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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CHZ77"/>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.125% 02/15/2036</title>
        <cusip>91282CPZ8</cusip>
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          <isin value="US91282CPZ85"/>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 02/01/2031#FS1234</title>
        <cusip>3140XGLQ0</cusip>
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        <curCd>USD</curCd>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.875% 10/31/2030</title>
        <cusip>91282CJG7</cusip>
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          <isin value="US91282CJG78"/>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.5% 01/15/2029</title>
        <cusip>91282CPT2</cusip>
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        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810UM8</cusip>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.5% 02/28/2031</title>
        <cusip>91282CQD6</cusip>
        <identifiers>
          <isin value="US91282CQD64"/>
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        <balance>1140000.00000000</balance>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
        <lei>N/A</lei>
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        <cusip>3137H3SE3</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.625% 11/15/2044</title>
        <cusip>912810UF3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>3414262.50000000</valUSD>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137HKUC6</cusip>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810UR7</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 2.75% 08/15/2032</title>
        <cusip>91282CFF3</cusip>
        <identifiers>
          <isin value="US91282CFF32"/>
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        <balance>13693000.00000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
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        <cusip>01F032666</cusip>
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        <balance>-6100000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA GTD MTG PASS THRU CTF SOFR30A+140 02/25/2055</title>
        <cusip>3136BUWL0</cusip>
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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>
          <annualizedRt>0.05012100</annualizedRt>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <identifiers>
          <other otherDesc="Bloomberg" value="COSLISH5KA"/>
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        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="SWO">
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.125% 11/30/2031</title>
        <cusip>91282CLZ2</cusip>
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          <isin value="US91282CLZ22"/>
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        <balance>3110000.00000000</balance>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 12/01/2052#RA8306</title>
        <cusip>3133KQGP5</cusip>
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          <isin value="US3133KQGP54"/>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.25% 03/31/2033</title>
        <cusip>91282CQF1</cusip>
        <identifiers>
          <isin value="US91282CQF13"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 6.5% 03/01/2054#CB8113</title>
        <cusip>3140QUAP1</cusip>
        <identifiers>
          <isin value="US3140QUAP18"/>
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        <balance>90782.91200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94514.31000000</valUSD>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.875% 12/31/2032</title>
        <cusip>91282CPQ8</cusip>
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          <isin value="US91282CPQ86"/>
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        <balance>810000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+110 FB 11/25/2054</title>
        <cusip>3137HHF97</cusip>
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          <isin value="US3137HHF977"/>
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        <valUSD>420327.87000000</valUSD>
        <pctVal>0.081109301608</pctVal>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>UST NOTES</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <identifiers>
          <isin value="US91282CGS44"/>
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        <balance>4740000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 12/01/2051#CB2320</title>
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          <isin value="US3140QMSJ40"/>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3137HCYX42"/>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.5% 02/15/2033</title>
        <cusip>91282CGM7</cusip>
        <identifiers>
          <isin value="US91282CGM73"/>
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        <balance>730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697349.61000000</valUSD>
        <pctVal>0.134565285533</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</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>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 3.194% 07/25/2027</title>
        <cusip>3137FAWS3</cusip>
        <identifiers>
          <isin value="US3137FAWS37"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>692336.54000000</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>0.03194000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.375% 05/15/2034</title>
        <cusip>91282CKQ3</cusip>
        <identifiers>
          <isin value="US91282CKQ32"/>
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        <balance>670000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671517.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</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>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 02/25/2055</title>
        <cusip>3137HJYG6</cusip>
        <identifiers>
          <isin value="US3137HJYG61"/>
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        <balance>575396.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>578375.44000000</valUSD>
        <pctVal>0.111607227010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04762100</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>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 3.43% 01/25/2027</title>
        <cusip>3137BVZ82</cusip>
        <identifiers>
          <isin value="US3137BVZ821"/>
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        <balance>492994.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490558.73000000</valUSD>
        <pctVal>0.094661522178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03430000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.875% 08/15/2034</title>
        <cusip>91282CLF6</cusip>
        <identifiers>
          <isin value="US91282CLF67"/>
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        <balance>4680000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4525626.92000000</valUSD>
        <pctVal>0.873295503396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 6% 06/01/2053#CB6539</title>
        <cusip>3140QSHR5</cusip>
        <identifiers>
          <isin value="US3140QSHR54"/>
        </identifiers>
        <balance>216322.61300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224240.17000000</valUSD>
        <pctVal>0.043270896077</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>0.06000000</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>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 1.25% 09/30/2028</title>
        <cusip>91282CCY5</cusip>
        <identifiers>
          <isin value="US91282CCY57"/>
        </identifiers>
        <balance>580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>544384.38000000</valUSD>
        <pctVal>0.105048082746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01250000</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>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA SOFR30A+145 11/25/2053</title>
        <cusip>3136BQRD3</cusip>
        <identifiers>
          <isin value="US3136BQRD38"/>
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        <balance>605613.35400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>614401.29000000</valUSD>
        <pctVal>0.118559018081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05062100</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>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048</title>
        <cusip>3136BLMF4</cusip>
        <identifiers>
          <isin value="US3136BLMF44"/>
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        <balance>133537.48400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124523.09000000</valUSD>
        <pctVal>0.024028815562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2024-K523 AS TSFR1M+55 05/25/2029</title>
        <cusip>3137HDJW1</cusip>
        <identifiers>
          <isin value="US3137HDJW17"/>
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        <balance>2294724.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2293503.42000000</valUSD>
        <pctVal>0.442569893434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04199170</annualizedRt>
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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>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2.5% 05/25/2049</title>
        <cusip>3137H5UF2</cusip>
        <identifiers>
          <isin value="US3137H5UF27"/>
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        <curCd>USD</curCd>
        <valUSD>91623.40000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHICAGO BOARD OF TRADE</name>
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        <title>US 2YR NOTE (CBT) FUT SEP26 TUU6</title>
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          <ticker value="TUU6"/>
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        <units>NC</units>
        <curCd>USD</curCd>
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            <payOffProf>Long</payOffProf>
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                <issuerName>UST NOTES</issuerName>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+120 02/25/2055</title>
        <cusip>3137HJZC4</cusip>
        <identifiers>
          <isin value="US3137HJZC49"/>
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        <balance>189927.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>190425.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.04812100</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT SOFR30A+52 11/25/2030</title>
        <cusip>3137HPUB7</cusip>
        <identifiers>
          <isin value="US3137HPUB70"/>
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        <balance>1999131.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1996409.53000000</valUSD>
        <pctVal>0.385240652025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04149170</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>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6.5% 10/01/2053#RJ0002</title>
        <cusip>3142GQAC6</cusip>
        <identifiers>
          <isin value="US3142GQAC68"/>
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        <balance>249774.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262714.05000000</valUSD>
        <pctVal>0.050695075533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</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>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>UST NOTES</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>UST NOTES</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2% 06/01/2056 #TBA</title>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL FARM CREDIT BANKS</name>
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        <title>FEDERAL FARM CREDIT BANKS VFAC SOFR+16.5 01/19/2029</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>UST NOTES</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CITIBANK, N.A.</name>
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        <name>BANK OF AMERICA, N.A.</name>
        <lei>B4TYDEB6GKMZO031MB27</lei>
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        <fairValLevel>2</fairValLevel>
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                    <balance>N/A</balance>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA SOFR30A+120 09/25/2053</title>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>UST NOTES</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>LONDON CLEARING HOUSE</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US9128285M81"/>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA GTD MTG PASS THRU CTF 2025-7 DF SOFR30A+140 09/25/2054</title>
        <cusip>3136BUWX4</cusip>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3.875% 08/15/2033</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03875000</annualizedRt>
          <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 GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 09/01/2035#FS0112</title>
        <cusip>3140XFDS7</cusip>
        <identifiers>
          <isin value="US3140XFDS79"/>
        </identifiers>
        <balance>99465.67700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96766.10000000</valUSD>
        <pctVal>0.018672639504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</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="As of March 2025, monthly returns presented in Item B.5.a. have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-06-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
