title>
        <cusip>3137FUNQ3</cusip>
        <identifiers>
          <isin value="US3137FUNQ36"/>
        </identifiers>
        <balance>13804872.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2147552.300000</valUSD>
        <pctVal>0.0261157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4988</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4988 DI</title>
        <cusip>3137FUP57</cusip>
        <identifiers>
          <isin value="US3137FUP577"/>
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        <balance>5009613.870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>952076.620000</valUSD>
        <pctVal>0.0115779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4988</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4988 LI</title>
        <cusip>3137FUQK3</cusip>
        <identifiers>
          <isin value="US3137FUQK39"/>
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        <balance>54174007.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12186069.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4990</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4990 BI</title>
        <cusip>3137FURT3</cusip>
        <identifiers>
          <isin value="US3137FURT39"/>
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        <balance>15907535.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3581995.290000</valUSD>
        <pctVal>0.0435594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4990</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4990 KS</title>
        <cusip>3137FUS70</cusip>
        <identifiers>
          <isin value="US3137FUS704"/>
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        <balance>12638504.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1062936.180000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4990</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4990 MI</title>
        <cusip>3137FUSA3</cusip>
        <identifiers>
          <isin value="US3137FUSA39"/>
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        <balance>4212096.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>966959.550000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4990</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4990 SN</title>
        <cusip>3137FUYG3</cusip>
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          <isin value="US3137FUYG35"/>
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        <balance>10403700.940000</balance>
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        <curCd>USD</curCd>
        <valUSD>1011460.290000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4999</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4999 DS</title>
        <cusip>3137FV3C4</cusip>
        <identifiers>
          <isin value="US3137FV3C43"/>
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        <balance>11282261.940000</balance>
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        <curCd>USD</curCd>
        <valUSD>684847.970000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77224</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4999</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4999 SA</title>
        <cusip>3137FV4Y5</cusip>
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          <isin value="US3137FV4Y53"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5000</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5000 IA</title>
        <cusip>3137FVFL1</cusip>
        <identifiers>
          <isin value="US3137FVFL14"/>
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        <balance>5215162.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876550.490000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5000</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5000 PI</title>
        <cusip>3137FVH39</cusip>
        <identifiers>
          <isin value="US3137FVH390"/>
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        <balance>19080415.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3281196.120000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5002</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5002 SJ</title>
        <cusip>3137FUAM6</cusip>
        <identifiers>
          <isin value="US3137FUAM68"/>
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        <balance>6096428.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558280.460000</valUSD>
        <pctVal>0.0067891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5003</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5003 AS</title>
        <cusip>3137FVHZ8</cusip>
        <identifiers>
          <isin value="US3137FVHZ81"/>
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        <balance>6600156.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665355.160000</valUSD>
        <pctVal>0.0080912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5003</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5003 BS</title>
        <cusip>3137FVJ60</cusip>
        <identifiers>
          <isin value="US3137FVJ602"/>
        </identifiers>
        <balance>8399377.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>850654.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5003</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5003 DS</title>
        <cusip>3137FVJG8</cusip>
        <identifiers>
          <isin value="US3137FVJG82"/>
        </identifiers>
        <balance>5519907.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505276.890000</valUSD>
        <pctVal>0.0061445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.67057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5004</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5004 ST</title>
        <cusip>3137FVDV1</cusip>
        <identifiers>
          <isin value="US3137FVDV14"/>
        </identifiers>
        <balance>26215429.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3127448.270000</valUSD>
        <pctVal>0.0380318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77057</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5004</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5004 YI</title>
        <cusip>3137FVBP6</cusip>
        <identifiers>
          <isin value="US3137FVBP63"/>
        </identifiers>
        <balance>7256275.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848903.670000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5009</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5009 NI</title>
        <cusip>3137FWEG1</cusip>
        <identifiers>
          <isin value="US3137FWEG11"/>
        </identifiers>
        <balance>34221905.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6447040.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5011</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5011 BI</title>
        <cusip>3137FVSK9</cusip>
        <identifiers>
          <isin value="US3137FVSK93"/>
        </identifiers>
        <balance>8862603.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1592496.380000</valUSD>
        <pctVal>0.0193658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5034</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5034 MI</title>
        <cusip>3137F6K55</cusip>
        <identifiers>
          <isin value="US3137F6K554"/>
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        <balance>107643206.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13308780.050000</valUSD>
        <pctVal>0.1618435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5039</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5039 JI</title>
        <cusip>3137F63T2</cusip>
        <identifiers>
          <isin value="US3137F63T22"/>
        </identifiers>
        <balance>6387577.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>548889.640000</valUSD>
        <pctVal>0.0066749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5040</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5040 ID</title>
        <cusip>3137F6PA9</cusip>
        <identifiers>
          <isin value="US3137F6PA97"/>
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        <balance>47781750.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5496124.570000</valUSD>
        <pctVal>0.0668365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5045</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5045 DI</title>
        <cusip>3137F6RW9</cusip>
        <identifiers>
          <isin value="US3137F6RW99"/>
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        <balance>10988888.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1453839.880000</valUSD>
        <pctVal>0.0176797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5051</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5051 EI</title>
        <cusip>3137F7XZ3</cusip>
        <identifiers>
          <isin value="US3137F7XZ30"/>
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        <balance>21721427.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2622627.770000</valUSD>
        <pctVal>0.0318929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5051</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5051 GI</title>
        <cusip>3137F7Y82</cusip>
        <identifiers>
          <isin value="US3137F7Y827"/>
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        <balance>235751.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29767.180000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5051</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5051 PI</title>
        <cusip>3137F7ZF5</cusip>
        <identifiers>
          <isin value="US3137F7ZF57"/>
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        <balance>11018432.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1588152.850000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5051</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5051 SX</title>
        <cusip>3137F83L5</cusip>
        <identifiers>
          <isin value="US3137F83L59"/>
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        <balance>128884181.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2491034.800000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5056</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5056 SA</title>
        <cusip>3137F74P7</cusip>
        <identifiers>
          <isin value="US3137F74P72"/>
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        <balance>7639601.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>865862.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.98505</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5060</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5060 BI</title>
        <cusip>3137F8YX5</cusip>
        <identifiers>
          <isin value="US3137F8YX55"/>
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        <balance>2887492.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338150.520000</valUSD>
        <pctVal>0.0041121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5060</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5060 IP</title>
        <cusip>3137F87A5</cusip>
        <identifiers>
          <isin value="US3137F87A58"/>
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        <balance>6934713.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1078328.450000</valUSD>
        <pctVal>0.0131132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5062</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5062 EI</title>
        <cusip>3137F8U27</cusip>
        <identifiers>
          <isin value="US3137F8U278"/>
        </identifiers>
        <balance>15066854.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1915967.570000</valUSD>
        <pctVal>0.0232994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5068</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5068 GI</title>
        <cusip>3137F8PA5</cusip>
        <identifiers>
          <isin value="US3137F8PA53"/>
        </identifiers>
        <balance>12463141.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1594142.940000</valUSD>
        <pctVal>0.0193858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5069</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5069 DI</title>
        <cusip>3137F9BQ3</cusip>
        <identifiers>
          <isin value="US3137F9BQ35"/>
        </identifiers>
        <balance>13865250.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1759458.720000</valUSD>
        <pctVal>0.0213962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5069</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5069 IK</title>
        <cusip>3137F9C58</cusip>
        <identifiers>
          <isin value="US3137F9C589"/>
        </identifiers>
        <balance>13046183.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1839387.910000</valUSD>
        <pctVal>0.0223682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5069</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5069 IL</title>
        <cusip>3137F9C66</cusip>
        <identifiers>
          <isin value="US3137F9C662"/>
        </identifiers>
        <balance>30102148.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5148433.620000</valUSD>
        <pctVal>0.0626083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5069</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5069 LI</title>
        <cusip>3137F9CS8</cusip>
        <identifiers>
          <isin value="US3137F9CS81"/>
        </identifiers>
        <balance>9474053.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1337960.910000</valUSD>
        <pctVal>0.0162705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5069</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5069 PI</title>
        <cusip>3137F9CZ2</cusip>
        <identifiers>
          <isin value="US3137F9CZ25"/>
        </identifiers>
        <balance>22615659.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3412137.620000</valUSD>
        <pctVal>0.0414938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5070</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5070 IE</title>
        <cusip>3137F9XF3</cusip>
        <identifiers>
          <isin value="US3137F9XF32"/>
        </identifiers>
        <balance>30416551.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4948368.330000</valUSD>
        <pctVal>0.0601754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5070</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5070 PI</title>
        <cusip>3137F9Y54</cusip>
        <identifiers>
          <isin value="US3137F9Y542"/>
        </identifiers>
        <balance>37893649.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6758957.640000</valUSD>
        <pctVal>0.0821934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5071</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5071 IN</title>
        <cusip>3137F9R52</cusip>
        <identifiers>
          <isin value="US3137F9R520"/>
        </identifiers>
        <balance>7966647.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1798222.930000</valUSD>
        <pctVal>0.0218676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5071</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5071 IO</title>
        <cusip>3137F9R60</cusip>
        <identifiers>
          <isin value="US3137F9R603"/>
        </identifiers>
        <balance>28779267.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3666513.160000</valUSD>
        <pctVal>0.0445872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5080</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5080 IP</title>
        <cusip>3137FXV54</cusip>
        <identifiers>
          <isin value="US3137FXV546"/>
        </identifiers>
        <balance>4128694.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688009.380000</valUSD>
        <pctVal>0.0083666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5083</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5083 IH</title>
        <cusip>3137FFQB6</cusip>
        <identifiers>
          <isin value="US3137FFQB62"/>
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        <balance>4527629.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>678840.580000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5087</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5087 CI</title>
        <cusip>3137FFM87</cusip>
        <identifiers>
          <isin value="US3137FFM872"/>
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        <balance>17267577.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2597625.620000</valUSD>
        <pctVal>0.0315888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5087</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5087 IL</title>
        <cusip>3137FFMC8</cusip>
        <identifiers>
          <isin value="US3137FFMC81"/>
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        <balance>9173386.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1417639.510000</valUSD>
        <pctVal>0.0172394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5092</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5092 ID</title>
        <cusip>3137FYCM6</cusip>
        <identifiers>
          <isin value="US3137FYCM62"/>
        </identifiers>
        <balance>10948720.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1588877.280000</valUSD>
        <pctVal>0.0193218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5092</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5092 IW</title>
        <cusip>3137FYFG6</cusip>
        <identifiers>
          <isin value="US3137FYFG67"/>
        </identifiers>
        <balance>8353332.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>382079.750000</valUSD>
        <pctVal>0.0046463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5093</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5093 MI</title>
        <cusip>3137FYK47</cusip>
        <identifiers>
          <isin value="US3137FYK471"/>
        </identifiers>
        <balance>1866770.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5093</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5093 PI</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5104</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5104 GI</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5115</name>
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        <title>FREDDIE MAC FHR 5115 IM</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5121</name>
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        <title>FREDDIE MAC FHR 5121 QI</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5140</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5140 JI</title>
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          <isin value="US3137H24K76"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5146</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5146 KI</title>
        <cusip>3137H2FW9</cusip>
        <identifiers>
          <isin value="US3137H2FW93"/>
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        <balance>14983288.080000</balance>
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        <curCd>USD</curCd>
        <valUSD>1660494.430000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5152</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5152 IJ</title>
        <cusip>3137H3BS0</cusip>
        <identifiers>
          <isin value="US3137H3BS01"/>
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        <balance>5146907.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996333.760000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5152</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5152 IM</title>
        <cusip>3137H3BV3</cusip>
        <identifiers>
          <isin value="US3137H3BV30"/>
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        <balance>12346008.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1954171.920000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5155</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5155 IO</title>
        <cusip>3137H35P3</cusip>
        <identifiers>
          <isin value="US3137H35P37"/>
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        <balance>9241291.280000</balance>
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        <curCd>USD</curCd>
        <valUSD>839407.740000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5156</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5156 GI</title>
        <cusip>3137H2VR2</cusip>
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          <isin value="US3137H2VR25"/>
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        <balance>13318323.740000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5160</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5160 HI</title>
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          <isin value="US3137H3WD03"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5171</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5171 AI</title>
        <cusip>3137H4HW3</cusip>
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          <isin value="US3137H4HW32"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 5172</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5172 KI</title>
        <cusip>3137H4PS3</cusip>
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          <isin value="US3137H4PS38"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 5174</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5174 IN</title>
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          <isin value="US3137H4MC13"/>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 5183</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5183 EI</title>
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          <isin value="US3137H4ZD58"/>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5184</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5184 LI</title>
        <cusip>3137H4UU2</cusip>
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          <isin value="US3137H4UU29"/>
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        <balance>17917530.380000</balance>
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        <curCd>USD</curCd>
        <valUSD>3168371.230000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5203</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5203 SA</title>
        <cusip>3137H6KL8</cusip>
        <identifiers>
          <isin value="US3137H6KL87"/>
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        <balance>19509205.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291438.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS-1809</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1809 SC</title>
        <cusip>3133T6RM5</cusip>
        <identifiers>
          <isin value="US3133T6RM59"/>
        </identifiers>
        <balance>4477.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13.000000</valUSD>
        <pctVal>0.0000002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS-3598</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3598 JI</title>
        <cusip>31398KZ94</cusip>
        <identifiers>
          <isin value="US31398KZ940"/>
        </identifiers>
        <balance>271629.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9496.640000</valUSD>
        <pctVal>0.0001155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS-3800</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3800 B</title>
        <cusip>3137A7G46</cusip>
        <identifiers>
          <isin value="US3137A7G464"/>
        </identifiers>
        <balance>25397.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24460.630000</valUSD>
        <pctVal>0.0002975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS-3997</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3997 NE</title>
        <cusip>3137AMCA3</cusip>
        <identifiers>
          <isin value="US3137AMCA32"/>
        </identifiers>
        <balance>973817.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>813569.960000</valUSD>
        <pctVal>0.0098935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST 2021-DNA1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2021 DNA1 M2 144A</title>
        <cusip>35564KAH2</cusip>
        <identifiers>
          <isin value="US35564KAH23"/>
        </identifiers>
        <balance>2114686.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2108627.130000</valUSD>
        <pctVal>0.0256423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.11495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST 2021-DNA3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2021 DNA3 M2 144A</title>
        <cusip>35564KEL9</cusip>
        <identifiers>
          <isin value="US35564KEL98"/>
        </identifiers>
        <balance>8412000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8438134.400000</valUSD>
        <pctVal>0.1026133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.41495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST 2021-DNA5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2021 DNA5 M2 144A</title>
        <cusip>35564KHE2</cusip>
        <identifiers>
          <isin value="US35564KHE29"/>
        </identifiers>
        <balance>1509040.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1508472.750000</valUSD>
        <pctVal>0.0183440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.96495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST 2022-DNA3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2022 DNA3 M1B 144A</title>
        <cusip>35564KUX5</cusip>
        <identifiers>
          <isin value="US35564KUX52"/>
        </identifiers>
        <balance>10900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11157567.000000</valUSD>
        <pctVal>0.1356834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.21495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST 2022-DNA4</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2022 DNA4 M1A 144A</title>
        <cusip>35564KWS4</cusip>
        <identifiers>
          <isin value="US35564KWS40"/>
        </identifiers>
        <balance>9097831.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9198208.260000</valUSD>
        <pctVal>0.1118563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.51495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STACR TRUST 2020-DNA5</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2020 DNA5 M2 144A</title>
        <cusip>35566AAH2</cusip>
        <identifiers>
          <isin value="US35566AAH23"/>
        </identifiers>
        <balance>723254.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>730521.610000</valUSD>
        <pctVal>0.0088836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.11495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIP TRUST 195</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 195 PO</title>
        <cusip>31351BTN5</cusip>
        <identifiers>
          <isin value="US31351BTN54"/>
        </identifiers>
        <balance>1658.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1528.670000</valUSD>
        <pctVal>0.0000186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 183</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 183 PO</title>
        <cusip>31351BAP0</cusip>
        <identifiers>
          <isin value="US31351BAP04"/>
        </identifiers>
        <balance>23693.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22242.870000</valUSD>
        <pctVal>0.0002705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 205</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 205 PO</title>
        <cusip>3128CU3D6</cusip>
        <identifiers>
          <isin value="US3128CU3D65"/>
        </identifiers>
        <balance>143111.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127823.130000</valUSD>
        <pctVal>0.0015544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 226</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 226 PO</title>
        <cusip>3128HVBU2</cusip>
        <identifiers>
          <isin value="US3128HVBU24"/>
        </identifiers>
        <balance>391704.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328123.900000</valUSD>
        <pctVal>0.0039902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 244</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 244 PO</title>
        <cusip>3128HWJC2</cusip>
        <identifiers>
          <isin value="US3128HWJC27"/>
        </identifiers>
        <balance>168838.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141441.400000</valUSD>
        <pctVal>0.0017200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 295</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 295 IO</title>
        <cusip>31283DAS3</cusip>
        <identifiers>
          <isin value="US31283DAS36"/>
        </identifiers>
        <balance>1309460.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91326.470000</valUSD>
        <pctVal>0.0011106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 303</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 303 C19</title>
        <cusip>31325UEH5</cusip>
        <identifiers>
          <isin value="US31325UEH59"/>
        </identifiers>
        <balance>4267588.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692173.040000</valUSD>
        <pctVal>0.0084173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 304</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 304 C46</title>
        <cusip>31325UP34</cusip>
        <identifiers>
          <isin value="US31325UP349"/>
        </identifiers>
        <balance>445764.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20599.330000</valUSD>
        <pctVal>0.0002505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.3136</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 324</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 324 C23</title>
        <cusip>31325VBT0</cusip>
        <identifiers>
          <isin value="US31325VBT08"/>
        </identifiers>
        <balance>14282354.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2618698.050000</valUSD>
        <pctVal>0.0318451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 328</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 328 S4</title>
        <cusip>31352DC24</cusip>
        <identifiers>
          <isin value="US31352DC248"/>
        </identifiers>
        <balance>12172060.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603265.090000</valUSD>
        <pctVal>0.0073361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 337</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 337 S1</title>
        <cusip>31325VL36</cusip>
        <identifiers>
          <isin value="US31325VL361"/>
        </identifiers>
        <balance>2638636.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>222640.710000</valUSD>
        <pctVal>0.0027075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 345</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 345 C13</title>
        <cusip>31325VRC0</cusip>
        <identifiers>
          <isin value="US31325VRC09"/>
        </identifiers>
        <balance>3466801.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567877.240000</valUSD>
        <pctVal>0.0069058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 354</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 354 C8</title>
        <cusip>31325WVT6</cusip>
        <identifiers>
          <isin value="US31325WVT60"/>
        </identifiers>
        <balance>7792522.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1258673.370000</valUSD>
        <pctVal>0.0153063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 363</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 363 C17</title>
        <cusip>31325XBF6</cusip>
        <identifiers>
          <isin value="US31325XBF69"/>
        </identifiers>
        <balance>45316.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6480.140000</valUSD>
        <pctVal>0.0000788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 363</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 363 C6</title>
        <cusip>31325XBP4</cusip>
        <identifiers>
          <isin value="US31325XBP42"/>
        </identifiers>
        <balance>1510691.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>247493.480000</valUSD>
        <pctVal>0.0030097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 116</title>
        <cusip>31325XKR0</cusip>
        <identifiers>
          <isin value="US31325XKR07"/>
        </identifiers>
        <balance>802742.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154609.500000</valUSD>
        <pctVal>0.0018802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 148</title>
        <cusip>31325XLU2</cusip>
        <identifiers>
          <isin value="US31325XLU27"/>
        </identifiers>
        <balance>728326.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129683.090000</valUSD>
        <pctVal>0.0015770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 226</title>
        <cusip>31325XPK0</cusip>
        <identifiers>
          <isin value="US31325XPK09"/>
        </identifiers>
        <balance>436388.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28437.730000</valUSD>
        <pctVal>0.0003458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 252</title>
        <cusip>31325XQG8</cusip>
        <identifiers>
          <isin value="US31325XQG87"/>
        </identifiers>
        <balance>485415.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74622.560000</valUSD>
        <pctVal>0.0009075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 C34</title>
        <cusip>31325XVP2</cusip>
        <identifiers>
          <isin value="US31325XVP22"/>
        </identifiers>
        <balance>6420503.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>975640.690000</valUSD>
        <pctVal>0.0118644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 C55</title>
        <cusip>31325XWE6</cusip>
        <identifiers>
          <isin value="US31325XWE65"/>
        </identifiers>
        <balance>1670255.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328318.240000</valUSD>
        <pctVal>0.0039926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 C7</title>
        <cusip>31325XWQ9</cusip>
        <identifiers>
          <isin value="US31325XWQ95"/>
        </identifiers>
        <balance>2048961.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330124.560000</valUSD>
        <pctVal>0.0040145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 365</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 365 C9</title>
        <cusip>31325XWS5</cusip>
        <identifiers>
          <isin value="US31325XWS51"/>
        </identifiers>
        <balance>4466690.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816647.470000</valUSD>
        <pctVal>0.0099310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 367</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 367 C22</title>
        <cusip>31325X2Z2</cusip>
        <identifiers>
          <isin value="US31325X2Z20"/>
        </identifiers>
        <balance>8874543.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1628735.910000</valUSD>
        <pctVal>0.0198065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 367</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 367 C23</title>
        <cusip>31325X3A6</cusip>
        <identifiers>
          <isin value="US31325X3A69"/>
        </identifiers>
        <balance>10095165.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1591168.570000</valUSD>
        <pctVal>0.0193497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 367</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 367 C30</title>
        <cusip>31325X3J7</cusip>
        <identifiers>
          <isin value="US31325X3J78"/>
        </identifiers>
        <balance>14243124.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2612962.960000</valUSD>
        <pctVal>0.0317754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 386</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 386 C3</title>
        <cusip>31325YCL0</cusip>
        <identifiers>
          <isin value="US31325YCL02"/>
        </identifiers>
        <balance>21064224.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3267010.180000</valUSD>
        <pctVal>0.0397290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 389</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 389 C14</title>
        <cusip>31325YQX9</cusip>
        <identifiers>
          <isin value="US31325YQX93"/>
        </identifiers>
        <balance>33769064.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4317478.270000</valUSD>
        <pctVal>0.0525034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 389</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 389 C35</title>
        <cusip>31325YRN0</cusip>
        <identifiers>
          <isin value="US31325YRN03"/>
        </identifiers>
        <balance>113789645.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14035062.890000</valUSD>
        <pctVal>0.1706756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 389</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 389 C40</title>
        <cusip>31325YRU4</cusip>
        <identifiers>
          <isin value="US31325YRU46"/>
        </identifiers>
        <balance>152505416.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22538891.460000</valUSD>
        <pctVal>0.2740878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 390</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 390 C29</title>
        <cusip>31325YX94</cusip>
        <identifiers>
          <isin value="US31325YX949"/>
        </identifiers>
        <balance>79075981.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9799380.350000</valUSD>
        <pctVal>0.1191669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 390</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 390 C40</title>
        <cusip>31325YYN2</cusip>
        <identifiers>
          <isin value="US31325YYN20"/>
        </identifiers>
        <balance>52958856.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6689058.450000</valUSD>
        <pctVal>0.0813434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES-DNA1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC   STACR STACR 2015 DNA1 B</title>
        <cusip>3137G0EZ8</cusip>
        <identifiers>
          <isin value="US3137G0EZ87"/>
        </identifiers>
        <balance>246778.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267320.650000</valUSD>
        <pctVal>0.0032508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>14.6294</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2015-SC02</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC WHOLE LOAN SECURIT FWLS 2015 SC02 1A</title>
        <cusip>3137G1AK3</cusip>
        <identifiers>
          <isin value="US3137G1AK38"/>
        </identifiers>
        <balance>1026292.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>883231.580000</valUSD>
        <pctVal>0.0107407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A</title>
        <cusip>3137G1BK2</cusip>
        <identifiers>
          <isin value="US3137G1BK29"/>
        </identifiers>
        <balance>1741190.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1444931.080000</valUSD>
        <pctVal>0.0175713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A</title>
        <cusip>3137G1BL0</cusip>
        <identifiers>
          <isin value="US3137G1BL02"/>
        </identifiers>
        <balance>1833771.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1580520.330000</valUSD>
        <pctVal>0.0192202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1599</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1599 S</title>
        <cusip>3133T1FW7</cusip>
        <identifiers>
          <isin value="US3133T1FW72"/>
        </identifiers>
        <balance>31.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31.340000</valUSD>
        <pctVal>0.0000004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.15382</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1686</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1686 B</title>
        <cusip>3133T4DS2</cusip>
        <identifiers>
          <isin value="US3133T4DS28"/>
        </identifiers>
        <balance>607.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604.200000</valUSD>
        <pctVal>0.0000073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-1958</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 1958 G</title>
        <cusip>3133TA3Z3</cusip>
        <identifiers>
          <isin value="US3133TA3Z32"/>
        </identifiers>
        <balance>30071.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28238.520000</valUSD>
        <pctVal>0.0003434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2177</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2177 PO</title>
        <cusip>3133TLQB7</cusip>
        <identifiers>
          <isin value="US3133TLQB70"/>
        </identifiers>
        <balance>3612.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3297.450000</valUSD>
        <pctVal>0.0000401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2504</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2504 SN</title>
        <cusip>31392UL44</cusip>
        <identifiers>
          <isin value="US31392UL447"/>
        </identifiers>
        <balance>6106.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5873.250000</valUSD>
        <pctVal>0.0000714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.29202</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2528</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3326 OG</title>
        <cusip>31397JJW5</cusip>
        <identifiers>
          <isin value="US31397JJW53"/>
        </identifiers>
        <balance>44870.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37205.080000</valUSD>
        <pctVal>0.0004524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2614</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2614 SY</title>
        <cusip>31393QP30</cusip>
        <identifiers>
          <isin value="US31393QP303"/>
        </identifiers>
        <balance>7687.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6870.130000</valUSD>
        <pctVal>0.0000835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12305</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2835</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2835 QO</title>
        <cusip>31395FEZ3</cusip>
        <identifiers>
          <isin value="US31395FEZ36"/>
        </identifiers>
        <balance>43469.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36545.430000</valUSD>
        <pctVal>0.0004444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2962</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2962 BS</title>
        <cusip>31395TQ56</cusip>
        <identifiers>
          <isin value="US31395TQ565"/>
        </identifiers>
        <balance>129578.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2073.710000</valUSD>
        <pctVal>0.0000252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22224</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3123</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3123 LO</title>
        <cusip>31396JPR0</cusip>
        <identifiers>
          <isin value="US31396JPR04"/>
        </identifiers>
        <balance>42806.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35198.350000</valUSD>
        <pctVal>0.0004280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3136</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3136 CO</title>
        <cusip>31396NGH3</cusip>
        <identifiers>
          <isin value="US31396NGH35"/>
        </identifiers>
        <balance>2011.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1713.860000</valUSD>
        <pctVal>0.0000208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3145</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3145 GO</title>
        <cusip>31396NCS3</cusip>
        <identifiers>
          <isin value="US31396NCS36"/>
        </identifiers>
        <balance>44184.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36280.940000</valUSD>
        <pctVal>0.0004412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3149</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3149 OD</title>
        <cusip>31396RH59</cusip>
        <identifiers>
          <isin value="US31396RH590"/>
        </identifiers>
        <balance>80502.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66080.000000</valUSD>
        <pctVal>0.0008036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3151</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3151 PO</title>
        <cusip>31396NU46</cusip>
        <identifiers>
          <isin value="US31396NU469"/>
        </identifiers>
        <balance>88842.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70154.660000</valUSD>
        <pctVal>0.0008531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3152</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3152 MO</title>
        <cusip>31396R2P1</cusip>
        <identifiers>
          <isin value="US31396R2P17"/>
        </identifiers>
        <balance>15190.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12555.640000</valUSD>
        <pctVal>0.0001527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-4110</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4110 AI</title>
        <cusip>3137AU5Y1</cusip>
        <identifiers>
          <isin value="US3137AU5Y14"/>
        </identifiers>
        <balance>369050.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12428.550000</valUSD>
        <pctVal>0.0001511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-166</name>
        <lei>N/A</lei>
        <title>FED HM LN PC POOL S0</title>
        <cusip>31282XQK0</cusip>
        <identifiers>
          <isin value="US31282XQK09"/>
        </identifiers>
        <balance>1046.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029.230000</valUSD>
        <pctVal>0.0000125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-176</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 176 PO</title>
        <cusip>31282XVL2</cusip>
        <identifiers>
          <isin value="US31282XVL27"/>
        </identifiers>
        <balance>1933.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1824.070000</valUSD>
        <pctVal>0.0000222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-179</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 179 PO</title>
        <cusip>31282XYN5</cusip>
        <identifiers>
          <isin value="US31282XYN55"/>
        </identifiers>
        <balance>1149.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066.060000</valUSD>
        <pctVal>0.0000130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-186</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 186 PO</title>
        <cusip>31351BFA8</cusip>
        <identifiers>
          <isin value="US31351BFA89"/>
        </identifiers>
        <balance>90966.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84987.930000</valUSD>
        <pctVal>0.0010335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-188</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 188 PO</title>
        <cusip>31351BGV1</cusip>
        <identifiers>
          <isin value="US31351BGV18"/>
        </identifiers>
        <balance>10831.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9972.920000</valUSD>
        <pctVal>0.0001213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-203-215</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 215 PO</title>
        <cusip>3128CVPV0</cusip>
        <identifiers>
          <isin value="US3128CVPV06"/>
        </identifiers>
        <balance>166997.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149244.710000</valUSD>
        <pctVal>0.0018149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-206</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 206 PO</title>
        <cusip>3128CU5E2</cusip>
        <identifiers>
          <isin value="US3128CU5E21"/>
        </identifiers>
        <balance>67245.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59265.870000</valUSD>
        <pctVal>0.0007207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIEMAC STRIP-207</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 207 PO</title>
        <cusip>3128CU7F7</cusip>
        <identifiers>
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        <name>GCT COMMERCIAL MORTGAGE TRUST 2021-GCT</name>
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        <name>GCT COMMERCIAL MORTGAGE TRUST 2021-GCT</name>
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        <name>GE-WMC MORTGAGE SECURITIES LLC 2006-1</name>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLAXOSMITHKLINE CAPITAL INC</name>
        <lei>5493007Q8VD7Q3ZYZS59</lei>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1556951.440000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.625</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL MORTGAGE SECURITIZATION LTD 2005-A</name>
        <lei>N/A</lei>
        <title>GLOBAL MORTGAGE SECURITIZATION GMSL 2005 A A2 144A</title>
        <cusip>378961AQ9</cusip>
        <identifiers>
          <isin value="US378961AQ98"/>
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        <balance>734129.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696742.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7042</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GMAC MORTGAGE CORP LOAN TRUST 2005-AR2</name>
        <lei>N/A</lei>
        <title>GMAC MORTGAGE CORPORATION LOAN GMACM 2005 AR2 1A</title>
        <cusip>36185N6M7</cusip>
        <identifiers>
          <isin value="US36185N6M74"/>
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        <balance>8750.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7555.240000</valUSD>
        <pctVal>0.0000919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.2499</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 003515 G2 02/34 FIXED 5.5</title>
        <cusip>36202D3Y5</cusip>
        <identifiers>
          <isin value="US36202D3Y51"/>
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        <balance>1484.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1480.480000</valUSD>
        <pctVal>0.0000180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 003595 G2 08/34 FIXED 5</title>
        <cusip>36202D7G0</cusip>
        <identifiers>
          <isin value="US36202D7G00"/>
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        <balance>1408.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1383.190000</valUSD>
        <pctVal>0.0000168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004163 G2 06/38 FIXED 5.5</title>
        <cusip>36202ETU3</cusip>
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          <isin value="US36202ETU37"/>
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        <balance>3398.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3315.600000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004195 G2 07/38 FIXED 6</title>
        <cusip>36202EUU1</cusip>
        <identifiers>
          <isin value="US36202EUU18"/>
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        <balance>69558.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71744.470000</valUSD>
        <pctVal>0.0008725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004215 G2 08/38 FIXED 5.5</title>
        <cusip>36202EVG1</cusip>
        <identifiers>
          <isin value="US36202EVG15"/>
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        <balance>8671.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8471.620000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004222 G2 08/38 FIXED 6</title>
        <cusip>36202EVP1</cusip>
        <identifiers>
          <isin value="US36202EVP14"/>
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        <balance>3780.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3899.620000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004284 G2 11/38 FIXED 5.5</title>
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          <isin value="US36202EXM64"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9010.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004291 G2 11/38 FIXED 6</title>
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          <isin value="US36202EXU80"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004308 G2 12/38 FIXED 5</title>
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          <isin value="US36202EYD56"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004309 G2 12/38 FIXED 5.5</title>
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          <isin value="US36202EYE30"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36202EY945"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36202EZH51"/>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004363 G2 02/39 FIXED 5.5</title>
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        <curCd>USD</curCd>
        <valUSD>10998.650000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2039-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004371 G2 02/39 FIXED 6</title>
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          <isin value="US36202E2C23"/>
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        <balance>27838.280000</balance>
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        <curCd>USD</curCd>
        <valUSD>28713.740000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004426 G2 04/39 FIXED 6</title>
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          <isin value="US36202E4K21"/>
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        <curCd>USD</curCd>
        <valUSD>5564.830000</valUSD>
        <pctVal>0.0000677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36202E6U84"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8504.410000</valUSD>
        <pctVal>0.0001034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004484 G2 07/39 FIXED 4.5</title>
        <cusip>36202E6V6</cusip>
        <identifiers>
          <isin value="US36202E6V67"/>
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        <balance>69034.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63751.010000</valUSD>
        <pctVal>0.0007753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004489 G2 07/39 FIXED 5</title>
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        <identifiers>
          <isin value="US36202E7A12"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2391.170000</valUSD>
        <pctVal>0.0000291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36202FCJ30"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004680 G2 04/40 FIXED 5.5</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004717 G2 06/40 FIXED 6</title>
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        <identifiers>
          <isin value="US36202FG261"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26070.710000</valUSD>
        <pctVal>0.0003170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004746 G2 07/40 FIXED 4.5</title>
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        <identifiers>
          <isin value="US36202FHX78"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36202FHY51"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 004978 G2 03/41 FIXED 4.5</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 005175 G2 09/41 FIXED 4.5</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>433368.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <units>PA</units>
        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 783294 G2 03/41 FIXED 4.5</title>
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        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL 783590 G2 06/41 FIXED 4.5</title>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AA1052 G2 06/42 FIXED 3.5</title>
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        <curCd>USD</curCd>
        <valUSD>46684.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AS7206 G2 04/46 FIXED 3.5</title>
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          <isin value="US36193TAF49"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>65073.320000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AV1737 G2 11/46 FIXED 3.5</title>
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          <isin value="US36195B4W11"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AV3040 G2 10/46 FIXED 3.5</title>
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          <isin value="US36195DLV00"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AV3786 G2 11/46 FIXED 3.5</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000346.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AW1485 G2 01/47 FIXED 3.5</title>
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          <isin value="US36195PUJ01"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AX3230 G2 11/46 FIXED 3.5</title>
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          <isin value="US36196EST54"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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          <isin value="US36196JWZ55"/>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AY0222 G2 01/47 FIXED 3.5</title>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AY2502 G2 12/46 FIXED 3.5</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AY6116 G2 01/47 FIXED 3.5</title>
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        <curCd>USD</curCd>
        <valUSD>1032118.990000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL AY9388 G2 01/47 FIXED 3.5</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767636.840000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BC1922 G2 09/47 FIXED 3.5</title>
        <cusip>3617B5D35</cusip>
        <identifiers>
          <isin value="US3617B5D356"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503018.120000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US3617B8GX08"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2009688.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BC4782 G2 08/47 FIXED 3.5</title>
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          <isin value="US3617B8J332"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37499.710000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BC8090 G2 10/47 FIXED 3.5</title>
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        <identifiers>
          <isin value="US3617BB7B18"/>
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        <balance>1008933.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>897002.210000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BE4324 G2 12/47 FIXED 3.5</title>
        <cusip>3617BXYV9</cusip>
        <identifiers>
          <isin value="US3617BXYV93"/>
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        <balance>1056806.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>939552.290000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BE4406 G2 01/48 FIXED 3.5</title>
        <cusip>3617BX3P6</cusip>
        <identifiers>
          <isin value="US3617BX3P69"/>
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        <balance>520150.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462441.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BE8336 G2 01/48 FIXED 3.5</title>
        <cusip>3617G3HM9</cusip>
        <identifiers>
          <isin value="US3617G3HM95"/>
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        <balance>641348.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>570511.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BE9832 G2 06/48 FIXED 4.5</title>
        <cusip>3617G44R0</cusip>
        <identifiers>
          <isin value="US3617G44R00"/>
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        <balance>76102.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70602.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BF4034 G2 02/48 FIXED 3.5</title>
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          <isin value="US3617GAPT90"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505005.600000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BH6393 G2 07/48 FIXED 4.5</title>
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          <isin value="US3617H4C660"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BH8543 G2 07/48 FIXED 4.5</title>
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          <isin value="US3617H6P428"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BI6280 G2 11/48 FIXED 5</title>
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          <isin value="US3617HF6R27"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>711975.440000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL BM1222 G2 05/49 FIXED 3.5</title>
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          <isin value="US3617JRLB27"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA1014 G2 05/43 FIXED 4.5</title>
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          <isin value="US36179NDT28"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745618.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA1159 G2 07/43 FIXED 4.5</title>
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          <isin value="US36179NJC39"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495647.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA2304 G2 10/44 FIXED 4</title>
        <cusip>36179QRZ6</cusip>
        <identifiers>
          <isin value="US36179QRZ62"/>
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        <balance>684969.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>631195.820000</valUSD>
        <pctVal>0.0076758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA2323 G2 10/44 FLOATING VAR</title>
        <cusip>36179QSL6</cusip>
        <identifiers>
          <isin value="US36179QSL67"/>
        </identifiers>
        <balance>665241.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>642343.390000</valUSD>
        <pctVal>0.0078113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA2522 G2 01/45 FIXED 4</title>
        <cusip>36179QYT2</cusip>
        <identifiers>
          <isin value="US36179QYT20"/>
        </identifiers>
        <balance>1137530.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048070.580000</valUSD>
        <pctVal>0.0127452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA3035 G2 08/45 FIXED 4</title>
        <cusip>36179RLQ0</cusip>
        <identifiers>
          <isin value="US36179RLQ01"/>
        </identifiers>
        <balance>1266443.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1166736.670000</valUSD>
        <pctVal>0.0141883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA3056 G2 08/45 FLOATING VAR</title>
        <cusip>36179RMD8</cusip>
        <identifiers>
          <isin value="US36179RMD88"/>
        </identifiers>
        <balance>544961.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>528430.650000</valUSD>
        <pctVal>0.0064261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.625</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA3936 G2 09/46 FIXED 3</title>
        <cusip>36179SLR6</cusip>
        <identifiers>
          <isin value="US36179SLR66"/>
        </identifiers>
        <balance>593713.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512589.380000</valUSD>
        <pctVal>0.0062334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA4003 G2 10/46 FIXED 3</title>
        <cusip>36179SNU7</cusip>
        <identifiers>
          <isin value="US36179SNU77"/>
        </identifiers>
        <balance>999184.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>861003.700000</valUSD>
        <pctVal>0.0104704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA4068 G2 11/46 FIXED 3</title>
        <cusip>36179SQV2</cusip>
        <identifiers>
          <isin value="US36179SQV24"/>
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        <balance>1449209.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1248580.690000</valUSD>
        <pctVal>0.0151836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA4126 G2 12/46 FIXED 3</title>
        <cusip>36179SSP3</cusip>
        <identifiers>
          <isin value="US36179SSP38"/>
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        <balance>6505040.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5609785.070000</valUSD>
        <pctVal>0.0682187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA4899 G2 12/47 FIXED 3</title>
        <cusip>36179TNQ4</cusip>
        <identifiers>
          <isin value="US36179TNQ49"/>
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        <balance>7684378.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6596643.100000</valUSD>
        <pctVal>0.0802195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5018 G2 02/48 FIXED 3</title>
        <cusip>36179TSF3</cusip>
        <identifiers>
          <isin value="US36179TSF39"/>
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        <balance>7125671.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6112389.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5076 G2 03/48 FIXED 3</title>
        <cusip>36179TT96</cusip>
        <identifiers>
          <isin value="US36179TT968"/>
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        <balance>58763.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50434.590000</valUSD>
        <pctVal>0.0006133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5138 G2 04/48 FIXED 4.5</title>
        <cusip>36179TV77</cusip>
        <identifiers>
          <isin value="US36179TV774"/>
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        <balance>330168.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309816.290000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5183 G2 05/48 FIXED 4.5</title>
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        <identifiers>
          <isin value="US36179TXL42"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205857.590000</valUSD>
        <pctVal>0.0025034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5193 G2 05/48 FIXED 4.5</title>
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          <isin value="US36179TXW07"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>871112.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5255 G2 06/48 FIXED 4.5</title>
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          <isin value="US36179TZU23"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250378.960000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5265 G2 06/48 FIXED 4.5</title>
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          <isin value="US36179TZ650"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412461.770000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5321 G2 07/48 FIXED 4.5</title>
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          <isin value="US36179T4E27"/>
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        <balance>540672.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>494991.790000</valUSD>
        <pctVal>0.0060194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5399 G2 08/48 FIXED 4.5</title>
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        <identifiers>
          <isin value="US36179T7L33"/>
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        <balance>2677906.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2508439.840000</valUSD>
        <pctVal>0.0305043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5467 G2 09/48 FIXED 4.5</title>
        <cusip>36179UCC4</cusip>
        <identifiers>
          <isin value="US36179UCC45"/>
        </identifiers>
        <balance>546193.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512042.530000</valUSD>
        <pctVal>0.0062268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5597 G2 11/48 FIXED 5</title>
        <cusip>36179UGE6</cusip>
        <identifiers>
          <isin value="US36179UGE64"/>
        </identifiers>
        <balance>7737.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7456.780000</valUSD>
        <pctVal>0.0000907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA5712 G2 01/49 FIXED 5</title>
        <cusip>36179UKZ4</cusip>
        <identifiers>
          <isin value="US36179UKZ48"/>
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        <balance>8354.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8026.640000</valUSD>
        <pctVal>0.0000976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA6599 G2 04/50 FIXED 3</title>
        <cusip>36179VKL3</cusip>
        <identifiers>
          <isin value="US36179VKL35"/>
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        <balance>14789909.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12623295.850000</valUSD>
        <pctVal>0.1535076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA7650 G2 10/51 FIXED 3</title>
        <cusip>36179WQB7</cusip>
        <identifiers>
          <isin value="US36179WQB71"/>
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        <balance>1438412.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1223703.280000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA7829 G2 01/52 FIXED 3.5</title>
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          <isin value="US36179WVW53"/>
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        <balance>9855444.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8640747.920000</valUSD>
        <pctVal>0.1050772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA7883 G2 02/52 FIXED 3.5</title>
        <cusip>36179WXL7</cusip>
        <identifiers>
          <isin value="US36179WXL70"/>
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        <balance>13104134.340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11489239.140000</valUSD>
        <pctVal>0.1397167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA8643 G2 02/53 FIXED 3</title>
        <cusip>36179XS80</cusip>
        <identifiers>
          <isin value="US36179XS806"/>
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        <balance>22005575.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18679665.100000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II POOL MA8644 G2 02/53 FIXED 3.5</title>
        <cusip>36179XS98</cusip>
        <identifiers>
          <isin value="US36179XS988"/>
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        <balance>480578.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422849.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 2 JUMBOS</title>
        <cusip>21H0206A8</cusip>
        <identifiers>
          <isin value="US21H0206A81"/>
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        <balance>-200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-158148.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 2 JUMBOS</title>
        <cusip>21H0206B6</cusip>
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          <isin value="US21H0206B64"/>
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        <balance>-111100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-87955612.450000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 2.5 JUMBOS</title>
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          <isin value="US21H0226A46"/>
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        <balance>-27000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-22071399.480000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 2.5 JUMBOS</title>
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          <isin value="US21H0226B29"/>
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        <balance>-396700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-324596002.380000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 3 JUMBOS</title>
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        <identifiers>
          <isin value="US21H0306A72"/>
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        <balance>5100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4323046.820000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 3 JUMBOS</title>
        <cusip>21H0306B5</cusip>
        <identifiers>
          <isin value="US21H0306B55"/>
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        <balance>412000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349298745.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 3.5 JUMBOS</title>
        <cusip>21H0326A3</cusip>
        <identifiers>
          <isin value="US21H0326A37"/>
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        <balance>11250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9855175.840000</valUSD>
        <pctVal>0.1198454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 4 JUMBOS</title>
        <cusip>21H0406B4</cusip>
        <identifiers>
          <isin value="US21H0406B47"/>
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        <balance>5200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4688734.340000</valUSD>
        <pctVal>0.0570181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 4.5 JUMBOS</title>
        <cusip>21H0426B0</cusip>
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          <isin value="US21H0426B01"/>
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        <balance>565316000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522630221.230000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 5 JUMBOS</title>
        <cusip>21H0506A5</cusip>
        <identifiers>
          <isin value="US21H0506A54"/>
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        <balance>79000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74864844.540000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA II TBA 30 YR 5.5 JUMBOS</title>
        <cusip>21H0526A1</cusip>
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          <isin value="US21H0526A19"/>
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        <balance>19500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18924140.430000</valUSD>
        <pctVal>0.2301300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 626789 GN 04/35 FIXED 5</title>
        <cusip>36291FKA5</cusip>
        <identifiers>
          <isin value="US36291FKA56"/>
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        <balance>108546.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105037.430000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 772363 GN 09/41 FIXED 4.5</title>
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          <isin value="US36176PZ415"/>
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        <balance>47986.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46244.240000</valUSD>
        <pctVal>0.0005624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 781932 GN 03/35 FIXED 6.5</title>
        <cusip>36241KED6</cusip>
        <identifiers>
          <isin value="US36241KED63"/>
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        <balance>365301.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371742.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 782435 GN 09/38 FIXED 4.5</title>
        <cusip>36241KV47</cusip>
        <identifiers>
          <isin value="US36241KV474"/>
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        <balance>455770.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436735.610000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 783007 GN 06/40 FIXED 4.5</title>
        <cusip>36241LKU9</cusip>
        <identifiers>
          <isin value="US36241LKU97"/>
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        <balance>105475.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99608.090000</valUSD>
        <pctVal>0.0012113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 783207 GN 09/40 FIXED 4.5</title>
        <cusip>36241LR40</cusip>
        <identifiers>
          <isin value="US36241LR405"/>
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        <balance>6913126.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6539219.750000</valUSD>
        <pctVal>0.0795212</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>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 783320 GN 03/41 FIXED 4.5</title>
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        <identifiers>
          <isin value="US36241LVM52"/>
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        <balance>7443838.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6978957.700000</valUSD>
        <pctVal>0.0848687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL 783613 GN 01/42 FIXED 4.5</title>
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        <identifiers>
          <isin value="US3622A2AN20"/>
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        <balance>21937.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21024.890000</valUSD>
        <pctVal>0.0002557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL AZ8592 GN 04/47 FIXED 4</title>
        <cusip>36197MRM2</cusip>
        <identifiers>
          <isin value="US36197MRM28"/>
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        <balance>554275.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510506.840000</valUSD>
        <pctVal>0.0062081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BA7886 GN 05/47 FIXED 4</title>
        <cusip>3617ALXP0</cusip>
        <identifiers>
          <isin value="US3617ALXP06"/>
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        <balance>405194.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372799.640000</valUSD>
        <pctVal>0.0045335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BA7937 GN 06/47 FIXED 4</title>
        <cusip>3617ALZA1</cusip>
        <identifiers>
          <isin value="US3617ALZA19"/>
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        <balance>306848.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281556.230000</valUSD>
        <pctVal>0.0034239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BC1102 GN 07/47 FIXED 4</title>
        <cusip>3617B4GK7</cusip>
        <identifiers>
          <isin value="US3617B4GK72"/>
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        <balance>389851.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>357796.830000</valUSD>
        <pctVal>0.0043510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BC1138 GN 08/47 FIXED 4</title>
        <cusip>3617B4HP5</cusip>
        <identifiers>
          <isin value="US3617B4HP50"/>
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        <balance>540827.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495803.880000</valUSD>
        <pctVal>0.0060293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BC1180 GN 08/47 FIXED 4</title>
        <cusip>3617B4JZ1</cusip>
        <identifiers>
          <isin value="US3617B4JZ15"/>
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        <balance>115937.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107050.980000</valUSD>
        <pctVal>0.0013018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BE6179 GN 12/47 FIXED 4</title>
        <cusip>3617G02L3</cusip>
        <identifiers>
          <isin value="US3617G02L30"/>
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        <balance>133863.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122367.110000</valUSD>
        <pctVal>0.0014881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BG5674 GN 07/48 FIXED 4</title>
        <cusip>3617GQJT1</cusip>
        <identifiers>
          <isin value="US3617GQJT17"/>
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        <balance>2878067.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2629915.230000</valUSD>
        <pctVal>0.0319815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BG9709 GN 07/48 FIXED 4</title>
        <cusip>3617GUYE8</cusip>
        <identifiers>
          <isin value="US3617GUYE84"/>
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        <balance>282274.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257522.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BI1270 GN 08/48 FIXED 4</title>
        <cusip>3617HAMT1</cusip>
        <identifiers>
          <isin value="US3617HAMT19"/>
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        <balance>561071.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512279.660000</valUSD>
        <pctVal>0.0062297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BO3004 GN 06/49 FIXED 3.5</title>
        <cusip>3617KJKR4</cusip>
        <identifiers>
          <isin value="US3617KJKR43"/>
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        <balance>55069.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48248.420000</valUSD>
        <pctVal>0.0005867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BQ0651 GN 11/49 FIXED 3.5</title>
        <cusip>3617LJWL3</cusip>
        <identifiers>
          <isin value="US3617LJWL36"/>
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        <balance>259010.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226940.410000</valUSD>
        <pctVal>0.0027597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BQ1266 GN 11/49 FIXED 3.5</title>
        <cusip>3617LKMP2</cusip>
        <identifiers>
          <isin value="US3617LKMP23"/>
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        <balance>458896.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402222.600000</valUSD>
        <pctVal>0.0048913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BQ7172 GN 10/49 FIXED 3.5</title>
        <cusip>3617LR6H3</cusip>
        <identifiers>
          <isin value="US3617LR6H34"/>
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        <balance>18044.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15816.240000</valUSD>
        <pctVal>0.0001923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>GNMA POOL BT9206 GN 04/50 FIXED 3.5</title>
        <cusip>3617MYGP8</cusip>
        <identifiers>
          <isin value="US3617MYGP81"/>
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        <balance>189665.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166241.030000</valUSD>
        <pctVal>0.0020216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNRT-3A</name>
        <lei>N/A</lei>
        <title>GENERATE CLO LTD. GNRT 3A BR 144A</title>
        <cusip>98625UAW2</cusip>
        <identifiers>
          <isin value="US98625UAW27"/>
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        <balance>3800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3806124.080000</valUSD>
        <pctVal>0.0462850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.33775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDENTREE LOAN MANAGEMENT US CLO 6 LTD 2019-6A</name>
        <lei>N/A</lei>
        <title>GOLDENTREE LOAN MANAGEMENT US GLM 2019 6A AR 144A</title>
        <cusip>38137WAQ8</cusip>
        <identifiers>
          <isin value="US38137WAQ87"/>
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        <balance>1660000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1640271.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.64614</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLUB CAPITAL PARTNERS CLO 26B LTD</name>
        <lei>N/A</lei>
        <title>GOLUB CAPITAL PARTNERS CLO LTD GOCAP 2015 26A A1R 144A</title>
        <cusip>38176DAA7</cusip>
        <identifiers>
          <isin value="US38176DAA72"/>
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        <balance>3972095.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3965344.100000</valUSD>
        <pctVal>0.0482212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOODGREEN TRUST 2018-1A</name>
        <lei>N/A</lei>
        <title>GOODGREEN TRUST GOODG 2018 1A A 144A</title>
        <cusip>38218GAA0</cusip>
        <identifiers>
          <isin value="US38218GAA04"/>
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        <balance>5420655.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4919189.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.93</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2005-22</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2005 22 SA</title>
        <cusip>38374KJ79</cusip>
        <identifiers>
          <isin value="US38374KJ799"/>
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        <balance>1660330.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18685.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.75495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2009-41</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2009 41 GS</title>
        <cusip>38374UU41</cusip>
        <identifiers>
          <isin value="US38374UU415"/>
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        <balance>849896.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22615.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-110</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2010 110 IO</title>
        <cusip>38376GTH3</cusip>
        <identifiers>
          <isin value="US38376GTH38"/>
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        <balance>791237.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2044.480000</valUSD>
        <pctVal>0.0000249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.15243</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-158</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2010 158 AS</title>
        <cusip>38377RGV1</cusip>
        <identifiers>
          <isin value="US38377RGV15"/>
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        <balance>987795.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793868.980000</valUSD>
        <pctVal>0.0096540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-158</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2010 158 OP</title>
        <cusip>38377RCR4</cusip>
        <identifiers>
          <isin value="US38377RCR49"/>
        </identifiers>
        <balance>1285142.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1034798.630000</valUSD>
        <pctVal>0.0125838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2011-126</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2011 126 IO</title>
        <cusip>38376G4P2</cusip>
        <identifiers>
          <isin value="US38376G4P21"/>
        </identifiers>
        <balance>219332.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2.190000</valUSD>
        <pctVal>0.0000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2011-79</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2011 79 PO</title>
        <cusip>38376LPM5</cusip>
        <identifiers>
          <isin value="US38376LPM53"/>
        </identifiers>
        <balance>629924.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520123.820000</valUSD>
        <pctVal>0.0063250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2011-H09</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H09 AF</title>
        <cusip>38375BLE0</cusip>
        <identifiers>
          <isin value="US38375BLE01"/>
        </identifiers>
        <balance>165898.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>165254.200000</valUSD>
        <pctVal>0.0020096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.93162</annualizedRt>
          <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 2012-20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 20 PS</title>
        <cusip>38378DLZ6</cusip>
        <identifiers>
          <isin value="US38378DLZ68"/>
        </identifiers>
        <balance>1291116.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67381.810000</valUSD>
        <pctVal>0.0008194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.26068</annualizedRt>
          <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 2012-7</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 7 OJ</title>
        <cusip>38378CMZ7</cusip>
        <identifiers>
          <isin value="US38378CMZ76"/>
        </identifiers>
        <balance>832667.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658280.800000</valUSD>
        <pctVal>0.0080051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2012-H18</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H18 NA</title>
        <cusip>38375BUL4</cusip>
        <identifiers>
          <isin value="US38375BUL43"/>
        </identifiers>
        <balance>247381.740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246215.240000</valUSD>
        <pctVal>0.0029941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.95162</annualizedRt>
          <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 2012-H29</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 FA</title>
        <cusip>38375BZQ8</cusip>
        <identifiers>
          <isin value="US38375BZQ84"/>
        </identifiers>
        <balance>107348.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106899.350000</valUSD>
        <pctVal>0.0013000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.94662</annualizedRt>
          <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 2013-151</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 151 PI</title>
        <cusip>38378UUL9</cusip>
        <identifiers>
          <isin value="US38378UUL96"/>
        </identifiers>
        <balance>717872.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122871.450000</valUSD>
        <pctVal>0.0014942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-27</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 27 PZ</title>
        <cusip>38378FZB9</cusip>
        <identifiers>
          <isin value="US38378FZB92"/>
        </identifiers>
        <balance>1381181.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102309.250000</valUSD>
        <pctVal>0.0134048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-43</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 43 IO</title>
        <cusip>38378KDF3</cusip>
        <identifiers>
          <isin value="US38378KDF30"/>
        </identifiers>
        <balance>1959438.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529.050000</valUSD>
        <pctVal>0.0000064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02467</annualizedRt>
          <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 2013-54</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 54 JZ</title>
        <cusip>38378MRJ6</cusip>
        <identifiers>
          <isin value="US38378MRJ61"/>
        </identifiers>
        <balance>1144124.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886594.140000</valUSD>
        <pctVal>0.0107816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-7</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 7 KX</title>
        <cusip>38378B4W6</cusip>
        <identifiers>
          <isin value="US38378B4W60"/>
        </identifiers>
        <balance>54795.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1344.590000</valUSD>
        <pctVal>0.0000164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.80917</annualizedRt>
          <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 2013-70</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 70 IJ</title>
        <cusip>38378TNC0</cusip>
        <identifiers>
          <isin value="US38378TNC08"/>
        </identifiers>
        <balance>524601.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97432.610000</valUSD>
        <pctVal>0.0011848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-77</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 77 GI</title>
        <cusip>38378PAG3</cusip>
        <identifiers>
          <isin value="US38378PAG37"/>
        </identifiers>
        <balance>1011864.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94781.370000</valUSD>
        <pctVal>0.0011526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-90</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 90 KI</title>
        <cusip>38378TA91</cusip>
        <identifiers>
          <isin value="US38378TA915"/>
        </identifiers>
        <balance>221269.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13438.220000</valUSD>
        <pctVal>0.0001634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-93</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2013 93 PI</title>
        <cusip>38378TUW8</cusip>
        <identifiers>
          <isin value="US38378TUW88"/>
        </identifiers>
        <balance>364900.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67481.650000</valUSD>
        <pctVal>0.0008206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-8</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2014 8 SP</title>
        <cusip>38378P6U7</cusip>
        <identifiers>
          <isin value="US38378P6U78"/>
        </identifiers>
        <balance>999680.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14572.740000</valUSD>
        <pctVal>0.0001772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.11068</annualizedRt>
          <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 2015-116</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 116 IP</title>
        <cusip>38379MZB3</cusip>
        <identifiers>
          <isin value="US38379MZB35"/>
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        <balance>966355.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122735.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <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 2015-126</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 126 GS</title>
        <cusip>38379QFL4</cusip>
        <identifiers>
          <isin value="US38379QFL41"/>
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        <balance>323051.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167331.390000</valUSD>
        <pctVal>0.0020349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2015-127</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 127 AS</title>
        <cusip>38379MX90</cusip>
        <identifiers>
          <isin value="US38379MX902"/>
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        <balance>964118.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20589.430000</valUSD>
        <pctVal>0.0002504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2015-127</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 127 BS</title>
        <cusip>38379MY32</cusip>
        <identifiers>
          <isin value="US38379MY322"/>
        </identifiers>
        <balance>1268059.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36840.430000</valUSD>
        <pctVal>0.0004480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2015-141</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 141 TK</title>
        <cusip>38379Q4L6</cusip>
        <identifiers>
          <isin value="US38379Q4L69"/>
        </identifiers>
        <balance>981487.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>647259.700000</valUSD>
        <pctVal>0.0078711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2015-152</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 152 AI</title>
        <cusip>38379FAR0</cusip>
        <identifiers>
          <isin value="US38379FAR01"/>
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        <balance>4130264.130000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122347.100000</valUSD>
        <pctVal>0.0014878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2015-157</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 157 SB</title>
        <cusip>38379FCF4</cusip>
        <identifiers>
          <isin value="US38379FCF45"/>
        </identifiers>
        <balance>416558.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347479.270000</valUSD>
        <pctVal>0.0042256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81204</annualizedRt>
          <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 2015-165</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 165 IB</title>
        <cusip>38379FE39</cusip>
        <identifiers>
          <isin value="US38379FE393"/>
        </identifiers>
        <balance>955544.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97409.360000</valUSD>
        <pctVal>0.0011846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-166</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 166 SA</title>
        <cusip>38379FDK2</cusip>
        <identifiers>
          <isin value="US38379FDK21"/>
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        <balance>992445.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23256.480000</valUSD>
        <pctVal>0.0002828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-180</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 180 SA</title>
        <cusip>38379TGM5</cusip>
        <identifiers>
          <isin value="US38379TGM53"/>
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        <balance>1049010.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24819.480000</valUSD>
        <pctVal>0.0003018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-39</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 39 ZE</title>
        <cusip>38379LDY9</cusip>
        <identifiers>
          <isin value="US38379LDY92"/>
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        <balance>170.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107.550000</valUSD>
        <pctVal>0.0000013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-55</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 55 D</title>
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        <identifiers>
          <isin value="US38379LZD18"/>
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        <balance>348560.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272639.670000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.11631</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-82</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 82 TS</title>
        <cusip>38379NMD1</cusip>
        <identifiers>
          <isin value="US38379NMD11"/>
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        <balance>967316.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>958064.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.11068</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FD</title>
        <cusip>38376RLJ3</cusip>
        <identifiers>
          <isin value="US38376RLJ31"/>
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        <balance>148499.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147999.750000</valUSD>
        <pctVal>0.0017998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03162</annualizedRt>
          <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 2016-118</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 118 IE</title>
        <cusip>38380AUU9</cusip>
        <identifiers>
          <isin value="US38380AUU95"/>
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        <balance>461125.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78379.550000</valUSD>
        <pctVal>0.0009531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-138</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 138 WI</title>
        <cusip>38376MCQ8</cusip>
        <identifiers>
          <isin value="US38376MCQ87"/>
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        <balance>663620.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11920.610000</valUSD>
        <pctVal>0.0001450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2016-145</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 145 IQ</title>
        <cusip>38380BHF5</cusip>
        <identifiers>
          <isin value="US38380BHF58"/>
        </identifiers>
        <balance>364189.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23254.860000</valUSD>
        <pctVal>0.0002828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-160</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 160 IE</title>
        <cusip>38380B5Q4</cusip>
        <identifiers>
          <isin value="US38380B5Q48"/>
        </identifiers>
        <balance>624687.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55414.530000</valUSD>
        <pctVal>0.0006739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-168</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 168 QT</title>
        <cusip>38380TTB2</cusip>
        <identifiers>
          <isin value="US38380TTB25"/>
        </identifiers>
        <balance>24693.690000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18167.990000</valUSD>
        <pctVal>0.0002209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2016-172</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 172 IO</title>
        <cusip>38380B5X9</cusip>
        <identifiers>
          <isin value="US38380B5X98"/>
        </identifiers>
        <balance>746523.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30659.420000</valUSD>
        <pctVal>0.0003728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-180</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 180 WI</title>
        <cusip>38376T6N7</cusip>
        <identifiers>
          <isin value="US38376T6N73"/>
        </identifiers>
        <balance>1437652.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26643.300000</valUSD>
        <pctVal>0.0003240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2016-61</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 61 LI</title>
        <cusip>38379WD66</cusip>
        <identifiers>
          <isin value="US38379WD663"/>
        </identifiers>
        <balance>2142857.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378083.760000</valUSD>
        <pctVal>0.0045977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-84</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 84 LI</title>
        <cusip>38379XGB0</cusip>
        <identifiers>
          <isin value="US38379XGB01"/>
        </identifiers>
        <balance>2857142.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503212.990000</valUSD>
        <pctVal>0.0061194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA</title>
        <cusip>38376RWY8</cusip>
        <identifiers>
          <isin value="US38376RWY88"/>
        </identifiers>
        <balance>44743.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44557.100000</valUSD>
        <pctVal>0.0005418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.01771</annualizedRt>
          <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 2016-H16</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H16 FC</title>
        <cusip>38376RWJ1</cusip>
        <identifiers>
          <isin value="US38376RWJ12"/>
        </identifiers>
        <balance>255000.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253360.460000</valUSD>
        <pctVal>0.0030810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.10543</annualizedRt>
          <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 2017-110</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 110 SA</title>
        <cusip>38380FUN4</cusip>
        <identifiers>
          <isin value="US38380FUN40"/>
        </identifiers>
        <balance>6447540.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180842.550000</valUSD>
        <pctVal>0.0021992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-118</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 118 WI</title>
        <cusip>38380GNH3</cusip>
        <identifiers>
          <isin value="US38380GNH38"/>
        </identifiers>
        <balance>2544643.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102179.140000</valUSD>
        <pctVal>0.0012426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-136</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 136 WI</title>
        <cusip>38380HJC7</cusip>
        <identifiers>
          <isin value="US38380HJC79"/>
        </identifiers>
        <balance>4487639.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135258.350000</valUSD>
        <pctVal>0.0016448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 15 WI</title>
        <cusip>38380CSQ7</cusip>
        <identifiers>
          <isin value="US38380CSQ77"/>
        </identifiers>
        <balance>1030586.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20161.570000</valUSD>
        <pctVal>0.0002452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-153</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 153 WI</title>
        <cusip>38380HB35</cusip>
        <identifiers>
          <isin value="US38380HB351"/>
        </identifiers>
        <balance>3927625.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145174.090000</valUSD>
        <pctVal>0.0017654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-162</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 162 SC</title>
        <cusip>38380HXB3</cusip>
        <identifiers>
          <isin value="US38380HXB31"/>
        </identifiers>
        <balance>6328512.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49287.720000</valUSD>
        <pctVal>0.0005994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-164</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 164 WI</title>
        <cusip>38380KJB2</cusip>
        <identifiers>
          <isin value="US38380KJB26"/>
        </identifiers>
        <balance>4397767.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124135.800000</valUSD>
        <pctVal>0.0015096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-182</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 182 IW</title>
        <cusip>38380UAZ6</cusip>
        <identifiers>
          <isin value="US38380UAZ66"/>
        </identifiers>
        <balance>6701292.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271869.410000</valUSD>
        <pctVal>0.0033061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-42</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 42 BI</title>
        <cusip>38376MTE7</cusip>
        <identifiers>
          <isin value="US38376MTE74"/>
        </identifiers>
        <balance>349073.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14954.570000</valUSD>
        <pctVal>0.0001819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-57</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 57 WI</title>
        <cusip>38380B7Q2</cusip>
        <identifiers>
          <isin value="US38380B7Q20"/>
        </identifiers>
        <balance>972622.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27086.070000</valUSD>
        <pctVal>0.0003294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-84</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 84 WI</title>
        <cusip>38380FJD9</cusip>
        <identifiers>
          <isin value="US38380FJD96"/>
        </identifiers>
        <balance>4547079.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>127845.690000</valUSD>
        <pctVal>0.0015547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-99</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 99 WI</title>
        <cusip>38380F3T1</cusip>
        <identifiers>
          <isin value="US38380F3T14"/>
        </identifiers>
        <balance>342234.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16761.200000</valUSD>
        <pctVal>0.0002038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2017-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN</title>
        <cusip>38376R5Y8</cusip>
        <identifiers>
          <isin value="US38376R5Y83"/>
        </identifiers>
        <balance>208661.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207137.020000</valUSD>
        <pctVal>0.0025189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.93162</annualizedRt>
          <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 2017-H18</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 F</title>
        <cusip>38376R6Q4</cusip>
        <identifiers>
          <isin value="US38376R6Q41"/>
        </identifiers>
        <balance>328092.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>324971.670000</valUSD>
        <pctVal>0.0039519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.77198</annualizedRt>
          <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 2017-H20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H20 BF</title>
        <cusip>38375UP87</cusip>
        <identifiers>
          <isin value="US38375UP875"/>
        </identifiers>
        <balance>839672.230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>832625.200000</valUSD>
        <pctVal>0.0101253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43943</annualizedRt>
          <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 2017-H23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H23 MA</title>
        <cusip>38375US27</cusip>
        <identifiers>
          <isin value="US38375US275"/>
        </identifiers>
        <balance>6429098.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6006060.170000</valUSD>
        <pctVal>0.0730377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-113</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 113 EO</title>
        <cusip>38380X3A3</cusip>
        <identifiers>
          <isin value="US38380X3A34"/>
        </identifiers>
        <balance>117390.320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112614.310000</valUSD>
        <pctVal>0.0013695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2018-121</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 121 QS</title>
        <cusip>38380YJ97</cusip>
        <identifiers>
          <isin value="US38380YJ979"/>
        </identifiers>
        <balance>1679901.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168654.390000</valUSD>
        <pctVal>0.0020509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76068</annualizedRt>
          <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 2018-128</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 128 FA</title>
        <cusip>38381AAH9</cusip>
        <identifiers>
          <isin value="US38381AAH95"/>
        </identifiers>
        <balance>396594.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>384022.950000</valUSD>
        <pctVal>0.0046700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68932</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-135</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 135 BO</title>
        <cusip>38381AJF4</cusip>
        <identifiers>
          <isin value="US38381AJF49"/>
        </identifiers>
        <balance>1010430.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>859133.030000</valUSD>
        <pctVal>0.0104476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-16</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-168</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AS</title>
        <cusip>38381BGP3</cusip>
        <identifiers>
          <isin value="US38381BGP31"/>
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        <balance>5276075.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403420.360000</valUSD>
        <pctVal>0.0049059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66068</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-19</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 19 WI</title>
        <cusip>38380VEV9</cusip>
        <identifiers>
          <isin value="US38380VEV99"/>
        </identifiers>
        <balance>3828081.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120937.900000</valUSD>
        <pctVal>0.0014707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2018-44</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 44 SI</title>
        <cusip>38380VVC2</cusip>
        <identifiers>
          <isin value="US38380VVC26"/>
        </identifiers>
        <balance>11590649.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84780.960000</valUSD>
        <pctVal>0.0010310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2018-46</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 46 AO</title>
        <cusip>38380V3X7</cusip>
        <identifiers>
          <isin value="US38380V3X72"/>
        </identifiers>
        <balance>427395.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417839.450000</valUSD>
        <pctVal>0.0050812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2018-53</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 53 SX</title>
        <cusip>38380V7L9</cusip>
        <identifiers>
          <isin value="US38380V7L98"/>
        </identifiers>
        <balance>5590999.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4836565.960000</valUSD>
        <pctVal>0.0588158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81068</annualizedRt>
          <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 2018-90</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 90 SJ</title>
        <cusip>38380XEU7</cusip>
        <identifiers>
          <isin value="US38380XEU72"/>
        </identifiers>
        <balance>2525067.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167352.880000</valUSD>
        <pctVal>0.0020351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76068</annualizedRt>
          <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 2018-H04</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H04 FK</title>
        <cusip>38380VPG0</cusip>
        <identifiers>
          <isin value="US38380VPG04"/>
        </identifiers>
        <balance>288950.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280422.840000</valUSD>
        <pctVal>0.0034101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.366</annualizedRt>
          <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 2018-H05</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H05 FE</title>
        <cusip>38380LAY9</cusip>
        <identifiers>
          <isin value="US38380LAY92"/>
        </identifiers>
        <balance>863533.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848129.080000</valUSD>
        <pctVal>0.0103138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.396</annualizedRt>
          <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 2018-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG</title>
        <cusip>38380LJY0</cusip>
        <identifiers>
          <isin value="US38380LJY02"/>
        </identifiers>
        <balance>555063.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541880.250000</valUSD>
        <pctVal>0.0065896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.24637</annualizedRt>
          <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 2019-110</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS</title>
        <cusip>38381YWG5</cusip>
        <identifiers>
          <isin value="US38381YWG50"/>
        </identifiers>
        <balance>6437210.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521943.190000</valUSD>
        <pctVal>0.0063472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61068</annualizedRt>
          <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 2019-115</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 115 SY</title>
        <cusip>38381YVM3</cusip>
        <identifiers>
          <isin value="US38381YVM38"/>
        </identifiers>
        <balance>6678747.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492812.770000</valUSD>
        <pctVal>0.0059929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61068</annualizedRt>
          <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 2019-143</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 143 SC</title>
        <cusip>38382AZF5</cusip>
        <identifiers>
          <isin value="US38382AZF55"/>
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        <balance>8558934.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689994.800000</valUSD>
        <pctVal>0.0083908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61068</annualizedRt>
          <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 2019-20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 NS</title>
        <cusip>38381RAX7</cusip>
        <identifiers>
          <isin value="US38381RAX70"/>
        </identifiers>
        <balance>22203389.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363853.600000</valUSD>
        <pctVal>0.0044247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <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 2019-23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 23 CF</title>
        <cusip>38381RNK1</cusip>
        <identifiers>
          <isin value="US38381RNK13"/>
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        <balance>1347527.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1304466.130000</valUSD>
        <pctVal>0.0158632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.88932</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 23 MS</title>
        <cusip>38381RPW3</cusip>
        <identifiers>
          <isin value="US38381RPW33"/>
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        <balance>11173209.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426160.730000</valUSD>
        <pctVal>0.0051824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68068</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-35</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 35 GS</title>
        <cusip>38381RG78</cusip>
        <identifiers>
          <isin value="US38381RG787"/>
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        <balance>8910861.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>814056.200000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61068</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-45</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 45 SG</title>
        <cusip>38381TYZ2</cusip>
        <identifiers>
          <isin value="US38381TYZ29"/>
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        <balance>11862913.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011206.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61068</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 57 ES</title>
        <cusip>38381VSX9</cusip>
        <identifiers>
          <isin value="US38381VSX90"/>
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        <balance>3629835.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159867.410000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.10068</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-74</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 74 SN</title>
        <cusip>38381VW89</cusip>
        <identifiers>
          <isin value="US38381VW893"/>
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        <balance>16030328.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78563.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H03</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H03 FM</title>
        <cusip>38381RDA4</cusip>
        <identifiers>
          <isin value="US38381RDA41"/>
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        <balance>992277.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984709.180000</valUSD>
        <pctVal>0.0119747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.39284</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H04</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H04 FA</title>
        <cusip>38380LRN5</cusip>
        <identifiers>
          <isin value="US38380LRN54"/>
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        <balance>293633.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286328.860000</valUSD>
        <pctVal>0.0034819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.616</annualizedRt>
          <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 2020-H09</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H09 FL</title>
        <cusip>38380QAW2</cusip>
        <identifiers>
          <isin value="US38380QAW24"/>
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        <balance>123889.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123043.190000</valUSD>
        <pctVal>0.0014963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.84891</annualizedRt>
          <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 2021-58</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 58 ID</title>
        <cusip>38382RFP8</cusip>
        <identifiers>
          <isin value="US38382RFP82"/>
        </identifiers>
        <balance>4655475.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191261.360000</valUSD>
        <pctVal>0.0023259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H05</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H05 FJ</title>
        <cusip>38380QF23</cusip>
        <identifiers>
          <isin value="US38380QF239"/>
        </identifiers>
        <balance>1235376.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1220302.130000</valUSD>
        <pctVal>0.0148397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.13658</annualizedRt>
          <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 2021-H06</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H06 LF</title>
        <cusip>38380QP71</cusip>
        <identifiers>
          <isin value="US38380QP717"/>
        </identifiers>
        <balance>1479019.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1514586.920000</valUSD>
        <pctVal>0.0184184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.73805</annualizedRt>
          <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 2021-H12</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H12 DF</title>
        <cusip>38382YAZ6</cusip>
        <identifiers>
          <isin value="US38382YAZ60"/>
        </identifiers>
        <balance>1990651.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2022100.610000</valUSD>
        <pctVal>0.0245901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.81426</annualizedRt>
          <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 2021-H19</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H19 FM</title>
        <cusip>38382YKG7</cusip>
        <identifiers>
          <isin value="US38382YKG79"/>
        </identifiers>
        <balance>1581737.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1559027.830000</valUSD>
        <pctVal>0.0189588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.13426</annualizedRt>
          <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 2022-137</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 137 IO</title>
        <cusip>38383UVR8</cusip>
        <identifiers>
          <isin value="US38383UVR84"/>
        </identifiers>
        <balance>123011290.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16619366.650000</valUSD>
        <pctVal>0.2021025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-22</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 22 ZC</title>
        <cusip>38383MRW0</cusip>
        <identifiers>
          <isin value="US38383MRW00"/>
        </identifiers>
        <balance>6523835.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3868766.660000</valUSD>
        <pctVal>0.0470468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-63</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZJ</title>
        <cusip>38383RAC1</cusip>
        <identifiers>
          <isin value="US38383RAC16"/>
        </identifiers>
        <balance>4138474.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2542164.720000</valUSD>
        <pctVal>0.0309144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-63</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 63 ZW</title>
        <cusip>38383RFE2</cusip>
        <identifiers>
          <isin value="US38383RFE27"/>
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        <balance>21552759.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14456330.490000</valUSD>
        <pctVal>0.1757985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-101</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 101 IK</title>
        <cusip>38384CBD0</cusip>
        <identifiers>
          <isin value="US38384CBD02"/>
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        <balance>22194469.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2560267.480000</valUSD>
        <pctVal>0.0311345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 20 CF</title>
        <cusip>38383VYR3</cusip>
        <identifiers>
          <isin value="US38383VYR31"/>
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        <balance>75850886.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73842908.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.00426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-21</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 21 FJ</title>
        <cusip>38383VX37</cusip>
        <identifiers>
          <isin value="US38383VX376"/>
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        <balance>17160972.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16613210.950000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.01426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-24</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 24 FQ</title>
        <cusip>38383WDB9</cusip>
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          <isin value="US38383WDB90"/>
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        <balance>49175421.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48018918.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.06426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 FL</title>
        <cusip>38382YV75</cusip>
        <identifiers>
          <isin value="US38382YV756"/>
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        <balance>1641364.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1635933.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.18426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 FM</title>
        <cusip>38382YW82</cusip>
        <identifiers>
          <isin value="US38382YW820"/>
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        <balance>18414213.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18365825.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.11426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 GF</title>
        <cusip>38382YY64</cusip>
        <identifiers>
          <isin value="US38382YY644"/>
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        <balance>5987297.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5972780.950000</valUSD>
        <pctVal>0.0726330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.19426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H05</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H05 JF</title>
        <cusip>38382YV26</cusip>
        <identifiers>
          <isin value="US38382YV269"/>
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        <balance>1703003.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1677611.810000</valUSD>
        <pctVal>0.0204009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.11426</annualizedRt>
          <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 2023-H06</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H06 FC</title>
        <cusip>38382Y2C6</cusip>
        <identifiers>
          <isin value="US38382Y2C60"/>
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        <balance>40803759.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40588805.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.32597</annualizedRt>
          <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 2023-H07</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H07 FA</title>
        <cusip>38382YY98</cusip>
        <identifiers>
          <isin value="US38382YY982"/>
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        <balance>86152362.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86002965.360000</valUSD>
        <pctVal>1.0458528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.17426</annualizedRt>
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          <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 2023-H08</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 DF</title>
        <cusip>38382Y2S1</cusip>
        <identifiers>
          <isin value="US38382Y2S13"/>
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        <balance>100586929.500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101379202.450000</valUSD>
        <pctVal>1.2328380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41426</annualizedRt>
          <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 2023-H08</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 GF</title>
        <cusip>38382Y3J0</cusip>
        <identifiers>
          <isin value="US38382Y3J05"/>
        </identifiers>
        <balance>15565423.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15527578.810000</valUSD>
        <pctVal>0.1888256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.19426</annualizedRt>
          <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 2023-H08</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H08 HF</title>
        <cusip>38382Y3K7</cusip>
        <identifiers>
          <isin value="US38382Y3K77"/>
        </identifiers>
        <balance>70148840.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70411175.990000</valUSD>
        <pctVal>0.8562463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.31426</annualizedRt>
          <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 2023-H09</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H09 FA</title>
        <cusip>38383XNS9</cusip>
        <identifiers>
          <isin value="US38383XNS98"/>
        </identifiers>
        <balance>7979809.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7919381.870000</valUSD>
        <pctVal>0.0963049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.11426</annualizedRt>
          <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 2023-H10</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H10 GF</title>
        <cusip>38382Y4C4</cusip>
        <identifiers>
          <isin value="US38382Y4C43"/>
        </identifiers>
        <balance>34805091.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34066864.600000</valUSD>
        <pctVal>0.4142755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.81426</annualizedRt>
          <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 2023-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC</title>
        <cusip>38382Y5C3</cusip>
        <identifiers>
          <isin value="US38382Y5C34"/>
        </identifiers>
        <balance>18296393.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18494615.210000</valUSD>
        <pctVal>0.2249067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41426</annualizedRt>
          <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 2023-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FD</title>
        <cusip>38382Y5F6</cusip>
        <identifiers>
          <isin value="US38382Y5F64"/>
        </identifiers>
        <balance>4528688.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4580843.000000</valUSD>
        <pctVal>0.0557061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.46426</annualizedRt>
          <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 2023-H12</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA</title>
        <cusip>38382Y5K5</cusip>
        <identifiers>
          <isin value="US38382Y5K59"/>
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        <balance>3826387.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3843126.690000</valUSD>
        <pctVal>0.0467350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.31426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H14</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H14 FA</title>
        <cusip>38382Y7K3</cusip>
        <identifiers>
          <isin value="US38382Y7K32"/>
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        <balance>49911713.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50236952.710000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FA</title>
        <cusip>38384AV34</cusip>
        <identifiers>
          <isin value="US38384AV349"/>
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        <balance>9804312.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9868076.280000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H15</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H15 FB</title>
        <cusip>38384AV59</cusip>
        <identifiers>
          <isin value="US38384AV596"/>
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        <balance>8280665.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8233553.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.31426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H17</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H17 FB</title>
        <cusip>38383KBM3</cusip>
        <identifiers>
          <isin value="US38383KBM36"/>
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        <balance>5945532.930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5935809.010000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.21426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H19</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H19 FA</title>
        <cusip>38383KCS9</cusip>
        <identifiers>
          <isin value="US38383KCS96"/>
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        <balance>73981988.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73860568.840000</valUSD>
        <pctVal>0.8981932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.21426</annualizedRt>
          <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 2023-H20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA</title>
        <cusip>38383KCV2</cusip>
        <identifiers>
          <isin value="US38383KCV26"/>
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        <balance>46864946.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46791518.770000</valUSD>
        <pctVal>0.5690157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.21426</annualizedRt>
          <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 2023-H20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FE</title>
        <cusip>38383KDE9</cusip>
        <identifiers>
          <isin value="US38383KDE91"/>
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        <balance>29239942.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29192167.100000</valUSD>
        <pctVal>0.3549960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.21426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FG</title>
        <cusip>38383KDF6</cusip>
        <identifiers>
          <isin value="US38383KDF66"/>
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        <balance>24051816.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24109495.460000</valUSD>
        <pctVal>0.2931874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.28426</annualizedRt>
          <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 2023-H21</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H21 FA</title>
        <cusip>38383KEA6</cusip>
        <identifiers>
          <isin value="US38383KEA60"/>
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        <balance>36600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36657985.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB</title>
        <cusip>38383KEF5</cusip>
        <identifiers>
          <isin value="US38383KEF57"/>
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        <balance>6383646.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6393669.600000</valUSD>
        <pctVal>0.0777512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <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 2023-H23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 AF</title>
        <cusip>38383KEW8</cusip>
        <identifiers>
          <isin value="US38383KEW80"/>
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        <balance>7614865.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7658233.180000</valUSD>
        <pctVal>0.0931292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2073-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.39</annualizedRt>
          <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 2023-H23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 FA</title>
        <cusip>38383KGD8</cusip>
        <identifiers>
          <isin value="US38383KGD81"/>
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        <balance>16028150.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16119433.520000</valUSD>
        <pctVal>0.1960229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2073-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.23</annualizedRt>
          <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 2023-H23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF</title>
        <cusip>38383KFR8</cusip>
        <identifiers>
          <isin value="US38383KFR86"/>
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        <balance>10148785.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10150200.760000</valUSD>
        <pctVal>0.1234331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2073-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.29</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-HF15</name>
        <lei>N/A</lei>
        <title>GNR 2023 HF15 1F95</title>
        <cusip>953ELUII0</cusip>
        <identifiers>
          <ticker value="GNR"/>
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        <balance>8000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8009901.200000</valUSD>
        <pctVal>0.0974057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2073-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 60</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 60 SI</title>
        <cusip>38376UEU9</cusip>
        <identifiers>
          <isin value="US38376UEU97"/>
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        <balance>1818812.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50364.010000</valUSD>
        <pctVal>0.0006125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66068</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 60</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 60 SQ</title>
        <cusip>38376UFG9</cusip>
        <identifiers>
          <isin value="US38376UFG94"/>
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        <balance>1620370.640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85640.480000</valUSD>
        <pctVal>0.0010414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.00495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION H03</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H03 FB</title>
        <cusip>38382YR47</cusip>
        <identifiers>
          <isin value="US38382YR473"/>
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        <balance>20640656.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20304197.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2073-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.10426</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MTG ASSOC 2022-45</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2022 45 ZQ</title>
        <cusip>38383MP77</cusip>
        <identifiers>
          <isin value="US38383MP777"/>
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        <balance>2777277.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659895.920000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MTGE ASSOC 2004-91</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2004 91 PS</title>
        <cusip>38374JJ72</cusip>
        <identifiers>
          <isin value="US38374JJ726"/>
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        <balance>312836.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3478.110000</valUSD>
        <pctVal>0.0000423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.65495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATL MTGE ASSOC 2009-26</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2009 26 SC</title>
        <cusip>38374TSK1</cusip>
        <identifiers>
          <isin value="US38374TSK15"/>
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        <balance>676157.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3620.220000</valUSD>
        <pctVal>0.0000440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95495</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATL MTGE ASSOC 2011-H01</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H01 AF</title>
        <cusip>38375BJN3</cusip>
        <identifiers>
          <isin value="US38375BJN38"/>
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        <balance>453800.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452007.170000</valUSD>
        <pctVal>0.0054967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.88162</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATL MTGE ASSOC 2015-159</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 159 TE</title>
        <cusip>38379FWQ8</cusip>
        <identifiers>
          <isin value="US38379FWQ89"/>
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        <balance>773582.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>509372.470000</valUSD>
        <pctVal>0.0061943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTGAGE ASSOC SERIES 2007-18</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2007 18 CO</title>
        <cusip>38375JD69</cusip>
        <identifiers>
          <isin value="US38375JD692"/>
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        <balance>602416.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539548.980000</valUSD>
        <pctVal>0.0065613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>GREYSTONE COMMERCIAL REAL ESTATE NOTES 2019-FL2</name>
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        <name>GRIFONAS FINANCE NO.1 PLC GRIF-1</name>
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        <name>GS MORTGAGE SECURITIES CORP II 2010-C1</name>
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        <name>GS MORTGAGE SECURITIES TRUST 2020-DUNE</name>
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        <name>GSAA HOME EQUITY TRUST 2007-5</name>
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        <name>GSAA HOME EQUITY TRUST 2007-6</name>
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          <annualizedRt>6.0342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAA HOME EQUITY TRUST 2007-9</name>
        <lei>N/A</lei>
        <title>GSAA HOME EQUITY TRUST GSAA 2007 9 A1A</title>
        <cusip>3622EEAA0</cusip>
        <identifiers>
          <isin value="US3622EEAA08"/>
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        <balance>158070.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121860.280000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2005-HE4</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2005 HE4 M4</title>
        <cusip>362341KF5</cusip>
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          <isin value="US362341KF52"/>
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        <balance>4400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3806603.680000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2006-HE6</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2006 HE6 A3</title>
        <cusip>36245AAC0</cusip>
        <identifiers>
          <isin value="US36245AAC09"/>
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        <balance>10635020.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8235757.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7342</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2007-FM1</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2007 FM1 A1</title>
        <cusip>3622MAAA9</cusip>
        <identifiers>
          <isin value="US3622MAAA93"/>
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        <balance>5541498.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2975991.000000</valUSD>
        <pctVal>0.0361900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5742</annualizedRt>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSAMP TRUST 2007-FM1</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST GSAMP 2007 FM1 A2B</title>
        <cusip>3622MAAC5</cusip>
        <identifiers>
          <isin value="US3622MAAC59"/>
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        <balance>783732.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380324.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5542</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSMPS MORTGAGE LOAN TRUST 2005-RP2</name>
        <lei>N/A</lei>
        <title>GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 2A1 144A</title>
        <cusip>36242DU35</cusip>
        <identifiers>
          <isin value="US36242DU354"/>
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        <balance>3024105.250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2879671.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76649</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSMPS MORTGAGE LOAN TRUST 2006-RP1</name>
        <lei>N/A</lei>
        <title>GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A</title>
        <cusip>3623413V9</cusip>
        <identifiers>
          <isin value="US3623413V99"/>
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        <balance>509578.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>412169.670000</valUSD>
        <pctVal>0.0050123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7842</annualizedRt>
          <isDefault>Y</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSMPS MORTGAGE LOAN TRUST 2006-RP1</name>
        <lei>N/A</lei>
        <title>GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 2A1 144A</title>
        <cusip>3623413J6</cusip>
        <identifiers>
          <isin value="US3623413J61"/>
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        <balance>2383659.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2122980.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78299</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GSMPS MORTGAGE LOAN TRUST 2006-RP2</name>
        <lei>N/A</lei>
        <title>GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP2 1AF1 144A</title>
        <cusip>36298XAA0</cusip>
        <identifiers>
          <isin value="US36298XAA00"/>
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        <balance>5080352.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4150518.350000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8342</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GSMSC PASS-THROUGH TRUST 2009-6R</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP. GSMSC 2009 6R 1A2 144A</title>
        <cusip>36190NAB9</cusip>
        <identifiers>
          <isin value="US36190NAB91"/>
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        <balance>4110930.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3600362.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-26</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST 2006-7F</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2006 7F 3A5</title>
        <cusip>36298NAV6</cusip>
        <identifiers>
          <isin value="US36298NAV64"/>
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        <curCd>USD</curCd>
        <valUSD>228194.750000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2005-11</name>
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        <identifiers>
          <isin value="US41161PUK73"/>
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        <curCd>USD</curCd>
        <valUSD>23628.770000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-19</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2005-8</name>
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        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 8 2A3</title>
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          <isin value="US41161PRT20"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2006-12</name>
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        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A</title>
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          <isin value="US41162DAA72"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2006-12</name>
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        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A</title>
        <cusip>41162DAF6</cusip>
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          <isin value="US41162DAF69"/>
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        <curCd>USD</curCd>
        <valUSD>11171632.750000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.82156</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TR 2006-9</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 9 2A1A</title>
        <cusip>41161XAC0</cusip>
        <identifiers>
          <isin value="US41161XAC02"/>
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        <curCd>USD</curCd>
        <valUSD>3226704.350000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.86156</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TRUST 2004-1</name>
        <lei>N/A</lei>
        <title>HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A</title>
        <cusip>41161PCY7</cusip>
        <identifiers>
          <isin value="US41161PCY79"/>
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        <balance>69284.140000</balance>
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        <curCd>USD</curCd>
        <valUSD>61690.220000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HARVEST CLO XX DAC 20A</name>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>HILDENE TRUPS 2018-1A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HILTON ORLANDO TRUST 2018-ORL</name>
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      <invstOrSec>
        <name>HILTON ORLANDO TRUST 2018-ORL</name>
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      <invstOrSec>
        <name>HILTON ORLANDO TRUST 2018-ORL</name>
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        <name>HOSPITALITY MORTGAGE TRUST 2019-HIT</name>
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        <name>HOSPITALITY MORTGAGE TRUST 2019-HIT</name>
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        <name>HSBC ASSET LOAN OBLIGATION 2006-2</name>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC ASSET LOAN OBLIGATION 2006-2</name>
        <lei>N/A</lei>
        <title>HSI ASSET LOAN OBLIGATION HALO 2006 2 1A8</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SEC CORP TRUST 2006-WMC1</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SECUR CORP TRUST 2007-HE1</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SECUR CORP TRUST 2007-OPT1</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>HSI ASSET SECURI CORP TRUS 2005-I1</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNDRED ACRE WOOD TRUST 2021-INV3</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>ICG US CLO 2018-3 LTD</name>
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        <identifiers>
          <isin value="US44932BAQ95"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>ICG US CLO LTD 2014-3A</name>
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        <identifiers>
          <isin value="US44929FBA93"/>
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        <curCd>USD</curCd>
        <valUSD>1941880.020000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>IMPAC SECURED ASSETS CORP 2006-1</name>
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        <identifiers>
          <isin value="US45254TTN45"/>
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        <curCd>USD</curCd>
        <valUSD>7616.300000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>IMPAC SECURED ASSETS CORP. 2006-2</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>IMS ECUADORIAN MORTGAGE 2021-1 TRUST</name>
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          <isin value="US44970EAA10"/>
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        <fairValLevel>2</fairValLevel>
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        <name>INDEPENDENCE PLAZA TRUST 2018-INDP</name>
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        <name>INDYMAC IMSC MTGE LN TRUST 2007-AR1</name>
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        <name>INDYMAC INDB MORTGAGE LOAN TR 2006-1</name>
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        <cusip>45661JAA1</cusip>
        <identifiers>
          <isin value="US45661JAA16"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2005-AR13</name>
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        <identifiers>
          <isin value="US45660LRE10"/>
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        <curCd>USD</curCd>
        <valUSD>30369.750000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR25</name>
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        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR25 1A1</title>
        <cusip>45661HAA5</cusip>
        <identifiers>
          <isin value="US45661HAA59"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.17054</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR25</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR25 5A1</title>
        <cusip>45661HAN7</cusip>
        <identifiers>
          <isin value="US45661HAN70"/>
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        <curCd>USD</curCd>
        <valUSD>97257.570000</valUSD>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MORTGAGE LOAN TR 2006-AR27</name>
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      </invstOrSec>
      <invstOrSec>
        <name>INDYMAC INDX MTGE LOAN TRUST 2004-AR12</name>
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      <invstOrSec>
        <name>INDYMAC INDX MTGE LOAN TRUST 2006-AR39</name>
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      <invstOrSec>
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        <name>ING INVESTMENT MANAGEMENT CLO LTD 2012-4A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN MORTGAGE TRUST 2022-1</name>
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        <name>J.P. MORGAN MORTGAGE TRUST 2022-LTV2</name>
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        <name>J.P. MORGAN MORTGAGE TRUST 2023-DSC1</name>
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        <name>JEFFERIES &amp; CO 2008-R1</name>
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          <isin value="US472320AA85"/>
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      <invstOrSec>
        <name>JFIN CLO LTD 2017-2A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>JP MORGAN ALTERNATIVE LN TRUST 2006-A6</name>
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        <debtSec>
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        <name>JP MORGAN ALTERNATIVE LN TRUST 2007-S1</name>
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        <name>JP MORGAN ALTERNATIVE LN TRUST 2008-R4</name>
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      <invstOrSec>
        <name>JUBILEE CLO 2014-XI BV 14-11A</name>
        <lei>N/A</lei>
        <title>JUBILEE CDO BV JUBIL 2014 11A ARR 144A</title>
        <cusip>ACI1W2T93</cusip>
        <identifiers>
          <isin value="XS2307737002"/>
        </identifiers>
        <balance>5300000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>5532379.100000</valUSD>
        <pctVal>0.0672774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.273</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JUBILEE CLO 2014-XII BV 14-12A</name>
        <lei>N/A</lei>
        <title>JUBILEE CDO BV JUBIL 2014 12A ARRR 144A</title>
        <cusip>ACI1W2W65</cusip>
        <identifiers>
          <isin value="XS2307737937"/>
        </identifiers>
        <balance>1900000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>1982194.860000</valUSD>
        <pctVal>0.0241048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.263</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JUBILEE CLO 2016-XVII BV 16-17A</name>
        <lei>N/A</lei>
        <title>JUBILEE CDO BV JUBIL 2016 17A A1RR 144A</title>
        <cusip>ACI1W2TB8</cusip>
        <identifiers>
          <isin value="XS2307738828"/>
        </identifiers>
        <balance>4600000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>4769611.290000</valUSD>
        <pctVal>0.0580016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.313</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JUBILEE CLO 2016-XVII BV 16-17A</name>
        <lei>N/A</lei>
        <title>JUBILEE CDO BV JUBIL 2016 17A B2RR 144A</title>
        <cusip>ACI1W2W16</cusip>
        <identifiers>
          <isin value="XS2307741020"/>
        </identifiers>
        <balance>1700000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>1541006.100000</valUSD>
        <pctVal>0.0187397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KKR CLO LTD 18</name>
        <lei>N/A</lei>
        <title>KKR FINANCIAL CLO LTD KKR 18 BR 144A</title>
        <cusip>48251JAN3</cusip>
        <identifiers>
          <isin value="US48251JAN37"/>
        </identifiers>
        <balance>19500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19385338.830000</valUSD>
        <pctVal>0.2357385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.1715</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KKR CLO LTD 21</name>
        <lei>N/A</lei>
        <title>KKR FINANCIAL CLO LTD KKR 21 B 144A</title>
        <cusip>48252KAC3</cusip>
        <identifiers>
          <isin value="US48252KAC36"/>
        </identifiers>
        <balance>11700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11593262.770000</valUSD>
        <pctVal>0.1409817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.96957</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP</name>
        <lei>N/A</lei>
        <title>KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP D 144A</title>
        <cusip>50085PAJ6</cusip>
        <identifiers>
          <isin value="US50085PAJ66"/>
        </identifiers>
        <balance>17515000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10239960.840000</valUSD>
        <pctVal>0.1245247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02449</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2010-1GA</name>
        <lei>N/A</lei>
        <title>LA HIPOTECARIA SA LHIPO 2010 1GA A 144A</title>
        <cusip>50346RAA6</cusip>
        <identifiers>
          <isin value="US50346RAA68"/>
        </identifiers>
        <balance>3036044.710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2837738.380000</valUSD>
        <pctVal>0.0345088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LA HIPOTECARIA PANAMANIAN MORTGAGE TRUST 2014-1A</name>
        <lei>N/A</lei>
        <title>LA HIPOTECARIA SA LHIPO 2014 1A A1 144A</title>
        <cusip>50346EAA5</cusip>
        <identifiers>
          <isin value="US50346EAA55"/>
        </identifiers>
        <balance>9859887.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9001908.930000</valUSD>
        <pctVal>0.1094691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.508</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LA HIPOTECARIA SA 2019-1A</name>
        <lei>N/A</lei>
        <title>LA HIPOTECARIA SA LHIPO 2019 1A AAA 144A</title>
        <cusip>50346WAA5</cusip>
        <identifiers>
          <isin value="US50346WAA53"/>
        </identifiers>
        <balance>27124179.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24481086.890000</valUSD>
        <pctVal>0.2977062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAURELIN 2016-1 DAC 16-1A</name>
        <lei>N/A</lei>
        <title>LAURELIN BV LAUR 2016 1A B2RR 144A</title>
        <cusip>ACI1WVNG9</cusip>
        <identifiers>
          <isin value="XS2325723612"/>
        </identifiers>
        <balance>10500000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>9646011.470000</valUSD>
        <pctVal>0.1173019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.8</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LB-UBS COMMERCIAL MORTGAGE TRUST 2005-C3</name>
        <lei>N/A</lei>
        <title>LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2005 C3 G 144A</title>
        <cusip>52108H5D2</cusip>
        <identifiers>
          <isin value="US52108H5D20"/>
        </identifiers>
        <balance>2222803.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2185294.360000</valUSD>
        <pctVal>0.0265746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.111</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCCM 2021-FL3 TRUST</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL COMMERCIAL MORT LCCM 2021 FL3 A 144A</title>
        <cusip>50190FAA9</cusip>
        <identifiers>
          <isin value="US50190FAA93"/>
        </identifiers>
        <balance>26200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25982022.290000</valUSD>
        <pctVal>0.3159585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.89668</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2017-RPL1</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2017 RPL1 A 144A</title>
        <cusip>52472WAA7</cusip>
        <identifiers>
          <isin value="US52472WAA71"/>
        </identifiers>
        <balance>3839198.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3845538.190000</valUSD>
        <pctVal>0.0467643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-01-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.18291</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2019-GS7</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2019 GS7 A1 144A</title>
        <cusip>52474MAA7</cusip>
        <identifiers>
          <isin value="US52474MAA71"/>
        </identifiers>
        <balance>181637.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180128.010000</valUSD>
        <pctVal>0.0021905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2020-SL1</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2020 SL1 A 144A</title>
        <cusip>52475KAA0</cusip>
        <identifiers>
          <isin value="US52475KAA07"/>
        </identifiers>
        <balance>313563.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313291.170000</valUSD>
        <pctVal>0.0038098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.734</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2021-GS1</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A</title>
        <cusip>52474JAA4</cusip>
        <identifiers>
          <isin value="US52474JAA43"/>
        </identifiers>
        <balance>5299306.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4930091.220000</valUSD>
        <pctVal>0.0599532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.892</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2021-GS3</name>
        <lei>N/A</lei>
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        <cusip>52474XAA3</cusip>
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          <isin value="US52474XAA37"/>
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        <valUSD>7470447.450000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2021-GS4</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS4 A1 144A</title>
        <cusip>52475WAA4</cusip>
        <identifiers>
          <isin value="US52475WAA45"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2021-GS5</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A</title>
        <cusip>52475XAA2</cusip>
        <identifiers>
          <isin value="US52475XAA28"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEGACY MORTGAGE ASSET TRUST 2021-SL1</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A</title>
        <cusip>52475PAA9</cusip>
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          <isin value="US52475PAA93"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2006-7</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2006 7 2A1</title>
        <cusip>52520QAL8</cusip>
        <identifiers>
          <isin value="US52520QAL86"/>
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        <balance>25728977.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8842</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2006-7</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2006 7 2A5</title>
        <cusip>52520QAQ7</cusip>
        <identifiers>
          <isin value="US52520QAQ73"/>
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        <balance>16655640.620000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.1158</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2007 2 1A2</title>
        <cusip>52521DAB8</cusip>
        <identifiers>
          <isin value="US52521DAB82"/>
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        <balance>3812052.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2432105.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN MORTGAGE TRUST 2007-5</name>
        <lei>N/A</lei>
        <title>LEHMAN MORTGAGE TRUST LMT 2007 5 4A2</title>
        <cusip>52521RBH3</cusip>
        <identifiers>
          <isin value="US52521RBH30"/>
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        <balance>93947.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64386.050000</valUSD>
        <pctVal>0.0007830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST 2006-14N</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2006 14N 3A2</title>
        <cusip>52522CAG8</cusip>
        <identifiers>
          <isin value="US52522CAG87"/>
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        <balance>90241.760000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89008.710000</valUSD>
        <pctVal>0.0010824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6742</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST 2006-18N</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2006 18N A3</title>
        <cusip>52522GAC8</cusip>
        <identifiers>
          <isin value="US52522GAC87"/>
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        <balance>7022822.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6675877.290000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7942</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEHMAN XS TRUST 2006-4N</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2006 4N A1C1</title>
        <cusip>525221KM8</cusip>
        <identifiers>
          <isin value="US525221KM84"/>
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        <balance>685588.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>942369.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8942</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2007 1 1A2</title>
        <cusip>525241AB1</cusip>
        <identifiers>
          <isin value="US525241AB10"/>
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        <balance>1947031.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1866765.390000</valUSD>
        <pctVal>0.0227011</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LEHMAN XS TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2007 1 1A3</title>
        <cusip>525241AC9</cusip>
        <identifiers>
          <isin value="US525241AC92"/>
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        <balance>5242802.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5032503.440000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6742</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST 2005-3</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST ACCR 2005 3 M3</title>
        <cusip>004375DW8</cusip>
        <identifiers>
          <isin value="US004375DW81"/>
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        <balance>593296.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583538.280000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.1542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST 2007-15N</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST LXS 2007 15N 4A1</title>
        <cusip>52524VAQ2</cusip>
        <identifiers>
          <isin value="US52524VAQ23"/>
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        <balance>1954457.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1609351.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.3342</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDINGPOINT 2022-B ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>LENDINGPOINT ASSET SECURITIZAT LDPT 2022 B A 144A</title>
        <cusip>52606WAA6</cusip>
        <identifiers>
          <isin value="US52606WAA62"/>
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        <balance>2668544.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2636575.570000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.77</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4</name>
        <lei>N/A</lei>
        <title>LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A</title>
        <cusip>52608GAA9</cusip>
        <identifiers>
          <isin value="US52608GAA94"/>
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        <balance>3763606.400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3722715.950000</valUSD>
        <pctVal>0.0452707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST 2006-2</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4</title>
        <cusip>00437NAD4</cusip>
        <identifiers>
          <isin value="US00437NAD49"/>
        </identifiers>
        <balance>3021418.290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2968158.840000</valUSD>
        <pctVal>0.0360948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCUNIA EUROPEAN CLO I DAC 1A</name>
        <lei>N/A</lei>
        <title>ACCUNIA EUROPEAN CLO ACCUN 1A AR 144A</title>
        <cusip>ACI19ZJ97</cusip>
        <identifiers>
          <isin value="XS1966591452"/>
        </identifiers>
        <balance>1444866.480000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
        <valUSD>1517947.220000</valUSD>
        <pctVal>0.0184592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.613</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2003-HE1</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2003 HE1 M1</title>
        <cusip>004421DA8</cusip>
        <identifiers>
          <isin value="US004421DA81"/>
        </identifiers>
        <balance>2163007.800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2079885.360000</valUSD>
        <pctVal>0.0252928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.4092</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2003-NC1</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2003 NC1 A1</title>
        <cusip>004421CN1</cusip>
        <identifiers>
          <isin value="US004421CN12"/>
        </identifiers>
        <balance>6788602.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6420484.190000</valUSD>
        <pctVal>0.0780773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.1142</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOANCORE ISSUER LTD 2021-CRE4</name>
        <lei>N/A</lei>
        <title>LOANCORE 2018 CRE1 ISSUER, LTD LNCR 2021 CRE4 B 144A</title>
        <cusip>53946CAC3</cusip>
        <identifiers>
          <isin value="US53946CAC38"/>
        </identifiers>
        <balance>8900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8707655.430000</valUSD>
        <pctVal>0.1058908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.69668</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOCKWOOD GROVE CLO LTD 2014-1A</name>
        <lei>N/A</lei>
        <title>LOCKWOOD GROVE CLO LTD LWCLO 2014 1A A1RR 144A</title>
        <cusip>54008PAW3</cusip>
        <identifiers>
          <isin value="US54008PAW32"/>
        </identifiers>
        <balance>26843750.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26852246.750000</valUSD>
        <pctVal>0.3265410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.78282</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOCKWOOD GROVE CLO LTD 2014-1A</name>
        <lei>N/A</lei>
        <title>LOCKWOOD GROVE CLO LTD LWCLO 2014 1A BRR 144A</title>
        <cusip>54008PBA0</cusip>
        <identifiers>
          <isin value="US54008PBA03"/>
        </identifiers>
        <balance>2700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2697004.840000</valUSD>
        <pctVal>0.0327974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.28282</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAD TR 2005-WL2</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL2 M4</title>
        <cusip>542514NE0</cusip>
        <identifiers>
          <isin value="US542514NE09"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2581560.000000</valUSD>
        <pctVal>0.0313935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.3492</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAD TR 2005-WL3</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 WL3 M2</title>
        <cusip>542514PS7</cusip>
        <identifiers>
          <isin value="US542514PS76"/>
        </identifiers>
        <balance>8230872.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7301610.090000</valUSD>
        <pctVal>0.0887924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.1392</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAN TR 2006-4</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 4 1A</title>
        <cusip>54251MAA2</cusip>
        <identifiers>
          <isin value="US54251MAA27"/>
        </identifiers>
        <balance>1605184.940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>906696.420000</valUSD>
        <pctVal>0.0110260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAN TR 2006-6</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 6 1A</title>
        <cusip>54251RAA1</cusip>
        <identifiers>
          <isin value="US54251RAA14"/>
        </identifiers>
        <balance>9308589.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6421525.900000</valUSD>
        <pctVal>0.0780900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7242</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAN TR 2006-8</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3</title>
        <cusip>54251UAD8</cusip>
        <identifiers>
          <isin value="US54251UAD81"/>
        </identifiers>
        <balance>24063050.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6701005.970000</valUSD>
        <pctVal>0.0814887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAN TR 2006-9</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A3</title>
        <cusip>54251WAD4</cusip>
        <identifiers>
          <isin value="US54251WAD48"/>
        </identifiers>
        <balance>18933288.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5700324.590000</valUSD>
        <pctVal>0.0693197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MTGE LOAN TR 2005-1</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 1 M4</title>
        <cusip>542514KC7</cusip>
        <identifiers>
          <isin value="US542514KC79"/>
        </identifiers>
        <balance>2375579.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2297258.080000</valUSD>
        <pctVal>0.0279362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.7092</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MTGE LOAN TRUST 2004-2</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 2 A1</title>
        <cusip>542514FT6</cusip>
        <identifiers>
          <isin value="US542514FT69"/>
        </identifiers>
        <balance>599833.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>571985.570000</valUSD>
        <pctVal>0.0069557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8742</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MTGE LOAN TRUST 2004-2</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 2 M1</title>
        <cusip>542514FX7</cusip>
        <identifiers>
          <isin value="US542514FX71"/>
        </identifiers>
        <balance>44382.610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42872.510000</valUSD>
        <pctVal>0.0005214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.2292</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2005-HE1</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2005 HE1 M5</title>
        <cusip>004421KY8</cusip>
        <identifiers>
          <isin value="US004421KY84"/>
        </identifiers>
        <balance>9747040.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9120742.580000</valUSD>
        <pctVal>0.1109142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.6042</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP 2006-ASP1</name>
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      </invstOrSec>
      <invstOrSec>
        <name>LUMINENT MORTGAGE TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>LUMINENT MORTGAGE TRUST LUM 2007 2 2A1</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LUX 2023-LION</name>
        <lei>N/A</lei>
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          <isin value="US55067LAA52"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LUXE TRUST 2021-TRIP</name>
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          <isin value="US55066WAE49"/>
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      <invstOrSec>
        <name>LUXE TRUST 2021-TRIP</name>
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          <isin value="US55066WAG96"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>LUXE TRUST 2021-TRIP</name>
        <lei>N/A</lei>
        <title>LUXE COMMERCIAL MORTGAGE TRUST LUXE 2021 TRIP E 144A</title>
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          <isin value="US55066WAJ36"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MADISON PARK FUNDING XXIII LTD 2017-23A</name>
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        <cusip>55820TAJ7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MAGNETITE CLO LTD 2023-39A</name>
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        <identifiers>
          <isin value="US559924AA30"/>
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        <balance>34800000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34800000.000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MAGNETITE XVII LTD 2016-17A</name>
        <lei>N/A</lei>
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        <cusip>55954EAQ2</cusip>
        <identifiers>
          <isin value="US55954EAQ26"/>
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        <balance>2300000.000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MAN GLG EURO CLO II DAC 2A</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="XS2034709910"/>
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        <balance>593087.660000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.945900"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MARATHON CLO IX LTD 2017-9A</name>
        <lei>N/A</lei>
        <title>MARATHON CLO LTD MCLO 2017 9A A1AR 144A</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ACE SECURITIES CORP 2007-HE2</name>
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          <isin value="US00443PAE97"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ACE SECURITIES CORP 2007-HE3</name>
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          <isin value="US00442GAA85"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1</name>
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        <title>ACE SECURITIES CORP. ACE 2006 HE1 A2D</title>
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          <isin value="US004421WQ23"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-WM2</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5542</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2006-AM3</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 AM3 A4</title>
        <cusip>57645EAM2</cusip>
        <identifiers>
          <isin value="US57645EAM21"/>
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        <balance>8625642.560000</balance>
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        <curCd>USD</curCd>
        <valUSD>7451994.510000</valUSD>
        <pctVal>0.0906212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6742</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2006-FRE1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 FRE1 A4</title>
        <cusip>57643LPP5</cusip>
        <identifiers>
          <isin value="US57643LPP57"/>
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        <balance>187031.400000</balance>
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        <curCd>USD</curCd>
        <valUSD>186144.400000</valUSD>
        <pctVal>0.0022636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.0142</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACE SECURITIES CORP-2006-ASP5</name>
        <lei>N/A</lei>
        <title>ACE SECURITIES CORP. ACE 2006 ASP5 A2B</title>
        <cusip>004422AD3</cusip>
        <identifiers>
          <isin value="US004422AD31"/>
        </identifiers>
        <balance>5468554.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1908397.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2006-HE2</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A3</title>
        <cusip>57644UAE5</cusip>
        <identifiers>
          <isin value="US57644UAE55"/>
        </identifiers>
        <balance>9627761.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3516234.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2006-NC3</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4</title>
        <cusip>55275RAD4</cusip>
        <identifiers>
          <isin value="US55275RAD44"/>
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        <balance>2136979.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1058243.300000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TR 2007-WMC1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A5</title>
        <cusip>55275TAE8</cusip>
        <identifiers>
          <isin value="US55275TAE82"/>
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        <balance>10361897.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2941928.130000</valUSD>
        <pctVal>0.0357758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6642</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SEC TRUST 2006-WMC1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3</title>
        <cusip>57643LRK4</cusip>
        <identifiers>
          <isin value="US57643LRK43"/>
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        <balance>4903808.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1888617.440000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SECUR TR 2005-FRE1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1</title>
        <cusip>57643LMA1</cusip>
        <identifiers>
          <isin value="US57643LMA16"/>
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        <balance>4550872.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4156851.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.1842</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SECURITIES 2004-OPT1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1</title>
        <cusip>57643LCH7</cusip>
        <identifiers>
          <isin value="US57643LCH78"/>
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        <balance>899227.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866515.670000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.2142</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET BACKED SECURITIES 2005-HE1</name>
        <lei>N/A</lei>
        <title>MASTR ASSET BACKED SECURITIES MABS 2005 HE1 M6</title>
        <cusip>57643LJK3</cusip>
        <identifiers>
          <isin value="US57643LJK35"/>
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        <balance>3080000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2882843.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.4842</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR ASSET SECURITIZATION TRUST 2007-2</name>
        <lei>N/A</lei>
        <title>MASTR ASSET SECURITIZATION TRU MASTR 2007 2 A3</title>
        <cusip>57646NAC3</cusip>
        <identifiers>
          <isin value="US57646NAC39"/>
        </identifiers>
        <balance>464599.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255111.790000</valUSD>
        <pctVal>0.0031023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR REPERFORMING LOAN TR 2006-1</name>
        <lei>N/A</lei>
        <title>MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A2 144A</title>
        <cusip>57643QBM6</cusip>
        <identifiers>
          <isin value="US57643QBM69"/>
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        <balance>2199204.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1492569.400000</valUSD>
        <pctVal>0.0181506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MASTR REPERFORMING LOAN TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>MASTR REPERFORMING LOAN TRUST MARP 2005 1 1A1 144A</title>
        <cusip>576436AR0</cusip>
        <identifiers>
          <isin value="US576436AR02"/>
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        <balance>850476.210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>540002.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2007-OAR5</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 OAR5 1A1</title>
        <cusip>590227AA2</cusip>
        <identifiers>
          <isin value="US590227AA21"/>
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        <balance>4752950.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1466070.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.41167</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INV 2006-OPT1</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1</title>
        <cusip>59022VAA9</cusip>
        <identifiers>
          <isin value="US59022VAA98"/>
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        <balance>9453256.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8406375.030000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7242</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INV 2007-HE3</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A2</title>
        <cusip>590238AB7</cusip>
        <identifiers>
          <isin value="US590238AB76"/>
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        <balance>11010080.360000</balance>
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        <curCd>USD</curCd>
        <valUSD>4547495.690000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7142</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INV 2007-HE3</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE3 A3</title>
        <cusip>590238AC5</cusip>
        <identifiers>
          <isin value="US590238AC59"/>
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        <balance>4689227.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1936792.530000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8142</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVS 2006-HE5</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B</title>
        <cusip>59022QAC6</cusip>
        <identifiers>
          <isin value="US59022QAC69"/>
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        <balance>449291.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229084.170000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6542</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVS 2006-HE5</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2C</title>
        <cusip>59022QAD4</cusip>
        <identifiers>
          <isin value="US59022QAD43"/>
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        <balance>24273133.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12383931.700000</valUSD>
        <pctVal>0.1505968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7342</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MTGE INVESTORS 2004-OPT1</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>MERX AVIATION FINANCE LLC 2018-1A</name>
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      <invstOrSec>
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          <isin value="US007036CG94"/>
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      </invstOrSec>
      <invstOrSec>
        <name>MF1 2021-FL5 LTD</name>
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        <name>MF1 2021-FL7 LTD</name>
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        <name>MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10</name>
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        <debtSec>
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          <isin value="US55283FAD06"/>
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        <debtSec>
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      <invstOrSec>
        <name>MFA 2023-INV2 TRUST</name>
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          <isin value="US59319BAA52"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>MFA LLC 2018-NPL1</name>
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          <isin value="US55282YAA64"/>
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        <debtSec>
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        <name>MKS CLO LTD 2017-2A</name>
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        <name>MORGAN STANLEY ABS CAPITAL I 2004-HE9</name>
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        <name>MORGAN STANLEY ABS CAPITAL I 2004-WMC3</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2005-WMC2</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2005-WMC4</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2006-HE7</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2006-HE8</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AEGIS ASSET BACKED SEC TR 2004-5</name>
        <lei>N/A</lei>
        <title>AEGIS ASSET BACKED SECURITIES AABST 2004 5 M2</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>MORGAN STANLEY ABS CAPITAL I 2007-HE2</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AEGIS ASSET BACKED SEC TR 2005-1</name>
        <lei>N/A</lei>
        <title>AEGIS ASSET BACKED SECURITIES AABST 2005 1 M4</title>
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          <isin value="US00764MEN39"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I 2007-NC3</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL INC MSAC 2007 NC3 A2A</title>
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          <isin value="US61755AAB26"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.4942</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-SEA1</name>
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        <title>MORGAN STANLEY CAPITAL INC MSAC 2007 SEA1 1A1 144A</title>
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          <isin value="US61757MAA62"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL 2006-T21</name>
        <lei>N/A</lei>
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          <isin value="US617451CV97"/>
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        <name>MORGAN STANLEY CAPITAL I INC 2021-230P</name>
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        <name>MORGAN STANLEY CAPITAL I INC 2021-230P</name>
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          <couponKind>Floating</couponKind>
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        <name>MORGAN STANLEY CAPITAL I INC 2021-230P</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2017-ASHF</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2017-ASHF</name>
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        <name>AEGIS ASSET BACKED SECURITIES TRUST 2005-2</name>
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        <debtSec>
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        <name>MORGAN STANLEY CAPITAL I TRUST 2019-PLND</name>
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        <name>MORGAN STANLEY CAPITAL INC 2004-NC7</name>
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        <name>MORGAN STANLEY IXIS RE CAP TR 2006-2</name>
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        <name>MORGAN STANLEY IXIS REAL ESTATE CAPITAL TRUST 2006-1</name>
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        <name>MORGAN STANLEY MORTGAGE TRUST-2005-9AR</name>
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        <name>MORGAN STANLEY MTGE LN TR 2006-2</name>
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        <name>MORGAN STANLEY MTGE LN TR 2007-13</name>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGEIT TRUST 2004-1</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST MHL 2004 1 A1</title>
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          <isin value="US61913PAA03"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGEIT TRUST 2007-1</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST MHL 2007 1 1A1</title>
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          <isin value="US61915YAA91"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOUNTAIN VIEW CLO LLC 2017-1A</name>
        <lei>N/A</lei>
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          <isin value="US62432HAJ95"/>
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        <balance>8491429.300000</balance>
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        <curCd>USD</curCd>
        <valUSD>8500092.600000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.65957</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MP CLO VII LTD 2015-1A</name>
        <lei>N/A</lei>
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          <isin value="US55320RAQ02"/>
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        <balance>28027637.360000</balance>
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        <curCd>USD</curCd>
        <valUSD>27942961.940000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASSAU LTD 2017-IA</name>
        <lei>N/A</lei>
        <title>NASSAU LTD NCC 2017 IA A1AS 144A</title>
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          <isin value="US631707AL03"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NASSAU LTD 2018-IA</name>
        <lei>N/A</lei>
        <title>NASSAU 2018 I LTD. NCC 2018 IA A 144A</title>
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          <isin value="US63170MAA18"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA</name>
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        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2017-5A</name>
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        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A</title>
        <cusip>63940CAA2</cusip>
        <identifiers>
          <isin value="US63940CAA27"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST 2018-DA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2018 DA A2A 144A</title>
        <cusip>63940UAB0</cusip>
        <identifiers>
          <isin value="US63940UAB08"/>
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        <balance>3478428.130000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NELNET STUDENT LOAN TRUST 2023-AA</name>
        <lei>N/A</lei>
        <title>NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A</title>
        <cusip>64032PAA0</cusip>
        <identifiers>
          <isin value="US64032PAA03"/>
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        <balance>16852640.700000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>NELNET STUDENT LOAN TRUST 2023-AA</name>
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        <cusip>64032PAB8</cusip>
        <identifiers>
          <isin value="US64032PAB85"/>
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        <balance>15740177.060000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD</name>
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          <isin value="US64132JAN54"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW CENTURY HOME EQUITY LOAN TR 2005-2</name>
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        <title>NEW CENTURY HOME EQUITY LOAN T NCHET 2005 2 M4</title>
        <cusip>64352VKW0</cusip>
        <identifiers>
          <isin value="US64352VKW09"/>
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        <balance>4518310.160000</balance>
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        <curCd>USD</curCd>
        <valUSD>4498132.290000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-4</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 4A A1B 144A</title>
        <cusip>64830WAD3</cusip>
        <identifiers>
          <isin value="US64830WAD39"/>
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        <balance>793586.310000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A</title>
        <cusip>64830NAA9</cusip>
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          <isin value="US64830NAA90"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A</title>
        <cusip>64830TAD0</cusip>
        <identifiers>
          <isin value="US64830TAD00"/>
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        <curCd>USD</curCd>
        <valUSD>2060569.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A</title>
        <cusip>64828XAA1</cusip>
        <identifiers>
          <isin value="US64828XAA19"/>
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        <balance>184885.440000</balance>
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        <curCd>USD</curCd>
        <valUSD>170247.100000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>OBX 2023-NQM6 TRUST</name>
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        <name>OBX 2023-NQM7 TRUST</name>
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        <name>ONSLOW BAY MORTGAGE LOAN TRUST 2022-INV2</name>
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        <name>OPTION ONE MORTGAGE LOAN TRUST 2005-2</name>
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        <name>OPTION ONE MORTGAGE LOAN TRUST 2007-4</name>
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        <name>OPTION ONE MORTGAGE LOAN TRUST 2007-6</name>
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        <name>OXFORD FINANCE FUNDING 2022-1A LLC</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>PALISADES CDO LTD. 2004-1A</name>
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        <name>PALMER SQUARE CLO 2023-4A LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES 2004-1</name>
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        <name>PG&amp;E WILDFIRE RECOVERY FUNDING LLC</name>
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        <name>PREFERRED TERM SECURITIES XVI LTD / PREFERRED TERM SECURITIES XVI INC</name>
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        <name>PREFERRED TERM SECURITIES XVIII LTD / PREFERRED TERM SECURITIES XVIII INC</name>
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        <name>PREFERRED TERM SECURITIES XXIV LTD/PREFERRED TERM SECURITIES XXIV INC</name>
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        <name>PREFERRED TERM SECURITIES XXVI LTD / PREFERRED TERM SECURITIES XXVI INC</name>
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        <name>RALI SERIES 2005-QO1 TRUST</name>
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        <name>RALI TRUST 2007-QS8</name>
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      <invstOrSec>
        <name>RALI TRUST 2007-QS8</name>
        <lei>N/A</lei>
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        <name>RESIDENTIAL ASSET SEC CORP 2006-EMX4</name>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SEC TRUST 2006-A8</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET SECURITIZATI RAST 2006 A8 1A4</title>
        <cusip>761119AD8</cusip>
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          <isin value="US761119AD83"/>
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        <curCd>USD</curCd>
        <valUSD>282718.040000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SECURITIES 2005-KS4</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL ASSET SECURITIES C RASC 2005 KS4 M4</title>
        <cusip>76110WU95</cusip>
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          <isin value="US76110WU958"/>
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        <valUSD>3691096.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SECURITIES 2005-KS8</name>
        <lei>N/A</lei>
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          <isin value="US76110W3W42"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL ASSET SECURITIES C 2005-KS5</name>
        <lei>N/A</lei>
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          <isin value="US76110WX275"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL FUNDING MTGE SEC 2007-SA2</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA2 4A</title>
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        <identifiers>
          <isin value="US74958XAF15"/>
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        <balance>135241.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RIVERVIEW HECM TRUST 2007-4A</name>
        <lei>N/A</lei>
        <title>RIVERVIEW HECM TRUST RVMLT 2007 4A A 144A</title>
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          <isin value="US76942LAA26"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.7042</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAPPHIRE AVIATION FINANCE I LIMITED 2018-1X</name>
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        <title>SAPPHIRE AVIATION FINANCE I LI SAPA 2018 1X A REGS</title>
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          <isin value="USG7820FAA06"/>
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        <curCd>USD</curCd>
        <valUSD>6566161.860000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SARANAC CLO II LTD 2014-3A</name>
        <lei>N/A</lei>
        <title>SARANAC CLO LTD SRANC 2014 3A ALR 144A</title>
        <cusip>803169AN1</cusip>
        <identifiers>
          <isin value="US803169AN15"/>
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        <balance>6007374.450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6014742.490000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SAXON ASSET SECURITIES TRUST 2005-3</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US805564SU61"/>
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        <balance>3046250.890000</balance>
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        <curCd>USD</curCd>
        <valUSD>2928965.970000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SAXON ASSET SECURITIES TRUST 2007-3</name>
        <lei>N/A</lei>
        <title>SAXON ASSET SECURITIES TRUST SAST 2007 3 1A</title>
        <cusip>80557BAA2</cusip>
        <identifiers>
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        <balance>1233427.160000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SCULPTOR CLO XXV 25A</name>
        <lei>N/A</lei>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3</name>
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        <title>FREDDIE MAC   SCRT SCRT 2017 3 M1</title>
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          <isin value="US35563PCE79"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
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        <name>SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-2</name>
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        <title>FREDDIE MAC   SCRT SCRT 2020 2 M 144A</title>
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          <isin value="US35563PRE15"/>
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      <invstOrSec>
        <name>SECURITIZED ASSET BACKED REC 2006-HE1</name>
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        <identifiers>
          <isin value="US81376YAC57"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1</name>
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          <isin value="US81375WCS35"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM2</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM2</name>
        <lei>N/A</lei>
        <title>SECURITIZED ASSET BACKED RECEI SABR 2006 WM2 A2C</title>
        <cusip>81376GAD2</cusip>
        <identifiers>
          <isin value="US81376GAD25"/>
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        <balance>22682544.980000</balance>
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        <curCd>USD</curCd>
        <valUSD>15219155.230000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7542</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM2</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST 2007-3</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>SFO COMMERCIAL MORTGAGE TRUST 2021-555</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>SLM CONSOLIDATION STUD LN TRUST 2004-10</name>
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        <name>SLM CONSOLIDATION STUD LN TRUST 2004-10</name>
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          <isin value="US78442GNK84"/>
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        <name>SLM STUDENT LOAN TRUST 2003-7X</name>
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          <isin value="XS0172692914"/>
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      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2004-2X</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST 2020-B</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST 2022-B</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST 2022-B</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST 2022-C</name>
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        <name>SMRT 2022-MINI</name>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C</name>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUND POINT CLO IX LTD 2015-2A</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2015 2A BRRR 144A</title>
        <cusip>83609GBQ7</cusip>
        <identifiers>
          <isin value="US83609GBQ73"/>
        </identifiers>
        <balance>9250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9151125.550000</valUSD>
        <pctVal>0.1112837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.38775</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUND POINT CLO XVI LTD 2017-2A</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2017 2A AR 144A</title>
        <cusip>83610KAJ2</cusip>
        <identifiers>
          <isin value="US83610KAJ25"/>
        </identifiers>
        <balance>7542353.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7525107.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.59282</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2</title>
        <cusip>83611XAB0</cusip>
        <identifiers>
          <isin value="US83611XAB01"/>
        </identifiers>
        <balance>2492982.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1772157.960000</valUSD>
        <pctVal>0.0215506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5442</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4</title>
        <cusip>83611MML9</cusip>
        <identifiers>
          <isin value="US83611MML99"/>
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        <balance>13082091.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12500234.950000</valUSD>
        <pctVal>0.1520111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT3</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT3 2A4</title>
        <cusip>83611MPJ1</cusip>
        <identifiers>
          <isin value="US83611MPJ17"/>
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        <balance>9241413.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8948171.000000</valUSD>
        <pctVal>0.1088157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1</title>
        <cusip>83613DAA4</cusip>
        <identifiers>
          <isin value="US83613DAA46"/>
        </identifiers>
        <balance>265515.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221610.360000</valUSD>
        <pctVal>0.0026949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.6042</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUNDVIEW HOME LOAN TRUST 2005-3</name>
        <lei>N/A</lei>
        <title>SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 3 M4</title>
        <cusip>83611MFQ6</cusip>
        <identifiers>
          <isin value="US83611MFQ69"/>
        </identifiers>
        <balance>3941867.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3664875.510000</valUSD>
        <pctVal>0.0445673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.4242</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE ASSETS 2007-3</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 12A1</title>
        <cusip>026935AC0</cusip>
        <identifiers>
          <isin value="US026935AC01"/>
        </identifiers>
        <balance>4878648.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4438247.210000</valUSD>
        <pctVal>0.0539720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE ASSETS 2007-4</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE ASSETS AHMA 2007 4 A4</title>
        <cusip>026934AD1</cusip>
        <identifiers>
          <isin value="US026934AD19"/>
        </identifiers>
        <balance>7290266.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6411241.690000</valUSD>
        <pctVal>0.0779649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.0142</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVT TR 2006-1</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 12A1</title>
        <cusip>02660TJB0</cusip>
        <identifiers>
          <isin value="US02660TJB08"/>
        </identifiers>
        <balance>4161267.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3505753.000000</valUSD>
        <pctVal>0.0426323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTG INV TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTM AHM 2005 1 4A1</title>
        <cusip>02660TDF7</cusip>
        <identifiers>
          <isin value="US02660TDF75"/>
        </identifiers>
        <balance>30575.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29377.860000</valUSD>
        <pctVal>0.0003573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.88595</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTG INV TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTM AHM 2005 1 6A</title>
        <cusip>02660TDH3</cusip>
        <identifiers>
          <isin value="US02660TDH32"/>
        </identifiers>
        <balance>6353.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6128.850000</valUSD>
        <pctVal>0.0000745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.88595</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPECIALTY UNDERWRITING &amp; RESID 2007-AB1</name>
        <lei>N/A</lei>
        <title>SPECIALTY UNDERWRITING + RESID SURF 2007 AB1 A2D</title>
        <cusip>84752CAE7</cusip>
        <identifiers>
          <isin value="US84752CAE75"/>
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        <balance>289172.850000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>158152.130000</valUSD>
        <pctVal>0.0019232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7842</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPECIALTY UNDERWRITING &amp; RESIDENTIAL FINANCE TRUST SERIES 2006-AB3</name>
        <lei>N/A</lei>
        <title>SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A2B</title>
        <cusip>84751XAC6</cusip>
        <identifiers>
          <isin value="US84751XAC65"/>
        </identifiers>
        <balance>968932.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669307.230000</valUSD>
        <pctVal>0.0081392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.7342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTG INV TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTM AHM 2005 1 M1</title>
        <cusip>02660TDM2</cusip>
        <identifiers>
          <isin value="US02660TDM27"/>
        </identifiers>
        <balance>5261289.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4724926.900000</valUSD>
        <pctVal>0.0574582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.28443</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTGE ASSETS 2005-2</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE ASSETS AHMA 2005 2 2A1A</title>
        <cusip>02660VBH0</cusip>
        <identifiers>
          <isin value="US02660VBH06"/>
        </identifiers>
        <balance>995105.240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665621.320000</valUSD>
        <pctVal>0.0080944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00135</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MTGE ASSETS 2006-3</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 1A1</title>
        <cusip>02660UAA8</cusip>
        <identifiers>
          <isin value="US02660UAA88"/>
        </identifiers>
        <balance>7952012.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6541338.940000</valUSD>
        <pctVal>0.0795470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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      </invstOrSec>
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        <name>STRATTON MORTGAGE FUNDING 21-2A</name>
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        <name>STRATTON MORTGAGE FUNDING 21-2A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVST LN TR 2004-4</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVST LN TR 2005-7</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVST LN TR 2006-2</name>
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        <title>STRUCTURED ASSET INVESTMENT LO SAIL 2006 2 A4</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVST LN TR 2006-4</name>
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        <title>STRUCTURED ASSET INVESTMENT LO SAIL 2006 4 A1</title>
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        <curCd>USD</curCd>
        <valUSD>3738533.650000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTG INV INC 2006-AR3</name>
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          <isin value="US86360KAE82"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTGE INVEST 2006-AR6</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MTGE INVEST 2006-AR6</name>
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          <isin value="US86360UAC09"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2005-RF4</name>
        <lei>N/A</lei>
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        <cusip>86359DQB6</cusip>
        <identifiers>
          <isin value="US86359DQB63"/>
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        <balance>587820.160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530732.830000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2005-RF7</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2005 RF7 A 144A</title>
        <cusip>86359DWT0</cusip>
        <identifiers>
          <isin value="US86359DWT08"/>
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        <balance>5748816.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4896156.680000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2005-RF7</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2005 RF7 AIO</title>
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        <curCd>USD</curCd>
        <valUSD>8484.680000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2006-EQ1A</name>
        <lei>N/A</lei>
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        <cusip>86360RAA1</cusip>
        <identifiers>
          <isin value="US86360RAA14"/>
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        <curCd>USD</curCd>
        <valUSD>213878.400000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2006-RF1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2006 RF1 2A 144A</title>
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        <identifiers>
          <isin value="US86359DXR33"/>
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      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2006-RF4</name>
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          <isin value="US863911AA15"/>
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      <invstOrSec>
        <name>STRUCTURED ASSET SEC CORP 2007-WF1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A6</title>
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          <isin value="US86358BAT98"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECUR CORP 2006-WF4</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2005 WF4 M6</title>
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        <curCd>USD</curCd>
        <valUSD>488063.100000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CO-2007-BC1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2007 BC1 A1</title>
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        <balance>11657916.680000</balance>
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        <curCd>USD</curCd>
        <valUSD>10857700.960000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5692</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORP 2006-BC5</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CO SASC 2006 BC5 A1</title>
        <cusip>86359SAA2</cusip>
        <identifiers>
          <isin value="US86359SAA24"/>
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        <balance>20645459.600000</balance>
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        <curCd>USD</curCd>
        <valUSD>18874851.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>STWD 2021-HTS MORTGAGE TRUST 2021-HTS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>STWD 2021-HTS MORTGAGE TRUST 2021-HTS</name>
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      </invstOrSec>
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        <name>SYMPHONY CLO 30 LTD 2023-39A</name>
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      </invstOrSec>
      <invstOrSec>
        <name>TABERNA PREFERRED FUNDING IX LTD 2007-9A</name>
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      <invstOrSec>
        <name>TABERNA PREFERRED FUNDING LTD 2005-2A</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>TABERNA PREFERRED FUNDING LTD 2006-6A</name>
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        <cusip>87331AAB0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>TCI-SYMPHONY CLO LTD 2016-1A</name>
        <lei>N/A</lei>
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        <cusip>87229WAS0</cusip>
        <identifiers>
          <isin value="US87229WAS08"/>
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        <balance>18530000.000000</balance>
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        <valUSD>18456396.430000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>TERWIN MORTGAGE TRUST 2007-4HE</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US88157QAK40"/>
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        <balance>5184841.780000</balance>
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        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THARALDSON HOTEL PORTFOLIO TRUST 2018</name>
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          <isin value="US88327HAG83"/>
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        <name>THARALDSON HOTEL PORTFOLIO TRUST 2018</name>
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          <isin value="US88327HAJ23"/>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERIQUEST MTGE SEC INC 2004-R4</name>
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          <isin value="US03072SRG20"/>
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        <name>THL CREDIT WIND RIVER 2019-3 CLO LTD</name>
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        <name>THORNBURG MORTGAGE SECURITIES TR 2004-1</name>
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        <name>THORNBURG MORTGAGE SECURITIES TR 2007-1</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THUNDERBOLT II AIRCRAFT LEASE LTD 2018-A</name>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERIQUEST MTGE SECURITIES INC 2004-R12</name>
        <lei>N/A</lei>
        <title>AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2</title>
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      <invstOrSec>
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        <name>TOWD POINT MORTGAGE FUNDING 19-V2A</name>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE FUNDING 2018 - AUBURN 12 PLC 18-A12X</name>
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        <name>TOWD POINT MORTGAGE TRUST 2016-4</name>
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        <name>TOWD POINT MORTGAGE TRUST 2018-3</name>
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        <name>TOWD POINT MORTGAGE TRUST 2019-HY2</name>
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        <name>TOWD POINT MORTGAGE TRUST 2019-HY3</name>
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        <name>TRALEE CLO VI LTD 2019 6A</name>
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        <name>AMMC CLO XII LTD 2013-12A</name>
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        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C3</name>
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        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 1.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0124A1</cusip>
        <identifiers>
          <isin value="US01F0124A11"/>
        </identifiers>
        <balance>-9500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-7915615.180000</valUSD>
        <pctVal>-0.0962591</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0204A4</cusip>
        <identifiers>
          <isin value="US01F0204A48"/>
        </identifiers>
        <balance>-170050000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-145854408.540000</valUSD>
        <pctVal>-1.7736858</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0204B2</cusip>
        <identifiers>
          <isin value="US01F0204B21"/>
        </identifiers>
        <balance>-131600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-113039772.940000</valUSD>
        <pctVal>-1.3746382</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0304A3</cusip>
        <identifiers>
          <isin value="US01F0304A39"/>
        </identifiers>
        <balance>-29425000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-26618130.710000</valUSD>
        <pctVal>-0.3236940</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 3.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0324A9</cusip>
        <identifiers>
          <isin value="US01F0324A92"/>
        </identifiers>
        <balance>16100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14887723.450000</valUSD>
        <pctVal>0.1810445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0404A2</cusip>
        <identifiers>
          <isin value="US01F0404A20"/>
        </identifiers>
        <balance>-120300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-113566019.830000</valUSD>
        <pctVal>-1.3810377</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0424A8</cusip>
        <identifiers>
          <isin value="US01F0424A83"/>
        </identifiers>
        <balance>240200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230245987.100000</valUSD>
        <pctVal>2.7999430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0504A1</cusip>
        <identifiers>
          <isin value="US01F0504A11"/>
        </identifiers>
        <balance>67300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65543890.630000</valUSD>
        <pctVal>0.7970569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0206B0</cusip>
        <identifiers>
          <isin value="US01F0206B03"/>
        </identifiers>
        <balance>-534350000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-406982665.300000</valUSD>
        <pctVal>-4.9491776</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0226A8</cusip>
        <identifiers>
          <isin value="US01F0226A83"/>
        </identifiers>
        <balance>13065000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10371852.630000</valUSD>
        <pctVal>0.1261286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0226A8</cusip>
        <identifiers>
          <isin value="US01F0226A83"/>
        </identifiers>
        <balance>-14565000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-11562650.860000</valUSD>
        <pctVal>-0.1406095</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0226B6</cusip>
        <identifiers>
          <isin value="US01F0226B66"/>
        </identifiers>
        <balance>-469435000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-373255040.050000</valUSD>
        <pctVal>-4.5390274</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0306B9</cusip>
        <identifiers>
          <isin value="US01F0306B93"/>
        </identifiers>
        <balance>-1024880000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-848848845.440000</valUSD>
        <pctVal>-10.3225618</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0326B5</cusip>
        <identifiers>
          <isin value="US01F0326B57"/>
        </identifiers>
        <balance>13690000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11785164.910000</valUSD>
        <pctVal>0.1433154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0326B5</cusip>
        <identifiers>
          <isin value="US01F0326B57"/>
        </identifiers>
        <balance>-87000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-74894766.060000</valUSD>
        <pctVal>-0.9107697</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0406A0</cusip>
        <identifiers>
          <isin value="US01F0406A02"/>
        </identifiers>
        <balance>116320000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103570236.920000</valUSD>
        <pctVal>1.2594824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0406A0</cusip>
        <identifiers>
          <isin value="US01F0406A02"/>
        </identifiers>
        <balance>-229658000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-204485329.010000</valUSD>
        <pctVal>-2.4866765</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMBS PASS THRU POOLS</name>
        <lei>N/A</lei>
        <title>FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE</title>
        <cusip>01F0406B8</cusip>
        <identifiers>
          <isin value="US01F0406B84"/>
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      <invstOrSec>
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      <invstOrSec>
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        <name>VISIO TRUST 2023-2</name>
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        <name>VMC FINANCE 2021-FL4 LLC</name>
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        <name>VMC FINANCE 2021-FL4 LLC</name>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2005-AR16</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US92922F7D44"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AREIT TRUST 2021-CRE5</name>
        <lei>N/A</lei>
        <title>AREIT CRE TRUST AREIT 2021 CRE5 B 144A</title>
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          <isin value="US04002PAE43"/>
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        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9618064.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR16</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 3A3</title>
        <cusip>92925GAJ2</cusip>
        <identifiers>
          <isin value="US92925GAJ22"/>
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        <balance>664796.970000</balance>
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        <curCd>USD</curCd>
        <valUSD>564458.960000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.6244</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR18</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1</title>
        <cusip>933637AA8</cusip>
        <identifiers>
          <isin value="US933637AA84"/>
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        <balance>3672409.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3087785.730000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2006-AR19</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A</title>
        <cusip>933638AD0</cusip>
        <identifiers>
          <isin value="US933638AD07"/>
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        <balance>4362754.520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87567</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2007-OA3</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A</title>
        <cusip>93364AAB8</cusip>
        <identifiers>
          <isin value="US93364AAB89"/>
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        <balance>589168.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488525.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.39567</annualizedRt>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL 2007-OA6</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A</title>
        <cusip>92927BAA0</cusip>
        <identifiers>
          <isin value="US92927BAA08"/>
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        <balance>472491.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>372695.800000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.43567</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2006-AR1</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR1 A1A</title>
        <cusip>93934FJQ6</cusip>
        <identifiers>
          <isin value="US93934FJQ63"/>
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        <balance>195552.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159758.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL ALTERNATIVE MORTGAGE PASS-THROUGH CERTIFICATES 2007-OA2</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA2 2A</title>
        <cusip>93935QAB3</cusip>
        <identifiers>
          <isin value="US93935QAB32"/>
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        <balance>1350577.540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1071488.390000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AREIT TRUST 2023-CRE8</name>
        <lei>N/A</lei>
        <title>AREIT CRE TRUST 02/28 1</title>
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        <identifiers>
          <isin value="US04002BAA35"/>
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        <curCd>USD</curCd>
        <valUSD>9100753.940000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.44237</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MTGE P/T 2006-3</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 3 4CB</title>
        <cusip>93934FNT5</cusip>
        <identifiers>
          <isin value="US93934FNT56"/>
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        <balance>6439594.830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4433983.020000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO ALTERNATIVE LOAN TR 2007-PA1</name>
        <lei>N/A</lei>
        <title>WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA1 A8</title>
        <cusip>94984TAH2</cusip>
        <identifiers>
          <isin value="US94984TAH23"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253526.820000</valUSD>
        <pctVal>0.0030831</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9742</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-SDAL</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAG WFCM 2020 SDAL C 144A</title>
        <cusip>95002GAE2</cusip>
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          <isin value="US95002GAE26"/>
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        <balance>6750000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6598185.080000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.18748</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO HOME EQUITY TRUST 2005-1</name>
        <lei>N/A</lei>
        <title>WELLS FARGO HOME EQUITY TRUST WFHET 2005 1 M5</title>
        <cusip>9497ERAE4</cusip>
        <identifiers>
          <isin value="US9497ERAE40"/>
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        <balance>117129.170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115443.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.3792</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO HOME EQUITY TRUST 2005-3</name>
        <lei>N/A</lei>
        <title>WELLS FARGO HOME EQUITY TRUST WFHET 2005 3 M8</title>
        <cusip>9497ENAH6</cusip>
        <identifiers>
          <isin value="US9497ENAH66"/>
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        <balance>12824000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12132519.660000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.5342</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MTGE BACKED SEC 2007-7</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A43</title>
        <cusip>94985JBU3</cusip>
        <identifiers>
          <isin value="US94985JBU34"/>
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        <balance>10152.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8382.390000</valUSD>
        <pctVal>0.0001019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MTGE BACKED SEC 2007-7</name>
        <lei>N/A</lei>
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        <balance>25612.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>21177.820000</valUSD>
        <pctVal>0.0002575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO MTGE BACKED SEC 2007-AR8</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1</title>
        <cusip>94985YAA5</cusip>
        <identifiers>
          <isin value="US94985YAA55"/>
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        <balance>3130410.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2691798.300000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.23805</annualizedRt>
          <isDefault>Y</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3A</name>
        <lei>N/A</lei>
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        <cusip>96042QAN0</cusip>
        <identifiers>
          <isin value="US96042QAN07"/>
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        <balance>5000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4856401.000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.34</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WHITEHORSE XII LTD 12A</name>
        <lei>N/A</lei>
        <title>WHITEHORSE LTD WITEH 2018 12A A 144A</title>
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        <identifiers>
          <isin value="US96525YAC30"/>
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        <balance>23200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23184755.510000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WMALT MTGE PASS-THRU CERT 2005-10</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 10 2A1</title>
        <cusip>93934FFZ0</cusip>
        <identifiers>
          <isin value="US93934FFZ09"/>
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        <balance>649512.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554816.750000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARES XXXVII CLO LTD 2015-4A</name>
        <lei>N/A</lei>
        <title>ARES CLO LTD ARES 2015 4A A1R 144A</title>
        <cusip>04015NAG9</cusip>
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          <isin value="US04015NAG97"/>
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        <balance>13044622.030000</balance>
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        <curCd>USD</curCd>
        <valUSD>13050602.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.73957</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENT SECURITIES INC 2004-W3</name>
        <lei>N/A</lei>
        <title>ARGENT SECURITIES INC. ARSI 2004 W3 A3</title>
        <cusip>040104FW6</cusip>
        <identifiers>
          <isin value="US040104FW65"/>
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        <balance>352772.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>336362.730000</valUSD>
        <pctVal>0.0040904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.2542</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WSTN TRUST 2023-MAUI</name>
        <lei>N/A</lei>
        <title>WSTN TRUST WSTN 2023 MAUI A 144A</title>
        <cusip>92943AAA2</cusip>
        <identifiers>
          <isin value="US92943AAA25"/>
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        <balance>15600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15229081.140000</valUSD>
        <pctVal>0.1851957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.57652</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZEPHYRUS CAPITAL AVIATION PARTNERS LTD 2018-1</name>
        <lei>N/A</lei>
        <title>ZEPHYRUS CAPITAL AVIATION PART TERM LOAN</title>
        <cusip>933QMTII0</cusip>
        <identifiers>
          <isin value="US98944PAB31"/>
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        <balance>655762.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578185.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARGENT SECURITIES INC 2005-W4</name>
        <lei>N/A</lei>
        <title>ARGENT SECURITIES INC. ARSI 2005 W4 A2D</title>
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          <isin value="US040104PT27"/>
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        <balance>5807360.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4398682.190000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.1942</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="85748R009"/>
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        <curCd>USD</curCd>
        <valUSD>13741000.000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="Fixed Income Clearing Corp" isCleared="Y"/>
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      <invstOrSec>
        <name>ARGENT SECURITIES INC 2006-M1</name>
        <lei>N/A</lei>
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          <isin value="US04012MAM10"/>
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        <curCd>USD</curCd>
        <valUSD>11025891.740000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="926FSR009"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
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              <counterpartyInfo lei="KB1H1DSPRFMYMCUFXT09" name="Wells Fargo Bank, National Association"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="913ZLG001"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO DEUTSCHE REVERSE REPO</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="913ZLG001"/>
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        <curCd>USD</curCd>
        <valUSD>-71315455.920000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO DEUTSCHE REVERSE REPO</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="913ZLG001"/>
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        <balance>-247674788.980000</balance>
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        <curCd>USD</curCd>
        <valUSD>-248333577.460000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
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        <fairValLevel>2</fairValLevel>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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            <amtCurSold>13687735.930000</amtCurSold>
            <curSold>CAD</curSold>
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            <unrealizedAppr>143618.670000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD EUR BOUGHT USD 20231102</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23IQKBB4451"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.944700"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BNP PARIBAS</counterpartyName>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD GBP BOUGHT USD 20231102</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23ISKBB1V1Z"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.819500"/>
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        <pctVal>-0.0042908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BNP PARIBAS</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <curSold>GBP</curSold>
            <amtCurPur>111769111.440000</amtCurPur>
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            <unrealizedAppr>-352841.730000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-ASHF</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A</title>
        <cusip>04410RAG1</cusip>
        <identifiers>
          <isin value="US04410RAG11"/>
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        <balance>8335000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8115209.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.755</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-ASHF</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF C 144A</title>
        <cusip>04410RAJ5</cusip>
        <identifiers>
          <isin value="US04410RAJ59"/>
        </identifiers>
        <balance>15035000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14512912.630000</valUSD>
        <pctVal>0.1764866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.905</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-ASHF</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A</title>
        <cusip>04410RAL0</cusip>
        <identifiers>
          <isin value="US04410RAL06"/>
        </identifiers>
        <balance>13939000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13422929.430000</valUSD>
        <pctVal>0.1632317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.605</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD CAD BOUGHT USD 20231115</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="23HIKBB250Z"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.357400"/>
        <valUSD>17544.460000</valUSD>
        <pctVal>0.0002134</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>2168614.690000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>1615117.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2023-11-15</settlementDt>
            <unrealizedAppr>17544.460000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-KEYS</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS B 144A</title>
        <cusip>04410CAG4</cusip>
        <identifiers>
          <isin value="US04410CAG42"/>
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        <balance>11950000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11616193.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.955</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-KEYS</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS C 144A</title>
        <cusip>04410CAJ8</cusip>
        <identifiers>
          <isin value="US04410CAJ80"/>
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        <balance>2300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2205181.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.355</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST 2018-KEYS</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST AHT1 2018 KEYS D 144A</title>
        <cusip>04410CAL3</cusip>
        <identifiers>
          <isin value="US04410CAL37"/>
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        <balance>5700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5317572.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.255</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CMBX.NA.AAA.6 SP FBF</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWPC07QM6"/>
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        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>0.000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <indexBasketInfo>
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            <swapFlag>Y</swapFlag>
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            <curCd>USD</curCd>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CMBX.NA.AAA.6 SP FBF</title>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED FUNDING CERTS 2004-OPT5</name>
        <lei>N/A</lei>
        <title>ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A4</title>
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          <isin value="US04542BKB70"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASSET BACKED SEC CORP HM EQ 2003-HE6</name>
        <lei>N/A</lei>
        <title>ASSET BACKED SECURITIES CORP H ABSHE 2003 HE6 A3B</title>
        <cusip>04541GGM8</cusip>
        <identifiers>
          <isin value="US04541GGM87"/>
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        <balance>2507175.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2367890.560000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FED FUND 30DAY    FEB24 XCBT 20240229</title>
        <cusip>000000000</cusip>
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          <ticker value="FFG4"/>
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        <balance>-413.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1494486.440000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <unrealizedAppr>1494486.440000</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FED FUND 30DAY    NOV23 XCBT 20231130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FFX3"/>
        </identifiers>
        <balance>413.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-779527.190000</valUSD>
        <pctVal>-0.0094796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>FEDERAL FUND</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1V42P1-FEDERAL FUND"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-11-30</expDate>
            <notionalAmt>162851183.300000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-779527.190000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>FED FUND 30DAY    OCT23 XCBT 20231031</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FFV3"/>
        </identifiers>
        <balance>-10423.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1209571.820000</valUSD>
        <pctVal>-0.0147092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CHICAGO BOARD OF TRADE</counterpartyName>
              <counterpartyLei>549300EX04Q2QBFQTQ27</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>FEDERAL FUND</issueTitle>
                <identifiers>
                  <other otherDesc="Internal ID" value="ADI1V42R7-FEDERAL FUND"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2023-10-31</expDate>
            <notionalAmt>-4111876705.070000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1209571.820000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED SEC HOME EQTY LN 2007-HE2</name>
        <lei>N/A</lei>
        <title>ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2</title>
        <cusip>04544TAB7</cusip>
        <identifiers>
          <isin value="US04544TAB70"/>
        </identifiers>
        <balance>315549.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214585.070000</valUSD>
        <pctVal>0.0026095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.5142</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST 2006-HE2</name>
        <lei>N/A</lei>
        <title>ASSET BACKED SECURITIES CORP H ABSHE 2006 HE2 A1A</title>
        <cusip>04541GWC2</cusip>
        <identifiers>
          <isin value="US04541GWC22"/>
        </identifiers>
        <balance>1546207.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1301348.000000</valUSD>
        <pctVal>0.0158252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.9342</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE1</name>
        <lei>N/A</lei>
        <title>ASSET BACKED SECURITIES CORP H ABSHE 2007 HE1 A5</title>
        <cusip>04544RAD7</cusip>
        <identifiers>
          <isin value="US04544RAD70"/>
        </identifiers>
        <balance>9200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7920337.960000</valUSD>
        <pctVal>0.0963165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.8742</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2023-11-14</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Funds</ncom:nameOfApplicant>
      <ncom:signature>/s/ Bijal Parikh</ncom:signature>
      <ncom:signerName>Bijal Parikh</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
