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        <name>Credit Acceptance Corp.</name>
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        <name>T-Mobile USA, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Mastercard, Inc.</name>
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        <name>United Spirits Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Resorts World Las Vegas LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>American Express Co.</name>
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        <name>Eaton Corp. plc</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Main Street Capital Corp.</name>
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        <title>Main Street Capital Corp.</title>
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        <name>Arcadyan Technology Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Wipro Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SK, Inc.</name>
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        <name>Dr Lal PathLabs Ltd.</name>
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        <name>Bausch + Lomb Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>KEI Industries Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CSC Holdings LLC</name>
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        <name>HCA, Inc.</name>
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        <name>Experian plc</name>
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        <name>Merck &amp; Co., Inc.</name>
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        <name>ONEOK, Inc.</name>
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        <name>Walmart, Inc.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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        <name>Consolidated Communications, Inc.</name>
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        <name>CME Group, Inc.</name>
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        <name>Ingredion, Inc.</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>Ingredion, Inc.</title>
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        <name>Novartis Capital Corp.</name>
        <lei>5493002KF87V5RSRQS84</lei>
        <title>Novartis Capital Corp.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Valero Energy Corp.</name>
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        <name>PayPal Holdings, Inc.</name>
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        <name>Santander Holdings USA, Inc.</name>
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        <name>Waste Management, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>SoftBank Group Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>MGIC Investment Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>AMETEK, Inc.</name>
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        <name>Merrill Lynch First Franklin Mortgage Loan Trust</name>
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        <name>Kohl's Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>VA Tech Wabag Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>United States of America</name>
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        <name>NVIDIA Corp.</name>
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        <name>Goldman Sachs Group, Inc. (The)</name>
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        <name>Equinix, Inc.</name>
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        <name>goeasy Ltd.</name>
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        <name>Venture Global LNG, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Freedom Mortgage Holdings LLC</name>
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        <name>ServiceNow, Inc.</name>
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        <name>BioMarin Pharmaceutical, Inc.</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
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        <name>United States of America</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Credit Acceptance Corp.</name>
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        <name>IBM International Capital Pte. Ltd.</name>
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        <name>J Front Retailing Co. Ltd.</name>
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      <invstOrSec>
        <name>SLM Corp.</name>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <name>PennyMac Financial Services, Inc.</name>
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      <invstOrSec>
        <name>Wistron NeWeb Corp.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bayview Commercial Asset Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Pentair Finance SARL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NVR, Inc.</name>
        <lei>529900RWXR4JI3JYTV70</lei>
        <title>NVR, Inc.</title>
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        <name>Cheniere Corpus Christi Holdings LLC</name>
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        <title>Cheniere Corpus Christi Holdings LLC</title>
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        <name>Doximity, Inc.</name>
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        <name>FS KKR Capital Corp.</name>
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        <title>FS KKR Capital Corp.</title>
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        <name>Otis Worldwide Corp.</name>
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        <title>Otis Worldwide Corp.</title>
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        <name>Northrop Grumman Corp.</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corp.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Tokyu Fudosan Holdings Corp.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Helix Energy Solutions Group, Inc.</name>
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        <name>KLA Corp.</name>
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        <name>Curtiss-Wright Corp.</name>
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        <name>Suncorp Group Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Jazz Pharmaceuticals plc</name>
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        <name>Owens Corning</name>
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        <name>United States of America</name>
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        <name>Algoma Steel, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Vestas Wind Systems A/S</name>
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        <name>T-Mobile USA, Inc.</name>
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        <name>Sony Group Corp.</name>
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        <name>Bristol-Myers Squibb Co.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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        <name>Hankook Tire &amp; Technology Co. Ltd.</name>
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        <title>Hankook Tire &amp; Technology Co. Ltd.</title>
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        <name>CSL Ltd.</name>
        <lei>529900ECSECK5ZDQTE14</lei>
        <title>CSL Ltd.</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Informa plc</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Neurocrine Biosciences, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Intuit, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Bausch Health Cos., Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BeiGene Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Wuliangye Yibin Co. Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Washington Mutual Bank</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Tampa Electric Co.</name>
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        <name>Asahi Kasei Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Countrywide Asset-Backed Certificates</name>
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        <name>Sanofi SA</name>
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        <name>Texas Instruments, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Nufarm Australia Ltd.</name>
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        <name>Kellanova</name>
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        <name>GSK plc</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Citigroup, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>DoorDash, Inc.</name>
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        <name>Drax Group plc</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Pitney Bowes, Inc.</name>
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        <name>N/A</name>
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        <name>Government National Mortgage Association</name>
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        <name>Sabre GLBL, Inc.</name>
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        <name>Adobe, Inc.</name>
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        <name>NextEra Energy, Inc.</name>
        <lei>254900RHL9MEUS5NKX63</lei>
        <title>NextEra Energy, Inc.</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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        <name>Recruit Holdings Co. Ltd.</name>
        <lei>353800R2LRSMVVC4I806</lei>
        <title>Recruit Holdings Co. Ltd.</title>
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        <invCountry>JP</invCountry>
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        <name>CBRE Services, Inc.</name>
        <lei>549300CTE3HOMEUMM603</lei>
        <title>CBRE Services, Inc.</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>JB Hi-Fi Ltd.</name>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Samsung E&amp;A Co. Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Chambal Fertilisers and Chemicals Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>United States of America</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Dropbox, Inc.</name>
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        <name>Howard Hughes Corp. (The)</name>
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        <name>Federal National Mortgage Association</name>
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        <name>IBM International Capital Pte. Ltd.</name>
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        <name>Chemours Co. (The)</name>
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        <name>BlackRock Funds III</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Cheniere Energy, Inc.</name>
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        <name>AP Moller - Maersk A/S</name>
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        <name>NAVER Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>IQVIA, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Bank of New York Mellon Corp. (The)</name>
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        <name>American Express Co.</name>
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        <name>Ecolab, Inc.</name>
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        <name>Spotify Technology SA</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
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        <name>Windstream Services LLC</name>
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        <name>Edison International</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Pfizer, Inc.</name>
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        <name>Summit Midstream Holdings LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Persistent Systems Ltd.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Voltas Ltd.</name>
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        <name>Pitney Bowes, Inc.</name>
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        <name>Genting New York LLC</name>
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        <name>Taiwan Semiconductor Manufacturing Co. Ltd.</name>
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        <name>NVIDIA Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>United Wholesale Mortgage LLC</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Capital One Financial Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>McKesson Corp.</name>
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        <name>Snap, Inc.</name>
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        <name>Tenet Healthcare Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>American Tower Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Pop Mart International Group Ltd.</name>
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        <name>Industria de Diseno Textil SA</name>
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        <title>Industria de Diseno Textil SA</title>
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        <name>United States of America</name>
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        <name>Taylor Morrison Home Corp.</name>
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        <name>Stewart Information Services Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Tesla, Inc.</name>
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        <name>United States of America</name>
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        <name>Energisa SA</name>
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        <name>Directv Financing LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140EW4P75"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cheniere Corpus Christi Holdings LLC</name>
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          <isin value="US16412XAJ46"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Realty Investment Trust</name>
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          <isin value="US3137451015"/>
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      <invstOrSec>
        <name>Shimizu Corp.</name>
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        <title>Shimizu Corp.</title>
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          <isin value="JP3358800005"/>
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        <invCountry>JP</invCountry>
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      <invstOrSec>
        <name>Braskem SA</name>
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          <isin value="BRBRKMACNPA4"/>
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        <invCountry>BR</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>United States of America</name>
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          <isin value="US91282CCB54"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US31412QM894"/>
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        <balance>40392.54000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PVR Inox Ltd.</name>
        <lei>335800NR78RUVFDE4L48</lei>
        <title>PVR Inox Ltd.</title>
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        <invCountry>IN</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SG Mortgage Securities Trust</name>
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          <isin value="US784208AD20"/>
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        <name>Taseko Mines Ltd.</name>
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        <invCountry>CA</invCountry>
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        <name>Lowe's Cos., Inc.</name>
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        <name>Nucor Corp.</name>
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        <name>Bank of America Corp.</name>
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        <title>Bank of America Corp.</title>
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        <name>Rain Carbon, Inc.</name>
        <lei>25490038N6JQH7QXUK52</lei>
        <title>Rain Carbon, Inc.</title>
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      <invstOrSec>
        <name>Mitsubishi Estate Co. Ltd.</name>
        <lei>353800KOFMRGOXSJ5Z65</lei>
        <title>Mitsubishi Estate Co. Ltd.</title>
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        <invCountry>JP</invCountry>
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        <name>IXIS Real Estate Capital Trust</name>
        <lei>N/A</lei>
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        <balance>585874.41900000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>Dai Nippon Printing Co. Ltd.</name>
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        <name>Baltimore Gas &amp; Electric Co.</name>
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        <name>Gilead Sciences, Inc.</name>
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        <name>Marsh &amp; McLennan Cos., Inc.</name>
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        <name>NVIDIA Corp.</name>
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        <name>Bancolombia SA</name>
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        <name>Phinia, Inc.</name>
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        <name>NXP BV</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Zimmer Biomet Holdings, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Aegon Ltd.</name>
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        <name>MS&amp;AD Insurance Group Holdings, Inc.</name>
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        <name>Wolverine World Wide, Inc.</name>
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        <name>Raising Cane's Restaurants LLC</name>
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        <name>United States of America</name>
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        <name>Brinker International, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Baidu, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>N/A</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Hartford Insurance Group, Inc. (The)</name>
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        <name>Exelon Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <name>Rakuten Group, Inc.</name>
        <lei>529900IMXUCQKUL1H943</lei>
        <title>Rakuten Group, Inc.</title>
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        <name>Pro Medicus Ltd.</name>
        <lei>N/A</lei>
        <title>Pro Medicus Ltd.</title>
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        <name>Banco Bilbao Vizcaya Argentaria SA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States of America</name>
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        <name>SK Invictus Intermediate II SARL</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>RELX Capital, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Schneider Electric SE</name>
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        <name>Intesa Sanpaolo SpA</name>
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        <name>Intuit, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Public Service Electric &amp; Gas Co.</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Tokyo Electron Ltd.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Sinclair Television Group, Inc.</name>
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        <name>Gilead Sciences, Inc.</name>
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        <name>Alkem Laboratories Ltd.</name>
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        <name>Castrol India Ltd.</name>
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        <name>Ares Capital Corp.</name>
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        <name>OneMain Finance Corp.</name>
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        <name>Trane Technologies plc</name>
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        <name>NOVA Chemicals Corp.</name>
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        <name>Max Financial Services Ltd.</name>
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        <name>CSC Holdings LLC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>United States of America</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ACE Securities Corp. Home Equity Loan Trust</name>
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        <name>Bath &amp; Body Works, Inc.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>PNC Financial Services Group, Inc. (The)</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Hermes International SCA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hyosung TNC Corp.</name>
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        <title>Hyosung TNC Corp.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Origen Manufactured Housing Contract Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Home Depot, Inc. (The)</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-03-15</maturityDt>
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      <invstOrSec>
        <name>Telefonaktiebolaget LM Ericsson</name>
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        <title>Telefonaktiebolaget LM Ericsson, Class B</title>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Tower Corp.</name>
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        <title>American Tower Corp.</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-15</maturityDt>
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      <invstOrSec>
        <name>JBS SA</name>
        <lei>529900RM0MTMZL9O5050</lei>
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          <isin value="BRJBSSACNOR8"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>Government National Mortgage Association</title>
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          <isin value="US36225BUB25"/>
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        <balance>769.27000000</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>2032-03-15</maturityDt>
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      <invstOrSec>
        <name>Lehman Brothers Holdings, Inc.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Amundi SA</name>
        <lei>96950010FL2T1TJKR531</lei>
        <title>Amundi SA</title>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>VeriSign, Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
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        <balance>60000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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          <isin value="US6174468X01"/>
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        <balance>24000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ultrapar Participacoes SA</name>
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        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <invCountry>ES</invCountry>
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        <name>UWM Holdings LLC</name>
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        <balance>40000.00000000</balance>
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        <name>Vistra Operations Co. LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Co. LLC</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Travelers Cos., Inc. (The)</name>
        <lei>549300Y650407RU8B149</lei>
        <title>Travelers Cos., Inc. (The)</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>Enel SpA</title>
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          <isin value="IT0003128367"/>
          <other otherDesc="Inhouse Asset ID" value="S71445696"/>
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        <balance>151966.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Cisco Systems, Inc.</name>
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        <name>Chicony Electronics Co. Ltd.</name>
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        <name>Eiffage SA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Quanta Services, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Nationstar Mortgage Holdings, Inc.</name>
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        <name>Realtek Semiconductor Corp.</name>
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        <name>Adobe, Inc.</name>
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        <name>Novo Nordisk A/S</name>
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        <name>Japan Post Insurance Co. Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>CSC Holdings LLC</name>
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        <name>AHP Health Partners, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Oracle Corp.</name>
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        <name>TSMC Arizona Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ROBLOX Corp.</name>
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        <name>Daiwa Securities Group, Inc.</name>
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        <name>Aristocrat Leisure Ltd.</name>
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        <title>Aristocrat Leisure Ltd.</title>
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        <name>UnitedHealth Group, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <isin value="US36202FMA11"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mediobanca Banca di Credito Finanziario SpA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AerCap Ireland Capital DAC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-10</maturityDt>
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        <name>N/A</name>
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        <fairValLevel>2</fairValLevel>
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                <indexName>MSCI ACWI ESG Universal Index</indexName>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US31402RDH93"/>
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      <invstOrSec>
        <name>NRG Energy, Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Autodesk, Inc.</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>Autodesk, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TE Connectivity plc</name>
        <lei>6367003TB6K484NFHE54</lei>
        <title>TE Connectivity plc</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Valaris Ltd.</name>
        <lei>N/A</lei>
        <title>Valaris Ltd.</title>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Walgreens Boots Alliance, Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>Walgreens Boots Alliance, Inc.</title>
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        <name>NFE Financing LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Universal Health Services, Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Alfa Laval AB</name>
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        <title>Alfa Laval AB</title>
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      <invstOrSec>
        <name>Ventas, Inc.</name>
        <lei>ORQTRC074CWLT3DKHT41</lei>
        <title>Ventas, Inc.</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Bajaj Finserv Ltd.</name>
        <lei>3358001EH4I4IDMGQ326</lei>
        <title>Bajaj Finserv Ltd.</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>BP plc</name>
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        <name>Quest Diagnostics, Inc.</name>
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        <title>Quest Diagnostics, Inc.</title>
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        <name>Federal National Mortgage Association</name>
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        <name>ONE Gas, Inc.</name>
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        <name>Airbnb, Inc.</name>
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        <name>Kellanova</name>
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        <name>Triveni Turbine Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>TAV Havalimanlari Holding A/S</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Honeywell International, Inc.</name>
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        <name>Hindustan Aeronautics Ltd.</name>
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        <name>Carvana Co.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Fidelity National Information Services, Inc.</name>
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        <name>Coinbase Global, Inc.</name>
        <lei>5493004G3J2SC154DU06</lei>
        <title>Coinbase Global, Inc.</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>FactSet Research Systems, Inc.</name>
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        <name>Fortis Healthcare Ltd.</name>
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        <name>MPT Operating Partnership LP</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Salesforce, Inc.</name>
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        <name>Elan Microelectronics Corp.</name>
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        <name>Israel Discount Bank Ltd.</name>
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        <name>Great Eastern Shipping Co. Ltd. (The)</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Visa, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Tencent Holdings Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Stantec, Inc.</name>
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        <title>Stantec, Inc.</title>
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        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DSM-Firmenich AG</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US3140XFKC45"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3140QGJ99</cusip>
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          <isin value="US3140QGJ992"/>
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        <balance>77255.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71919.11000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-12-01</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140Q9YZ04"/>
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        <balance>13014.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12900.39000000</valUSD>
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          <maturityDt>2033-10-01</maturityDt>
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      <invstOrSec>
        <name>IHO Verwaltungs GmbH</name>
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        <title>IHO Verwaltungs GmbH</title>
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          <isin value="US44963BAF58"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-11-15</maturityDt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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          <isin value="US36179V7D62"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Arca Continental SAB de CV</name>
        <lei>254900U2BSJCQHJCXN24</lei>
        <title>Arca Continental SAB de CV</title>
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          <isin value="MX01AC100006"/>
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        <invCountry>MX</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140FNBD54"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Mexican States</name>
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        <title>United Mexican States</title>
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        <invCountry>MX</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Bank of India</name>
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        <invCountry>IN</invCountry>
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      <invstOrSec>
        <name>Freedom Mortgage Corp.</name>
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        <title>Freedom Mortgage Corp.</title>
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      <invstOrSec>
        <name>CWHEQ Revolving Home Equity Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABB Ltd.</name>
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        <title>ABB Ltd. (Registered)</title>
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        <invCountry>CH</invCountry>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3138ELS87</cusip>
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          <isin value="US3138ELS878"/>
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        <balance>7656.98000000</balance>
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      <invstOrSec>
        <name>BAE Systems plc</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
        <title>BAE Systems plc</title>
        <cusip>N/A</cusip>
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        <balance>78488.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Alaska Air Group, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Meta Platforms, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Medtronic plc</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>United Airlines Holdings, Inc.</name>
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        <name>Poya International Co. Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Costco Wholesale Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>NVIDIA Corp.</name>
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        <title>NVIDIA Corp.</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Blue Star Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>DirecTV Financing LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Allegiant Travel Co.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Zydus Lifesciences Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Nokia OYJ</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <name>Keysight Technologies, Inc.</name>
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        <name>N/A</name>
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        <name>Public Service Electric &amp; Gas Co.</name>
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        <name>IndyMac INDX Mortgage Loan Trust</name>
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        <name>Government National Mortgage Association</name>
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        <name>Fiserv, Inc.</name>
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        <name>United States of America</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>DBS Group Holdings Ltd.</name>
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        <name>Kuehne + Nagel International AG</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Viking Cruises Ltd.</name>
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        <name>Morgan Stanley</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>N/A</name>
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        <name>Comcast Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Bausch Health Cos., Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Targa Resources Corp.</name>
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        <name>Zoetis, Inc.</name>
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        <name>Cardinal Health, Inc.</name>
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        <name>Doosan Co. Ltd.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Sinclair Television Group, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>BPCE SA</name>
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        <name>SAP SE</name>
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        <name>Worley Ltd.</name>
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        <name>Morgan Stanley</name>
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        <name>Alternative Loan Trust</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>PNC Financial Services Group, Inc. (The)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Gap, Inc. (The)</name>
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        <name>Netflix, Inc.</name>
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        <fairValLevel>1</fairValLevel>
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        <name>UnitedHealth Group, Inc.</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Bayview Commercial Asset Trust</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hyundai Rotem Co. Ltd.</name>
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        <title>Hyundai Rotem Co. Ltd.</title>
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        <assetCat>EC</assetCat>
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        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <balance>347000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Viking Cruises Ltd.</name>
        <lei>549300IJP90T4MV2GL84</lei>
        <title>Viking Cruises Ltd.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

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        <name>Bayview Commercial Asset Trust</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Bank of America Corp.</name>
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        <name>BCMSC Trust</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>Avangrid, Inc.</name>
        <lei>549300OX0Q38NLSKPB49</lei>
        <title>Avangrid, Inc.</title>
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        <valUSD>499595.88000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.20000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Fortress Transportation &amp; Infrastructure Investors LLC</name>
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        <name>Home Depot, Inc. (The)</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Eversource Energy</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Nordex SE</name>
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        <name>HSBC Holdings plc</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Centene Corp.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BYD Co. Ltd.</name>
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      <invstOrSec>
        <name>Workday, Inc.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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          <isin value="US21H0606481"/>
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        <balance>450000.00000000</balance>
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        <name>CWHEQ Home Equity Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US3140QETF92"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wartsila OYJ Abp</name>
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          <isin value="FI0009003727"/>
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        <invCountry>FI</invCountry>
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      <invstOrSec>
        <name>American Express Co.</name>
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      <invstOrSec>
        <name>Bank of America Corp.</name>
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        <title>Bank of America Corp.</title>
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        <name>UnitedHealth Group, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group, Inc.</name>
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        <invCountry>JP</invCountry>
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        <name>Hithink RoyalFlush Information Network Co. Ltd.</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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      <invstOrSec>
        <name>Iron Mountain, Inc.</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
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      <invstOrSec>
        <name>Petronet LNG Ltd.</name>
        <lei>335800KIIKNA7GRD9351</lei>
        <title>Petronet LNG Ltd.</title>
        <cusip>N/A</cusip>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Trip.com Group Ltd.</name>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Cos., Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Power Finance Corp. Ltd.</name>
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      <invstOrSec>
        <name>Advanced Micro Devices, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Emerson Electric Co.</name>
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        <title>Emerson Electric Co.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Eli Lilly &amp; Co.</name>
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        <title>Eli Lilly &amp; Co.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140JR7K19"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Vertex Pharmaceuticals, Inc.</name>
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        <name>Diamondback Energy, Inc.</name>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <name>Bank of America Corp.</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>FirstService Corp.</name>
        <lei>5493000XUDIV75BCF118</lei>
        <title>FirstService Corp.</title>
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        <invCountry>CA</invCountry>
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        <name>CCO Holdings LLC</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Computer Age Management Services Ltd.</name>
        <lei>33580012MDHMBHWN5Z06</lei>
        <title>Computer Age Management Services Ltd.</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MISUMI Group, Inc.</name>
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      <invstOrSec>
        <name>TIM SA</name>
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      <invstOrSec>
        <name>Starwood Property Trust, Inc.</name>
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        <name>Carrington Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912810RK60"/>
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        <name>United States of America</name>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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      <invstOrSec>
        <name>Energisa SA</name>
        <lei>N/A</lei>
        <title>Energisa SA</title>
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        <invCountry>BR</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Exelon Corp.</name>
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        <title>Exelon Corp.</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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          <isin value="US01F0526495"/>
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      <invstOrSec>
        <name>Rakuten Group, Inc.</name>
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        <invCountry>JP</invCountry>
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      <invstOrSec>
        <name>Contemporary Amperex Technology Co. Ltd.</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Accton Technology Corp.</name>
        <lei>529900M1YRZ0GWMDF920</lei>
        <title>Accton Technology Corp.</title>
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        <name>Federal National Mortgage Association</name>
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        <name>British Land Co. plc (The)</name>
        <lei>RV5B68J2GV3QGMRPW209</lei>
        <title>British Land Co. plc (The)</title>
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        <name>Schlumberger NV</name>
        <lei>213800ZUA17OK3QLGM62</lei>
        <title>Schlumberger NV</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CW</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Colgate-Palmolive Co.</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>Colgate-Palmolive Co.</title>
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        <name>Applied Materials, Inc.</name>
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        <name>CBOE Global Markets, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Wix.com Ltd.</name>
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        <name>Direct Line Insurance Group plc</name>
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        <name>Roche Holding AG</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Allianz SE</name>
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        <name>Aethon United BR LP</name>
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        <name>Federal National Mortgage Association</name>
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        <name>3M Co.</name>
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        <name>Progressive Corp. (The)</name>
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        <name>Aker BP ASA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States of America</name>
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                <indexName>Markit CDX North American High Yield Index Series 43-V1</indexName>
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        <fairValLevel>2</fairValLevel>
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        <name>ANA Holdings, Inc.</name>
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        <name>N/A</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Tutor Perini Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Cigna Group (The)</name>
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        <name>Chevron Corp.</name>
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        <name>CCO Holdings LLC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Cigna Group (The)</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>United States of America</name>
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        <name>Anglo American plc</name>
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        <name>CS Wind Corp.</name>
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        <title>CS Wind Corp.</title>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Merck &amp; Co., Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <name>Makalot Industrial Co. Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Zomato Ltd.</name>
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        <name>Guidewire Software, Inc.</name>
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        <name>Toyota Motor Corp.</name>
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        <title>Toyota Motor Corp.</title>
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        <name>Coca-Cola Co. (The)</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>CVR Energy, Inc.</name>
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        <name>Tokyo Tatemono Co. Ltd.</name>
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        <name>Banc of America Funding Trust</name>
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        <name>International Business Machines Corp.</name>
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        <name>Henkel AG &amp; Co. KGaA</name>
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        <name>DuPont de Nemours, Inc.</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DuPont de Nemours, Inc.</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>LPL Holdings, Inc.</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
        <title>LPL Holdings, Inc.</title>
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        <name>ISA Energia Brasil SA</name>
        <lei>N/A</lei>
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        <invCountry>BR</invCountry>
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        <name>Genmab A/S</name>
        <lei>529900MTJPDPE4MHJ122</lei>
        <title>Genmab A/S</title>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Bharat Electronics Ltd.</name>
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        <name>United States of America</name>
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      <invstOrSec>
        <name>ENN Energy Holdings Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>PROG Holdings, Inc.</name>
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        <name>N/A</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Exelon Corp.</name>
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        <title>Exelon Corp.</title>
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        <name>EZCORP, Inc.</name>
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        <name>Lowe's Cos., Inc.</name>
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        <name>KPIT Technologies Ltd.</name>
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        <name>Lear Corp.</name>
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        <title>Lear Corp.</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Karoon USA Finance, Inc.</name>
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        <name>Coca-Cola Co. (The)</name>
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        <name>IQVIA Holdings, Inc.</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA Holdings, Inc.</title>
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        <name>IQVIA, Inc.</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA, Inc.</title>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>Santander Holdings USA, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FactSet Research Systems, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Mitsui Fudosan Co. Ltd.</name>
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        <name>Insulet Corp.</name>
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        <name>Dixon Technologies India Ltd.</name>
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        <name>Agilent Technologies, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Citigroup Mortgage Loan Trust</name>
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        <name>US Bancorp</name>
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        <name>Nationstar Mortgage Holdings, Inc.</name>
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        <title>Nationstar Mortgage Holdings, Inc.</title>
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        <name>Unilever Capital Corp.</name>
        <lei>MYF1DAS6G5WY7PRWCU78</lei>
        <title>Unilever Capital Corp.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Standard Chartered plc</name>
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        <name>Government National Mortgage Association</name>
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        <name>J Sainsbury plc</name>
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        <name>Greenfire Resources Ltd.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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      <invstOrSec>
        <name>Chord Energy Corp.</name>
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        <title>Chord Energy Corp.</title>
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      <invstOrSec>
        <name>Structured Adjustable Rate Mortgage Loan Trust</name>
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        <name>Crescent Energy Finance LLC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>Uniform Mortgage-Backed Securities</title>
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        <name>Fairfax Financial Holdings Ltd.</name>
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        <title>Fairfax Financial Holdings Ltd.</title>
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        <name>Ryder System, Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>Ryder System, Inc.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Obayashi Corp.</name>
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        <name>Fiserv, Inc.</name>
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        <name>Astellas Pharma, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Crescent Energy Finance LLC</name>
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        <name>NetApp, Inc.</name>
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        <name>Siemens Ltd.</name>
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      <invstOrSec>
        <name>Intel Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>One Market Plaza Trust</name>
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        <name>Trent Ltd.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Mastercard, Inc.</name>
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        <name>Martin Marietta Materials, Inc.</name>
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        <name>California Resources Corp.</name>
        <lei>5493003Q8F0T4F4YMR48</lei>
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        <name>Coinbase Global, Inc.</name>
        <lei>5493004G3J2SC154DU06</lei>
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        <invCountry>US</invCountry>
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        <name>Siemens AG</name>
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        <name>Verizon Communications, Inc.</name>
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        <name>Sinbon Electronics Co. Ltd.</name>
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        <name>Diageo Capital plc</name>
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        <name>Lehman ABS Manufactured Housing Contract Trust</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>United States of America</name>
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        <name>Eversource Energy</name>
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        <name>Nexstar Media, Inc.</name>
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        <name>REA Group Ltd.</name>
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        <name>Banco Bradesco SA</name>
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        <name>CSC Holdings LLC</name>
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        <name>ACS Actividades de Construccion y Servicios SA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>AstraZeneca plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Chase Mortgage Finance Trust</name>
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        <name>Government National Mortgage Association</name>
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        <name>Alternative Loan Trust</name>
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        <name>NXP BV</name>
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        <name>Xiaomi Corp.</name>
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        <invCountry>KY</invCountry>

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        <name>Amgen, Inc.</name>
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        <title>Amgen, Inc.</title>
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        <name>Smiths Group plc</name>
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        <name>Conseco Finance Securitizations Corp.</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Microsoft Corp.</name>
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        <title>Microsoft Corp.</title>
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        <name>GSAMP Trust</name>
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        <name>Foot Locker, Inc.</name>
        <lei>549300X383CBNP6MTV94</lei>
        <title>Foot Locker, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>ORIX Corp.</name>
        <lei>35380016EMHNBOVYE123</lei>
        <title>ORIX Corp.</title>
        <cusip>N/A</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Supreme Industries Ltd.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>HCA, Inc.</name>
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        <name>N/A</name>
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        <name>Government National Mortgage Association</name>
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        <name>Eversource Energy</name>
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        <name>Interpublic Group of Cos., Inc. (The)</name>
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        <name>Bank of America Corp.</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <name>Adtalem Global Education, Inc.</name>
        <lei>549300Z467EZLMODV621</lei>
        <title>Adtalem Global Education, Inc.</title>
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        <name>Merck &amp; Co., Inc.</name>
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        <title>Merck &amp; Co., Inc.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
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        <valUSD>15363.78000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Prologis, Inc.</name>
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      <invstOrSec>
        <name>Rio Tinto plc</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Global Partners LP</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States of America</name>
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        <name>Federal National Mortgage Association</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Crompton Greaves Consumer Electricals Ltd.</name>
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        <name>United States of America</name>
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        <name>Regeneron Pharmaceuticals, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Citigroup, Inc.</name>
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        <title>Citigroup, Inc.</title>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>Equinor ASA</name>
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        <title>Equinor ASA</title>
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        <name>Nice Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Techtronic Industries Co. Ltd.</name>
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        <name>Teck Resources Ltd.</name>
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        <name>United States of America</name>
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        <name>Government National Mortgage Association</name>
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        <name>DaVita, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>3M Co.</name>
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        <name>Honeywell International, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>KOC Holding A/S</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Global Partners LP</name>
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        <name>United Airlines Pass-Through Trust</name>
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        <name>Vivara Participacoes SA</name>
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        <name>ReNew Energy Global plc</name>
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        <name>Engie SA</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Bear Stearns Asset-Backed Securities I Trust</name>
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        <name>Government National Mortgage Association</name>
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        <name>MercadoLibre, Inc.</name>
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        <name>SM Energy Co.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Coupang, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Venture Global LNG, Inc.</name>
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        <title>Venture Global LNG, Inc.</title>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Marfrig Global Foods SA</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>United States of America</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Dassault Aviation SA</name>
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        <name>Elevance Health, Inc.</name>
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        <name>Trane Technologies Financing Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NSTAR Electric Co.</name>
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        <name>Parade Technologies Ltd.</name>
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        <name>Alternative Loan Trust</name>
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        <name>Burford Capital Global Finance LLC</name>
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        <name>AbbVie, Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <name>StoneX Group, Inc.</name>
        <lei>549300JUF07L8VF02M60</lei>
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        <name>CPI CG, Inc.</name>
        <lei>254900H3R50WH1B1LB48</lei>
        <title>CPI CG, Inc.</title>
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      <invstOrSec>
        <name>CWHEQ Revolving Home Equity Loan Trust</name>
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      <invstOrSec>
        <name>Intuit, Inc.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CRH America Finance, Inc.</name>
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        <name>Keysight Technologies, Inc.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Etsy, Inc.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>Uniform Mortgage-Backed Securities</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JetBlue Airways Corp.</name>
        <lei>N/A</lei>
        <title>JetBlue Airways Corp.</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>BYD Co. Ltd.</name>
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        <invCountry>CN</invCountry>
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        <name>Reinsurance Group of America, Inc.</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>Reinsurance Group of America, Inc.</title>
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        <name>Marathon Petroleum Corp.</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>Marathon Petroleum Corp.</title>
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        <name>Citigroup, Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
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      <invstOrSec>
        <name>Washington Mutual, Inc.</name>
        <lei>N/A</lei>
        <title>Washington Mutual Escrow Bonds</title>
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        <balance>400000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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        <name>Sabre GLBL, Inc.</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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      <invstOrSec>
        <name>Daikin Industries Ltd.</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Regeneron Pharmaceuticals, Inc.</name>
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      <invstOrSec>
        <name>CJ Logistics Corp.</name>
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        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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        <name>ICICI Bank Ltd.</name>
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        <name>Finning International, Inc.</name>
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        <name>Bath &amp; Body Works, Inc.</name>
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        <name>Booking Holdings, Inc.</name>
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        <name>Mastercard, Inc.</name>
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        <name>Long Beach Mortgage Loan Trust</name>
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        <name>Rio Tinto Finance USA plc</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Ajanta Pharma Ltd.</name>
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        <name>NetApp, Inc.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NetApp, Inc.</title>
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        <name>Lojas Renner SA</name>
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        <name>DaVita, Inc.</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
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        <name>Uniti Group LP</name>
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        <title>Uniti Group LP</title>
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      <invstOrSec>
        <name>Zoetis, Inc.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Heineken NV</name>
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        <title>Heineken NV</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Tele2 AB</name>
        <lei>213800EKD193RVI9HL76</lei>
        <title>Tele2 AB, Class B</title>
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          <isin value="SE0005190238"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association or Federal Home Loan Mortgage Corp.</name>
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          <isin value="US01F0404461"/>
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      <invstOrSec>
        <name>TEGNA, Inc.</name>
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        <title>TEGNA, Inc.</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140QKWP97"/>
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        <balance>3088.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2951.27000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-01</maturityDt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140QSVP33"/>
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        <curCd>USD</curCd>
        <valUSD>22965.35000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intuit, Inc.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>Intuit, Inc.</title>
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        <balance>90000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>91902.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>U.S. Treasury Long Bond</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Future Ticker" value="USM5 Comdty"/>
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        <balance>28.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10963.29000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3140HHWN1</cusip>
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          <isin value="US3140HHWN12"/>
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        <curCd>USD</curCd>
        <valUSD>5862.87000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3132DVLW3</cusip>
        <identifiers>
          <isin value="US3132DVLW36"/>
          <other otherDesc="Inhouse Asset ID" value="3132DVLW3"/>
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        <balance>56046.32410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45292.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3140FMDA1</cusip>
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          <isin value="US3140FMDA15"/>
          <other otherDesc="Inhouse Asset ID" value="3140FMDA1"/>
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        <balance>11384.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10665.36000000</valUSD>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>ONEOK, Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK, Inc.</title>
        <cusip>682680BL6</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.05000000</annualizedRt>
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      <invstOrSec>
        <name>Birlasoft Ltd.</name>
        <lei>335800287UMX47DWBF82</lei>
        <title>Birlasoft Ltd.</title>
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        <invCountry>IN</invCountry>
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      <invstOrSec>
        <name>Darden Restaurants, Inc.</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>Darden Restaurants, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
        <cusip>3138YGYN6</cusip>
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        <balance>5625.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5430.44000000</valUSD>
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      <invstOrSec>
        <name>Citicorp Mortgage Securities Trust</name>
        <lei>N/A</lei>
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        <balance>18687.42900000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Oakwood Mortgage Investors, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ITD Cementation India Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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      <invstOrSec>
        <name>Structured Asset Mortgage Investments II Trust</name>
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        <name>Vallourec SACA</name>
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        <name>UnitedHealth Group, Inc.</name>
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        <name>Givaudan SA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Empire Co. Ltd.</name>
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        <name>Freedom Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Deutsche Telekom AG</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Hyatt Hotels Corp.</name>
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        <name>Guangdong Haid Group Co. Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Incyte Corp.</name>
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        <name>Odeon Finco plc</name>
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        <name>Reliance, Inc.</name>
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        <name>ConocoPhillips Co.</name>
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        <name>Parker-Hannifin Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Crown Holdings, Inc.</name>
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        <name>NXP BV</name>
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        <name>Oberoi Realty Ltd.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Keyence Corp.</name>
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        <name>United States of America</name>
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        <name>Pidilite Industries Ltd.</name>
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        <name>Apollo Tyres Ltd.</name>
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        <name>Capital One Financial Corp.</name>
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        <name>United States of America</name>
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        <name>Freedom Mortgage Holdings LLC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Bharti Airtel Ltd.</name>
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        <name>Cheniere Energy, Inc.</name>
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        <name>Toyota Motor Credit Corp.</name>
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        <name>Lehman ABS Manufactured Housing Contract Trust</name>
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        <name>Rakuten Group, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Moody's Corp.</name>
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        <name>Zegona Finance plc</name>
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        <name>Oracle Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Siemens Energy AG</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Kinder Morgan, Inc.</name>
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        <name>Government National Mortgage Association</name>
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        <name>US Bancorp</name>
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        <name>Enerflex Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>International Consolidated Airlines Group SA</name>
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        <name>Willis North America, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BorgWarner, Inc.</name>
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        <name>Orica Ltd.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>SM Energy Co.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Allegion US Holding Co., Inc.</name>
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        <name>Morgan Stanley Bank NA</name>
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        <name>MasTec, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>CPFL Energia SA</name>
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        <name>Discover Financial Services</name>
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        <name>Morgan Stanley ABS Capital I, Inc. Trust</name>
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        <name>Coca-Cola Femsa SAB de CV</name>
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        <name>Bank of America Corp.</name>
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      <invstOrSec>
        <name>HCL Technologies Ltd.</name>
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        <name>Samsung C&amp;T Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MakeMyTrip Ltd.</name>
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        <name>Morgan Stanley</name>
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        <name>Bear Stearns Mortgage Funding Trust</name>
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        <name>Bank of Montreal</name>
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        <name>Auto Trader Group plc</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Long Beach Mortgage Loan Trust</name>
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        <name>Lam Research Corp.</name>
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        <title>Lam Research Corp.</title>
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        <name>Infosys Ltd.</name>
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        <title>Infosys Ltd.</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Diageo Capital plc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Centene Corp.</name>
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        <name>N/A</name>
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        <name>UPL Ltd.</name>
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        <name>United States of America</name>
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        <name>Electronic Arts, Inc.</name>
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        <name>Willis North America, Inc.</name>
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        <name>Option One Mortgage Loan Trust</name>
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        <name>Government National Mortgage Association</name>
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        <name>ONEOK, Inc.</name>
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        <name>First Quantum Minerals Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>MTN Group Ltd.</name>
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        <name>JPMorgan Chase &amp; Co.</name>
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        <name>Enbridge, Inc.</name>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
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        <name>Migros Ticaret A/S</name>
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        <name>Morgan Stanley</name>
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        <name>HDC Hyundai Development Co-Engineering &amp; Construction</name>
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        <name>NatWest Group plc</name>
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      <invstOrSec>
        <name>Repsol SA</name>
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        <name>Government National Mortgage Association</name>
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        <name>Option One Mortgage Loan Trust</name>
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        <name>EMCOR Group, Inc.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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        <name>Salesforce, Inc.</name>
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        <name>Level 3 Financing, Inc.</name>
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        <name>Rolls-Royce Holdings plc</name>
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      <invstOrSec>
        <name>Deluxe Corp.</name>
        <lei>KWGNKB8TX9LE5TV29231</lei>
        <title>Deluxe Corp.</title>
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        <name>NVR, Inc.</name>
        <lei>529900RWXR4JI3JYTV70</lei>
        <title>NVR, Inc.</title>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FS KKR Capital Corp.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
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        <title>Federal Home Loan Mortgage Corp.</title>
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      <invstOrSec>
        <name>Mitsubishi Electric Corp.</name>
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        <title>Mitsubishi Electric Corp.</title>
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          <isin value="JP3902400005"/>
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      <invstOrSec>
        <name>Garmin Ltd.</name>
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        <title>Garmin Ltd.</title>
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        <invCountry>CH</invCountry>

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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Lions Gate Capital Holdings 1, Inc.</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corp.</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corp.</title>
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          <isin value="US31292LGU35"/>
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        <balance>36209.72000000</balance>
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        <valUSD>33795.42000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2042-04-01</maturityDt>
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      <invstOrSec>
        <name>Xero Ltd.</name>
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        <title>Xero Ltd.</title>
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          <isin value="NZXROE0001S2"/>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alkermes plc</name>
        <lei>N/A</lei>
        <title>Alkermes plc</title>
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          <isin value="IE00B56GVS15"/>
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        <balance>1973.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United Natural Foods, Inc.</name>
        <lei>549300GKGW6WPZ282D40</lei>
        <title>United Natural Foods, Inc.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3138LTL632"/>
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        <curCd>USD</curCd>
        <valUSD>533.25000000</valUSD>
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      <invstOrSec>
        <name>National Fuel Gas Co.</name>
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        <balance>499.00000000</balance>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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          <isin value="US3140J9Y964"/>
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        <name>Lamar Advertising Co.</name>
        <lei>529900Y8WW4MKVPTB543</lei>
        <title>Lamar Advertising Co., Class A</title>
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        <balance>71.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Lotes Co. Ltd.</name>
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        <invCountry>TW</invCountry>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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        <name>Murata Manufacturing Co. Ltd.</name>
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        <invCountry>JP</invCountry>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Uniform Mortgage-Backed Securities</title>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
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          <isin value="US912810QB70"/>
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        <name>Amada Co. Ltd.</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Quest Diagnostics, Inc.</name>
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        <name>Automatic Data Processing, Inc.</name>
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        <name>Premier Entertainment Sub LLC</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <name>Government National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Samsung Electronics Co. Ltd.</name>
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        <name>United Overseas Bank Ltd.</name>
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        <name>Ivanhoe Mines Ltd.</name>
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        <name>Motorola Solutions, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Block, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal Home Loan Mortgage Corp.</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association</title>
        <cusip>36213FZ22</cusip>
        <identifiers>
          <isin value="US36213FZ227"/>
          <other otherDesc="Inhouse Asset ID" value="36213FZ22"/>
        </identifiers>
        <balance>4440.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4175.03000000</valUSD>
        <pctVal>0.000938704491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>


      <explntrNote note="IBORs are undergoing a change as regulators and industry groups have recommended that firms consider adoption of alternative, overnight risk-free rates (RFRs). Floating rate swap terms reflected as Libors may be using the RFR to calculate the actual rate." noteItem="C.11.f.i.2"/>

      <explntrNote note="Monthly returns presented in B.5.a have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>


    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-03-31</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Series Fund, Inc.</ncom:nameOfApplicant>
      <ncom:signature>Chuck Pulsfort</ncom:signature>
      <ncom:signerName>Chuck Pulsfort</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
