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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS2955</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179NTC29"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0818</title>
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          <isin value="US31417Y4C85"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7638</title>
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          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745097</title>
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          <isin value="US31403CX221"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889883</title>
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          <isin value="US31410KUG74"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02581</title>
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          <isin value="US3128M4FW82"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BP6583</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08369</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91876</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91403</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3956</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G02682</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-01</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08785</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RF953"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
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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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4559</title>
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          <isin value="US36202FB478"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04877</title>
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          <isin value="US3128M6XE31"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995018</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0180</title>
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          <isin value="US3140Q7FW28"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BQ3004</title>
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          <isin value="US3140KNKS67"/>
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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>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8004</title>
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          <isin value="US3132DV3M54"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08682</title>
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          <isin value="US3128MJXL93"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US31417F7K81"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18360</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07068</title>
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          <isin value="US3128M9FH03"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA3148</title>
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          <isin value="US3140QAQA11"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18587</title>
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          <isin value="US3128MMUM33"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 782379</title>
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        <lei>N/A</lei>
        <title>FN FM3442</title>
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        <title>G2 3853</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QHV68"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4299</title>
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          <isin value="US3140J8X570"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7248</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783024</title>
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          <isin value="US36241LLD63"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3867</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q15774</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AU1650</title>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 955803</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4947</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7733</title>
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        <curCd>USD</curCd>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2825</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5808</title>
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          <isin value="US3140X9N274"/>
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        <curCd>USD</curCd>
        <valUSD>2265609.03000000</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>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06072</title>
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          <isin value="US3128M8CH56"/>
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        <curCd>USD</curCd>
        <valUSD>162916.08000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6865</title>
        <cusip>36179VTW0</cusip>
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          <isin value="US36179VTW09"/>
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        <curCd>USD</curCd>
        <valUSD>21975533.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14660</title>
        <cusip>3128MDMH3</cusip>
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          <isin value="US3128MDMH31"/>
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        <curCd>USD</curCd>
        <valUSD>813053.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15454</title>
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          <isin value="US3128MEH797"/>
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        <balance>108568.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109949.50000000</valUSD>
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        <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>2.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5024</title>
        <cusip>3140J9SN2</cusip>
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          <isin value="US3140J9SN27"/>
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        <balance>318101.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>323531.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18611</title>
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          <isin value="US3128MMVD25"/>
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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>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254693</title>
        <cusip>31371K3A7</cusip>
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          <isin value="US31371K3A78"/>
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        <curCd>USD</curCd>
        <valUSD>65362.81000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0463</title>
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          <isin value="US36179MQQ68"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE5463</title>
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          <isin value="US31419GB943"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
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          <isin value="US01F0326334"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0093</title>
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          <isin value="US3132DMC602"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZT1711</title>
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          <isin value="US3132AD3U09"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <annualizedRt>4.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM3572</title>
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          <isin value="US3140X66J57"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3240</title>
        <cusip>31418CS62</cusip>
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          <isin value="US31418CS625"/>
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        <balance>1124944.28000000</balance>
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        <valUSD>1198704.51000000</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>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5497</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725589</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3611</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN BC0187</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1175</title>
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        <title>FG G06008</title>
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          <isin value="US3128M8AH74"/>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00632</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03613</title>
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          <isin value="US31292LAN55"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15717</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254739</title>
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          <isin value="US31371K4Y46"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07020</title>
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          <isin value="US3128M9DZ29"/>
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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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          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08837</title>
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          <isin value="US3128MJ4X54"/>
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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>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS8546</title>
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          <isin value="US3132A9P763"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6867</title>
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          <isin value="US3138EPTZ77"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A96298</title>
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          <isin value="US3129447K17"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 933313</title>
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          <isin value="US31412SK209"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5383</title>
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          <isin value="US3140X86V40"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781840</title>
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          <isin value="US36241KBH05"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890386</title>
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          <isin value="US31410LF315"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03531</title>
        <cusip>31292K4Q7</cusip>
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          <isin value="US31292K4Q77"/>
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        <balance>229842.79000000</balance>
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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>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995372</title>
        <cusip>31416BW95</cusip>
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          <isin value="US31416BW953"/>
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        <balance>74669.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80653.15000000</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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          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 4 3/22</title>
        <cusip>01F040636</cusip>
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          <isin value="US01F0406367"/>
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        <balance>3075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3209050.94000000</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>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91619</title>
        <cusip>3128P7YQ0</cusip>
        <identifiers>
          <isin value="US3128P7YQ04"/>
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        <curCd>USD</curCd>
        <valUSD>1202501.54000000</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>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4333</title>
        <cusip>31418DY71</cusip>
        <identifiers>
          <isin value="US31418DY712"/>
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        <balance>28948571.24600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28247781.34000000</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>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5077</title>
        <cusip>3140X8UB1</cusip>
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          <isin value="US3140X8UB11"/>
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        <balance>1535630.55710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1554407.33000000</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>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2522</title>
        <cusip>36179QYT2</cusip>
        <identifiers>
          <isin value="US36179QYT20"/>
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        <balance>376062.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400338.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5991</title>
        <cusip>3140X9UR4</cusip>
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          <isin value="US3140X9UR46"/>
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        <curCd>USD</curCd>
        <valUSD>5990372.61000000</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>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5005</title>
        <cusip>3140X8R33</cusip>
        <identifiers>
          <isin value="US3140X8R335"/>
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        <balance>5038715.41220000</balance>
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        <curCd>USD</curCd>
        <valUSD>4908235.86000000</valUSD>
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        <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>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1584</title>
        <cusip>31418AXN3</cusip>
        <identifiers>
          <isin value="US31418AXN35"/>
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        <balance>910460.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>955475.22000000</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>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 784106</title>
        <cusip>3622A2R38</cusip>
        <identifiers>
          <isin value="US3622A2R381"/>
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        <balance>8384889.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8810051.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0698</title>
        <cusip>31417YX44</cusip>
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          <isin value="US31417YX449"/>
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        <balance>278136.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>286370.65000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT2091</title>
        <cusip>3132AEKC9</cusip>
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          <isin value="US3132AEKC92"/>
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        <balance>496726.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>509229.88000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E03048</title>
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          <isin value="US31294ML582"/>
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        <balance>401744.71000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC0048</title>
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          <isin value="US3140EUBS75"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 728979</title>
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          <isin value="US3620AF2L00"/>
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        <curCd>USD</curCd>
        <valUSD>80087.95000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08331</title>
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          <isin value="US3128MJLM05"/>
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        <balance>452385.96000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6769</title>
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          <isin value="US36179VQW36"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 759087</title>
        <cusip>36230UCY3</cusip>
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          <isin value="US36230UCY38"/>
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        <balance>877907.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>952524.89000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA2805</title>
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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>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3395</title>
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          <isin value="US31416YXZ68"/>
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        <balance>242521.70000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT1640</title>
        <cusip>3132ADZD3</cusip>
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          <isin value="US3132ADZD38"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889505</title>
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          <isin value="US31410KGN81"/>
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        <curCd>USD</curCd>
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        <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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1389</title>
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          <isin value="US3140X4RK43"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO7977</title>
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          <isin value="US3138LY2K28"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3988</title>
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          <isin value="US31418DNE84"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 929009</title>
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          <isin value="US31412MDN56"/>
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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>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2921</title>
        <cusip>3138EKG74</cusip>
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          <isin value="US3138EKG743"/>
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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>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2332</title>
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          <isin value="US3133KHSV95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5094</title>
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          <isin value="US3133KYUT45"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ5118</title>
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          <isin value="US3138MLVL57"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US312944PJ42"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190360</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179UUJ95"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91581</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140X6XB28"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BK5546</title>
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          <isin value="US3617J6ET76"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08675</title>
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        <fairValLevel>2</fairValLevel>
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        <title>FG G08727</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140X5ZQ95"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG E02703</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09025</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0016</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G67708</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4183</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2495</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 BM3956</title>
        <cusip>3617JUMD0</cusip>
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          <isin value="US3617JUMD03"/>
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        <balance>722291.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>797280.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7582</title>
        <cusip>3138WHM82</cusip>
        <identifiers>
          <isin value="US3138WHM822"/>
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        <balance>564698.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575236.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6064</title>
        <cusip>3138WFW28</cusip>
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          <isin value="US3138WFW288"/>
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        <balance>2698602.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2756499.01000000</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>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1842</title>
        <cusip>3140X5BL6</cusip>
        <identifiers>
          <isin value="US3140X5BL64"/>
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        <balance>1996842.68600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2070490.44000000</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>2034-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1366</title>
        <cusip>31416WQU9</cusip>
        <identifiers>
          <isin value="US31416WQU98"/>
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        <balance>67249.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69993.47000000</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>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4286</title>
        <cusip>3140X7XQ7</cusip>
        <identifiers>
          <isin value="US3140X7XQ79"/>
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        <balance>3734609.73540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3589294.95000000</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>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ0535</title>
        <cusip>3138MFSZ1</cusip>
        <identifiers>
          <isin value="US3138MFSZ13"/>
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        <balance>1033276.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1065576.86000000</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>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93497</title>
        <cusip>3129413E5</cusip>
        <identifiers>
          <isin value="US3129413E56"/>
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        <balance>403047.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435826.95000000</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>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93093</title>
        <cusip>312941NJ2</cusip>
        <identifiers>
          <isin value="US312941NJ21"/>
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        <balance>721105.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>779705.33000000</valUSD>
        <pctVal>0.004872192937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN MA2909</title>
        <cusip>31418CGT5</cusip>
        <identifiers>
          <isin value="US31418CGT53"/>
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        <balance>1507883.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1573509.24000000</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>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q44452</title>
        <cusip>3132WH5N1</cusip>
        <identifiers>
          <isin value="US3132WH5N19"/>
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        <balance>1367552.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1393438.69000000</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>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03812</title>
        <cusip>3128M5R93</cusip>
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          <isin value="US3128M5R934"/>
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        <balance>176108.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>197706.86000000</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>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93990</title>
        <cusip>312942NF8</cusip>
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          <isin value="US312942NF81"/>
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        <balance>3971672.94720000</balance>
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        <curCd>USD</curCd>
        <valUSD>4261151.51000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1200</title>
        <cusip>31418AKN7</cusip>
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          <isin value="US31418AKN71"/>
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        <balance>3408760.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3499760.68000000</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>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02897</title>
        <cusip>31294MGE5</cusip>
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          <isin value="US31294MGE57"/>
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        <balance>4064.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4253.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8409</title>
        <cusip>3138WJKX5</cusip>
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          <isin value="US3138WJKX58"/>
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        <balance>141895.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>143879.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE5487</title>
        <cusip>31419GCZ5</cusip>
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          <isin value="US31419GCZ54"/>
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        <balance>262854.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>270736.02000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03517</title>
        <cusip>31292K4A2</cusip>
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          <isin value="US31292K4A26"/>
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        <balance>412964.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>447962.21000000</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>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08068</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4024</title>
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          <isin value="US3140QBPJ12"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BR0454</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745950</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN BC1849</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08784</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM5217</title>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179TLU78"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q13637</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05852</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3132DMJK27"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM1194</title>
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          <isin value="US3131XUKF36"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08631</title>
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          <isin value="US3128MJVZ08"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7163</title>
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          <isin value="US3140XA5Z11"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AH0944</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179RQZ54"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08783</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01797</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4689</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8397</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A14237</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO0423</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2835</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3106</title>
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          <isin value="US36179RNX34"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8600</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6606</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60342</title>
        <cusip>31335ALX4</cusip>
        <identifiers>
          <isin value="US31335ALX45"/>
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        <balance>95809.04200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106660.77000000</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>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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 or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2.5 3/22</title>
        <cusip>01F022634</cusip>
        <identifiers>
          <isin value="US01F0226344"/>
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        <balance>179791000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>177318873.75000000</valUSD>
        <pctVal>1.108023417557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3296</title>
        <cusip>36202DUV1</cusip>
        <identifiers>
          <isin value="US36202DUV18"/>
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        <balance>4139.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4724.85000000</valUSD>
        <pctVal>0.000029524462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6226</title>
        <cusip>3138EN4L0</cusip>
        <identifiers>
          <isin value="US3138EN4L07"/>
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        <balance>509549.04410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516124.16000000</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>2030-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN AS7904</title>
        <cusip>3138WHYA4</cusip>
        <identifiers>
          <isin value="US3138WHYA44"/>
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        <balance>939722.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>957221.88000000</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>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18710</title>
        <cusip>3128MMYG2</cusip>
        <identifiers>
          <isin value="US3128MMYG29"/>
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        <balance>1964682.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2027122.11000000</valUSD>
        <pctVal>0.012667003351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 729037</title>
        <cusip>3620AF4W4</cusip>
        <identifiers>
          <isin value="US3620AF4W47"/>
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        <balance>592395.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>676607.70000000</valUSD>
        <pctVal>0.004227960398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4680</title>
        <cusip>31417BFW2</cusip>
        <identifiers>
          <isin value="US31417BFW28"/>
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        <balance>38161.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39849.34000000</valUSD>
        <pctVal>0.000249009036</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>3.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4379</title>
        <cusip>3140X72M0</cusip>
        <identifiers>
          <isin value="US3140X72M05"/>
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        <balance>1265241.58110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1287300.82000000</valUSD>
        <pctVal>0.008044036282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY1394</title>
        <cusip>3138YERQ2</cusip>
        <identifiers>
          <isin value="US3138YERQ20"/>
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        <balance>2548341.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2602877.40000000</valUSD>
        <pctVal>0.016264761055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB0406</title>
        <cusip>3132CWNX8</cusip>
        <identifiers>
          <isin value="US3132CWNX82"/>
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        <balance>533218.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>542093.40000000</valUSD>
        <pctVal>0.003387412569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3524</title>
        <cusip>36179R4H9</cusip>
        <identifiers>
          <isin value="US36179R4H93"/>
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        <balance>247316.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>280169.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6410</title>
        <cusip>36179VDP2</cusip>
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          <isin value="US36179VDP22"/>
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        <balance>7297581.98830000</balance>
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        <curCd>USD</curCd>
        <valUSD>7540004.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0533</title>
        <cusip>36179MSW1</cusip>
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          <isin value="US36179MSW19"/>
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        <curCd>USD</curCd>
        <valUSD>3788343.36000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3598</title>
        <cusip>36179R7K9</cusip>
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          <isin value="US36179R7K95"/>
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        <curCd>USD</curCd>
        <valUSD>3667292.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 779084</title>
        <cusip>36176XJ59</cusip>
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          <isin value="US36176XJ595"/>
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        <balance>497712.88000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ2940</title>
        <cusip>3138YUHS3</cusip>
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          <isin value="US3138YUHS38"/>
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        <balance>1501000.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1558131.80000000</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>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5054</title>
        <cusip>36202FTK2</cusip>
        <identifiers>
          <isin value="US36202FTK20"/>
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        <balance>306142.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>325995.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FN FM9933</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH5752</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0315</title>
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          <isin value="US3138W9K580"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2472</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q11213</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890335</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5122</title>
        <cusip>36202FVP8</cusip>
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          <isin value="US36202FVP88"/>
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        <curCd>USD</curCd>
        <valUSD>109293.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3173</title>
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        <balance>7312982.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7654975.01000000</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>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18516</title>
        <cusip>3128MMSE4</cusip>
        <identifiers>
          <isin value="US3128MMSE45"/>
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        <balance>312112.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321995.71000000</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>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1165</title>
        <cusip>31418AJK5</cusip>
        <identifiers>
          <isin value="US31418AJK51"/>
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        <balance>9443742.50730000</balance>
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        <curCd>USD</curCd>
        <valUSD>9695758.22000000</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>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00676</title>
        <cusip>31292GXD3</cusip>
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          <isin value="US31292GXD32"/>
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        <balance>15480.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16649.28000000</valUSD>
        <pctVal>0.000104037386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1846</title>
        <cusip>3138EJBQ0</cusip>
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          <isin value="US3138EJBQ01"/>
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        <balance>21764.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22414.19000000</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>2037-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85100000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN AB3737</title>
        <cusip>31417AEK1</cusip>
        <identifiers>
          <isin value="US31417AEK16"/>
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        <balance>1107991.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1162431.31000000</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>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0500</title>
        <cusip>31417YRW9</cusip>
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          <isin value="US31417YRW92"/>
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        <balance>106799.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>118028.60000000</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>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH2683</title>
        <cusip>3138A36V4</cusip>
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          <isin value="US3138A36V42"/>
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        <balance>811900.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>871065.33000000</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>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4467</title>
        <cusip>31418D6D9</cusip>
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          <isin value="US31418D6D92"/>
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        <balance>5322924.93360000</balance>
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        <curCd>USD</curCd>
        <valUSD>5381548.44000000</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>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3462</title>
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          <isin value="US31418CZ497"/>
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        <balance>334243.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>344776.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BJ1665</title>
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          <isin value="US3140H2Z760"/>
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        <balance>375898.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>395009.46000000</valUSD>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4320</title>
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          <isin value="US3140X7YS27"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6060</title>
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          <isin value="US3140X9WW13"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD8249</title>
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          <isin value="US3140FGEX31"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4329</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3935</title>
        <cusip>36179SLQ8</cusip>
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          <isin value="US36179SLQ83"/>
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        <balance>1214927.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1215358.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2714</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08737</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08507</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18330</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP4786</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J12463</title>
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          <isin value="US3128PRWY13"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3518</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 928147</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4283</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5189</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698481</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7827</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2868</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3662</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5766</title>
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          <isin value="US36179UMP48"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202EQM48"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08347</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2833</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 962727</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR SD8098</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SUV77"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07288</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TG411"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01879</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95407</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91782</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J11140</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A61800</title>
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          <isin value="US3128KR7M02"/>
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        <balance>36594.19000000</balance>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
        <title>FN FM4317</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995685</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR QA6436</title>
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          <isin value="US3133A1EH15"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4749</title>
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          <isin value="US3140X8H344"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0200</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS0554</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18642</title>
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        <title>FG G08667</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AE3066</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4079</title>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G14649</title>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2469</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3276</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255892</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AD1716</title>
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        <name>Ginnie Mae II Pool</name>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4836</title>
        <cusip>36179TLR4</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3744</title>
        <cusip>31418DES7</cusip>
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        <balance>4119353.75140000</balance>
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        <curCd>USD</curCd>
        <valUSD>4165524.29000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8053</title>
        <cusip>3132D55N8</cusip>
        <identifiers>
          <isin value="US3132D55N82"/>
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        <balance>383433.61600000</balance>
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        <curCd>USD</curCd>
        <valUSD>388456.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1387</title>
        <cusip>3140X4RH1</cusip>
        <identifiers>
          <isin value="US3140X4RH14"/>
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        <balance>6437754.62400000</balance>
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        <curCd>USD</curCd>
        <valUSD>7080898.54000000</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>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08106</title>
        <cusip>3128MJDL1</cusip>
        <identifiers>
          <isin value="US3128MJDL14"/>
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        <balance>92050.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107699.45000000</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>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 736570</title>
        <cusip>3620AQJP9</cusip>
        <identifiers>
          <isin value="US3620AQJP95"/>
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        <balance>1160671.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1300593.98000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Z40130</title>
        <cusip>3132FCEB7</cusip>
        <identifiers>
          <isin value="US3132FCEB72"/>
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        <balance>9031705.99630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9377039.60000000</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>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5330</title>
        <cusip>36202F4P8</cusip>
        <identifiers>
          <isin value="US36202F4P80"/>
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        <balance>288172.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301399.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BO3283</title>
        <cusip>3140JXUH9</cusip>
        <identifiers>
          <isin value="US3140JXUH93"/>
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        <balance>31604.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32397.59000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4178</title>
        <cusip>31418DUC4</cusip>
        <identifiers>
          <isin value="US31418DUC46"/>
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        <balance>16995956.58550000</balance>
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        <curCd>USD</curCd>
        <valUSD>16563125.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3340</title>
        <cusip>3140X6WA5</cusip>
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          <isin value="US3140X6WA53"/>
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        <curCd>USD</curCd>
        <valUSD>4334196.00000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782213</title>
        <cusip>36241KN61</cusip>
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          <isin value="US36241KN612"/>
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        <balance>401060.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>454015.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3990</title>
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          <isin value="US31418DNG33"/>
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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>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5365</title>
        <cusip>3138WE6B0</cusip>
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          <isin value="US3138WE6B08"/>
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        <balance>1253923.98000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ9316</title>
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          <isin value="US3138MRK677"/>
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        <balance>1150554.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1148337.20000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3455</title>
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          <isin value="US36179RZU66"/>
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        <curCd>USD</curCd>
        <valUSD>686294.34000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 3 3/22</title>
        <cusip>01F030637</cusip>
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          <isin value="US01F0306377"/>
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        <balance>-4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4038750.00000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18441</title>
        <cusip>3128MMP31</cusip>
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          <isin value="US3128MMP314"/>
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        <balance>368598.34000000</balance>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4681</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132A4JV11"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1228</title>
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          <isin value="US3140J5LJ65"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08488</title>
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          <isin value="US3128MJRJ12"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6080</title>
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          <isin value="US3140X9XJ92"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4441</title>
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          <isin value="US31418D5B46"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4216</title>
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          <isin value="US3140X7VJ54"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <title>FN AB6611</title>
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        <lei>N/A</lei>
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        <title>FG E02707</title>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ6046</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC9003</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
        <title>FN 889493</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08073</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AF1078</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91164</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FS0604</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AB9106</title>
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          <isin value="US36178WDK27"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3639</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN 190375</title>
        <cusip>31368HMY6</cusip>
        <identifiers>
          <isin value="US31368HMY61"/>
        </identifiers>
        <balance>430398.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487558.97000000</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>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03935</title>
        <cusip>31292LLQ6</cusip>
        <identifiers>
          <isin value="US31292LLQ67"/>
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        <balance>237223.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252806.10000000</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>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN MA4493</title>
        <cusip>31418D7F3</cusip>
        <identifiers>
          <isin value="US31418D7F32"/>
        </identifiers>
        <balance>60010379.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59272035.81000000</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>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5650</title>
        <cusip>36179UH39</cusip>
        <identifiers>
          <isin value="US36179UH391"/>
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        <balance>1285709.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1337812.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08086</title>
        <cusip>3128MJCY4</cusip>
        <identifiers>
          <isin value="US3128MJCY44"/>
        </identifiers>
        <balance>157860.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182143.30000000</valUSD>
        <pctVal>0.001138170108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6877</title>
        <cusip>3140XAUB6</cusip>
        <identifiers>
          <isin value="US3140XAUB64"/>
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        <balance>1707749.41440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1861456.60000000</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>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN AL2861</title>
        <cusip>3138EKFB6</cusip>
        <identifiers>
          <isin value="US3138EKFB68"/>
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        <balance>956545.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004720.70000000</valUSD>
        <pctVal>0.006278260402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN MA3941</title>
        <cusip>31418DLX8</cusip>
        <identifiers>
          <isin value="US31418DLX83"/>
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        <balance>1059149.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1054505.42000000</valUSD>
        <pctVal>0.006589353262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18435</title>
        <cusip>3128MMPV9</cusip>
        <identifiers>
          <isin value="US3128MMPV96"/>
        </identifiers>
        <balance>412338.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417442.72000000</valUSD>
        <pctVal>0.002608500152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J32368</title>
        <cusip>31307NTZ7</cusip>
        <identifiers>
          <isin value="US31307NTZ77"/>
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        <balance>509059.46970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>517082.86000000</valUSD>
        <pctVal>0.003231127660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08846</title>
        <cusip>3128MJ5G1</cusip>
        <identifiers>
          <isin value="US3128MJ5G13"/>
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        <balance>110467.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>113892.64000000</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>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1368</title>
        <cusip>3140X4QW9</cusip>
        <identifiers>
          <isin value="US3140X4QW99"/>
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        <balance>5080462.33180000</balance>
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        <curCd>USD</curCd>
        <valUSD>5252361.81000000</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>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2 3/22</title>
        <cusip>01F020638</cusip>
        <identifiers>
          <isin value="US01F0206387"/>
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        <balance>-4175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4002781.25000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0089</title>
        <cusip>36179MC24</cusip>
        <identifiers>
          <isin value="US36179MC241"/>
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        <balance>1234552.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1314516.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8106</title>
        <cusip>3132DWAF0</cusip>
        <identifiers>
          <isin value="US3132DWAF05"/>
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        <balance>71735999.02340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68863388.33000000</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>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13596</title>
        <cusip>3128MCGD1</cusip>
        <identifiers>
          <isin value="US3128MCGD18"/>
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        <balance>49113.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50878.00000000</valUSD>
        <pctVal>0.000317924506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08712</title>
        <cusip>3128MJYJ3</cusip>
        <identifiers>
          <isin value="US3128MJYJ39"/>
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        <balance>697178.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>737481.95000000</valUSD>
        <pctVal>0.004608349090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91846</title>
        <cusip>3128P8BP5</cusip>
        <identifiers>
          <isin value="US3128P8BP50"/>
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        <balance>658706.61000000</balance>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4363</title>
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        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AZ7362</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3494</title>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1630</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03518</title>
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          <isin value="US31292K4B09"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BN9283</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7798</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G05923</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 932279</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>GN 701993</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FG Q00543</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3157</title>
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          <isin value="US3138WCQK21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5595</title>
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          <isin value="US36179UGC09"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781952</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6288</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202F2R64"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4417</title>
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        <name>Freddie Mac Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179NBB38"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7601</title>
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          <isin value="US3138WHNT53"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS9163</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3902</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254763</title>
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          <isin value="US31371K5Y37"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8247</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB7362</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36225FDB22"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2041-04-20</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS9760</title>
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          <isin value="US3138WKZ240"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995088</title>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1785</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3420</title>
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          <isin value="US3140X6YS44"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3307</title>
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          <isin value="US31418CU936"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2847</title>
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          <isin value="US3140X6EV92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2922</title>
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          <isin value="US31418CG810"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745283</title>
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          <isin value="US31403C6U04"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0148</title>
        <cusip>3138EGEW0</cusip>
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          <isin value="US3138EGEW03"/>
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        <curCd>USD</curCd>
        <valUSD>565575.76000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7745</title>
        <cusip>31417ETB7</cusip>
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          <isin value="US31417ETB73"/>
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        <balance>259437.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>267276.05000000</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>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5141</title>
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          <isin value="US3140X8WB92"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 604548</title>
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          <isin value="US36200MTD55"/>
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        <balance>183017.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>199073.36000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3426</title>
        <cusip>3140X6YY1</cusip>
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          <isin value="US3140X6YY12"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 82669</title>
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          <isin value="US36225E6F43"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18578</title>
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          <isin value="US3128MMUC50"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3797</title>
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          <isin value="US31418DGF33"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1141</title>
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          <isin value="US31418AHT88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A75230</title>
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          <isin value="US3128L8Y331"/>
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        <curCd>USD</curCd>
        <valUSD>198305.60000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2826</title>
        <cusip>36179RD71</cusip>
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          <isin value="US36179RD719"/>
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        <balance>4840464.76650000</balance>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5696</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4038</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783613</title>
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          <isin value="US3622A2AN20"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725162</title>
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        <curCd>USD</curCd>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555424</title>
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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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93853</title>
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          <isin value="US312942H651"/>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3155</title>
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          <isin value="US31418CQH06"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1890</title>
        <cusip>3140J6C47</cusip>
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          <isin value="US3140J6C479"/>
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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>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO0752</title>
        <cusip>3138LQZS6</cusip>
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          <isin value="US3138LQZS60"/>
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        <curCd>USD</curCd>
        <valUSD>389606.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8053</title>
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          <isin value="US3132DV5N10"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06814</title>
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          <isin value="US3128M83X08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA6421</title>
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          <isin value="US3140QED339"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5259</title>
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          <isin value="US3140X8ZZ34"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2050-11-01</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18484</title>
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          <isin value="US3128MMRE53"/>
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          <annualizedRt>3.00000000</annualizedRt>
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        <name>Ginnie Mae II Pool</name>
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        <title>G2 MA4067</title>
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          <isin value="US36179SQU41"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1456</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-09-01</maturityDt>
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          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08035</title>
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          <isin value="US3128MJBD16"/>
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        <valUSD>634286.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 993998</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3249</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18681</title>
        <cusip>3128MMXK4</cusip>
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          <isin value="US3128MMXK40"/>
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        <curCd>USD</curCd>
        <valUSD>70191.72000000</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>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BN0628</title>
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          <isin value="US3140JGVW29"/>
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        <curCd>USD</curCd>
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        <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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5988</title>
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          <isin value="US36179UUM25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 738902</title>
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          <isin value="US3620AS3K37"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1979</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5111</title>
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          <isin value="US3140J9VD08"/>
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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>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH2986</title>
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          <isin value="US3138A4J894"/>
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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>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4049</title>
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          <isin value="US36202EQA00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8074</title>
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          <isin value="US3138WH6L17"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5076</title>
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          <isin value="US36179TT968"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J11053</title>
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          <isin value="US3128PQE239"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5065</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179U6W70"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN MA2831</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179NNA27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2578</title>
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      </invstOrSec>
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        <name>Ginnie Mae I Pool</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP2138</title>
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          <isin value="US3138M5LU19"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3691</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8083</title>
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          <isin value="US3132DV6U44"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5127</title>
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          <isin value="US3140X8VV65"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0624</title>
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          <isin value="US31419AVS31"/>
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        <curCd>USD</curCd>
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        <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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1011</title>
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          <isin value="US36179NDQ88"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH4429</title>
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          <isin value="US3138A54P47"/>
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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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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08592</title>
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          <isin value="US3128MJUS73"/>
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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>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91447</title>
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          <isin value="US3128P7TC72"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3468</title>
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          <isin value="US3138WC2A07"/>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VVX53"/>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 782949</title>
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        <name>Ginnie Mae I Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7343</title>
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          <isin value="US3138WHER98"/>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G04495</title>
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          <couponKind>Fixed</couponKind>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5367</title>
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          <isin value="US3140X86D42"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7077</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745875</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZS4659</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0204</title>
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          <isin value="US36179MGM64"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698012</title>
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          <isin value="US36296QN548"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1248</title>
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          <isin value="US3140J5L647"/>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1231</title>
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          <isin value="US3140J5LM94"/>
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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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      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1G2261</title>
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          <isin value="US3128QSQN95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA6555</title>
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          <isin value="US31329QH874"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1210</title>
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          <isin value="US31418AKY37"/>
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        <name>Fannie Mae Pool</name>
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          <isin value="US3138X0M543"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA3218</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 737036</title>
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          <isin value="US3620AQY987"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <title>FN AU3735</title>
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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>
        <name>Fannie Mae Pool</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725703</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4688</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01428</title>
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          <isin value="US31292HSR65"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG V83453</title>
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        <curCd>USD</curCd>
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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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08747</title>
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          <isin value="US3128MJZM58"/>
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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>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1010</title>
        <cusip>31418ADQ8</cusip>
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          <isin value="US31418ADQ85"/>
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        <balance>878928.60000000</balance>
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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>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14820</title>
        <cusip>3128MDSH7</cusip>
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          <isin value="US3128MDSH76"/>
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        <balance>154897.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>159888.64000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0651</title>
        <cusip>31417YWM5</cusip>
        <identifiers>
          <isin value="US31417YWM55"/>
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        <balance>929125.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>974869.35000000</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>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05928</title>
        <cusip>3128M74M5</cusip>
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          <isin value="US3128M74M51"/>
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        <curCd>USD</curCd>
        <valUSD>132276.04000000</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>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1845</title>
        <cusip>31416XBP4</cusip>
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          <isin value="US31416XBP42"/>
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        <curCd>USD</curCd>
        <valUSD>81303.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18689</title>
        <cusip>3128MMXT5</cusip>
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          <isin value="US3128MMXT58"/>
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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>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BE2472</title>
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          <isin value="US3140FMXA94"/>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ4794</title>
        <cusip>3138YWKG1</cusip>
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          <isin value="US3138YWKG19"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6489</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1561</title>
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          <isin value="US3138EHWX66"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4724</title>
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          <isin value="US3132A5G901"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18363</title>
        <cusip>3128MMMM2</cusip>
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          <isin value="US3128MMMM25"/>
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        <balance>33353.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34398.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08770</title>
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          <isin value="US3128MJ2C36"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5055</title>
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          <isin value="US36202FTL03"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4284</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW3705</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4681</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0005</title>
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          <isin value="US3138EGAF16"/>
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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>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07801</title>
        <cusip>3128MAAA7</cusip>
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          <isin value="US3128MAAA76"/>
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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>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 731110</title>
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          <isin value="US3620AJGT02"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06956</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08748</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179TLT06"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
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        <title>FN BK8288</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1645</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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          <isin value="US36241LKM71"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7801</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7062</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FG G08775</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG E02920</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RS832"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08781</title>
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          <isin value="US3128MJ2P49"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06185</title>
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          <isin value="US3128M8F255"/>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM6980</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Non Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 915091</title>
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        <title>FG C03815</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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          <isin value="US36202E5G00"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555592</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0495</title>
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          <isin value="US3132DMRQ05"/>
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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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          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0646</title>
        <cusip>36179MWF3</cusip>
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          <isin value="US36179MWF30"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-12-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 784035</title>
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          <isin value="US3622A2PU08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781564</title>
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          <isin value="US36225BWZ74"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890514</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0751</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BN3897</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2738</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A87434</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN CA6026</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VTX81"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08618</title>
        <cusip>3128MJVL1</cusip>
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          <isin value="US3128MJVL12"/>
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        <curCd>USD</curCd>
        <valUSD>201879.29000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7076</title>
        <cusip>31417D2J1</cusip>
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          <isin value="US31417D2J19"/>
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        <balance>3235376.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3333058.04000000</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>
          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 932359</title>
        <cusip>31412QZY8</cusip>
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          <isin value="US31412QZY87"/>
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        <balance>128287.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>133510.74000000</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>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH6790</title>
        <cusip>3138A8RL2</cusip>
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          <isin value="US3138A8RL24"/>
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        <balance>287845.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310783.57000000</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>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8272</title>
        <cusip>3138ETFN1</cusip>
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          <isin value="US3138ETFN16"/>
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        <balance>1494686.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1541887.15000000</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>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4802</title>
        <cusip>36202FKP0</cusip>
        <identifiers>
          <isin value="US36202FKP08"/>
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        <balance>303208.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343574.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM9578</title>
        <cusip>3140XDUC8</cusip>
        <identifiers>
          <isin value="US3140XDUC86"/>
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        <balance>4373387.68280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4197827.66000000</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>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3910</title>
        <cusip>31418DKY7</cusip>
        <identifiers>
          <isin value="US31418DKY75"/>
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        <balance>2035846.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2026921.01000000</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>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS2913</title>
        <cusip>3132A3GW4</cusip>
        <identifiers>
          <isin value="US3132A3GW48"/>
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        <balance>575329.49120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635287.22000000</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>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0919</title>
        <cusip>31418AAV0</cusip>
        <identifiers>
          <isin value="US31418AAV08"/>
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        <balance>852489.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892278.23000000</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>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255493</title>
        <cusip>31371LXW4</cusip>
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          <isin value="US31371LXW44"/>
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        <balance>6606.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6995.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01648</title>
        <cusip>31292HZM9</cusip>
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          <isin value="US31292HZM95"/>
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        <balance>889920.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>981380.38000000</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>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06709</title>
        <cusip>3128M8YE8</cusip>
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          <isin value="US3128M8YE87"/>
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        <balance>52118.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56813.10000000</valUSD>
        <pctVal>0.000355011533</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14572</title>
        <cusip>3128MDJR5</cusip>
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          <isin value="US3128MDJR59"/>
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        <balance>74906.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78337.95000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1G2736</title>
        <cusip>3128QTBD5</cusip>
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          <isin value="US3128QTBD51"/>
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        <balance>4845.01000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AB2891</title>
        <cusip>36178NF87</cusip>
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          <isin value="US36178NF871"/>
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        <balance>976300.26000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3597</title>
        <cusip>36179R7J2</cusip>
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          <isin value="US36179R7J23"/>
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        <balance>2594099.48420000</balance>
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        <curCd>USD</curCd>
        <valUSD>2709299.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18684</title>
        <cusip>3128MMXN8</cusip>
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          <isin value="US3128MMXN88"/>
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        <balance>3324778.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3412665.89000000</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>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Fannie Mae Pool</name>
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        <title>FG J07292</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM4851</title>
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        <title>FN AB8146</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01585</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <title>FG G08210</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
        <title>FG C91168</title>
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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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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E04003</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3057</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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          <isin value="US36179M5M88"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555956</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179WTW81"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4360</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03486</title>
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          <isin value="US31292K2T35"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03037</title>
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          <isin value="US3128M4V673"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4056</title>
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          <isin value="US31418DQJ45"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18627</title>
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          <isin value="US3128MMVV23"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A96413</title>
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          <isin value="US312945DS44"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60715</title>
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          <isin value="US31335AYL69"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7484</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN CA2469</title>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1682</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179MVS69"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3185</title>
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        <name>Freddie Mac Gold Pool</name>
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          <isin value="US3128MJUV03"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS9565</title>
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          <isin value="US3132AATW44"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4438</title>
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          <isin value="US31418D4Y57"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140X9CZ63"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01523</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <isin value="US31417YTT46"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2824</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08248</title>
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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 Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08354</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FS0222</title>
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          <isin value="US3140XFG889"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93505</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0133</title>
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          <isin value="US3132DMEE12"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90779</title>
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          <isin value="US31335H2L69"/>
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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>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA2520</title>
        <cusip>31329KYR9</cusip>
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          <isin value="US31329KYR93"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5604</title>
        <cusip>3140X9GN9</cusip>
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          <isin value="US3140X9GN97"/>
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        <balance>1443048.12500000</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>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6018</title>
        <cusip>31417CVL6</cusip>
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          <isin value="US31417CVL61"/>
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        <balance>48994.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51407.32000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 721749</title>
        <cusip>3620A7ZN8</cusip>
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          <isin value="US3620A7ZN87"/>
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        <balance>29803.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33362.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8201</title>
        <cusip>3132DWDE0</cusip>
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          <isin value="US3132DWDE03"/>
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        <balance>6500000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02195</title>
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          <isin value="US3128LXNL07"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 357669</title>
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          <isin value="US31376KJN72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A73952</title>
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          <isin value="US3128L7L967"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2609</title>
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          <isin value="US31418B3T18"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8982</title>
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          <isin value="US3138WJ6U79"/>
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        <balance>484604.47000000</balance>
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        <valUSD>516382.65000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3361</title>
        <cusip>3140X6WX5</cusip>
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          <isin value="US3140X6WX56"/>
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        <balance>373408.68130000</balance>
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        <curCd>USD</curCd>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5529</title>
        <cusip>3138ENEB1</cusip>
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          <isin value="US3138ENEB17"/>
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        <curCd>USD</curCd>
        <valUSD>1016258.03000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783046</title>
        <cusip>36241LL38</cusip>
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          <isin value="US36241LL382"/>
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        <curCd>USD</curCd>
        <valUSD>1182498.75000000</valUSD>
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        <issuerCat>USGA</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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO2985</title>
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          <isin value="US3138LTJ743"/>
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        <curCd>USD</curCd>
        <valUSD>304953.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2714</title>
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          <isin value="US3140X6AQ44"/>
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        <curCd>USD</curCd>
        <valUSD>4574526.96000000</valUSD>
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        <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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7526</title>
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        <identifiers>
          <isin value="US3132DVLF03"/>
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        <curCd>USD</curCd>
        <valUSD>4380058.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7255</title>
        <cusip>36179WBY3</cusip>
        <identifiers>
          <isin value="US36179WBY30"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890297</title>
        <cusip>31410LDA7</cusip>
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          <isin value="US31410LDA70"/>
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        <balance>64504.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>67123.24000000</valUSD>
        <pctVal>0.000419437142</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8001</title>
        <cusip>3138EQ3K6</cusip>
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          <isin value="US3138EQ3K69"/>
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        <balance>133073.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>138749.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01614</title>
        <cusip>31292HYK4</cusip>
        <identifiers>
          <isin value="US31292HYK49"/>
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        <balance>126548.69000000</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>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 2 3/22</title>
        <cusip>01F020430</cusip>
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          <isin value="US01F0204309"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3125</title>
        <cusip>31418CPK4</cusip>
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          <isin value="US31418CPK44"/>
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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>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2670</title>
        <cusip>31418B6G6</cusip>
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          <isin value="US31418B6G69"/>
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        <issuerCat>USGSE</issuerCat>
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          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 930018</title>
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          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AK0863</title>
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          <isin value="US3138E45Z01"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4153</title>
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          <isin value="US31418DTK80"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB2801</title>
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          <isin value="US31416YDF25"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3851</title>
        <cusip>31418DH54</cusip>
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          <isin value="US31418DH543"/>
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        <balance>2606656.09000000</balance>
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        <valUSD>2767743.27000000</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>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <title>FN 725705</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4268</title>
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        <title>FN FM4535</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q46873</title>
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          <isin value="US3132WLT715"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3501</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM2523</title>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4921</title>
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          <isin value="US3138WEPF01"/>
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        <valUSD>21410.82000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RBZ10"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0375</title>
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          <isin value="US31419AMZ74"/>
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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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91402</title>
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          <isin value="US3128P7RX38"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4703</title>
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          <isin value="US3140J9GM71"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2387</title>
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          <isin value="US31418BUM61"/>
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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>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6621</title>
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          <isin value="US3138WGLB80"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A94713</title>
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          <isin value="US312943GW70"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7503</title>
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          <isin value="US3132DVKQ76"/>
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        <balance>4512484.90000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9668</title>
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          <isin value="US3138WKW684"/>
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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>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QA5176</title>
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          <isin value="US31346YXD02"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254903</title>
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          <isin value="US31371LDG14"/>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB0036</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3244</title>
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          <isin value="US36179RS915"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM6367</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AC9564</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179V7D62"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2877</title>
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          <isin value="US3140X6FT38"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8499</title>
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          <isin value="US3138WJNR53"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3311</title>
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          <isin value="US36179RVC05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US3620AY6X94"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US3128M6SS81"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132DWCN11"/>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SLT23"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9318</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01674</title>
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          <isin value="US31292H2F03"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5099</title>
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          <isin value="US3140J9UZ29"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8298</title>
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          <isin value="US3140XCGG73"/>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2330</title>
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          <isin value="US3140X5SU80"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4236</title>
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          <isin value="US3138WDV657"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3384</title>
        <cusip>31418CXN9</cusip>
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          <isin value="US31418CXN90"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7530</title>
        <cusip>3132DVLK9</cusip>
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          <isin value="US3132DVLK97"/>
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        <curCd>USD</curCd>
        <valUSD>2290231.11000000</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>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4532</title>
        <cusip>3140X8BA4</cusip>
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          <isin value="US3140X8BA49"/>
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        <balance>2199548.11270000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9110</title>
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          <isin value="US3138ERDQ09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745336</title>
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          <isin value="US31403DBD03"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3334</title>
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          <isin value="US31418CV439"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA1541</title>
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          <isin value="US3140Q8WB70"/>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZA4194</title>
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          <isin value="US31329MUT51"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3414</title>
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          <isin value="US31418CYL26"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2048-07-01</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TZ650"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-06-20</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00180</title>
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          <isin value="US31292GFV32"/>
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        <balance>15.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15.67000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB5051</title>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18575</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP7830</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95565</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3309</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM5815</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06361</title>
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          <isin value="US3128M8MJ03"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140X3B314"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM9318</title>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02790</title>
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        <curCd>USD</curCd>
        <valUSD>18591.08000000</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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          <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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3985</title>
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          <isin value="US31418DNB46"/>
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        <balance>405994.22420000</balance>
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        <curCd>USD</curCd>
        <valUSD>416217.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2539</title>
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          <isin value="US31418BZD18"/>
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        <balance>2301972.01680000</balance>
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        <curCd>USD</curCd>
        <valUSD>2441455.18000000</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>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C90863</title>
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          <isin value="US31335H5Y53"/>
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        <balance>1642.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1728.91000000</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>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY8520</title>
        <cusip>3138YNPE1</cusip>
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          <isin value="US3138YNPE17"/>
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        <balance>158144.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161534.69000000</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>2045-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA8252</title>
        <cusip>3140QGE29</cusip>
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          <isin value="US3140QGE290"/>
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        <balance>5052070.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4849464.46000000</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>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91359</title>
        <cusip>3128P7QL0</cusip>
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          <isin value="US3128P7QL09"/>
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        <balance>227654.32500000</balance>
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        <curCd>USD</curCd>
        <valUSD>250196.77000000</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>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1376</title>
        <cusip>36179NQ50</cusip>
        <identifiers>
          <isin value="US36179NQ504"/>
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        <balance>4861210.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5174914.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08505</title>
        <cusip>3128MJR36</cusip>
        <identifiers>
          <isin value="US3128MJR365"/>
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        <balance>593322.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>610331.28000000</valUSD>
        <pctVal>0.003813814832</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>3.00000000</annualizedRt>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2978</title>
        <cusip>3140X6JY8</cusip>
        <identifiers>
          <isin value="US3140X6JY86"/>
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        <balance>3177326.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3298958.19000000</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>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1678</title>
        <cusip>36179N2K3</cusip>
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          <isin value="US36179N2K32"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0952</title>
        <cusip>31418ABW7</cusip>
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          <isin value="US31418ABW71"/>
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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>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 719256</title>
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          <isin value="US3620A5BZ18"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745353</title>
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          <isin value="US31403DBW83"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD5474</title>
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          <isin value="US31418TCL98"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VZR40"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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      </invstOrSec>
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        <name>Freddie Mac Pool</name>
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        <lei>N/A</lei>
        <title>FN FM4617</title>
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          <isin value="US3140X8DX24"/>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725704</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890517</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2445</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7505</title>
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          <isin value="US3132DVKS33"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ9302</title>
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          <isin value="US3138MRKQ34"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01427</title>
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          <isin value="US31292HSQ82"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AR2466</title>
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          <isin value="US3138NYW437"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J17508</title>
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          <isin value="US3128PXKV79"/>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q43252</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4156</title>
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          <isin value="US31418DTN20"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>GN 723538</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q39359</title>
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          <isin value="US3132QWMH95"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 967187</title>
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          <isin value="US31414H6Y89"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6337</title>
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          <isin value="US36179VBE92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4416</title>
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        <name>Freddie Mac Gold Pool</name>
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          <isin value="US3128MJNJ57"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM6830</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8107</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08633</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <title>FN MA3991</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8773</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1357</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS3655</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08817</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Non Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A89870</title>
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        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4473</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FHY51"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB3475</title>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G60854</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2041-12-01</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1577</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J13882</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3410</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8119</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG J11831</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM8665</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8541</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725229</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1355</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0210</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 545759</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888435</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA3987</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04359</title>
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          <isin value="US3128M6E872"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS9986</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202ESE04"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE1733</title>
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          <isin value="US31419B4T98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7074</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07786</title>
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          <isin value="US3128M96X52"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08887</title>
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          <isin value="US3128MJ6Z84"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3875</title>
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          <isin value="US36179SJU24"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18368</title>
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          <isin value="US3128MMMS94"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5064</title>
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          <isin value="US3133KYTV10"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7768</title>
        <cusip>36179WTZ1</cusip>
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          <isin value="US36179WTZ13"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 738538</title>
        <cusip>3620ASPX1</cusip>
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          <isin value="US3620ASPX12"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2654</title>
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          <isin value="US3138EJ5Q74"/>
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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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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36225FAQ28"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4228</title>
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          <isin value="US31418DVW90"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G07941</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03489</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SI2011</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04715</title>
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          <isin value="US3128M6SC30"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3755</title>
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          <isin value="US31418DE573"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FN AS0232</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q09530</title>
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          <isin value="US3132GU4P63"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3896</title>
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          <isin value="US31418DKJ09"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1880</title>
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          <isin value="US3140J6CS49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AR4985</title>
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          <isin value="US3138W2RF48"/>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0768</title>
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          <isin value="US3138W92A75"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL3471</title>
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          <isin value="US3138EK2D62"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8405</title>
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          <isin value="US3138WJKT47"/>
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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>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7420</title>
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          <isin value="US36179WG514"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95121</title>
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          <isin value="US312943VN07"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 890765</title>
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          <isin value="US31410LTW27"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5371</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2560</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TQR94"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4154</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6880</title>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18884</title>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13614</title>
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          <isin value="US3128MCGX71"/>
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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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4653</title>
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          <isin value="US36179TE275"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2760</title>
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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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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03600</title>
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          <isin value="US3128M5KM11"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08716</title>
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          <isin value="US3128MJYN41"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AA4536</title>
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          <isin value="US31416NBE13"/>
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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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5304</title>
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          <isin value="US36202F3M68"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61282</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3831</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698402</title>
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          <isin value="US36296Q3K36"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3651</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB8444</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4182</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5355</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13885</title>
        <cusip>3128MCRE7</cusip>
        <identifiers>
          <isin value="US3128MCRE71"/>
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        <balance>40911.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42220.88000000</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>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09029</title>
        <cusip>31292SA67</cusip>
        <identifiers>
          <isin value="US31292SA677"/>
        </identifiers>
        <balance>1973462.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2022499.68000000</valUSD>
        <pctVal>0.012638118887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FR ZT2227</title>
        <cusip>3132AEPL4</cusip>
        <identifiers>
          <isin value="US3132AEPL47"/>
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        <balance>12336839.83660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12917451.00000000</valUSD>
        <pctVal>0.080718075298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4518</title>
        <cusip>36202FAT3</cusip>
        <identifiers>
          <isin value="US36202FAT30"/>
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        <balance>179705.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190794.85000000</valUSD>
        <pctVal>0.001192231584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 726468</title>
        <cusip>3620ADCD2</cusip>
        <identifiers>
          <isin value="US3620ADCD26"/>
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        <balance>8283.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9463.19000000</valUSD>
        <pctVal>0.000059133220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN FM4111</title>
        <cusip>3140X7R92</cusip>
        <identifiers>
          <isin value="US3140X7R923"/>
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        <balance>2450571.07580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2560382.15000000</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>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FR RB5125</title>
        <cusip>3133KYVS5</cusip>
        <identifiers>
          <isin value="US3133KYVS52"/>
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        <balance>4900821.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4777187.28000000</valUSD>
        <pctVal>0.029851505732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN FM1152</title>
        <cusip>3140X4H66</cusip>
        <identifiers>
          <isin value="US3140X4H665"/>
        </identifiers>
        <balance>93195.46700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94620.13000000</valUSD>
        <pctVal>0.000591258660</pctVal>
        <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>
          <annualizedRt>2.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN 889572</title>
        <cusip>31410KJR6</cusip>
        <identifiers>
          <isin value="US31410KJR68"/>
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        <balance>165462.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185576.52000000</valUSD>
        <pctVal>0.001159623482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91752</title>
        <cusip>3128P75M1</cusip>
        <identifiers>
          <isin value="US3128P75M16"/>
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        <balance>509473.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533609.75000000</valUSD>
        <pctVal>0.003334400260</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>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01838</title>
        <cusip>3128LXBF6</cusip>
        <identifiers>
          <isin value="US3128LXBF66"/>
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        <balance>3063641.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3413792.22000000</valUSD>
        <pctVal>0.021331974664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 2.5 3/22</title>
        <cusip>01F022634</cusip>
        <identifiers>
          <isin value="US01F0226344"/>
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        <balance>-16825000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-16593656.25000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9453</title>
        <cusip>3138WKQF5</cusip>
        <identifiers>
          <isin value="US3138WKQF51"/>
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        <balance>426892.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>453349.66000000</valUSD>
        <pctVal>0.002832874070</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>4.00000000</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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7269</title>
        <cusip>3138WHCF7</cusip>
        <identifiers>
          <isin value="US3138WHCF78"/>
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        <balance>281432.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286529.12000000</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>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18438</title>
        <cusip>3128MMPY3</cusip>
        <identifiers>
          <isin value="US3128MMPY36"/>
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        <balance>284026.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287554.65000000</valUSD>
        <pctVal>0.001796860533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BO3004</title>
        <cusip>3617KJKR4</cusip>
        <identifiers>
          <isin value="US3617KJKR43"/>
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        <balance>543880.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561808.15000000</valUSD>
        <pctVal>0.003510605347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1579</title>
        <cusip>3140X4XH4</cusip>
        <identifiers>
          <isin value="US3140X4XH40"/>
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        <balance>4054943.55600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4213995.88000000</valUSD>
        <pctVal>0.026332256785</pctVal>
        <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>3.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C04014</title>
        <cusip>31292LN76</cusip>
        <identifiers>
          <isin value="US31292LN766"/>
        </identifiers>
        <balance>388371.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>405570.88000000</valUSD>
        <pctVal>0.002534315851</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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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555678</title>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
        <title>FN MA4520</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6902</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8986</title>
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          <isin value="US3140XC6Y90"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08762</title>
        <cusip>3128MJZ45</cusip>
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          <isin value="US3128MJZ459"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BJ0813</title>
        <cusip>3140H13X6</cusip>
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          <isin value="US3140H13X61"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4399</title>
        <cusip>31418D3H3</cusip>
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          <isin value="US31418D3H34"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US3620AMET58"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08593</title>
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          <isin value="US3128MJUT56"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8085</title>
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          <isin value="US3132D56W72"/>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZT1346</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889996</title>
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          <isin value="US31410KXZ29"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5072</title>
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          <isin value="US3138WET667"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB3940</title>
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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>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 848285</title>
        <cusip>31300LF26</cusip>
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          <isin value="US31300LF268"/>
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        <balance>6896.47000000</balance>
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        <lei>N/A</lei>
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        <title>FN CA1704</title>
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        <lei>N/A</lei>
        <title>FN AU1635</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725594</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5466</title>
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          <isin value="US36179UCB61"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 726323</title>
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          <isin value="US3620AC4G69"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD7151</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8002</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132A5FW05"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8038</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FG G08708</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7920</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01882</title>
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        <lei>N/A</lei>
        <title>FG G08861</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AE0215</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
        <title>FN MA4020</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS3867</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1257</title>
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          <isin value="US3140J5MF35"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190329</title>
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          <isin value="US31368HLJ04"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5109</title>
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          <isin value="US3140J9VB42"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZT2211</title>
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          <isin value="US3132AEN446"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA1112</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FYD22"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Pool</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889455</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7508</title>
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          <isin value="US3132DVKV61"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3936</title>
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          <isin value="US3140X7LS63"/>
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        <curCd>USD</curCd>
        <valUSD>756540.00000000</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>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4516</title>
        <cusip>3140X8AS6</cusip>
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          <isin value="US3140X8AS65"/>
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        <balance>4761981.77760000</balance>
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        <curCd>USD</curCd>
        <valUSD>4735731.35000000</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>2.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU3781</title>
        <cusip>3138X3FX5</cusip>
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          <isin value="US3138X3FX54"/>
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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>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15537</title>
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          <isin value="US3128MELS87"/>
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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>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BP6626</title>
        <cusip>3140KELG1</cusip>
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          <isin value="US3140KELG12"/>
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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>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5079</title>
        <cusip>36179TUC7</cusip>
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          <isin value="US36179TUC79"/>
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        <balance>1493995.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1585558.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 784443</title>
        <cusip>3622A25C2</cusip>
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          <isin value="US3622A25C25"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2086</title>
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          <isin value="US3138EJJ822"/>
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        <curCd>USD</curCd>
        <valUSD>9804.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5915</title>
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          <isin value="US3140X9SD87"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5764</title>
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          <isin value="US36179UMM17"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
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        <title>FNCL 2 3/22</title>
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          <isin value="US01F0206387"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7039</title>
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          <isin value="US3138WGZD90"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4299</title>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A56350</title>
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          <isin value="US3128KKBT58"/>
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        <balance>56263.41000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745511</title>
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          <isin value="US31403DGU72"/>
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        <balance>228137.15000000</balance>
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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>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AT2722</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4311</title>
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          <isin value="US31418DYH96"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA2102</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4723</title>
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          <isin value="US3140X8G924"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08796</title>
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          <isin value="US3128MJ3E82"/>
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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>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0867</title>
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          <isin value="US3138EG6D17"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9229</title>
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          <isin value="US3138ERHF08"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BK4740</title>
        <cusip>3140HJHS3</cusip>
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          <isin value="US3140HJHS30"/>
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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>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08818</title>
        <cusip>3128MJ4C1</cusip>
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          <isin value="US3128MJ4C18"/>
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        <balance>3451553.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3654180.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03050</title>
        <cusip>3128M4WK5</cusip>
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          <isin value="US3128M4WK51"/>
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        <balance>7931.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8892.13000000</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>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1839</title>
        <cusip>36179QBG5</cusip>
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          <isin value="US36179QBG55"/>
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        <curCd>USD</curCd>
        <valUSD>465872.83000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q10378</title>
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          <isin value="US3132HLM349"/>
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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>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4801</title>
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          <isin value="US36202FKN59"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256939</title>
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          <isin value="US31371NLU71"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4206</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN BN5342</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01461</title>
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          <isin value="US31283HTS49"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <title>FG G05175</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179SGN18"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0543</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735502</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 931801</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VHT08"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL3734</title>
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          <isin value="US3138ELEG48"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08824</title>
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          <isin value="US3128MJ4J60"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 190396</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 903510</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179U4B51"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>FG G18536</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735989</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5738</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD7073</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4306</title>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QD240"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA5126</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4495</title>
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          <isin value="US36202E7G81"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 984281</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05645</title>
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          <isin value="US3128M7TA48"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5135</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07195</title>
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          <isin value="US3128M9KG64"/>
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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>
          <maturityDt>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1044</title>
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          <isin value="US31418AES33"/>
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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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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01435</title>
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          <isin value="US31292HSY17"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05080</title>
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          <isin value="US3128M66R49"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01436</title>
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          <isin value="US31292HSZ81"/>
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        <balance>6868.01000000</balance>
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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>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3899</title>
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          <isin value="US36202EKL29"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725220</title>
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          <isin value="US31402CVM18"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01534</title>
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          <isin value="US31283HV360"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7408</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS9615</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G07942</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2044-07-01</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6039</title>
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          <isin value="US36179UV822"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3566</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH3781</title>
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          <isin value="US3138A5FX50"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <securityLending>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH5768</title>
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          <isin value="US3140GUMS39"/>
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        <balance>95828.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102181.65000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00730</title>
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          <isin value="US31292GY342"/>
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        <balance>2275.12000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0918</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01644</title>
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          <isin value="US31283HZH10"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18571</title>
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          <isin value="US3128MMT522"/>
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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>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8183</title>
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          <isin value="US3132DWCU53"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3798</title>
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          <isin value="US31418DGG16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0627</title>
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          <isin value="US31419AVV69"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q53751</title>
        <cusip>3132XWEZ0</cusip>
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          <isin value="US3132XWEZ03"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8178</title>
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          <isin value="US3132DWCP68"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4962</title>
        <cusip>36179TQP3</cusip>
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          <isin value="US36179TQP39"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2879</title>
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          <isin value="US3140X6FV83"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08473</title>
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          <isin value="US3128MJQ375"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q41208</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3333</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A37159</title>
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          <isin value="US31297S5U56"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3138EJ6V50"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4181</title>
        <cusip>31418DUF7</cusip>
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          <isin value="US31418DUF76"/>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5837</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08011</title>
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          <isin value="US3128MJAM24"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 781688</title>
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          <isin value="US36225B2V92"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4074</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ9328</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8140</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745412</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3415</title>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 783276</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J17774</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18663</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4325</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6633</title>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AC1591</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA2542</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G02408</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179USV51"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE6832</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZN4768</title>
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          <isin value="US3131YBJM16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9469</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM9816</title>
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          <isin value="US3140XD4A15"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4635</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM1472</title>
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          <isin value="US3140X4T637"/>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4238</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08046</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7313</title>
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          <isin value="US36179WDS44"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8064</title>
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          <isin value="US3132DV5Z40"/>
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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>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6262</title>
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          <isin value="US3138WF5Y82"/>
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        <curCd>USD</curCd>
        <valUSD>488202.51000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3309</title>
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          <isin value="US36179RVA49"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ1441</title>
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          <isin value="US3138ASS780"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995838</title>
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          <isin value="US31416CHP41"/>
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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>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM1947</title>
        <cusip>3140J6EV5</cusip>
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          <isin value="US3140J6EV59"/>
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        <curCd>USD</curCd>
        <valUSD>3365449.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW1004</title>
        <cusip>3138XQDJ7</cusip>
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          <isin value="US3138XQDJ71"/>
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        <curCd>USD</curCd>
        <valUSD>628848.83000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC6037</title>
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          <isin value="US3140F1V748"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888474</title>
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          <isin value="US31410GCK76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3182</title>
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          <isin value="US31418CRC00"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4751</title>
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          <isin value="US3140X8H591"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH9279</title>
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          <isin value="US3140GYJZ31"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <title>FR RB5032</title>
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          <isin value="US3133KYSV29"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0391</title>
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          <isin value="US36179MNG14"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AI9851</title>
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          <isin value="US3138AP5M65"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1724</title>
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          <isin value="US3140X44J21"/>
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        <balance>4945889.19690000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q43259</title>
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          <isin value="US3132WGTR80"/>
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        <balance>432174.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>447525.65000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08637</title>
        <cusip>3128MJV72</cusip>
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          <isin value="US3128MJV722"/>
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        <balance>637079.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>675743.57000000</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>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1838</title>
        <cusip>36179QBF7</cusip>
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          <isin value="US36179QBF72"/>
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        <balance>406240.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>427046.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93511</title>
        <cusip>3129413U9</cusip>
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          <isin value="US3129413U98"/>
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        <balance>555547.44800000</balance>
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        <curCd>USD</curCd>
        <valUSD>618201.70000000</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>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 699759</title>
        <cusip>31400WMG2</cusip>
        <identifiers>
          <isin value="US31400WMG23"/>
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        <balance>3562.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3933.10000000</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>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0208</title>
        <cusip>3138EGGS7</cusip>
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          <isin value="US3138EGGS72"/>
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        <balance>501937.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>541915.23000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q52319</title>
        <cusip>3132XUSH9</cusip>
        <identifiers>
          <isin value="US3132XUSH92"/>
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        <balance>3869425.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3995281.86000000</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>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH3394</title>
        <cusip>3138A4XY6</cusip>
        <identifiers>
          <isin value="US3138A4XY66"/>
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        <balance>1266933.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1358943.15000000</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>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN 888131</title>
        <cusip>31410FVY8</cusip>
        <identifiers>
          <isin value="US31410FVY86"/>
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        <balance>54834.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>61929.01000000</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>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06224</title>
        <cusip>3128M8G99</cusip>
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          <isin value="US3128M8G998"/>
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        <balance>391186.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>410137.69000000</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>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1449</title>
        <cusip>36179NTE8</cusip>
        <identifiers>
          <isin value="US36179NTE84"/>
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        <balance>1318559.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1403674.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08823</title>
        <cusip>3128MJ4H0</cusip>
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          <isin value="US3128MJ4H05"/>
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        <balance>1682113.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1734286.86000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1449</title>
        <cusip>3140X4TF3</cusip>
        <identifiers>
          <isin value="US3140X4TF30"/>
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        <balance>619511.36420000</balance>
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        <curCd>USD</curCd>
        <valUSD>639110.60000000</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>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT0657</title>
        <cusip>3132ACWS5</cusip>
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          <isin value="US3132ACWS50"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04774</title>
        <cusip>3128M6T73</cusip>
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          <isin value="US3128M6T730"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745884</title>
        <cusip>31403DUH0</cusip>
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          <isin value="US31403DUH06"/>
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        <balance>114129.91000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05205</title>
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          <isin value="US3128M7DJ21"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4386</title>
        <cusip>31418D2U5</cusip>
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          <isin value="US31418D2U53"/>
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        <balance>9948337.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9378650.30000000</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>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725232</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN 545819</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202EXV63"/>
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      </invstOrSec>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00765</title>
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          <isin value="US31292GZ661"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132DWAQ69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ9225</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5018</title>
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          <isin value="US36179TSF39"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08791</title>
        <cusip>3128MJ2Z2</cusip>
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          <isin value="US3128MJ2Z21"/>
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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>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254831</title>
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          <isin value="US31371LA823"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2693</title>
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          <isin value="US3138EJ7F91"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Vanguard Cmt Funds-Vanguard Market Liquidity Fund</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <title>FR RB5118</title>
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          <isin value="US3133KYVK27"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G02793</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2737</title>
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          <isin value="US31418CBF05"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3595</title>
        <cusip>36179R7G8</cusip>
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          <isin value="US36179R7G83"/>
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        <curCd>USD</curCd>
        <valUSD>533995.85000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01883</title>
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          <isin value="US3128LXCU25"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 323862</title>
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          <isin value="US31374TWX35"/>
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        <balance>3191.43000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3834</title>
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          <isin value="US3140X7HL66"/>
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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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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q16616</title>
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          <isin value="US3132J7YN69"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3238</title>
        <cusip>31418CS47</cusip>
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          <isin value="US31418CS476"/>
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        <balance>9678108.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9990489.00000000</valUSD>
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        <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>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2841</title>
        <cusip>31418CEP5</cusip>
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          <isin value="US31418CEP59"/>
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        <balance>1563587.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1556385.36000000</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>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00701</title>
        <cusip>31292GX68</cusip>
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          <isin value="US31292GX682"/>
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        <balance>15887.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17288.32000000</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>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14120</title>
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          <isin value="US3128MCYR02"/>
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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>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2871</title>
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          <isin value="US31418CFM10"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8133</title>
        <cusip>3132DWBA0</cusip>
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          <isin value="US3132DWBA09"/>
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        <curCd>USD</curCd>
        <valUSD>36140159.77000000</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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          <maturityDt>2051-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4714</title>
        <cusip>3140X8GY7</cusip>
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          <isin value="US3140X8GY79"/>
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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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08573</title>
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          <isin value="US3128MJT759"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0578</title>
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          <isin value="US3138EGUC64"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08792</title>
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          <isin value="US3128MJ3A60"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0154</title>
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          <isin value="US36179ME304"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6997</title>
        <cusip>3138EPX33</cusip>
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          <isin value="US3138EPX333"/>
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        <balance>2740861.45000000</balance>
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        <valUSD>2983051.64000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08786</title>
        <cusip>3128MJ2U3</cusip>
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        <curCd>USD</curCd>
        <valUSD>440135.46000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735402</title>
        <cusip>31402RAB5</cusip>
        <identifiers>
          <isin value="US31402RAB50"/>
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        <balance>1434006.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1587172.48000000</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>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AK7766</title>
        <cusip>3138ECTY9</cusip>
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          <isin value="US3138ECTY99"/>
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        <balance>4668665.52000000</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>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254634</title>
        <cusip>31371KY70</cusip>
        <identifiers>
          <isin value="US31371KY700"/>
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        <balance>36113.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36771.25000000</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>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3978</title>
        <cusip>3140X7M48</cusip>
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          <isin value="US3140X7M486"/>
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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>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT0000</title>
        <cusip>31326SAV2</cusip>
        <identifiers>
          <isin value="US31326SAV25"/>
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        <balance>1683882.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1737408.34000000</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>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1016</title>
        <cusip>31418ADW5</cusip>
        <identifiers>
          <isin value="US31418ADW53"/>
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        <balance>41117.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43954.08000000</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>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2446</title>
        <cusip>36179QWF4</cusip>
        <identifiers>
          <isin value="US36179QWF44"/>
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        <balance>1756088.54830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1869416.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735496</title>
        <cusip>31402RC98</cusip>
        <identifiers>
          <isin value="US31402RC985"/>
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        <balance>9379.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10569.68000000</valUSD>
        <pctVal>0.000066047413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1028</title>
        <cusip>3140X4EA0</cusip>
        <identifiers>
          <isin value="US3140X4EA08"/>
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        <balance>802044.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>829655.10000000</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>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ7353</title>
        <cusip>3140E0E35</cusip>
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          <isin value="US3140E0E358"/>
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        <balance>1363184.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1414980.62000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4278</title>
        <cusip>31418DXG2</cusip>
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          <isin value="US31418DXG23"/>
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        <balance>20321582.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19783298.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB0105</title>
        <cusip>3132CWDJ0</cusip>
        <identifiers>
          <isin value="US3132CWDJ09"/>
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        <balance>290958.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>294496.51000000</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>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8107</title>
        <cusip>3132DWAG8</cusip>
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          <isin value="US3132DWAG87"/>
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        <balance>25755440.33870000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18470</title>
        <cusip>3128MMQY2</cusip>
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          <isin value="US3128MMQY27"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5876</title>
        <cusip>36179UQ54</cusip>
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          <isin value="US36179UQ541"/>
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        <balance>8550122.94000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G12868</title>
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          <isin value="US3128MBMR56"/>
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        <balance>112.10000000</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>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5232</title>
        <cusip>36202FY59</cusip>
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          <isin value="US36202FY595"/>
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        <balance>668907.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>718775.42000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254766</title>
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          <isin value="US31371K6B25"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US3128P77K32"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132A5JN69"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6038</title>
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          <isin value="US3140X9V855"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US36241KA734"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5133</title>
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          <isin value="US3140X8V386"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A92269</title>
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          <isin value="US312940QW22"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0221</title>
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          <isin value="US36179MG614"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08650</title>
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          <isin value="US3128MJWL03"/>
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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>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13887</title>
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          <isin value="US3128MCRG20"/>
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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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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3938</title>
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          <isin value="US31418DLU45"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3217</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB2085</title>
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          <isin value="US31416XJ764"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745588</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7706</title>
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          <isin value="US36179WR347"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03805</title>
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          <isin value="US31292LGN91"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN 555880</title>
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          <isin value="US31385XQ915"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2033-11-01</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4937</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB8925</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q00078</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08882</title>
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          <isin value="US3128MJ6U97"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14813</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8512</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q13743</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61352</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3133KYVP14"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4437</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4512</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0855</title>
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          <isin value="US3140Q75R48"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2712</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91796</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AO0799</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q43428</title>
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        <name>Freddie Mac Non Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G06929</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3713</title>
        <cusip>36202EDS5</cusip>
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          <isin value="US36202EDS54"/>
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        <curCd>USD</curCd>
        <valUSD>55318.85000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60187</title>
        <cusip>31335AF45</cusip>
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          <isin value="US31335AF457"/>
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        <curCd>USD</curCd>
        <valUSD>1796966.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2879</title>
        <cusip>31418CFV1</cusip>
        <identifiers>
          <isin value="US31418CFV19"/>
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        <balance>1828345.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1933051.43000000</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>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2SF 3.5 3/22</title>
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        <identifiers>
          <isin value="US21H0326395"/>
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        <curCd>USD</curCd>
        <valUSD>2733640.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Z50008</title>
        <cusip>3132FEAH4</cusip>
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          <isin value="US3132FEAH45"/>
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        <balance>1836.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1911.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4373</title>
        <cusip>3140X72F5</cusip>
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          <isin value="US3140X72F53"/>
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        <balance>8648111.66500000</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>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4400</title>
        <cusip>31418D3J9</cusip>
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          <isin value="US31418D3J99"/>
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        <balance>6251755.46700000</balance>
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        <curCd>USD</curCd>
        <valUSD>6319987.13000000</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>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995737</title>
        <cusip>31416CEJ1</cusip>
        <identifiers>
          <isin value="US31416CEJ18"/>
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        <balance>882850.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>990624.13000000</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>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995674</title>
        <cusip>31416CCK0</cusip>
        <identifiers>
          <isin value="US31416CCK09"/>
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        <balance>102055.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>116827.87000000</valUSD>
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        <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>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J21162</title>
        <cusip>31306YJF9</cusip>
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          <isin value="US31306YJF97"/>
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        <balance>358112.75200000</balance>
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        <curCd>USD</curCd>
        <valUSD>362563.66000000</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>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995049</title>
        <cusip>31416BL63</cusip>
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          <isin value="US31416BL634"/>
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        <balance>583017.41810000</balance>
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        <curCd>USD</curCd>
        <valUSD>661631.14000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4715</title>
        <cusip>36202FGY6</cusip>
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          <isin value="US36202FGY60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA1082</title>
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          <isin value="US3133KGFX16"/>
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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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          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3414</title>
        <cusip>3140X6YL9</cusip>
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          <isin value="US3140X6YL90"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2045-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4512</title>
        <cusip>36179TAM7</cusip>
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          <isin value="US36179TAM71"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3463</title>
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          <isin value="US31418CZ562"/>
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        <balance>85487.05000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 704480</title>
        <cusip>36296XUD4</cusip>
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          <isin value="US36296XUD47"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5400</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <lei>N/A</lei>
        <title>FN AD3808</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 257452</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD7160</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FS0217</title>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US3617L7D301"/>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179NFE31"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Z50013</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB5716</title>
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          <isin value="US31417CK616"/>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9416</title>
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          <isin value="US3138ERPA29"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08242</title>
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          <isin value="US3128MJHU76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 952436</title>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZM1990</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN 725425</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783771</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2705</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QB2462</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5785</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02168</title>
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          <isin value="US3128LXMR85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07031</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2471</title>
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          <isin value="US3133KHW850"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5020</title>
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          <isin value="US36179TSH94"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97259</title>
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          <isin value="US312946B473"/>
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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>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07029</title>
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          <isin value="US3128M9EA68"/>
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        <balance>1280936.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1373020.46000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH5616</title>
        <cusip>3138A7G28</cusip>
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          <isin value="US3138A7G281"/>
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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>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6473</title>
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          <isin value="US3138WGFP41"/>
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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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3053</title>
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          <isin value="US36202DMA62"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO0487</title>
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          <isin value="US3138LQRH97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA1584</title>
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          <isin value="US3133KGXM58"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6840</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3187</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14614</title>
        <cusip>3128MDK36</cusip>
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          <isin value="US3128MDK363"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18818</title>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 850283</title>
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          <isin value="US31408FUG26"/>
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        <balance>7443.72000000</balance>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI9827</title>
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          <isin value="US3138AP4M74"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179NNC82"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3611</title>
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          <isin value="US3138WDAM34"/>
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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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04773</title>
        <cusip>3128M6T65</cusip>
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          <isin value="US3128M6T656"/>
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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>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT1776</title>
        <cusip>3132AD6M5</cusip>
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          <isin value="US3132AD6M55"/>
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        <balance>3375346.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3477221.80000000</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>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS5645</title>
        <cusip>3138WFHX7</cusip>
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          <isin value="US3138WFHX73"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J11210</title>
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          <isin value="US3128PQKX84"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH3952</title>
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          <isin value="US3138A5MA74"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH8835</title>
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          <isin value="US3138AAY968"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60440</title>
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          <isin value="US31335APZ56"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AA0466</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4562</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18581</title>
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          <isin value="US3128MMUF81"/>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9111</title>
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          <isin value="US3138ERDR81"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <title>FG G18700</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01552</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5234</title>
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          <isin value="US36202FY751"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256311</title>
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          <isin value="US31371MVC80"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6662</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04591</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7099</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179SWY98"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AZ0881</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4497</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132A7MX60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08771</title>
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          <isin value="US3128MJ2D19"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14564</title>
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          <isin value="US3128MDJH77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2510</title>
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          <isin value="US31418BYG57"/>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179M2N98"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5805</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18666</title>
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        <title>FN 725066</title>
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        <name>Ginnie Mae II Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5483</title>
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          <isin value="US3140JACV86"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07872</title>
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          <isin value="US3128MACH02"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254514</title>
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          <isin value="US31371KVF55"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G05965</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254954</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0395</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4727</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US3622AAYH19"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6633</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3133KYVG15"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BN4443</title>
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          <isin value="US3140JL5D21"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889624</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8155</title>
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          <isin value="US3132DWBY84"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J18940</title>
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          <isin value="US3128PY4Z47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 555528</title>
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          <isin value="US31385XD954"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7521</title>
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          <isin value="US3138EQLB64"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2976</title>
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          <isin value="US3140X6JW21"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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          <isin value="US3138EJ5G92"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2303</title>
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          <isin value="US3140X5RZ86"/>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZT1526</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05936</title>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <title>FG J21160</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FY835"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0499</title>
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          <isin value="US3138W9RV41"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08636</title>
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          <isin value="US3128MJV649"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA5500</title>
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          <isin value="US3140QDDE19"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8131</title>
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          <isin value="US3132D6A834"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1037</title>
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          <isin value="US31418AEK07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3029</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7631</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG C01847</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BN7109</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725424</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5078</title>
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          <isin value="US36179TUB96"/>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5527</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3027</title>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2629</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2960</title>
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          <isin value="US36179RJD26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2576</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1062</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08831</title>
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          <isin value="US3128MJ4R86"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2230</title>
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          <isin value="US31418BPQ31"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01856</title>
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          <isin value="US3128LXBZ21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08105</title>
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          <isin value="US3128MJDK31"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3955</title>
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          <isin value="US31418DMD11"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06214</title>
        <cusip>3128M8GX6</cusip>
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          <isin value="US3128M8GX60"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW7396</title>
        <cusip>3138XXGE0</cusip>
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          <isin value="US3138XXGE09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 2658</title>
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          <isin value="US36202C5T66"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4379</title>
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          <isin value="US31418D2M38"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2201</title>
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          <maturityDt>2048-01-01</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7544</title>
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          <isin value="US3132DVLZ66"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14490</title>
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          <isin value="US3128PT7B59"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3706</title>
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          <isin value="US3138WDDL24"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US3622AAYG36"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-02-20</maturityDt>
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          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91485</title>
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          <isin value="US3128P7UJ07"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03600</title>
        <cusip>31292K7M3</cusip>
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          <isin value="US31292K7M37"/>
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        <balance>104311.82000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3933</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5090</title>
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        <curCd>USD</curCd>
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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>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH7620</title>
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          <isin value="US3138A9PE81"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6527</title>
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          <isin value="US3140XAHD77"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8509</title>
        <cusip>3132D6N22</cusip>
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          <isin value="US3132D6N225"/>
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        <curCd>USD</curCd>
        <valUSD>15089421.64000000</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>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 436717</title>
        <cusip>36207NDW1</cusip>
        <identifiers>
          <isin value="US36207NDW11"/>
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        <curCd>USD</curCd>
        <valUSD>276450.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6942</title>
        <cusip>3138EPWC4</cusip>
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          <isin value="US3138EPWC46"/>
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        <balance>23910.41940000</balance>
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        <curCd>USD</curCd>
        <valUSD>24342.69000000</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>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1375</title>
        <cusip>36179NQ43</cusip>
        <identifiers>
          <isin value="US36179NQ439"/>
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        <balance>414895.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436189.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A91025</title>
        <cusip>312939D65</cusip>
        <identifiers>
          <isin value="US312939D656"/>
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        <balance>71296.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78715.25000000</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>2040-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3385</title>
        <cusip>3140J7XP5</cusip>
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          <isin value="US3140J7XP53"/>
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        <balance>2960309.18190000</balance>
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        <curCd>USD</curCd>
        <valUSD>3160194.88000000</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>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB5511</title>
        <cusip>31417CDR3</cusip>
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          <isin value="US31417CDR34"/>
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        <balance>577064.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>605565.62000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6154</title>
        <cusip>36179UZT2</cusip>
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          <isin value="US36179UZT23"/>
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        <curCd>USD</curCd>
        <valUSD>2350312.07000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3028</title>
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          <isin value="US31418CLJ17"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7245</title>
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          <isin value="US3138WHBP69"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08680</title>
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          <isin value="US3128MJXJ48"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q14426</title>
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          <isin value="US3132HQ4K56"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18552</title>
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          <isin value="US3128MMTJ23"/>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3465</title>
        <cusip>31418CZ72</cusip>
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          <isin value="US31418CZ729"/>
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        <balance>1312790.02000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07416</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9260</title>
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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 Pool</name>
        <lei>N/A</lei>
        <title>FR SB8067</title>
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          <isin value="US3132D56C19"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735676</title>
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          <isin value="US31402RJV24"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783261</title>
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          <isin value="US36241LTS50"/>
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        <balance>351981.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>394628.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09008</title>
        <cusip>31292SAH3</cusip>
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          <isin value="US31292SAH31"/>
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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>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8031</title>
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          <isin value="US3132D54Q23"/>
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        <balance>5262447.09150000</balance>
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        <curCd>USD</curCd>
        <valUSD>5331165.18000000</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>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6767</title>
        <cusip>36179VQU7</cusip>
        <identifiers>
          <isin value="US36179VQU79"/>
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        <balance>1238940.00770000</balance>
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        <curCd>USD</curCd>
        <valUSD>1282600.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE3047</title>
        <cusip>31419DL58</cusip>
        <identifiers>
          <isin value="US31419DL584"/>
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        <balance>294132.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>319053.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14210</title>
        <cusip>3128MC3T0</cusip>
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          <isin value="US3128MC3T07"/>
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        <curCd>USD</curCd>
        <valUSD>1215.97000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q07465</title>
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          <isin value="US3132GSTW97"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AP7553</title>
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          <isin value="US3138MBMB94"/>
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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>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08597</title>
        <cusip>3128MJUX6</cusip>
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          <isin value="US3128MJUX68"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06881</title>
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          <isin value="US3128M86S85"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA0000</title>
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          <isin value="US3140E4AA51"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4730</title>
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          <isin value="US3132A5HF53"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1222</title>
        <cusip>3138EHLC4</cusip>
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          <isin value="US3138EHLC49"/>
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        <balance>41054.05000000</balance>
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        <valUSD>43336.16000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.05400000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256309</title>
        <cusip>31371MVA2</cusip>
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          <isin value="US31371MVA25"/>
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        <balance>14265.66000000</balance>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A93996</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR QN4368</title>
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          <annualizedRt>1.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4661</title>
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          <isin value="US3140X8FB85"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS5595</title>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-01</maturityDt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB9774</title>
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          <isin value="US31417G2G07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AL9314</title>
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          <isin value="US36184HK376"/>
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          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140Q7HV27"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132AEB391"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09064</title>
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          <isin value="US31292SB907"/>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD0066</title>
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          <isin value="US3132DMCB90"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5222</title>
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          <isin value="US3140X8YU55"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05832</title>
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          <isin value="US3128M7Y597"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2891</title>
        <cusip>36179RF87</cusip>
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          <isin value="US36179RF870"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q38893</title>
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          <isin value="US3132QV3B59"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140QBSL31"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG V82942</title>
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          <isin value="US3132L8HT77"/>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3522</title>
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        <name>Freddie Mac Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132AECB02"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782562</title>
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          <isin value="US36241KZ350"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2956</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2949</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZS4682</title>
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          <isin value="US3132A5FX87"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4176</title>
        <cusip>3140X7UA5</cusip>
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          <isin value="US3140X7UA54"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5470</title>
        <cusip>3140X9CG8</cusip>
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          <isin value="US3140X9CG82"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZA2523</title>
        <cusip>31329KYU2</cusip>
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          <isin value="US31329KYU23"/>
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        <balance>1014646.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1072469.02000000</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>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254007</title>
        <cusip>31371KDL2</cusip>
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          <isin value="US31371KDL26"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A61868</title>
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          <isin value="US3128KSCD24"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU1661</title>
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          <isin value="US3138X0Z354"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0583</title>
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          <isin value="US3138EGUH51"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13768</title>
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          <isin value="US3128MCMR30"/>
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        <curCd>USD</curCd>
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          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9063</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <isin value="US3132DWA456"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US36296QRJ03"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18672</title>
        <cusip>3128MMXA6</cusip>
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          <isin value="US3128MMXA67"/>
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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>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91853</title>
        <cusip>3128P8BW0</cusip>
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          <isin value="US3128P8BW02"/>
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        <balance>1406356.04000000</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>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7803</title>
        <cusip>3138WHU59</cusip>
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          <isin value="US3138WHU593"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA1983</title>
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          <isin value="US3133KHFY71"/>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q38530</title>
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          <isin value="US3132QVPQ84"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8326</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18608</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AT2721</title>
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          <isin value="US3138WQAX02"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU1628</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TJZ93"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3965</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZT1951</title>
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          <isin value="US3132AEEY86"/>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB0513</title>
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          <isin value="US31416VSB17"/>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2656</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4254</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255814</title>
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          <isin value="US31371MDT18"/>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6289</title>
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          <isin value="US3138EN7B97"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8583</title>
        <cusip>3138WJRD2</cusip>
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          <isin value="US3138WJRD22"/>
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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>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4297</title>
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          <isin value="US3140X7X384"/>
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        <curCd>USD</curCd>
        <valUSD>5369963.40000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3119</title>
        <cusip>3138WCPD9</cusip>
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          <isin value="US3138WCPD96"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 782436</title>
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          <isin value="US36241KV540"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 831872</title>
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          <isin value="US31407JFM99"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3537</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A77292</title>
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          <isin value="US3128LBC556"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8966</title>
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          <isin value="US3138WJ6C71"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BQ4491</title>
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          <isin value="US3140KP7D93"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO7729</title>
        <cusip>3138LYST5</cusip>
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          <isin value="US3138LYST50"/>
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        <balance>175578.95000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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      <invstOrSec>
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        <title>FN FM5181</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3140HJJP72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4068</title>
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          <isin value="US36179SQV24"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G05085</title>
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          <isin value="US3128M66W34"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3443</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ1415</title>
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          <isin value="US3138ASSD59"/>
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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>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8046</title>
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          <isin value="US3132D55F58"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60536</title>
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          <isin value="US31335ASZ20"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE6643</title>
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          <isin value="US31419HLZ37"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783121</title>
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          <isin value="US36241LPE01"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-10-15</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4877</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4207</title>
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          <isin value="US31418DU918"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J16932</title>
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          <isin value="US3128PWVZ81"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2002</title>
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          <isin value="US3140J6GL59"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G01741</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04587</title>
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          <isin value="US3128M6NC84"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Floating</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995050</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI8186</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179NH925"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60038</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM3083</title>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN MA2806</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179DGB01"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889983</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4519</title>
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          <isin value="US36202FAU03"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18540</title>
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          <isin value="US3128MMS615"/>
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        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Non Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Freddie Mac Pool</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q13205</title>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR ZS3781</title>
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          <isin value="US3132A4FW30"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN MA3495</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <title>FR ZS6686</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8042</title>
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          <isin value="US3132DV5B71"/>
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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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06893</title>
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          <isin value="US3128M87E80"/>
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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>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3247</title>
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          <isin value="US31418CTD64"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0393</title>
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          <isin value="US3138EGNK63"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179QVF52"/>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG C03832</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN 555967</title>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FLN41"/>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 780651</title>
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          <isin value="US36225AWL06"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2386</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04123</title>
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          <isin value="US3128M54G20"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3150</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 845355</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH6783</title>
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          <isin value="US3138A8RD08"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735896</title>
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          <isin value="US31402RRR20"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1251</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179WDQ87"/>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG Q11218</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN 932864</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AR3892</title>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA2652</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM3982</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN BM3364</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202D6V85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
        <title>FN 888890</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08788</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61623</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07810</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8785</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8872</title>
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          <isin value="US3140XC2E72"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5014</title>
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          <isin value="US3140X8SC22"/>
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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>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6599</title>
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          <isin value="US36179VKL35"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C04246</title>
        <cusip>31292LWF8</cusip>
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          <isin value="US31292LWF83"/>
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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>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 932557</title>
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          <isin value="US31412RB226"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1012</title>
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          <isin value="US36179NDR61"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08670</title>
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          <isin value="US3128MJW894"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AA6290</title>
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          <isin value="US36178D7B15"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04913</title>
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          <isin value="US3128M6YJ19"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FKM76"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3736</title>
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          <isin value="US36179SEH67"/>
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          <maturityDt>2046-06-20</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256031</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2025-12-01</maturityDt>
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          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G16724</title>
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          <isin value="US3128MFVR69"/>
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        <title>FN FM4722</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 310104</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <title>FR SB8506</title>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 784494</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2893</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI1859</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6045</title>
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          <isin value="US3138ENWF29"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08607</title>
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          <isin value="US3128MJU997"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95575</title>
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          <isin value="US312944FQ94"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2817</title>
        <cusip>31418CDX9</cusip>
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          <isin value="US31418CDX92"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888450</title>
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          <isin value="US31410GBT94"/>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 949311</title>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6317</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G05623</title>
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          <couponKind>Fixed</couponKind>
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          <isin value="US3138EG5M25"/>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14781</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08227</title>
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          <isin value="US3128MJHD51"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CB2232</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5652</title>
        <cusip>36179UH54</cusip>
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          <isin value="US36179UH540"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4678</title>
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          <isin value="US36202FFT84"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6190</title>
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          <isin value="US3138WF2Y10"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18572</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91361</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0115</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS9786</title>
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          <isin value="US3138WK2U89"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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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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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS5892</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7684</title>
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          <isin value="US3138EQRE40"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 255004</title>
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          <isin value="US31371LGM54"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8035</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM3365</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS5925</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4452</title>
        <cusip>36179S5M5</cusip>
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          <isin value="US36179S5M51"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC9096</title>
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          <isin value="US3140F5DA88"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1J1516</title>
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          <isin value="US3128NHVH35"/>
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        <curCd>USD</curCd>
        <valUSD>9522.13000000</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>2037-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.01700000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3697</title>
        <cusip>3140X7DB2</cusip>
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          <isin value="US3140X7DB21"/>
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        <curCd>USD</curCd>
        <valUSD>2006717.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC6009</title>
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          <isin value="US3140F1VB55"/>
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        <curCd>USD</curCd>
        <valUSD>34141.65000000</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>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6933</title>
        <cusip>36179VV23</cusip>
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          <isin value="US36179VV234"/>
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        <curCd>USD</curCd>
        <valUSD>820830.86000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07977</title>
        <cusip>3128MAFS3</cusip>
        <identifiers>
          <isin value="US3128MAFS30"/>
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        <balance>599891.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>663686.02000000</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>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5282</title>
        <cusip>36202F2P0</cusip>
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          <isin value="US36202F2P09"/>
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        <balance>639588.47430000</balance>
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        <curCd>USD</curCd>
        <valUSD>724781.72000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5138</title>
        <cusip>3133KYV71</cusip>
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          <isin value="US3133KYV717"/>
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        <balance>6111960.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5957664.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4424</title>
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          <isin value="US36202E4H91"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15336</title>
        <cusip>3128MEEH0</cusip>
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          <isin value="US3128MEEH06"/>
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        <balance>2211193.10000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3071</title>
        <cusip>31418CMV3</cusip>
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          <isin value="US31418CMV36"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7049</title>
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          <isin value="US3138EPZP22"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 783278</title>
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          <isin value="US36241LUB07"/>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698474</title>
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          <isin value="US36296Q6K09"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4003</title>
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          <isin value="US36179SNU77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4368</title>
        <cusip>36202EZ93</cusip>
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          <isin value="US36202EZ934"/>
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        <balance>989923.72000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG D96094</title>
        <cusip>3128E2XX9</cusip>
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          <isin value="US3128E2XX96"/>
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        <balance>896.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>901.64000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3217</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J13273</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179UCC45"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2005</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745154</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6070</title>
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          <isin value="US3138WFW858"/>
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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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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C00658</title>
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          <isin value="US31292GWT92"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q03310</title>
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          <isin value="US3132GJKX62"/>
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        <curCd>USD</curCd>
        <valUSD>146960.68000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3890</title>
        <cusip>36202EKB4</cusip>
        <identifiers>
          <isin value="US36202EKB47"/>
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        <curCd>USD</curCd>
        <valUSD>9441.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 785056</title>
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          <isin value="US3622AAQH01"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91365</title>
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          <isin value="US3128P7QS51"/>
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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>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60506</title>
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          <isin value="US31335AR346"/>
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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>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM2000</title>
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          <isin value="US3140J6GJ04"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY4200</title>
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          <isin value="US3138YHU243"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Non Gold Pool</name>
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        <title>FH 1B4681</title>
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          <isin value="US3128JQCT39"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 736520</title>
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          <isin value="US3620AQG562"/>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3937</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G67712</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782557</title>
        <cusip>36241KZW1</cusip>
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          <isin value="US36241KZW16"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8850</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3663</title>
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          <isin value="US36179SB893"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01837</title>
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          <isin value="US3128LXBE91"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 723240</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3834</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61257</title>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL9259</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS8784</title>
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        <title>FN 256711</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BO8431</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <lei>N/A</lei>
        <title>FG G08711</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179WBX56"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4418</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06085</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU7032</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US3622A2SB99"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18677</title>
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          <isin value="US3128MMXF54"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AQ9362</title>
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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>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3277</title>
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          <isin value="US31418CUB89"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 256851</title>
        <cusip>31371NH40</cusip>
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          <isin value="US31371NH402"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0025</title>
        <cusip>36179MA26</cusip>
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          <isin value="US36179MA260"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2186</title>
        <cusip>3140X5NC3</cusip>
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          <isin value="US3140X5NC38"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA6020</title>
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          <isin value="US3140QDVN16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08641</title>
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          <isin value="US3128MJWB21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4261</title>
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          <isin value="US36179SWW33"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN FM4858</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>Ginnie Mae I Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA0088</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3818</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3372</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08534</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3926</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QGD79"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995023</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US21H0306330"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6615</title>
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        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18472</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <title>FN AS1585</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 932135</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3357</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 735036</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08816</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <title>FN AS2728</title>
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        <title>FG G18626</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08699</title>
        <cusip>3128MJX54</cusip>
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          <isin value="US3128MJX546"/>
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        <balance>2361007.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2496871.49000000</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>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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 or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 1.5 3/22</title>
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        <identifiers>
          <isin value="US01F0126353"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-1598859.38000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</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>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA4418</title>
        <cusip>3133KK4B2</cusip>
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          <isin value="US3133KK4B29"/>
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        <balance>390862.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385976.87000000</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>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1401</title>
        <cusip>31418ARX8</cusip>
        <identifiers>
          <isin value="US31418ARX80"/>
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        <balance>2275796.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2337831.23000000</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>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 964874</title>
        <cusip>31414FMX6</cusip>
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          <isin value="US31414FMX68"/>
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        <balance>16371.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18803.50000000</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>6.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01931</title>
        <cusip>3128LXEC0</cusip>
        <identifiers>
          <isin value="US3128LXEC09"/>
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        <balance>1944868.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2229463.18000000</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>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01449</title>
        <cusip>31283HTE5</cusip>
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          <isin value="US31283HTE52"/>
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        <balance>21232.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23597.58000000</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>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM6293</title>
        <cusip>3140X97F6</cusip>
        <identifiers>
          <isin value="US3140X97F62"/>
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        <balance>8144828.94590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8265113.41000000</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>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06877</title>
        <cusip>3128M86N9</cusip>
        <identifiers>
          <isin value="US3128M86N98"/>
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        <balance>155614.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183596.99000000</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>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04951</title>
        <cusip>3128M6ZQ4</cusip>
        <identifiers>
          <isin value="US3128M6ZQ43"/>
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        <balance>174327.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193701.54000000</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>
          <maturityDt>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 AV8890</title>
        <cusip>36195K2X1</cusip>
        <identifiers>
          <isin value="US36195K2X13"/>
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        <balance>1878166.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1964483.84000000</valUSD>
        <pctVal>0.012275591718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5259</title>
        <cusip>36202FZY5</cusip>
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          <isin value="US36202FZY59"/>
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        <balance>870965.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>927366.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4268</title>
        <cusip>36202EW54</cusip>
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          <isin value="US36202EW543"/>
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        <balance>474796.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>552572.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07859</title>
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          <isin value="US3128MAB400"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1600</title>
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          <isin value="US3140X4X688"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3783</title>
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          <isin value="US3140X7FZ70"/>
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        <balance>5332778.57610000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01786</title>
        <cusip>31292H6X7</cusip>
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          <isin value="US31292H6X72"/>
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        <balance>22799.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25572.51000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AY8223</title>
        <cusip>3138YND53</cusip>
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          <isin value="US3138YND536"/>
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        <balance>29388.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29783.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08443</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Z40126</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179QT683"/>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 848206</title>
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          <isin value="US31300LDK89"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179RLP28"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J13585</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08451</title>
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          <isin value="US3128MJQD50"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995196</title>
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          <isin value="US31416BRR14"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4770</title>
        <cusip>36202FJP2</cusip>
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          <isin value="US36202FJP27"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01222</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93759</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH1247</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18459</title>
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          <isin value="US3128MMQM88"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3803</title>
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          <isin value="US36179SGL51"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2680</title>
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          <isin value="US36179Q6R75"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5384</title>
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          <isin value="US3140X86W23"/>
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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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3052</title>
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          <isin value="US36202DL902"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4126</title>
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          <isin value="US36179SSP38"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3936</title>
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          <isin value="US36179SLR66"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05958</title>
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          <isin value="US3128M75T95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae I Pool</name>
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          <isin value="US3620AS2P33"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AX5316</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <balance>9300620.46180000</balance>
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        <curCd>USD</curCd>
        <valUSD>8747131.24000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-04-20</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL1308</title>
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          <isin value="US3138EHN240"/>
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        <curCd>USD</curCd>
        <valUSD>102559.45000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60899</title>
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          <isin value="US31335A7L69"/>
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        <curCd>USD</curCd>
        <valUSD>330947.06000000</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>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G04331</title>
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          <isin value="US3128M6EC85"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592936.48000000</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>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS8682</title>
        <cusip>3132A9UF2</cusip>
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          <isin value="US3132A9UF29"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107209.55000000</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>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782998</title>
        <cusip>36241LKK1</cusip>
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          <isin value="US36241LKK16"/>
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        <balance>118488.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134076.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08168</title>
        <cusip>3128MJFJ4</cusip>
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          <isin value="US3128MJFJ40"/>
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        <curCd>USD</curCd>
        <valUSD>884034.67000000</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>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05030</title>
        <cusip>3128M64P0</cusip>
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          <isin value="US3128M64P01"/>
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        <balance>99578.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115893.28000000</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>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6306</title>
        <cusip>3138EPAG9</cusip>
        <identifiers>
          <isin value="US3138EPAG97"/>
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        <curCd>USD</curCd>
        <valUSD>607366.93000000</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>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q54334</title>
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          <isin value="US3132XWY884"/>
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        <curCd>USD</curCd>
        <valUSD>2110035.64000000</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>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN BA0938</title>
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          <isin value="US3617ADBF46"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5279</title>
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          <isin value="US36202F2L94"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3804</title>
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          <isin value="US36179SGM35"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 723434</title>
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          <isin value="US3620A9V323"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4170</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5332</title>
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          <isin value="US36179T4R30"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2929</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0658</title>
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          <isin value="US3138EGWU45"/>
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        <balance>716149.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>773101.22000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <lei>N/A</lei>
        <title>FN MA2473</title>
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        <lei>N/A</lei>
        <title>FN AL1927</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR SD8045</title>
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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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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0218</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4344</title>
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          <isin value="US36202EZH51"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4326</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01491</title>
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          <isin value="US31292HUQ54"/>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179Q2A86"/>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179UGD81"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18247</title>
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          <isin value="US3128MMHZ92"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US31371MEP86"/>
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        <lei>N/A</lei>
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          <isin value="US3132DV3Z67"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5085</title>
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          <isin value="US3133KYUJ62"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179VSF84"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US31418AAJ79"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07925</title>
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          <isin value="US3128MAD638"/>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08836</title>
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          <isin value="US3128MJ4W71"/>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0324</title>
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          <isin value="US3140Q7LE55"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03926</title>
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          <isin value="US3128M5VT45"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889150</title>
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          <isin value="US31410GZP17"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60081</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05733</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7828</title>
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          <isin value="US36179WVV70"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2874</title>
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          <isin value="US3140X6FQ98"/>
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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>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 3187</title>
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          <isin value="US36202DRG87"/>
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        <balance>10609.98000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4977</title>
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          <isin value="US36202FQ666"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08271</title>
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          <isin value="US3128MJJR20"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08515</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179WLN64"/>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08499</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0007</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179TXX89"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8078</title>
        <cusip>3132D56P2</cusip>
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          <isin value="US3132D56P22"/>
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        <curCd>USD</curCd>
        <valUSD>17333417.76000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AV3616</title>
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          <isin value="US3138XFAS43"/>
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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>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254232</title>
        <cusip>31371KLM1</cusip>
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          <isin value="US31371KLM17"/>
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        <balance>5.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5.14000000</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>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7467</title>
        <cusip>3140XBJM3</cusip>
        <identifiers>
          <isin value="US3140XBJM32"/>
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        <balance>11494260.36150000</balance>
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        <curCd>USD</curCd>
        <valUSD>11416614.33000000</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>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB4483</title>
        <cusip>31417A6V6</cusip>
        <identifiers>
          <isin value="US31417A6V64"/>
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        <balance>330806.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339219.37000000</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>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13746</title>
        <cusip>3128MCL37</cusip>
        <identifiers>
          <isin value="US3128MCL371"/>
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        <balance>10857.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11205.10000000</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>2025-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08521</title>
        <cusip>3128MJSK7</cusip>
        <identifiers>
          <isin value="US3128MJSK75"/>
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        <balance>477509.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>491212.45000000</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>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD4469</title>
        <cusip>31418R6F3</cusip>
        <identifiers>
          <isin value="US31418R6F33"/>
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        <balance>880.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>925.49000000</valUSD>
        <pctVal>0.000005783166</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>Floating</couponKind>
          <annualizedRt>2.11400000</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>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 2.5 3/22</title>
        <cusip>01F022436</cusip>
        <identifiers>
          <isin value="US01F0224364"/>
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        <balance>3175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3210718.75000000</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>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08766</title>
        <cusip>3128MJZ86</cusip>
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          <isin value="US3128MJZ863"/>
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        <balance>1085905.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1121244.69000000</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>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08563</title>
        <cusip>3128MJTV2</cusip>
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          <isin value="US3128MJTV22"/>
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        <balance>573703.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>611685.24000000</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>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18628</title>
        <cusip>3128MMVW0</cusip>
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          <isin value="US3128MMVW06"/>
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        <balance>1548132.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1537997.09000000</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>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745398</title>
        <cusip>31403DDB2</cusip>
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          <isin value="US31403DDB29"/>
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        <balance>728834.53000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3745</title>
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          <isin value="US31418DET54"/>
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        <balance>3870524.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3992974.40000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA2882</title>
        <cusip>3140E7FY1</cusip>
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          <isin value="US3140E7FY14"/>
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        <balance>943255.93350000</balance>
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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>
          <maturityDt>2030-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4772</title>
        <cusip>3140X8JS7</cusip>
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          <isin value="US3140X8JS74"/>
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        <balance>3369076.57040000</balance>
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        <curCd>USD</curCd>
        <valUSD>3664405.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03565</title>
        <cusip>31292K6A0</cusip>
        <identifiers>
          <isin value="US31292K6A08"/>
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        <balance>261417.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>280446.99000000</valUSD>
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        <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>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3286</title>
        <cusip>3140J7UL7</cusip>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <title>FN MA1208</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA0804</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG A87880</title>
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        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179S5L78"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI9873</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08687</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254846</title>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AB8896</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ5890</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Z50018</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL7666</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AJ1407</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO2975</title>
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          <isin value="US3138LTJV13"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BA4803</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1475</title>
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          <isin value="US31416WT930"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5081</title>
        <cusip>36202FUE4</cusip>
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          <isin value="US36202FUE41"/>
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        <curCd>USD</curCd>
        <valUSD>293117.45000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3371</title>
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          <isin value="US3140X6W982"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD6166</title>
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          <isin value="US31418TZ830"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW5063</title>
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          <isin value="US3138XUTV48"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3131X8SJ65"/>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7135</title>
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          <isin value="US36179V4U15"/>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A39735</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179WTX64"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS3467</title>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18614</title>
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          <isin value="US3128MMVG55"/>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782623</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN BP3478</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889633</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AT2015</title>
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          <isin value="US3138WPGZ13"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08758</title>
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          <isin value="US3128MJZY96"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4279</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2860</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A94604</title>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1677</title>
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        <name>Ginnie Mae I Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US312939SU66"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <title>FN MA1132</title>
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        <title>FG G60238</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6619</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3802</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM4054</title>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36202FZZ25"/>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS6137</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5977</title>
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          <isin value="US3140JAUB21"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 2B1862</title>
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          <isin value="US31326GB700"/>
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        <curCd>USD</curCd>
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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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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM3065</title>
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          <isin value="US3140J7MP72"/>
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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>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4210</title>
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          <isin value="US3140X7VC02"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7826</title>
        <cusip>36179WVT2</cusip>
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          <isin value="US36179WVT25"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 993076</title>
        <cusip>31415YFR5</cusip>
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          <isin value="US31415YFR53"/>
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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>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL5085</title>
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          <isin value="US3138EMUK58"/>
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        <balance>199306.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>211047.69000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08278</title>
        <cusip>3128MJJY7</cusip>
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          <isin value="US3128MJJY70"/>
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        <balance>8688.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9751.01000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4696</title>
        <cusip>36202FGD2</cusip>
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          <isin value="US36202FGD24"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8199</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1500</title>
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          <isin value="US31416WU268"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <title>FR SB8008</title>
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          <isin value="US3132D53R15"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
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        <title>GN 634338</title>
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          <isin value="US36291PV783"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4794</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08544</title>
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          <isin value="US3128MJTA84"/>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS2703</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN FM4944</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Pool</name>
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        <title>FR SD7515</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2671</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J10361</title>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8678</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3440</title>
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          <isin value="US3140X6ZE49"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5594</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03479</title>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7731</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU4290</title>
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          <isin value="US3138X3XU14"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G67702</title>
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          <isin value="US3132XCRX53"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3521</title>
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          <isin value="US31418C4F86"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2302</title>
        <cusip>36179QRX1</cusip>
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          <isin value="US36179QRX15"/>
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        <curCd>USD</curCd>
        <valUSD>3106134.76000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AN3040</title>
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          <isin value="US36185SLV96"/>
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        <curCd>USD</curCd>
        <valUSD>100989.05000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91417</title>
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          <isin value="US3128P7SE48"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01317</title>
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          <isin value="US31283HPA76"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH9392</title>
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          <isin value="US3140GYNJ43"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01418</title>
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          <isin value="US31292HSF28"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5520</title>
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          <isin value="US3140JAD217"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4442</title>
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          <isin value="US31418D5C29"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G02744</title>
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          <isin value="US3128M4LZ40"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4106</title>
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          <isin value="US31418DR468"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4697</title>
        <cusip>36202FGE0</cusip>
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          <isin value="US36202FGE07"/>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS6397</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 741372</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BD3986</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS4999</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08558</title>
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          <isin value="US3128MJTQ37"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C03520</title>
        <cusip>31292K4D6</cusip>
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          <isin value="US31292K4D64"/>
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        <balance>579460.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>621691.52000000</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>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO5540</title>
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          <isin value="US3138LWEN70"/>
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        <curCd>USD</curCd>
        <valUSD>124584.75000000</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>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C09015</title>
        <cusip>31292SAQ3</cusip>
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          <isin value="US31292SAQ30"/>
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        <balance>2883986.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2966767.45000000</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>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14924</title>
        <cusip>3128PUPH9</cusip>
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          <isin value="US3128PUPH91"/>
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        <balance>694.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>726.04000000</valUSD>
        <pctVal>0.000004536851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5312</title>
        <cusip>36202F3V6</cusip>
        <identifiers>
          <isin value="US36202F3V67"/>
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        <balance>206531.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215976.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13187</title>
        <cusip>3128MBXQ5</cusip>
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          <isin value="US3128MBXQ54"/>
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        <balance>77.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78.47000000</valUSD>
        <pctVal>0.000000490340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN AO2970</title>
        <cusip>3138LTJQ2</cusip>
        <identifiers>
          <isin value="US3138LTJQ28"/>
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        <balance>1254625.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1292404.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BM5115</title>
        <cusip>3140J9VH1</cusip>
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          <isin value="US3140J9VH12"/>
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        <balance>453295.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>487337.32000000</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>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783718</title>
        <cusip>3622A2DX7</cusip>
        <identifiers>
          <isin value="US3622A2DX74"/>
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        <balance>820090.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>875118.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03696</title>
        <cusip>3128M5NM8</cusip>
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          <isin value="US3128M5NM83"/>
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        <balance>2431961.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2741804.10000000</valUSD>
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        <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>5.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889595</title>
        <cusip>31410KKG8</cusip>
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          <isin value="US31410KKG84"/>
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        <balance>21784.46000000</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>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4026</title>
        <cusip>31418DPL0</cusip>
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          <isin value="US31418DPL00"/>
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        <balance>3692176.07000000</balance>
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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>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 744060</title>
        <cusip>3620AYTR7</cusip>
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          <isin value="US3620AYTR75"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA1064</title>
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          <isin value="US36179NFD57"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4636</title>
        <cusip>36202FEH5</cusip>
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          <isin value="US36202FEH55"/>
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        <balance>2235731.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1204</title>
        <cusip>31418AKS6</cusip>
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          <isin value="US31418AKS68"/>
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        <balance>505513.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>530484.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4902</title>
        <cusip>36179TNT8</cusip>
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          <isin value="US36179TNT87"/>
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        <balance>630903.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>669570.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95084</title>
        <cusip>312943UH4</cusip>
        <identifiers>
          <isin value="US312943UH48"/>
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        <balance>42273.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45021.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E02746</title>
        <cusip>31294MBP5</cusip>
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          <isin value="US31294MBP59"/>
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        <balance>429740.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443128.49000000</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>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4511</title>
        <cusip>36179TAL9</cusip>
        <identifiers>
          <isin value="US36179TAL98"/>
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        <balance>8189180.73400000</balance>
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        <curCd>USD</curCd>
        <valUSD>8615968.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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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>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA4214</title>
        <cusip>3133KKVF3</cusip>
        <identifiers>
          <isin value="US3133KKVF38"/>
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        <balance>5201458.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4994376.82000000</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>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08698</title>
        <cusip>3128MJX47</cusip>
        <identifiers>
          <isin value="US3128MJX470"/>
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        <balance>3498489.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3622568.78000000</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>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08635</title>
        <cusip>3128MJV56</cusip>
        <identifiers>
          <isin value="US3128MJV565"/>
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        <balance>1612010.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1646999.18000000</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>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 545762</title>
        <cusip>31385JJF6</cusip>
        <identifiers>
          <isin value="US31385JJF66"/>
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        <balance>249810.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>286474.33000000</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>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18692</title>
        <cusip>3128MMXW8</cusip>
        <identifiers>
          <isin value="US3128MMXW87"/>
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        <balance>2869423.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2960736.77000000</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>3.50000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J36173</title>
        <cusip>31307S2E2</cusip>
        <identifiers>
          <isin value="US31307S2E23"/>
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        <balance>143094.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145136.21000000</valUSD>
        <pctVal>0.000906921615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4291</title>
        <cusip>36202EXU8</cusip>
        <identifiers>
          <isin value="US36202EXU80"/>
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        <balance>450413.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524191.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3903</title>
        <cusip>3138WDKR1</cusip>
        <identifiers>
          <isin value="US3138WDKR11"/>
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        <balance>359329.80900000</balance>
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        <curCd>USD</curCd>
        <valUSD>382732.46000000</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>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS0752</title>
        <cusip>3138W9ZS2</cusip>
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          <isin value="US3138W9ZS20"/>
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        <balance>1241734.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1233360.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4713</title>
        <cusip>36202FGW0</cusip>
        <identifiers>
          <isin value="US36202FGW05"/>
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        <balance>665446.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>717712.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783217</title>
        <cusip>36241LSE7</cusip>
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          <isin value="US36241LSE73"/>
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        <balance>280738.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318510.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01953</title>
        <cusip>3128LXE22</cusip>
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          <isin value="US3128LXE226"/>
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        <balance>34022.38000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3979</title>
        <cusip>36179SM46</cusip>
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          <isin value="US36179SM460"/>
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        <balance>272047.04000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2549</title>
        <cusip>3140X5ZP1</cusip>
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          <isin value="US3140X5ZP13"/>
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        <curCd>USD</curCd>
        <valUSD>2064641.73000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD7510</title>
        <cusip>3132DVKX2</cusip>
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          <isin value="US3132DVKX28"/>
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        <balance>7883223.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8079371.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18312</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3522</title>
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          <isin value="US36179R4F38"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18716</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL6613</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06493</title>
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          <isin value="US3128M8RN69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G15027</title>
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          <isin value="US3128MDYY36"/>
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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>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7580</title>
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          <isin value="US3140XBM647"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18518</title>
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          <isin value="US3128MMSG92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5203</title>
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          <isin value="US36202FX845"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 783418</title>
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          <isin value="US36241LYP56"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH0943</title>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3961</title>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q50109</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AS6014</title>
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          <isin value="US3138WFVG84"/>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 701857</title>
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          <isin value="US36296UWS58"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4853</title>
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          <isin value="US36202FMA11"/>
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        <balance>1386666.62000000</balance>
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        <valUSD>1501894.32000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36179MCJ71"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6763</title>
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          <isin value="US3138WGQR87"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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          <isin value="US3132A3C244"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60344</title>
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          <isin value="US31335ALZ92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS3860</title>
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          <isin value="US3138WDJE27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8074</title>
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          <isin value="US3140XB6L97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5763</title>
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          <isin value="US36179UML34"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0981</title>
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          <isin value="US31419BCT08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8001</title>
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          <isin value="US3132DV3J26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC0304</title>
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          <isin value="US3140EUKS74"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995490</title>
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          <isin value="US31416B2X58"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179SNV50"/>
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        <name>Fannie Mae Pool</name>
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          <isin value="US31418D2S08"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2816</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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        <cusip>36202FM86</cusip>
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          <isin value="US36202FM863"/>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <lei>N/A</lei>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BC1171</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G03551</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A93784</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS7495</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179VZQ66"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB9171</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G08728</title>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 724275</title>
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          <isin value="US3620AAT817"/>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 889109</title>
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          <isin value="US31410GYE78"/>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6038</title>
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          <isin value="US36179UV749"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8020</title>
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          <isin value="US3132D54D10"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97294</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3693</title>
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          <isin value="US31418DC759"/>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08726</title>
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          <isin value="US3128MJYY06"/>
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        <name>Freddie Mac Gold Pool</name>
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          <isin value="US3128KXY960"/>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG C09031</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN MA4049</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AL9424</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 254198</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7532</title>
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          <isin value="US36179WLM81"/>
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          <couponKind>Fixed</couponKind>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 706459</title>
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        <lei>N/A</lei>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G60194</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3074</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91714</title>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G01469</title>
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        <identifiers>
          <isin value="US31283HT216"/>
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        <curCd>USD</curCd>
        <valUSD>2108.08000000</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q11220</title>
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          <isin value="US3132HMK911"/>
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        <balance>793190.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>828163.59000000</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>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08079</title>
        <cusip>3128MJCR9</cusip>
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          <isin value="US3128MJCR92"/>
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        <curCd>USD</curCd>
        <valUSD>164341.16000000</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>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 4 3/22</title>
        <cusip>01F040636</cusip>
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          <isin value="US01F0406367"/>
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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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783467</title>
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          <isin value="US36241LZ820"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4099</title>
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          <isin value="US31418DRV63"/>
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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>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08255</title>
        <cusip>3128MJH94</cusip>
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          <isin value="US3128MJH945"/>
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        <curCd>USD</curCd>
        <valUSD>298002.50000000</valUSD>
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        <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>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J17233</title>
        <cusip>3128PXBA3</cusip>
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          <isin value="US3128PXBA34"/>
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        <balance>1061289.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1088568.91000000</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>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06883</title>
        <cusip>3128M86U3</cusip>
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          <isin value="US3128M86U32"/>
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        <curCd>USD</curCd>
        <valUSD>387644.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG E04106</title>
        <cusip>31294NR35</cusip>
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          <isin value="US31294NR355"/>
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        <balance>113374.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>115388.73000000</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>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1138</title>
        <cusip>31418AHQ4</cusip>
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          <isin value="US31418AHQ40"/>
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        <curCd>USD</curCd>
        <valUSD>1418705.61000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91558</title>
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          <isin value="US3128P7WT60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783535</title>
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          <isin value="US36241L4U71"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2042-02-15</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS1586</title>
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          <isin value="US3138WAXQ51"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
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          <isin value="US36225FEN50"/>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <title>FN AB6849</title>
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          <isin value="US31417DTF05"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-01</maturityDt>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 784353</title>
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          <isin value="US3622A2ZS42"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2373</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>N/A</name>
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        <title>US 5YR NOTE (CBT) Jun22</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4515</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6323</title>
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          <isin value="US3138WGAZ77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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          <isin value="US3128P8B343"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8193</title>
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          <isin value="US3132DWC684"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202FDC77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AL5247</title>
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          <isin value="US36184BZL43"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN AZ5688</title>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08669</title>
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          <isin value="US3128MJW712"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD0649</title>
        <cusip>31418MWK4</cusip>
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          <isin value="US31418MWK43"/>
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        <balance>84371.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95738.31000000</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>5.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD8529</title>
        <cusip>31418WPP9</cusip>
        <identifiers>
          <isin value="US31418WPP94"/>
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        <balance>5568600.68370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6039938.74000000</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>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8246</title>
        <cusip>3138WJEU8</cusip>
        <identifiers>
          <isin value="US3138WJEU83"/>
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        <balance>2018002.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2046313.77000000</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>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG V81296</title>
        <cusip>3132L6NM9</cusip>
        <identifiers>
          <isin value="US3132L6NM94"/>
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        <balance>108629.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115088.24000000</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>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN FM2743</title>
        <cusip>3140X6BM2</cusip>
        <identifiers>
          <isin value="US3140X6BM21"/>
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        <balance>5728393.54400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5878807.41000000</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>2034-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4123</title>
        <cusip>31418DSM5</cusip>
        <identifiers>
          <isin value="US31418DSM55"/>
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        <balance>3468188.12630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3444792.08000000</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>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07921</title>
        <cusip>3128MAD22</cusip>
        <identifiers>
          <isin value="US3128MAD224"/>
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        <balance>2638733.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2763353.80000000</valUSD>
        <pctVal>0.017267539865</pctVal>
        <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>3.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60564</title>
        <cusip>31335ATV0</cusip>
        <identifiers>
          <isin value="US31335ATV07"/>
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        <balance>434664.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481522.63000000</valUSD>
        <pctVal>0.003008920251</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>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3778</title>
        <cusip>36179SFT9</cusip>
        <identifiers>
          <isin value="US36179SFT96"/>
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        <balance>89663.92300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92199.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL2782</title>
        <cusip>3138EKCU7</cusip>
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          <isin value="US3138EKCU76"/>
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        <balance>476172.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>524502.92000000</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>2042-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 711076</title>
        <cusip>36297F6M9</cusip>
        <identifiers>
          <isin value="US36297F6M99"/>
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        <balance>26464.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29665.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18622</title>
        <cusip>3128MMVQ3</cusip>
        <identifiers>
          <isin value="US3128MMVQ38"/>
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        <balance>12394825.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12571238.52000000</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>2031-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08062</title>
        <cusip>3128MJB82</cusip>
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          <isin value="US3128MJB823"/>
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        <balance>89098.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>99843.93000000</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>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08776</title>
        <cusip>3128MJ2J8</cusip>
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          <isin value="US3128MJ2J88"/>
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        <balance>802648.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>853296.39000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1028</title>
        <cusip>31418AEA2</cusip>
        <identifiers>
          <isin value="US31418AEA25"/>
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        <balance>317515.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>339363.49000000</valUSD>
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        <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>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08800</title>
        <cusip>3128MJ3J7</cusip>
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          <isin value="US3128MJ3J79"/>
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        <balance>3478476.61250000</balance>
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        <curCd>USD</curCd>
        <valUSD>3586615.15000000</valUSD>
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        <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>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G61006</title>
        <cusip>31335BDK9</cusip>
        <identifiers>
          <isin value="US31335BDK98"/>
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        <balance>375142.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400505.28000000</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>2044-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7419</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS8270</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4492</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>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0160</title>
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          <isin value="US3138EGFA73"/>
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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>
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          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3456</title>
        <cusip>36179RZV4</cusip>
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          <isin value="US36179RZV40"/>
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        <curCd>USD</curCd>
        <valUSD>296170.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08477</title>
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          <isin value="US3128MJQ789"/>
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        <curCd>USD</curCd>
        <valUSD>1431130.50000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A95960</title>
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          <isin value="US312944TR22"/>
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        <curCd>USD</curCd>
        <valUSD>203193.07000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97052</title>
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          <isin value="US312945ZR23"/>
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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>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AI4815</title>
        <cusip>3138AJK50</cusip>
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          <isin value="US3138AJK505"/>
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        <curCd>USD</curCd>
        <valUSD>377167.47000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 785098</title>
        <cusip>3622AART3</cusip>
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          <isin value="US3622AART30"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6065</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3154</title>
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          <isin value="US31418CQG23"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745355</title>
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          <isin value="US31403DBY40"/>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AV0634</title>
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          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <isin value="US3138EJRB67"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A15852</title>
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          <isin value="US31296QQD50"/>
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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>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA2677</title>
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          <isin value="US36179Q6N61"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G14999</title>
        <cusip>3128MDX40</cusip>
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          <isin value="US3128MDX408"/>
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        <balance>27887.36310000</balance>
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        <curCd>USD</curCd>
        <valUSD>28176.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <name>Freddie Mac Gold Pool</name>
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        <lei>N/A</lei>
        <title>FN AH8953</title>
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        <title>FN MA4412</title>
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        <name>Freddie Mac Pool</name>
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        <title>FR RB5091</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 942980</title>
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          <isin value="US31413ECR45"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FS0754</title>
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          <isin value="US3140XFZU87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS9736</title>
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          <isin value="US3138WKZA63"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AW4182</title>
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        <name>Ginnie Mae II Pool</name>
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        <title>G2 783449</title>
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          <isin value="US36241LZN99"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1275</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08793</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745342</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 4617</title>
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          <isin value="US36202FDW32"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN BH2671</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Fannie Mae Pool</name>
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        <title>FN 257043</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 545993</title>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2895</title>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18514</title>
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          <isin value="US3128MMSC88"/>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 995245</title>
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          <isin value="US31416BTA60"/>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS7908</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18669</title>
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        <name>Ginnie Mae I Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
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        <name>Fannie Mae Pool</name>
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        <title>FN BC9083</title>
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        <name>Fannie Mae Pool</name>
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        <title>FN AS3907</title>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745275</title>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18660</title>
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          <isin value="US3128MMWW96"/>
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        <name>Ginnie Mae II Pool</name>
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          <isin value="US36179TNR22"/>
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        <name>Freddie Mac Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
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      </invstOrSec>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4364</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 725423</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA4073</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08036</title>
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          <isin value="US3128MJBE98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN AD1699</title>
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          <isin value="US36180C3G20"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA9221</title>
        <cusip>3140QHG74</cusip>
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          <isin value="US3140QHG749"/>
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        <balance>870674.45220000</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>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08587</title>
        <cusip>3128MJUM0</cusip>
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          <isin value="US3128MJUM04"/>
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        <curCd>USD</curCd>
        <valUSD>141830.68000000</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>2044-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08761</title>
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          <isin value="US3128MJZ376"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD8536</title>
        <cusip>31418WPW4</cusip>
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          <isin value="US31418WPW46"/>
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        <curCd>USD</curCd>
        <valUSD>315748.12000000</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>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8011</title>
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          <isin value="US3132DV3U70"/>
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        <curCd>USD</curCd>
        <valUSD>5457372.45000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RA5270</title>
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          <isin value="US3133KL2B29"/>
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        <balance>2882454.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2936891.09000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A97620</title>
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          <isin value="US312946PD20"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J10549</title>
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          <isin value="US3128PPTE30"/>
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        <curCd>USD</curCd>
        <valUSD>4700.01000000</valUSD>
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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>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14198</title>
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          <isin value="US3128PTUX14"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G12710</title>
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          <isin value="US3128MBGT86"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08341</title>
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          <isin value="US3128MJLX69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6649</title>
        <cusip>31417DL76</cusip>
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          <isin value="US31417DL760"/>
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        <balance>196233.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>198631.30000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698392</title>
        <cusip>36296Q2Z1</cusip>
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          <isin value="US36296Q2Z14"/>
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        <balance>273269.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>296445.40000000</valUSD>
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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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782818</title>
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          <isin value="US36241LDX10"/>
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        <curCd>USD</curCd>
        <valUSD>404940.46000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM3927</title>
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          <isin value="US3140X7LH09"/>
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        <balance>3399148.84590000</balance>
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        <curCd>USD</curCd>
        <valUSD>3470881.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3147</title>
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          <isin value="US31418CP993"/>
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        <curCd>USD</curCd>
        <valUSD>2552527.25000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR RB5037</title>
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          <isin value="US3133KYS267"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AE0548</title>
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          <isin value="US31419ATE72"/>
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        <curCd>USD</curCd>
        <valUSD>65726.05000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4256</title>
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          <isin value="US31418DWS79"/>
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        <balance>25244355.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24928965.06000000</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>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C91912</title>
        <cusip>3128P8DR9</cusip>
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          <isin value="US3128P8DR98"/>
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        <balance>5490814.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5623697.72000000</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>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AK9419</title>
        <cusip>3138EEPD5</cusip>
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          <isin value="US3138EEPD54"/>
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        <balance>135794.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>145148.81000000</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>2042-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2870</title>
        <cusip>3140X6FL0</cusip>
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          <isin value="US3140X6FL02"/>
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        <balance>3035741.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3100864.20000000</valUSD>
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        <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>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3358</title>
        <cusip>31418CWU4</cusip>
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          <isin value="US31418CWU43"/>
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        <balance>1403437.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1485507.03000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5199</title>
        <cusip>36202FX43</cusip>
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          <isin value="US36202FX431"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2259</title>
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          <isin value="US3140X5QM82"/>
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        <balance>728832.16000000</balance>
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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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          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCI 1.5 3/22</title>
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          <isin value="US01F0124374"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G06193</title>
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          <isin value="US3128M8GA67"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 698386</title>
        <cusip>36296Q2T5</cusip>
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          <isin value="US36296Q2T53"/>
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        <balance>95889.16000000</balance>
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          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB5468</title>
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          <isin value="US31417CCE30"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS7854</title>
        <cusip>3132A8WP0</cusip>
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          <isin value="US3132A8WP00"/>
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        <balance>182908.55530000</balance>
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        <curCd>USD</curCd>
        <valUSD>189740.32000000</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>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07661</title>
        <cusip>3128M9Z21</cusip>
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          <isin value="US3128M9Z210"/>
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        <balance>396585.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406437.69000000</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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          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL0939</title>
        <cusip>3138EHBH4</cusip>
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          <isin value="US3138EHBH46"/>
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        <curCd>USD</curCd>
        <valUSD>224444.22000000</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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          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7648</title>
        <cusip>36179WP93</cusip>
        <identifiers>
          <isin value="US36179WP937"/>
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        <balance>31329129.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30670177.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J14785</title>
        <cusip>3128PUJ60</cusip>
        <identifiers>
          <isin value="US3128PUJ602"/>
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        <balance>442899.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>462833.52000000</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>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6202</title>
        <cusip>3138WF3L8</cusip>
        <identifiers>
          <isin value="US3138WF3L89"/>
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        <balance>920209.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>955201.87000000</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>2045-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS9381</title>
        <cusip>3132AAM68</cusip>
        <identifiers>
          <isin value="US3132AAM685"/>
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        <balance>636342.89640000</balance>
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        <curCd>USD</curCd>
        <valUSD>681868.84000000</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>2045-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AX9585</title>
        <cusip>3138YBUK7</cusip>
        <identifiers>
          <isin value="US3138YBUK73"/>
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        <balance>448648.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>465675.24000000</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>2045-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA5266</title>
        <cusip>36179TZ73</cusip>
        <identifiers>
          <isin value="US36179TZ734"/>
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        <balance>2431356.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2608832.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AZ7821</title>
        <cusip>3140E0VP7</cusip>
        <identifiers>
          <isin value="US3140E0VP79"/>
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        <balance>423805.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439890.20000000</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>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3416</title>
        <cusip>31418CYN8</cusip>
        <identifiers>
          <isin value="US31418CYN81"/>
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        <balance>5688541.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6021192.30000000</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>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZS4675</title>
        <cusip>3132A5FQ3</cusip>
        <identifiers>
          <isin value="US3132A5FQ37"/>
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        <balance>1714216.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1710929.44000000</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>2046-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AU6739</title>
        <cusip>3138X6PZ2</cusip>
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          <isin value="US3138X6PZ24"/>
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        <balance>442458.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>462855.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G60460</title>
        <cusip>31335AQM3</cusip>
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          <isin value="US31335AQM35"/>
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        <balance>139471.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 745959</title>
        <cusip>31403DWU9</cusip>
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          <isin value="US31403DWU98"/>
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        <balance>630442.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>716014.13000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08583</title>
        <cusip>3128MJUH1</cusip>
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          <isin value="US3128MJUH19"/>
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        <balance>299640.13000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G05149</title>
        <cusip>3128M7BS4</cusip>
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          <isin value="US3128M7BS48"/>
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        <balance>3259.17000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM4531</title>
        <cusip>3140X8A98</cusip>
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          <isin value="US3140X8A984"/>
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        <balance>966212.73500000</balance>
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        <curCd>USD</curCd>
        <valUSD>978648.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AO4133</title>
        <cusip>3138LUSX4</cusip>
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          <isin value="US3138LUSX41"/>
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        <balance>676178.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>710119.30000000</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>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA1922</title>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG J16933</title>
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        <name>Ginnie Mae I Pool</name>
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        <title>GN 737271</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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        <title>FG G18605</title>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Freddie Mac Pool</name>
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        <name>Freddie Mac Gold Pool</name>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 785016</title>
        <cusip>3622AAN91</cusip>
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          <isin value="US3622AAN915"/>
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        <balance>1681174.45880000</balance>
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        <curCd>USD</curCd>
        <valUSD>1762307.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5300</title>
        <cusip>36202F3H7</cusip>
        <identifiers>
          <isin value="US36202F3H73"/>
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        <balance>396365.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406769.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA3849</title>
        <cusip>36179SH26</cusip>
        <identifiers>
          <isin value="US36179SH262"/>
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        <balance>483136.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496200.00000000</valUSD>
        <pctVal>0.003100635641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN AT1896</title>
        <cusip>3138WPDA9</cusip>
        <identifiers>
          <isin value="US3138WPDA98"/>
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        <balance>22125.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22572.18000000</valUSD>
        <pctVal>0.000141048177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.62600000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN 725773</title>
        <cusip>31402DJS0</cusip>
        <identifiers>
          <isin value="US31402DJS09"/>
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        <balance>29714.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33478.92000000</valUSD>
        <pctVal>0.000209201798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 783406</title>
        <cusip>36241LYB6</cusip>
        <identifiers>
          <isin value="US36241LYB60"/>
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        <balance>74692.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84182.56000000</valUSD>
        <pctVal>0.000526036771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 782979</title>
        <cusip>36241LJY3</cusip>
        <identifiers>
          <isin value="US36241LJY39"/>
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        <balance>87314.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100561.69000000</valUSD>
        <pctVal>0.000628386054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN AE3049</title>
        <cusip>31419DL74</cusip>
        <identifiers>
          <isin value="US31419DL741"/>
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        <balance>63635.86860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69018.38000000</valUSD>
        <pctVal>0.000431279421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 745230</title>
        <cusip>3620C04P0</cusip>
        <identifiers>
          <isin value="US3620C04P09"/>
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        <balance>186800.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202619.04000000</valUSD>
        <pctVal>0.001266118131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 955770</title>
        <cusip>31413UJP5</cusip>
        <identifiers>
          <isin value="US31413UJP57"/>
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        <balance>68426.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78974.05000000</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>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA1368</title>
        <cusip>3140Q8QW8</cusip>
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          <isin value="US3140Q8QW81"/>
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        <balance>2015620.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2148528.02000000</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>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3181</title>
        <cusip>31418CRB2</cusip>
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          <isin value="US31418CRB27"/>
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        <balance>1105959.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1153993.31000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4778</title>
        <cusip>36179TJX4</cusip>
        <identifiers>
          <isin value="US36179TJX46"/>
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        <balance>6139698.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6399682.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8424</title>
        <cusip>3140XCLE6</cusip>
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          <isin value="US3140XCLE60"/>
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        <balance>3000770.46840000</balance>
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        <curCd>USD</curCd>
        <valUSD>3366486.37000000</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>2045-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0062</title>
        <cusip>3140Q7B89</cusip>
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          <isin value="US3140Q7B892"/>
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        <balance>273000.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287469.08000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 82980</title>
        <cusip>36225FJ26</cusip>
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          <isin value="US36225FJ266"/>
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        <balance>7271.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7494.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 3 3/22</title>
        <cusip>01F030637</cusip>
        <identifiers>
          <isin value="US01F0306377"/>
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        <balance>11775000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11889070.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5890</title>
        <cusip>3140X9RL1</cusip>
        <identifiers>
          <isin value="US3140X9RL13"/>
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        <balance>6203810.18020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6465750.56000000</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>3.50000000</annualizedRt>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM1578</title>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Fannie Mae Pool</name>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae I Pool</name>
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      </invstOrSec>
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        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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          <isin value="US36202F4R47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM2967</title>
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          <isin value="US3140X6JM49"/>
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        <curCd>USD</curCd>
        <valUSD>1844205.76000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18691</title>
        <cusip>3128MMXV0</cusip>
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          <isin value="US3128MMXV05"/>
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        <curCd>USD</curCd>
        <valUSD>971916.24000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G18601</title>
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          <isin value="US3128MMU355"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SD8200</title>
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          <isin value="US3132DWDD20"/>
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        <curCd>USD</curCd>
        <valUSD>13352234.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB1149</title>
        <cusip>31416WH39</cusip>
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          <isin value="US31416WH398"/>
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        <balance>263296.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>291282.00000000</valUSD>
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        <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>5.00000000</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>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR SB8057</title>
        <cusip>3132D55S7</cusip>
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          <isin value="US3132D55S79"/>
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        <balance>2370241.21790000</balance>
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        <curCd>USD</curCd>
        <valUSD>2354257.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5594</title>
        <cusip>3140X9GC3</cusip>
        <identifiers>
          <isin value="US3140X9GC33"/>
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        <balance>192548.75450000</balance>
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        <curCd>USD</curCd>
        <valUSD>195664.21000000</valUSD>
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        <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>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8288</title>
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          <isin value="US3140XCF607"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM7842</title>
        <cusip>3140XBWC0</cusip>
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          <isin value="US3140XBWC03"/>
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        <balance>598371.24730000</balance>
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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>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4901</title>
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          <isin value="US36179TNS05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
        <lei>N/A</lei>
        <title>FR ZT0789</title>
        <cusip>3132AC2W9</cusip>
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          <isin value="US3132AC2W91"/>
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        <balance>1890390.94000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac Pool</name>
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          <isin value="US3132A8CQ03"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G13082</title>
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          <isin value="US3128MBUF27"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM8030</title>
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          <isin value="US3140XB4Q03"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2048-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6412</title>
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          <isin value="US36179VDR87"/>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA3439</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q26692</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AD1593</title>
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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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA4587</title>
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          <isin value="US36179TCY91"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 748486</title>
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          <isin value="US3620C4RF94"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH7009</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AS6746</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN CA0859</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AH0969</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN 888268</title>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA2145</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FS0197</title>
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        <name>Ginnie Mae II Pool</name>
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        <name>Ginnie Mae II Pool</name>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-05-01</maturityDt>
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        <name>Fannie Mae Pool</name>
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          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB7040</title>
        <cusip>31417DZE6</cusip>
        <identifiers>
          <isin value="US31417DZE65"/>
        </identifiers>
        <balance>221121.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223816.57000000</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>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q04651</title>
        <cusip>3132GKZQ2</cusip>
        <identifiers>
          <isin value="US3132GKZQ20"/>
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        <balance>285233.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311381.00000000</valUSD>
        <pctVal>0.001945745720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG C01374</title>
        <cusip>31292HQ31</cusip>
        <identifiers>
          <isin value="US31292HQ312"/>
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        <balance>6445.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7467.58000000</valUSD>
        <pctVal>0.000046663129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG A96312</title>
        <cusip>312945AM0</cusip>
        <identifiers>
          <isin value="US312945AM01"/>
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        <balance>855085.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>917289.11000000</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>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA6217</title>
        <cusip>36179U4A7</cusip>
        <identifiers>
          <isin value="US36179U4A78"/>
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        <balance>4745220.23650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4746897.67000000</valUSD>
        <pctVal>0.029662233172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G07025</title>
        <cusip>3128M9D66</cusip>
        <identifiers>
          <isin value="US3128M9D662"/>
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        <balance>342718.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373122.12000000</valUSD>
        <pctVal>0.002331551277</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>5.00000000</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>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AB6012</title>
        <cusip>31417CVE2</cusip>
        <identifiers>
          <isin value="US31417CVE29"/>
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        <balance>289051.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>297766.26000000</valUSD>
        <pctVal>0.001860670452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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 Pool</name>
        <lei>N/A</lei>
        <title>FN FM6152</title>
        <cusip>3140X9ZS7</cusip>
        <identifiers>
          <isin value="US3140X9ZS73"/>
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        <balance>1325455.18920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1356011.97000000</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>2040-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 MA7340</title>
        <cusip>36179WEM6</cusip>
        <identifiers>
          <isin value="US36179WEM64"/>
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        <balance>5090710.97360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5153319.59000000</valUSD>
        <pctVal>0.032201866970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Freddie Mac Non Gold Pool</name>
        <lei>N/A</lei>
        <title>FH 1B7911</title>
        <cusip>3128UGFB8</cusip>
        <identifiers>
          <isin value="US3128UGFB82"/>
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        <balance>9283.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9584.20000000</valUSD>
        <pctVal>0.000059889383</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>Floating</couponKind>
          <annualizedRt>1.99500000</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>Ginnie Mae I Pool</name>
        <lei>N/A</lei>
        <title>GN 605098</title>
        <cusip>36200NGF2</cusip>
        <identifiers>
          <isin value="US36200NGF24"/>
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        <balance>17136.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19584.04000000</valUSD>
        <pctVal>0.000122376002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac</name>
        <lei>N/A</lei>
        <title>FNCL 3.5 3/22</title>
        <cusip>01F032633</cusip>
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          <isin value="US01F0326334"/>
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        <balance>-4675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-4813789.06000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08519</title>
        <cusip>3128MJSH4</cusip>
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          <isin value="US3128MJSH47"/>
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        <balance>297132.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>299220.95000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>Ginnie Mae II Pool</name>
        <lei>N/A</lei>
        <title>G2 5281</title>
        <cusip>36202F2N5</cusip>
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          <isin value="US36202F2N50"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4160</title>
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          <isin value="US31418DTS17"/>
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        <balance>7883760.43100000</balance>
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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>
          <maturityDt>2050-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac Gold Pool</name>
        <lei>N/A</lei>
        <title>FG G08672</title>
        <cusip>3128MJXA3</cusip>
        <identifiers>
          <isin value="US3128MJXA39"/>
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        <balance>1379600.83940000</balance>
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        <curCd>USD</curCd>
        <valUSD>1463456.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN MA4121</title>
        <cusip>31418DSK9</cusip>
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          <isin value="US31418DSK99"/>
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        <balance>14926886.10240000</balance>
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        <curCd>USD</curCd>
        <valUSD>15087851.67000000</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>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN FM5290</title>
        <cusip>3140X82Y2</cusip>
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          <isin value="US3140X82Y25"/>
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        <balance>9009221.40750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9222333.64000000</valUSD>
        <pctVal>0.057628166824</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>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae Pool</name>
        <lei>N/A</lei>
        <title>FN AL8772</title>
        <cusip>3138ETXA9</cusip>
        <identifiers>
          <isin value="US3138ETXA92"/>
        </identifiers>
        <balance>328605.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337588.31000000</valUSD>
        <pctVal>0.002109508960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <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 Gold Pool</name>
        <lei>N/A</lei>
        <title>FG Q02113</title>
        <cusip>3132GFK22</cusip>
        <identifiers>
          <isin value="US3132GFK222"/>
        </identifiers>
        <balance>12281.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13154.66000000</valUSD>
        <pctVal>0.000082200337</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>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-04-27</ncom:dateSigned>
      <ncom:nameOfApplicant>VANGUARD SCOTTSDALE FUNDS</ncom:nameOfApplicant>
      <ncom:signature>Ashley Grim</ncom:signature>
      <ncom:signerName>Ashley Grim</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
