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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BNP PARIBAS</name>
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        <name>BMP 2024-MF23</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>HPEFS EQUIP TR 2024-2</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/41 #479607</title>
        <cusip>36209RYC1</cusip>
        <identifiers>
          <isin value="US36209RYC14"/>
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        <balance>43492.70580000</balance>
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        <curCd>USD</curCd>
        <valUSD>42182.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FLATIRON CLO 32 LTD</name>
        <lei>N/A</lei>
        <title>FLATIRON CLO 32 LTD 32A A1 TSFR3M+129 10/22/2038 144A</title>
        <cusip>33882RAA2</cusip>
        <identifiers>
          <isin value="US33882RAA23"/>
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        <balance>7088000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7121866.46000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05606280</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 6.182% 6/37 #848188</title>
        <cusip>31300LCZ6</cusip>
        <identifiers>
          <isin value="US31300LCZ67"/>
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        <balance>22330.99560000</balance>
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        <curCd>USD</curCd>
        <valUSD>22959.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06635000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COML MTG SECS TR 2019</name>
        <lei>N/A</lei>
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        <cusip>05492PAA6</cusip>
        <identifiers>
          <isin value="US05492PAA66"/>
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        <balance>2833524.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2720072.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03112000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GROUP PLC 4.8% 04/05/2026</title>
        <cusip>780097BA8</cusip>
        <identifiers>
          <isin value="US780097BA81"/>
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        <balance>12145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12177507.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 10/39 #726394</title>
        <cusip>3620AC7F5</cusip>
        <identifiers>
          <isin value="US3620AC7F59"/>
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        <balance>8301.93740000</balance>
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        <curCd>USD</curCd>
        <valUSD>8276.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/28 #462816</title>
        <cusip>36208WDV2</cusip>
        <identifiers>
          <isin value="US36208WDV28"/>
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        <balance>66.46910000</balance>
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        <curCd>USD</curCd>
        <valUSD>67.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA</name>
        <lei>N/A</lei>
        <title>BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A</title>
        <cusip>09228YAB8</cusip>
        <identifiers>
          <isin value="US09228YAB83"/>
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        <curCd>USD</curCd>
        <valUSD>939420.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04213000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 3/28 #420501</title>
        <cusip>31379JDE3</cusip>
        <identifiers>
          <isin value="US31379JDE38"/>
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        <balance>417.50340000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>424.32000000</valUSD>
        <pctVal>0.000004002653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.00% 10/41 #005203</title>
        <cusip>36202FX84</cusip>
        <identifiers>
          <isin value="US36202FX845"/>
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        <balance>936632.45030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>906484.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 6.388% 05/01/2031</title>
        <cusip>097023DR3</cusip>
        <identifiers>
          <isin value="US097023DR39"/>
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        <balance>2073000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2251422.96000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06388000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 11/41 #Q04295</title>
        <cusip>3132GKNL6</cusip>
        <identifiers>
          <isin value="US3132GKNL60"/>
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        <balance>54178.64770000</balance>
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        <curCd>USD</curCd>
        <valUSD>52655.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 05/01/2043#Q18136</title>
        <cusip>3132J9PW2</cusip>
        <identifiers>
          <isin value="US3132J9PW26"/>
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        <curCd>USD</curCd>
        <valUSD>6134.25000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 4.625% 02/15/2055</title>
        <cusip>912810UG1</cusip>
        <identifiers>
          <isin value="US912810UG12"/>
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        <balance>100300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>95598437.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #474003</title>
        <cusip>36209KRY6</cusip>
        <identifiers>
          <isin value="US36209KRY63"/>
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        <balance>52.67300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53.22000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BMO 2025-5C9 MTG TR</name>
        <lei>N/A</lei>
        <title>BMO 2025-5C9 MTG TR 5.7785% 04/15/2058</title>
        <cusip>096933AC0</cusip>
        <identifiers>
          <isin value="US096933AC06"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4408716.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05778500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 5.5% 09/01/2055 #TBA</title>
        <cusip>01F052698</cusip>
        <identifiers>
          <isin value="US01F0526982"/>
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        <balance>-25500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-25649414.70000000</valUSD>
        <pctVal>-0.24195350580</pctVal>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140QVLA0</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31378R3Y3</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 10/31 #566254</title>
        <cusip>36213WBX3</cusip>
        <identifiers>
          <isin value="US36213WBX39"/>
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        <balance>20.07600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 1/29 #489711</title>
        <cusip>36210EAL3</cusip>
        <identifiers>
          <isin value="US36210EAL39"/>
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        <balance>417.98840000</balance>
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        <curCd>USD</curCd>
        <valUSD>426.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
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        <cusip>87264ABD6</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>6757161.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 09/01/2042#ZS3589</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CFCRE COMMERCIAL MORTGAGE TRUST 2016-C7</name>
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        <curCd>USD</curCd>
        <valUSD>779352.63000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 2/30 #532153</title>
        <cusip>31384SE21</cusip>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/41 #479494</title>
        <cusip>36209RUT8</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
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        <name>BENCHMARK 2019-B13 MTG TR</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.00% 11/40 #004853</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 4.87% 1/35 #735833</title>
        <cusip>31402RPS2</cusip>
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          <isin value="US31402RPS21"/>
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        <curCd>USD</curCd>
        <valUSD>7699.13000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>KROGER CO</name>
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        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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        <name>BANK 2017-BNKS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PIEDMONT OPERATING PARTNERSHIP LP</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BRUNSWICK CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OBX 2025-NQM10</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PK ALIFT LOAN FUNDING 3 LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SIXTH STREET CLO XIX LTD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>BX COML MTG TR 2023-XL3</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>J P MORGAN CHASE COML MTG SECS TR 2018-WPT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 4.00% 2/42 #Q06088</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/28 #323317</title>
        <cusip>31374TDW6</cusip>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2017-30 AI 5.5% 05/47</title>
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        <assetCat>ABS-CBDO</assetCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>JPMORGAN SECURITIES LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>WESTPAC BANKING CORP</name>
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        <name>COMCAST CORP</name>
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        <name>DLLAD 2023-1A</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VERISIGN INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>ACHV ABS TRUST 2024-3AL</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MAGNETITE XXVI LTD / MAGNETITE XXVI LLC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>TRAPEZA CDO XII LTD / TRAPEZA CDO XII INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 8/39 #724227</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 2.5% 06/25/2049</title>
        <cusip>3137H5J24</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REALTY INCOME CORP</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/31 #556226</title>
        <cusip>36213J4K8</cusip>
        <identifiers>
          <isin value="US36213J4K84"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 11/01/2051#RA6239</title>
        <cusip>3133KM4Y8</cusip>
        <identifiers>
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        <balance>589153.64800000</balance>
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        <curCd>USD</curCd>
        <valUSD>476193.22000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BOND 2.25% 02/15/2052</title>
        <cusip>912810TD0</cusip>
        <identifiers>
          <isin value="US912810TD00"/>
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        <balance>58500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34969746.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02250000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 09/20/2052#MA8266</title>
        <cusip>36179XFF8</cusip>
        <identifiers>
          <isin value="US36179XFF87"/>
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        <balance>2930801.63500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2674913.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2001-38 QF SOFR30A+109.448 8/31</title>
        <cusip>313920QV5</cusip>
        <identifiers>
          <isin value="US313920QV58"/>
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        <balance>10609.16780000</balance>
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        <curCd>USD</curCd>
        <valUSD>10696.96000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.05442870</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 11/33 #616068</title>
        <cusip>36290SMR9</cusip>
        <identifiers>
          <isin value="US36290SMR93"/>
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        <curCd>USD</curCd>
        <valUSD>348.24000000</valUSD>
        <pctVal>0.000003284982</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #544721</title>
        <cusip>36212VD22</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>127.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII 30YR 4.5% 06/20/2039#004461</title>
        <cusip>36202E5W5</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5.5% 10/01/2054#CB9365</title>
        <cusip>3140QVMP6</cusip>
        <identifiers>
          <isin value="US3140QVMP62"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARVELL TECHNOLOGY INC</name>
        <lei>N/A</lei>
        <title>MARVELL TECHNOLOGY INC 5.45% 07/15/2035</title>
        <cusip>573874AS3</cusip>
        <identifiers>
          <isin value="US573874AS31"/>
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        <balance>4357000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4431072.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI PROPERTIES LP 5.125% 05/15/2032</title>
        <cusip>925650AD5</cusip>
        <identifiers>
          <isin value="US925650AD55"/>
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        <balance>998000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1001480.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4% 09/01/2047#BJ0197</title>
        <cusip>3140H1GF1</cusip>
        <identifiers>
          <isin value="US3140H1GF15"/>
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        <balance>14283.95140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13666.83000000</valUSD>
        <pctVal>0.000128920580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 11/27 #417739</title>
        <cusip>31379FBG8</cusip>
        <identifiers>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
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        <name>HORIZON AIRCRAFT FINANCE LTD</name>
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        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>ALA TRUST 2025-OANA</name>
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        <name>BARINGS CLO LTD 2021-1</name>
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        <name>TOLEDO HOSPITAL/THE</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
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        <name>SAPPHIRE AVIATION FINANCE</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>NEUBERGER BERMAN LOAN ADVISERS CLO 25 LTD</name>
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        <name>TAPESTRY INC</name>
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        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <name>ALEXANDRIA REAL ESTATE EQUITIES INC</name>
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        <cusip>015271AU3</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 04/01/2052#SL0413</title>
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        <name>CBRE SERVICES INC</name>
        <lei>549300CTE3HOMEUMM603</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>TANGER PROPERTIES LP</name>
        <lei>PQPGJDNFN35EXH363L31</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5.0% 07/01/2041#Q02345</title>
        <cusip>3132GFTA5</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128E3WC4</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 04/01/2051#SD8142</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 02/52#CB2764</title>
        <cusip>3140QNCA8</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CROSS 2025-H4 MTG TR</name>
        <lei>N/A</lei>
        <title>CROSS 2025-H4 MTG TR A1 VAR 06/25/2070 144A</title>
        <cusip>22790AAA3</cusip>
        <identifiers>
          <isin value="US22790AAA34"/>
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        <balance>1545980.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1558512.09000000</valUSD>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CAPITAL ONE NATL ASSN MCLEAN VA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING 2024-4 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MORGAN STANLEY</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>OHA CREDIT FUNDING 14-R LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OAK HILL CREDIT PARTNERS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>PEAC SOLUTIONS RECEIVABLES 2025-1 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>MAGNETITE XXIX LTD / MAGNETITE XXIX LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>AVOLON HOLDINGS FUNDING LTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SIXTH STREET CLO XVIII LTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3138LUFX8</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AUTONATION FINANCE TRUST 2025-1</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>UNIVERSAL HEALTH SERVICES INC</name>
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        <name>VERUS 2025-4</name>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2022-IND</name>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FING 2023-1 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36208T5S5</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>VERISK ANALYTICS INC</name>
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        <name>SYNCHRONY FINANCIAL</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SWISS RE FINANCE LUXEMBOURG</name>
        <lei>549300CLQZ6TM98LW631</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MAGNETITE XLI LTD</name>
        <lei>529900IDXPZZY6034K03</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36176YET0</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371FJV5</cusip>
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        <name>OPORTUN FUNDING TRUST 2025-1</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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        <title>FHR 2056 Z 6% 5/28</title>
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          <couponKind>Fixed</couponKind>
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        <name>AT and T INC</name>
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          <couponKind>Fixed</couponKind>
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        <name>ENTERPRISE FLEET FINANCING 2024-2</name>
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          <couponKind>Fixed</couponKind>
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        <name>WILLIAMS COS INC</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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          <couponKind>Fixed</couponKind>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 3% 11/01/2039#MA3831</title>
        <cusip>31418DHH8</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36225ARU6</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.5% 11/20/2054#MB0024</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/28 #486467</title>
        <cusip>36210AMQ7</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AIMCO 2019</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <name>TCO COML MTG TR 2024-DPM</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EXTRA SPACE STORAGE LP</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/26 #328952</title>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>BAYVIEW COML ASST TR 2007 2</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>Phillips Edison Grocery Center Operating Partnership I LP</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 8/39 #724220</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>REGIONS BANK OF ALABAMA</name>
        <lei>EQTWLK1G7ODGC2MGLV11</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31418XGY8</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FIVE CORNERS FND TR II</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US33834DAA28"/>
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        <balance>13114000.00000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/27 #250799</title>
        <cusip>31371FRU8</cusip>
        <identifiers>
          <isin value="US31371FRU83"/>
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        <curCd>USD</curCd>
        <valUSD>7.61000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132GFX44</cusip>
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          <isin value="US3132GFX449"/>
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        <curCd>USD</curCd>
        <valUSD>2543.11000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 4% 09/01/2055 #TBA</title>
        <cusip>01F040693</cusip>
        <identifiers>
          <isin value="US01F0406938"/>
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        <balance>-26400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-24639655.92000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 06/01/2045#Q34164</title>
        <cusip>3132QQTW2</cusip>
        <identifiers>
          <isin value="US3132QQTW22"/>
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        <balance>682079.44470000</balance>
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        <curCd>USD</curCd>
        <valUSD>637296.29000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 04/01/2046#Q40046</title>
        <cusip>3132WDBQ6</cusip>
        <identifiers>
          <isin value="US3132WDBQ68"/>
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        <balance>292641.68960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271462.80000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 4.625% 02/15/2035</title>
        <cusip>91282CMM0</cusip>
        <identifiers>
          <isin value="US91282CMM00"/>
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        <balance>77200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79841691.36000000</valUSD>
        <pctVal>0.753154696111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 6.125% 12/15/2045</title>
        <cusip>29273RBJ7</cusip>
        <identifiers>
          <isin value="US29273RBJ77"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>393554.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 0.0% 09/01/2041#AI9813</title>
        <cusip>3138AP3X4</cusip>
        <identifiers>
          <isin value="US3138AP3X49"/>
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        <curCd>USD</curCd>
        <valUSD>17779.20000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.07318000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>MSCS SWAP CY885799 12/15/56 S</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Bloomberg" value="COSP1907HQ"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6711.00000000</valUSD>
        <pctVal>-0.00006330553</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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                <indexName>CMBX AAA CDSI S17 PRC CORP</indexName>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
        <lei>N/A</lei>
        <title>COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A</title>
        <cusip>19828TAA4</cusip>
        <identifiers>
          <isin value="US19828TAA43"/>
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        <balance>1258000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1337834.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 11/33 #623639</title>
        <cusip>36291BZC4</cusip>
        <identifiers>
          <isin value="US36291BZC44"/>
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        <balance>946.53880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>959.94000000</valUSD>
        <pctVal>0.000009055210</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030</title>
        <cusip>11120VAJ2</cusip>
        <identifiers>
          <isin value="US11120VAJ26"/>
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        <balance>6803000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6666556.92000000</valUSD>
        <pctVal>0.062886301200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04050000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 01/01/2052#BV1314</title>
        <cusip>3140MEN85</cusip>
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        <curCd>USD</curCd>
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        <name>WILLIAMS COS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>NXP B V/NXP FDG LLC/NXP USA INC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 1/41 #759125</title>
        <cusip>36230UD63</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN MTG MLT CTF GT 4.4% 10/25/2030</title>
        <cusip>3137HB2L7</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 5/34 #A23334</title>
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        <issuerCat>USGSE</issuerCat>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2.5% 03/20/2052#</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 05/20/2046#AS6968</title>
        <cusip>36193SW54</cusip>
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        <curCd>USD</curCd>
        <valUSD>52190.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>ATHENE GLOBAL FUNDING</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/28 #405455</title>
        <cusip>31378QMC2</cusip>
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          <isin value="US31378QMC23"/>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137H6ZM0</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 07/01/2047#ZA4926</title>
        <cusip>31329NPK8</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 5/42 #766751</title>
        <cusip>36176HTG9</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 05/01/2046#V82275</title>
        <cusip>3132L7Q44</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 2/28 #416634</title>
        <cusip>31379DY78</cusip>
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        <name>ALTDE 2025-1 TR</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 6.5% 3/31 #003053</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #574467</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 12/01/2045#BA3904</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.50% 5/40 #AD7419</title>
        <cusip>31418VG55</cusip>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>AMERICAN HOMES 4 RENT LP</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 09/01/2051#FS5803</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2</name>
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        <title>SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QNF80</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DQF84</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140EVHG5</cusip>
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        <name>SUBWAY FDG LLC ISSUER</name>
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        <name>CVS HEALTH CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 8/40 #721758</title>
        <cusip>3620A7ZX6</cusip>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.50% 8/40 #004771</title>
        <cusip>36202FJQ0</cusip>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>PRPM 2024-RCF6 LLC</name>
        <lei>N/A</lei>
        <title>PRPM 2024-RCF6 A1 LLC VAR 10/25/2054 144A</title>
        <cusip>74390FAA7</cusip>
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          <isin value="US74390FAA75"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-10-25</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>PINE STREET TRUST II</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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      <invstOrSec>
        <name>CIM 2025-NR1</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <name>AUTOZONE INC</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
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        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3136BUGA2</cusip>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36241KZ35</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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        <cusip>05608BAL4</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 05/01/2048#Q55992</title>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>UST NOTES</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>CELANESE US HLDGS LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <identifiers>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MPLX LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CSMC SER 2014-3R</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CARMAX SELECT RECEIVABLES TRUST 2024-A</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>JERSEY MIKES FDG LLC</name>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WELLS FARGO COML MTG TR 2024-GRP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OPORTUN FUNDING TRUST 2024-3</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
        <valUSD>5542.03000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 8/39 #704665</title>
        <cusip>36296XZ64</cusip>
        <identifiers>
          <isin value="US36296XZ647"/>
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        <balance>10885.37890000</balance>
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        <curCd>USD</curCd>
        <valUSD>11055.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31292GQ41</cusip>
        <identifiers>
          <isin value="US31292GQ413"/>
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        <balance>16.04210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16.20000000</valUSD>
        <pctVal>0.000000152816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.08500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 7/41 #772031</title>
        <cusip>36176PPQ3</cusip>
        <identifiers>
          <isin value="US36176PPQ36"/>
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        <balance>2590.17270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2509.91000000</valUSD>
        <pctVal>0.000023676233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/28 #475895</title>
        <cusip>36209MUU6</cusip>
        <identifiers>
          <isin value="US36209MUU60"/>
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        <balance>543.56630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 8/32 #579720</title>
        <cusip>36201DAV4</cusip>
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          <isin value="US36201DAV47"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>EATON VANCE CLO 2020-2 LTD</name>
        <lei>N/A</lei>
        <title>EATON VANCE CLO 2020-2 LTD AR2 TSFR3M+138 10/15/2037 144A</title>
        <cusip>27829PAU0</cusip>
        <identifiers>
          <isin value="US27829PAU03"/>
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        <balance>9611000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9634960.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 09/01/2049#RA1293</title>
        <cusip>3133KGNJ3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>13501.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>LCH OIS SOFRV3.75% MAC 09/17/29</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSL8PB2SJ"/>
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        <units>NC</units>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <derivativeInfo>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
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        <identifiers>
          <isin value="US11135FBF71"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/29 #510985</title>
        <cusip>36211EUJ5</cusip>
        <identifiers>
          <isin value="US36211EUJ53"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31417AJS9</cusip>
        <identifiers>
          <isin value="US31417AJS96"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140GSBR2</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/32 #648070</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 05/01/2052#FS9743</title>
        <cusip>3140XRZH1</cusip>
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        <curCd>USD</curCd>
        <valUSD>3558626.06000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
        <title>GNR 2010-H010 FA TSFR1M+44.448 5/60</title>
        <cusip>38375BBV3</cusip>
        <identifiers>
          <isin value="US38375BBV36"/>
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        <balance>77723.71180000</balance>
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        <curCd>USD</curCd>
        <valUSD>77636.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04799330</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CF HIPPOLYTA ISSUER LLC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AMERICAN HOMES 4 RENT LP</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31374F5Z8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132GD2M3</cusip>
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          <isin value="US3132GD2M31"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #552576</title>
        <cusip>36213E2H8</cusip>
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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>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 11/01/2051#QD1841</title>
        <cusip>3133AYBJ8</cusip>
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          <isin value="US3133AYBJ83"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 5.805% 05/01/2050</title>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 1/31 #781247</title>
        <cusip>36225BL48</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2.5% 10/01/2031#AS8226</title>
        <cusip>3138WJD88</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/32 #570022</title>
        <cusip>36200RG71</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 12/26 #323242</title>
        <cusip>31374TBK4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 8/40 #G05937</title>
        <cusip>3128M74W3</cusip>
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        <balance>1667.71900000</balance>
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        <curCd>USD</curCd>
        <valUSD>1668.30000000</valUSD>
        <pctVal>0.000015737241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAYVIEW COML ASSET TR 2007 3</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST 2024-4</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>JPMORGAN CHASE and CO</name>
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      <invstOrSec>
        <name>GS MTG SECS TR 2018-GS10</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SUN CMNTYS OPER LTD PRTNRSHP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>TANGER PROPERTIES LP</name>
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        <issuerCat>CORP</issuerCat>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DB MASTER FIN LLC</name>
        <lei>549300F17UZJL70BPB08</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 06/01/2052#SD1082</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FANNIE MAE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>CSMC SER 2014-3R</name>
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      </invstOrSec>
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        <name>FANNIE MAE</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX TRUST 2025-ROIC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <isin value="US31413DVA26"/>
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        <name>NTT FINANCE CORP</name>
        <lei>3538007PR116187GD960</lei>
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        <name>ILPT TRUST 2019-SURF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>PETROLEOS MEXICANOS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AASET 2024-1 US LTD / AASET 2024-1 INTL LTD</name>
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        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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        <name>SBNA AUTO LEASE TRUST 2024-C</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2021-PAC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAE SYSTEMS PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>OAK HILL CREDIT PARTNERS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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        <name>WESTERN GAS PARTNERS LP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AMRJ3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIZENS AUTO RECEIVABLES TRUST 2024-2</name>
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      <invstOrSec>
        <name>DTP COML MTG TR 2023-STE2</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31419KPZ2</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
        <valUSD>316.60000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132XCSD8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <title>FNMA 15YR 3% 11/01/2034#FS1799</title>
        <cusip>3140XG7M5</cusip>
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        <curCd>USD</curCd>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2008-83 FB TSFR1M+101.448 9/38</title>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #579429</title>
        <cusip>36201CVW1</cusip>
        <identifiers>
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        <balance>743.18240000</balance>
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        <curCd>USD</curCd>
        <valUSD>771.89000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31418DMN9</cusip>
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          <isin value="US31418DMN92"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 5.0% 07/44#AW5410</title>
        <cusip>3138XVAL4</cusip>
        <identifiers>
          <isin value="US3138XVAL40"/>
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        <curCd>USD</curCd>
        <valUSD>11125.91000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LN 2014 SER 4314 A1 5% 03/15/2034</title>
        <cusip>3137B9ED3</cusip>
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          <isin value="US3137B9ED36"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36193YPG5</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 3.0% 8/45#Q35372</title>
        <cusip>3132QR6J4</cusip>
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      <invstOrSec>
        <name>OPEN TR 2023-AIR</name>
        <lei>N/A</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.5% 10/15/2040#740554</title>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>APOLLO AVIATION SECURITIZATION EQUITY TRUST</name>
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        <name>BAYVIEW COML ASSET TR 06 4</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <name>MAGNETITE XXI LTD 2019-21A A</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GILEAD AVIATION LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CARRIER GLOBAL CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BX COML MTG TR 2023-XL3</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>COLUMBIA PIPELINES OPERATING CO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CHESAPEAKE FUNDING II LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BRIXMOR OPERATING PARTNERSHIP LP</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CF HIPPOLYTA ISSUER LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CF HIPPOLYTA ISSUER LLC</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 5% 08/01/2035#</title>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2025-VTT</name>
        <lei>N/A</lei>
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        <cusip>94990GAA7</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.5% 04/20/2044#MA1838</title>
        <cusip>36179QBF7</cusip>
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          <isin value="US36179QBF72"/>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
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      <invstOrSec>
        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2% 10/20/2050#MA6930</title>
        <cusip>36179VVX5</cusip>
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          <isin value="US36179VVX53"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>BX TRUST 2025-ROIC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DVLV5</cusip>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31419HC42</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SABRA HEALTH CARE LP</name>
        <lei>549300OVKLRFSIQG0H81</lei>
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        <cusip>78574MAA1</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 3% 07/25/2051</title>
        <cusip>3136BHV89</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132GDDT6</cusip>
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          <isin value="US3132GDDT63"/>
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        <curCd>USD</curCd>
        <valUSD>21900.60000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371FEM0</cusip>
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          <isin value="US31371FEM05"/>
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        <balance>1.56170000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36225A3C21"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31378NAA63"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP6</name>
        <lei>N/A</lei>
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        <cusip>48128KBA8</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THUNDERBOLT III AIRCRAFT LEASE LTD</name>
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        <cusip>88607AAA7</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140XJUV3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 06/01/2041#Q01212</title>
        <cusip>3132GEKZ2</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 08/15/2043#AD5680</title>
        <cusip>36180HJZ2</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>REGENCY CTRS LP</name>
        <lei>5493008PTR2GAOYBXW28</lei>
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        <curCd>USD</curCd>
        <valUSD>4789688.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>BLP COML MTG 2024-INDS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>JP MORGAN CHASE COML MTG SE 2021</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HESS CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140XFUZ2</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
        <valUSD>78512.05000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138AEQN6</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 10/34 #605721</title>
        <cusip>36200N4E8</cusip>
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        <curCd>USD</curCd>
        <valUSD>1587.16000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 4/40 #723739</title>
        <cusip>3620AABG2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>31572.39000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 04/40#V81744</title>
        <cusip>3132L65D9</cusip>
        <identifiers>
          <isin value="US3132L65D90"/>
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        <balance>117820.04890000</balance>
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        <curCd>USD</curCd>
        <valUSD>111905.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.0% 10/01/2045#AL7413</title>
        <cusip>3138EQGX4</cusip>
        <identifiers>
          <isin value="US3138EQGX40"/>
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        <balance>49425.02440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47506.49000000</valUSD>
        <pctVal>0.000448133493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 02/01/2055#SL0430</title>
        <cusip>31427MPQ8</cusip>
        <identifiers>
          <isin value="US31427MPQ86"/>
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        <balance>1060589.43800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1101769.26000000</valUSD>
        <pctVal>0.010393100121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOSTON PPTY LTD PARTNERSHIP</name>
        <lei>BVHHEFJI6SHNOKQT2572</lei>
        <title>BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031</title>
        <cusip>10112RBD5</cusip>
        <identifiers>
          <isin value="US10112RBD52"/>
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        <balance>4526000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4205840.22000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 02/01/2052#QD7533</title>
        <cusip>3133B5LN0</cusip>
        <identifiers>
          <isin value="US3133B5LN04"/>
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        <curCd>USD</curCd>
        <valUSD>34968.31000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #475908</title>
        <cusip>36209MU93</cusip>
        <identifiers>
          <isin value="US36209MU933"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.5% 09/15/2039#713871</title>
        <cusip>36297KCG4</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 12/27 #450614</title>
        <cusip>36208GSB5</cusip>
        <identifiers>
          <isin value="US36208GSB58"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OHACP 2024-17A</name>
        <lei>N/A</lei>
        <title>OHACP 2024-17A A TSFR3M+132 01/18/2038 144A</title>
        <cusip>67120MAA3</cusip>
        <identifiers>
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        <balance>2952000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2959247.16000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/27 #439231</title>
        <cusip>36207Q4Q7</cusip>
        <identifiers>
          <isin value="US36207Q4Q77"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2019-C52</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052</title>
        <cusip>95002MAX7</cusip>
        <identifiers>
          <isin value="US95002MAX74"/>
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        <balance>2411000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2269991.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02892000</annualizedRt>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>HAMLIN PK CLO LTD / HAMLIN PK CLO LLC 2024-1A</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAYVIEW COML ASSET TR 06 4</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <curCd>USD</curCd>
        <valUSD>33034.04000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DUQUESNE LIGHT HLDGS INC</name>
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          <isin value="US266233AH80"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CD 2018-CD7 COMM MTG TR</name>
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          <isin value="US12512JAT16"/>
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        <curCd>USD</curCd>
        <valUSD>1168625.55000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2% 03/01/2037#FS7773</title>
        <cusip>3140XPT74</cusip>
        <identifiers>
          <isin value="US3140XPT741"/>
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        <balance>349417.48100000</balance>
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        <curCd>USD</curCd>
        <valUSD>322363.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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          <isin value="US404119CK30"/>
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        <balance>1074000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998864.56000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <name>MHC COML MTG TR 2021-MHC</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 03/01/2052#RA6926</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIFE 2021-BMR MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>STELLANTIS FINANCE US INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/29 #443405</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>TARGA RES CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 10/01/2042#Q12215</title>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <name>OBX 2025-NQM14 A1</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WELLS FARGO COML MTG TR 2020-C55</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 6/41 #Q01181</title>
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        <name>AES CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BX COML MTG TR 2024-XL5</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>NXP B V/NXP FDG LLC/NXP USA INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BANK 2023-BNK45</name>
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        <name>TERWIN MORTGAGE TRUST</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36207FB59</cusip>
        <identifiers>
          <isin value="US36207FB592"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TARGA RES CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
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        <name>LONDON CLEARING HOUSE</name>
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      <invstOrSec>
        <name>OHA CR FDG 6 LTD / OHA CR FDG 6 LLC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GS MTG SECS CORP TR 2021-IP</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132HLS38</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132MAMD0</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 08/01/2029#</title>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 06/15/2043#AD5457</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>PACIFIC LIFECORP</name>
        <lei>VFN8KLUEIK7XMVX1JM30</lei>
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        <cusip>694476AD4</cusip>
        <identifiers>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>BOEING CO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SREIT TR 2021-MFP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EXTENDED STAY AMER TR 2021-ESH</name>
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        <name>BX TRUST 2025-DIME</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>TIME WARNER CABLE LLC</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST 2019-IMC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SREIT TR 2021-MFP</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 2/42 #757488</title>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FANNIE MAE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <title>FHLG 30YR 3.5% 09/01/2047#ZM4241</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/26 #256384</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>INVESCO CLO LTD</name>
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        <name>CARLYLE US CLO 2021-10 LTD</name>
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        <name>UST NOTES</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MSCI INC</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BENCHMARK 2019-B10 MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ARES CLO</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>AMRIZE FINANCE US LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FANNIE MAE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1</name>
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        <name>PAYCHEX INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>REALTY INCOME CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AFFIRM MASTER TRUST</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GMF FLOORPLAN OWNER REVOLVING TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 9/40 #737454</title>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 4.00% 4/34 #781481</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>LINCOLN NATIONAL CORP IND</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
        <valUSD>815.18000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DVLH6</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36210BLQ6</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #581935</title>
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          <isin value="US36201FPU56"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/31 #564712</title>
        <cusip>36213UKZ2</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REGENCY CTRS LP</name>
        <lei>5493008PTR2GAOYBXW28</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 3.50% 4/42 #C03811</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 1/31 #543785</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/28 #468084</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>SYMPHONY CLO 43 LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <title>FNMA 30YR 4% 10/01/2043#BM1167</title>
        <cusip>3140J5JM2</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 2022-1 KA 3% 05/25/2048</title>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>21H060697</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KPMY1</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12</name>
        <lei>N/A</lei>
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        <cusip>95001RAX7</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 10/01/2050#MA4158</title>
        <cusip>31418DTQ5</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AVT51</cusip>
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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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          <couponKind>Fixed</couponKind>
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        <name>INVITATION HOMES OPERATING PARTNERSHIP LP</name>
        <lei>549300147YMUQB3GW319</lei>
        <title>INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033</title>
        <cusip>46188BAH5</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CHICAGO IL BRD ED</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 05/51#SD7541</title>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 09/01/2047#ZM4140</title>
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        <curCd>USD</curCd>
        <valUSD>5942.27000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 4/28 #251615</title>
        <cusip>31371GN89</cusip>
        <identifiers>
          <isin value="US31371GN891"/>
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        <balance>95.31320000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97.57000000</valUSD>
        <pctVal>0.000000920387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LOWES COS INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SABINE PASS LIQUEFACTION LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>RR 7 LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AASET 2021-1 TR</name>
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        <name>UPGRADE RECEIVABLES TRUST 2024-1A</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIM TRUST 2025-R1</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>PLANET FITNESS MASTER ISSUER LLC 18-1A</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC</name>
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        <invCountry>JE</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>KINDER MORGAN INC DEL</name>
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        <name>BANK 2019-BNK21</name>
        <lei>N/A</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2% 04/51#MA7311</title>
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      <invstOrSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CITIGROUP INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138Y8BB5</cusip>
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        <curCd>USD</curCd>
        <valUSD>9021.53000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #569328</title>
        <cusip>36200QPM0</cusip>
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        <curCd>USD</curCd>
        <valUSD>121.80000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 04/01/2052#CB3234</title>
        <cusip>3140QNSY9</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 6.5% 4/31 #003068</title>
        <cusip>36202DMR9</cusip>
        <identifiers>
          <isin value="US36202DMR97"/>
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        <curCd>USD</curCd>
        <valUSD>134.18000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 1/34 #609542</title>
        <cusip>36202UEP4</cusip>
        <identifiers>
          <isin value="US36202UEP49"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>340.51000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AUTONATION INC DEL</name>
        <lei>N/A</lei>
        <title>AUTONATION INC DEL 4.75% 06/01/2030</title>
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          <isin value="US05329WAQ50"/>
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        <curCd>USD</curCd>
        <valUSD>912234.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.5% 01/15/2043#AC3938</title>
        <cusip>36179DLT5</cusip>
        <identifiers>
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        <balance>5348.14370000</balance>
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        <curCd>USD</curCd>
        <valUSD>5021.81000000</valUSD>
        <pctVal>0.000047371238</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/31 #424092</title>
        <cusip>36206XC50</cusip>
        <identifiers>
          <isin value="US36206XC504"/>
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        <balance>235.76100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AASET 2024-1 US LTD / AASET 2024-1 INTL LTD</name>
        <lei>N/A</lei>
        <title>AASET 2024-1 US LTD / AASET 2024-1 INTL LTD 6.261% 05/16/2049 144A</title>
        <cusip>00255JAB6</cusip>
        <identifiers>
          <isin value="US00255JAB61"/>
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        <balance>4780534.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4954288.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 3.375% 02/15/2030</title>
        <cusip>15135BAV3</cusip>
        <identifiers>
          <isin value="US15135BAV36"/>
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        <balance>5110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4656760.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>AUTOZONE INC</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AUTOZONE INC 5.165% 06/15/2030</title>
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        <identifiers>
          <isin value="US053332BM35"/>
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        <curCd>USD</curCd>
        <valUSD>5366977.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05165000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW COML ASSET TR 2007 3</name>
        <lei>N/A</lei>
        <title>BAYVIEW COML ASSET TR 2007 3 TSFR1M+54.948 07/25/2037 144A</title>
        <cusip>07325YAB4</cusip>
        <identifiers>
          <isin value="US07325YAB48"/>
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        <balance>16193.74600000</balance>
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        <curCd>USD</curCd>
        <valUSD>15210.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.04872030</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 2/40 #678654</title>
        <cusip>36295R5P9</cusip>
        <identifiers>
          <isin value="US36295R5P96"/>
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        <balance>40983.07910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39783.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 2.5% 07/01/2032#G18651</title>
        <cusip>3128MMWM1</cusip>
        <identifiers>
          <isin value="US3128MMWM15"/>
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        <balance>215311.65200000</balance>
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        <curCd>USD</curCd>
        <valUSD>207537.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>ELANCO ANIMAL HEALTH INC VAR 08/28/2028</title>
        <cusip>28414HAG8</cusip>
        <identifiers>
          <isin value="US28414HAG83"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>942203.65000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.0% 08/20/2043#MA1225</title>
        <cusip>36179NLE6</cusip>
        <identifiers>
          <isin value="US36179NLE66"/>
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        <balance>69361.91680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66869.83000000</valUSD>
        <pctVal>0.000630789824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GSCOFI SWAP CY885799 12/15/56 S</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSPSK0O7U"/>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-11-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133KYU98</cusip>
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          <isin value="US3133KYU982"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <cusip>912810UC0</cusip>
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          <isin value="US912810UC08"/>
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        <balance>18837000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16853228.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.50% 7/30 #781205</title>
        <cusip>36225BKS6</cusip>
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        <curCd>USD</curCd>
        <valUSD>69.08000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>SUBWAY FDG LLC ISSUER</name>
        <lei>N/A</lei>
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        <cusip>864300AG3</cusip>
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          <isin value="US864300AG32"/>
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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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          <maturityDt>2054-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.50% 3/41 #004978</title>
        <cusip>36202FQ74</cusip>
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          <isin value="US36202FQ740"/>
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        <curCd>USD</curCd>
        <valUSD>15135.75000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIEMAE 30YR 2% 11/01/2051#FA0376</title>
        <cusip>3140W0M28</cusip>
        <identifiers>
          <isin value="US3140W0M284"/>
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        <balance>3180195.46200000</balance>
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        <curCd>USD</curCd>
        <valUSD>2551563.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLM ARM 6.49% 8/37 #1A1800</title>
        <cusip>3128NF7M3</cusip>
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        <curCd>USD</curCd>
        <valUSD>5131.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05625000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 6/38 #A78487</title>
        <cusip>3128LCNC6</cusip>
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          <isin value="US3128LCNC60"/>
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        <curCd>USD</curCd>
        <valUSD>1858.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 9/40 #748811</title>
        <cusip>3620C43U2</cusip>
        <identifiers>
          <isin value="US3620C43U21"/>
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        <balance>12039.51340000</balance>
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        <curCd>USD</curCd>
        <valUSD>11999.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FEDERAL NAT MTG ASN GTD REM PA 5.5% 07/25/2034</title>
        <cusip>31394AEQ5</cusip>
        <identifiers>
          <isin value="US31394AEQ58"/>
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        <balance>351108.78380000</balance>
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        <curCd>USD</curCd>
        <valUSD>356910.15000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>OAK HILL CREDIT PARTNERS</name>
        <lei>N/A</lei>
        <title>OAK HILL CREDIT PARTNERS A2 TSFR3M+165 04/20/2037 144A</title>
        <cusip>67706JAC8</cusip>
        <identifiers>
          <isin value="US67706JAC80"/>
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        <balance>494000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>495272.54000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05975490</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 11/01/2050#SD7527</title>
        <cusip>3132DVLG8</cusip>
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          <isin value="US3132DVLG85"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.50% 10/32 #G01766</title>
        <cusip>31283H6B6</cusip>
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          <isin value="US31283H6B69"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 03/01/2042#G07600</title>
        <cusip>3128M9X56</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 20YR 2% 11/01/2041#RB5135</title>
        <cusip>3133KYV48</cusip>
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          <isin value="US3133KYV485"/>
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        <curCd>USD</curCd>
        <valUSD>932364.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/28 #452761</title>
        <cusip>36208J5W8</cusip>
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          <isin value="US36208J5W89"/>
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        <balance>61.87730000</balance>
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        <curCd>USD</curCd>
        <valUSD>62.16000000</valUSD>
        <pctVal>0.000000586361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>DELL INTERNATIONAL LLC / EMC CORP</name>
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        <name>FORD CR FLOORPLN MAST OWN TR A</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140QWC34</cusip>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/28 #660494</title>
        <cusip>31390YXX1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36200JAK6</cusip>
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        <issuerCat>USGA</issuerCat>
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        <name>GENERAL MTRS FINL CO INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/32 #583573</title>
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        <name>AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ARM 11/36 #995606</title>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <curCd>USD</curCd>
        <valUSD>22855185.43000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31418DQ70</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <cusip>3132KFMW9</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 6.5% 12/01/2053#FS6525</title>
        <cusip>3140XNHB3</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36290QUC7</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 5.2% 05/12/2026</title>
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          <isin value="US06738EAP07"/>
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        <balance>26475000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31371M7A96"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAYVIEW COML ASSET TR</name>
        <lei>N/A</lei>
        <title>BAYVIEW COML ASSET TR TSFR1M+71.448 11/25/2035 144A</title>
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        <curCd>USD</curCd>
        <valUSD>11344.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.00% 5/42 #Q08167</title>
        <cusip>3132GTMQ7</cusip>
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          <isin value="US3132GTMQ75"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 07/01/2045#AS5393</title>
        <cusip>3138WE7F0</cusip>
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          <isin value="US3138WE7F03"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620A9PT2</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 06/01/2029#</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LONDON CLEARING HOUSE</name>
        <lei>N/A</lei>
        <title>LCH OIS SOFRV3.75% MAC 09/17/32</title>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SCLP 2025-2</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36200R5X62"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138A1RP8</cusip>
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          <isin value="US3138A1RP84"/>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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          <isin value="US3132Y27L43"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36204KWE99"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 02/01/2043#AR5360</title>
        <cusip>3138W25W1</cusip>
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          <isin value="US3138W25W14"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>BPR COML MTG TR 2024-PK</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>WHEELS FLEET LEASE FUNDING 1 LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CARMAX AUTO OWNER TR 2024-2</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 6/31 #424112</title>
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      <invstOrSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAMLL COML MTG SECS TR 2019</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PEACE PARK CLO LTD</name>
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        <name>JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      </invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CARRIER GLOBAL CORP</name>
        <lei>549300JE3W6CWY2NAN77</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.50% 7/35 #635384</title>
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      <invstOrSec>
        <name>HESS CORP</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP 7.125% 03/15/2033</title>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 8% 02/01/2030#</title>
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        <curCd>USD</curCd>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BMO 2024-5C6 MTG TR</name>
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        <name>JERSEY MIKES FDG LLC</name>
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      <invstOrSec>
        <name>PAYCHEX INC</name>
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        <name>DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC</name>
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        <name>UBS GROUP AG</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>KEYBANK NATL ASSN</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAYVIEW COML ASSET TR 06 2</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/31 #554335</title>
        <cusip>36213GY88</cusip>
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        <curCd>USD</curCd>
        <valUSD>81.32000000</valUSD>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36230SKB9</cusip>
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          <isin value="US36230SKB96"/>
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        <curCd>USD</curCd>
        <valUSD>61432.07000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 8/40 #733871</title>
        <cusip>3620AMJQ6</cusip>
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          <isin value="US3620AMJQ64"/>
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        <curCd>USD</curCd>
        <valUSD>2098.56000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 8/29 #510166</title>
        <cusip>31383QW34</cusip>
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          <isin value="US31383QW342"/>
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        <curCd>USD</curCd>
        <valUSD>459.08000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 2/32 #552400</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 2.5% 09/20/2051#785616</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DB MASTER FIN LLC</name>
        <lei>549300F17UZJL70BPB08</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2006-45 OP 0 6/36</title>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 09/15/2041#783409</title>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 1997-41 J 7.5% 6/27</title>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 7/40 #745232</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138WPGV0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 4/41 #738218</title>
        <cusip>3620ASDX4</cusip>
        <identifiers>
          <isin value="US3620ASDX40"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3138NX2N6</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2.5% 05/01/2031#AS7110</title>
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          <isin value="US3138WG3U60"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 9/39 #723339</title>
        <cusip>3620A9S44</cusip>
        <identifiers>
          <isin value="US3620A9S444"/>
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        <balance>9893.85520000</balance>
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        <curCd>USD</curCd>
        <valUSD>10049.19000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 7/29 #459211</title>
        <cusip>36208SDQ2</cusip>
        <identifiers>
          <isin value="US36208SDQ21"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 5.8% 06/15/2038</title>
        <cusip>29278NAD5</cusip>
        <identifiers>
          <isin value="US29278NAD57"/>
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        <balance>1445000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VICI PROPERTIES LP</name>
        <lei>254900X4QE7SGKQLLN38</lei>
        <title>VICI PROPERTIES LP 4.75% 02/15/2028</title>
        <cusip>925650AB9</cusip>
        <identifiers>
          <isin value="US925650AB99"/>
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        <balance>7611000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7670780.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.50% 1/36 #G03506</title>
        <cusip>3128M5GP9</cusip>
        <identifiers>
          <isin value="US3128M5GP97"/>
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        <balance>67451.71440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70515.14000000</valUSD>
        <pctVal>0.000665176400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 3/42 #AK1510</title>
        <cusip>3138E5VC9</cusip>
        <identifiers>
          <isin value="US3138E5VC99"/>
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        <balance>24142.31290000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23466.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 07/20/2043#635118</title>
        <cusip>36291QSF2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>83837.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BROADCOM INC</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 3.419% 04/15/2033 144A</title>
        <cusip>11135FBK6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 5% 09/01/2055 #TBA</title>
        <cusip>21H050698</cusip>
        <identifiers>
          <isin value="US21H0506988"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 8.50% 12/29 #510858</title>
        <cusip>36211EQK7</cusip>
        <identifiers>
          <isin value="US36211EQK72"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/32 #552474</title>
        <cusip>36213EXB7</cusip>
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          <isin value="US36213EXB72"/>
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        <curCd>USD</curCd>
        <valUSD>124.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO 6.528% 05/01/2034</title>
        <cusip>097023DS1</cusip>
        <identifiers>
          <isin value="US097023DS12"/>
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        <balance>2219000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2430129.62000000</valUSD>
        <pctVal>0.022923656855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06528000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 12/27 #780798</title>
        <cusip>36225A3F5</cusip>
        <identifiers>
          <isin value="US36225A3F51"/>
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        <balance>26.18090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26.54000000</valUSD>
        <pctVal>0.000000250354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY MUTUAL GROUP INC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC (THE)</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BANK 2019</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>Fidelity Revere Street Trust</name>
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        <name>CENT TRUST 2025-CITY</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>HCA INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2001-20 Z 6% 5/31</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>KIMCO REALTY OP LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133USKT7</cusip>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-PAC</name>
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        <cusip>05609PAA6</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>DLLAD 2024-1 LLC</name>
        <lei>N/A</lei>
        <title>DLLAD 2024-1 LLC 5.3% 07/20/2029 144A</title>
        <cusip>23346MAC0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 7.5% 11/01/2030#</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2010-15 FJ SOFR30A+104.448 6/36</title>
        <cusip>31398MRG3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL</name>
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        <title>JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 7/40 #743665</title>
        <cusip>3620AYFE1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 05/01/2052#RA7375</title>
        <cusip>3133KPFQ6</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PIEDMONT OPERATING PARTNERSHIP LP</name>
        <lei>549300WKGDPAS39FBD10</lei>
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          <isin value="US720198AG56"/>
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        <balance>5344000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5939732.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 10/40 #737559</title>
        <cusip>3620ARMG3</cusip>
        <identifiers>
          <isin value="US3620ARMG33"/>
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        <balance>57576.32550000</balance>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402RAQ2</cusip>
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        <name>SLAM 2025-1</name>
        <lei>N/A</lei>
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        <identifiers>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>NYMT LOAN TRUST 2025-CP1</name>
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        <name>CITIGROUP INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SIMON PROPERTY GROUP LP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 06/15/2043#AE7264</title>
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        <name>DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SPGN 2022-TFLM MTG TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>AASET 2019-2 TR</name>
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        <name>ARES XLI CLO LTD / ARES XLI CLO LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>BX TRUST 2022-IND</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COML MTG TR 2024-5C1</name>
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        <identifiers>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COML MTG TR 2024-XL4</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 10/28 #457547</title>
        <cusip>31381DHY4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>ASSURANT INC 5.55% 02/15/2036</title>
        <cusip>04621XAQ1</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>ONEOK INC</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 07/46#AS7533</title>
        <cusip>3138WHLP5</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 4.50% 7/41 #Q02385</title>
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          <isin value="US3132GFUJ47"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/32 #545813</title>
        <cusip>31385JK23</cusip>
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        <curCd>USD</curCd>
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        <name>COREBRIDGE FINANCIAL INC</name>
        <lei>549300XY1661QCIA7J65</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 03/01/2039#AB0051</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2% 10/01/2035#BK5705</title>
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          <isin value="US3140HKKT49"/>
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        <balance>430967.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>397329.74000000</valUSD>
        <pctVal>0.003748051356</pctVal>
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        <assetCat>ABS-MBS</assetCat>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>WILLIS ENGINE STRUCTURED TR VII</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>DCP MIDSTREAM OPERATING LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SIXTH STREET CLO XX LTD</name>
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        <name>CEDAR FDG XVII CLO LTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31292G4T0</cusip>
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        <curCd>USD</curCd>
        <valUSD>156.66000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DWAF0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137H6V28</cusip>
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          <isin value="US3137H6V286"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-25</maturityDt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/28 #415853</title>
        <cusip>31379C5N7</cusip>
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          <isin value="US31379C5N71"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-01</maturityDt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #450333</title>
        <cusip>36208GHJ0</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31292HEF7</cusip>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <cusip>3133KRMW1</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620C04M7</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 11/27 #251286</title>
        <cusip>31371GCX6</cusip>
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        <curCd>USD</curCd>
        <valUSD>38.65000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132DWF40</cusip>
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        <name>EATON VANCE CLO 2020-1 LTD</name>
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        <cusip>278300AS7</cusip>
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        <name>UNITED STATES TREASURY BOND</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 1/28 #414333</title>
        <cusip>31379BHJ5</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 9/28 #465349</title>
        <cusip>36208Y5J4</cusip>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>OPORTUN ISSUANCE TRUST 2025-B</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 11/01/2051#FS0965</title>
        <cusip>3140XGCB3</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>UST NOTES</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BOSTON PPTY LTD PARTNERSHIP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LENNAR CORP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 06/20/2046#AS4297</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>ARES LVIII CLO LTD / ARES LVIII CLO LLC</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>BRANDYWINE OPER PARTNERSHIP LP</name>
        <lei>IXBXSCONLDQ1ZI73YU71</lei>
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        <cusip>105340AQ6</cusip>
        <identifiers>
          <isin value="US105340AQ63"/>
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        <assetCat>DBT</assetCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 5/40 #737290</title>
        <cusip>3620ARC33</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 20YR 4.5% 06/01/2039#FM1045</title>
        <cusip>3140X4ET9</cusip>
        <identifiers>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 04/01/2029#</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 3.50% 6/42 #726228</title>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 2/40 #723727</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TANGER PROPERTIES LP</name>
        <lei>PQPGJDNFN35EXH363L31</lei>
        <title>TANGER PROPERTIES LP 3.875% 07/15/2027</title>
        <cusip>875484AK3</cusip>
        <identifiers>
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        <balance>6943000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6866779.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>PRUDENTIAL FINL INC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/28 #323326</title>
        <cusip>31374TD71</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <identifiers>
          <isin value="US912810TX63"/>
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        <balance>116000000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31378PWF6</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140XBW55</cusip>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 3.0% 3/45#AY0609</title>
        <cusip>3138YDVB2</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.0% 11/01/2042#AQ1978</title>
        <cusip>3138MHFU2</cusip>
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      <invstOrSec>
        <name>BANKERS HEALTHCARE GROUP SECURITIZATION TRUST</name>
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        <title>BANKERS HEALTHCARE GROUP SECURITIZATION TRUST 4.82% 04/17/2036 144A</title>
        <cusip>08860AAA7</cusip>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 04/01/2052#SD6932</title>
        <cusip>3132DUVZ7</cusip>
        <identifiers>
          <isin value="US3132DUVZ73"/>
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        <curCd>USD</curCd>
        <valUSD>4847914.09000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 07/01/2040#</title>
        <cusip>312941HS9</cusip>
        <identifiers>
          <isin value="US312941HS93"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 5/40 #736729</title>
        <cusip>3620AQPN7</cusip>
        <identifiers>
          <isin value="US3620AQPN73"/>
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        <balance>38863.77680000</balance>
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        <curCd>USD</curCd>
        <valUSD>38728.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.50% 4/26 #313275</title>
        <cusip>31374F6L8</cusip>
        <identifiers>
          <isin value="US31374F6L84"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>UNUM GROUP</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>UNUM GROUP 4.046% 08/15/2041 144A</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 7/40 #745196</title>
        <cusip>3620C03D8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 6/28 #428046</title>
        <cusip>31379SP75</cusip>
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        <curCd>USD</curCd>
        <valUSD>12.82000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 07/01/2051#CB1142</title>
        <cusip>3140QLHU3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2051-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 3.5% 09/01/2030</title>
        <cusip>404119CA5</cusip>
        <identifiers>
          <isin value="US404119CA57"/>
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        <curCd>USD</curCd>
        <valUSD>3712107.59000000</valUSD>
        <pctVal>0.035016683843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 02/01/2043#AR2626</title>
        <cusip>3138NY4L6</cusip>
        <identifiers>
          <isin value="US3138NY4L62"/>
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        <curCd>USD</curCd>
        <valUSD>168437.40000000</valUSD>
        <pctVal>0.001588886916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>UNUM GROUP</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3% 11/1/42 #Q13479</title>
        <cusip>3132HP2L7</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <name>MOODYS CORP</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MOODYS CORP 5% 08/05/2034</title>
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        <issuerCat>CORP</issuerCat>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 04/01/2043#Q16749</title>
        <cusip>3132J75K4</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 11/25 #329280</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 7/32 #254379</title>
        <cusip>31371KQ87</cusip>
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          <isin value="US31371KQ870"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>OPEN TR 2023-AIR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>BAYVIEW COML ASSET TR 2007 3</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <name>ALIBABA GROUP HOLDING LTD</name>
        <lei>5493001NTNQJDH60PM02</lei>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61</name>
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        <name>COREBRIDGE FINANCIAL INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>PETROLEOS MEXICANOS</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AMERICAN HOMES 4 RENT LP</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BENCHMARK 2025-V16 MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ARES LN FDG V LTD / ARES LN FDG V LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BARCLAYS PLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>PRMI SECURITIZATION TR 2024-CMG1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>UST NOTES</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>EATON VANCE CLO 2019-1 LTD</name>
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        <name>CITIGROUP INC</name>
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        <name>AT and T INC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132QQF98</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36179NQ35</cusip>
        <identifiers>
          <isin value="US36179NQ355"/>
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        <curCd>USD</curCd>
        <valUSD>71869.04000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132J62W3</cusip>
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          <isin value="US3132J62W37"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36210UBJ1</cusip>
        <identifiers>
          <isin value="US36210UBJ16"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31376EYL81"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <cusip>07274NAL7</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>58175593.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NISOURCE INC</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC 2.95% 09/01/2029</title>
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        <identifiers>
          <isin value="US65473PAH82"/>
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        <balance>19262000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18377983.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.5% 12/01/2040#</title>
        <cusip>312944LX7</cusip>
        <identifiers>
          <isin value="US312944LX71"/>
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        <curCd>USD</curCd>
        <valUSD>14222.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 2.5% 11/01/2029#AS7270</title>
        <cusip>3138WHCG5</cusip>
        <identifiers>
          <isin value="US3138WHCG51"/>
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        <balance>32446.65800000</balance>
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        <curCd>USD</curCd>
        <valUSD>31678.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2.5% 04/01/2043#AR8236</title>
        <cusip>3138W6EJ1</cusip>
        <identifiers>
          <isin value="US3138W6EJ11"/>
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        <balance>44880.01940000</balance>
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        <curCd>USD</curCd>
        <valUSD>39590.84000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 2% 10/01/2055 #TBA</title>
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        <identifiers>
          <isin value="US01F0206A20"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 08/01/2035#</title>
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          <isin value="US31297SPM16"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 1999-32 PL 6% 7/29</title>
        <cusip>31359WHX2</cusip>
        <identifiers>
          <isin value="US31359WHX20"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
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        <cusip>92277GAV9</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
        <lei>N/A</lei>
        <title>FHLMC REMI 30YR 6% 04/01/2055#RJ4028</title>
        <cusip>3142GUPN7</cusip>
        <identifiers>
          <isin value="US3142GUPN70"/>
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        <curCd>USD</curCd>
        <valUSD>1674756.72000000</valUSD>
        <pctVal>0.015798148398</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.025% 05/01/2042#AO3789</title>
        <cusip>3138LUF75</cusip>
        <identifiers>
          <isin value="US3138LUF756"/>
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        <balance>16378.12010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15848.79000000</valUSD>
        <pctVal>0.000149503228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>JPMDB COML MTG SECS TR 2018-C8</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>WELLS FARGO COML MORTAGE TR 2024-MGP</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
        <valUSD>13639.27000000</valUSD>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138XTM85</cusip>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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      <invstOrSec>
        <name>OMEGA HEALTHCARE INVESTORS INC</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
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        <cusip>681936BN9</cusip>
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        <balance>7993000.00000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 4.50% 3/36 #003828</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 2/29 #323542</title>
        <cusip>31374TLX5</cusip>
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        <curCd>USD</curCd>
        <valUSD>484.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 4.0% 03/15/2042#AA6826</title>
        <cusip>36178ESP5</cusip>
        <identifiers>
          <isin value="US36178ESP50"/>
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        <balance>7257.38880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7020.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2020-2 LTD/LLC A1RR TSFR3M+131 01/20/2038 144A</title>
        <cusip>92918HAT7</cusip>
        <identifiers>
          <isin value="US92918HAT77"/>
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        <balance>2762000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2767474.28000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05635490</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JACKSON FINANCIAL INC</name>
        <lei>213800WXW2KG1N4CO374</lei>
        <title>JACKSON FINANCIAL INC 3.125% 11/23/2031</title>
        <cusip>46817MAL1</cusip>
        <identifiers>
          <isin value="US46817MAL19"/>
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        <balance>955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>863054.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03125000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 6.00% 5/29 #C00764</title>
        <cusip>31292GZ58</cusip>
        <identifiers>
          <isin value="US31292GZ588"/>
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        <balance>83.55960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>85.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 6.00% 11/39 #720602</title>
        <cusip>3620A6RX7</cusip>
        <identifiers>
          <isin value="US3620A6RX78"/>
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        <curCd>USD</curCd>
        <valUSD>2445.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 2% 09/01/2055 #TBA</title>
        <cusip>21H020691</cusip>
        <identifiers>
          <isin value="US21H0206910"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 4.00% 12/40 #AE8783</title>
        <cusip>31419KXM2</cusip>
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          <isin value="US31419KXM25"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 8/40 #706824</title>
        <cusip>36297BG96</cusip>
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        <curCd>USD</curCd>
        <valUSD>18501.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 11/01/2045#BA1614</title>
        <cusip>3140E5YL2</cusip>
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          <isin value="US3140E5YL26"/>
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        <balance>13097.77400000</balance>
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        <curCd>USD</curCd>
        <valUSD>12150.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CSAIL 2016-C6 COML MTG TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31374TW54</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2% 03/01/2051#QB9482</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 7/27 #451900</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>NYMT LOAN TRUST 2024-CP1</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>PETROLEOS MEXICANOS</name>
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      </invstOrSec>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PLANET FITNESS MASTER ISSUER LLC 18-1A</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3.5% 06/01/2048#BM4426</title>
        <cusip>3140J84L4</cusip>
        <identifiers>
          <isin value="US3140J84L42"/>
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        <balance>1946902.02710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1799429.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 15YR 3% 06/01/2031#J34653</title>
        <cusip>31307RE27</cusip>
        <identifiers>
          <isin value="US31307RE271"/>
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        <balance>90006.60920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88107.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 4.5% 09/01/2033#727221</title>
        <cusip>31402E4E5</cusip>
        <identifiers>
          <isin value="US31402E4E53"/>
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        <balance>9055.25310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9068.56000000</valUSD>
        <pctVal>0.000085544637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 4.375% 01/12/2026</title>
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        <identifiers>
          <isin value="US06738EAN58"/>
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        <balance>2821000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2820182.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04375000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 3.5% 02/20/2043#MA0783</title>
        <cusip>36179M2Q2</cusip>
        <identifiers>
          <isin value="US36179M2Q20"/>
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        <balance>78578.36630000</balance>
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        <curCd>USD</curCd>
        <valUSD>73461.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO 2024-1 LTD</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2024-1 LTD A1 TSFR3M+152 04/15/2037 144A</title>
        <cusip>92920DAA3</cusip>
        <identifiers>
          <isin value="US92920DAA37"/>
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        <balance>5937000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5960302.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.05837550</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2022-IND</name>
        <lei>N/A</lei>
        <title>BX TRUST 2022-IND TSFR1M+219.7 04/15/2024 144A</title>
        <cusip>05609WAJ2</cusip>
        <identifiers>
          <isin value="US05609WAJ27"/>
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        <balance>814800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>816073.13000000</valUSD>
        <pctVal>0.007698099824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.06653100</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIEMAE 30YR 2.5% 06/01/2052#FA0543</title>
        <cusip>3140W0S97</cusip>
        <identifiers>
          <isin value="US3140W0S976"/>
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        <balance>3409513.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2890024.09000000</valUSD>
        <pctVal>0.027261887595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/26 #256469</title>
        <cusip>31371M2A4</cusip>
        <identifiers>
          <isin value="US31371M2A42"/>
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        <balance>486.81370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489.67000000</valUSD>
        <pctVal>0.000004619106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 3/40 #691684</title>
        <cusip>36296HM97</cusip>
        <identifiers>
          <isin value="US36296HM978"/>
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        <balance>3117.16230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3024.31000000</valUSD>
        <pctVal>0.000028528620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 6% 07/01/2029#</title>
        <cusip>31293TGY7</cusip>
        <identifiers>
          <isin value="US31293TGY73"/>
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        <balance>143.85260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147.01000000</valUSD>
        <pctVal>0.000001386760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 2% 11/01/2051#FS1334</title>
        <cusip>3140XGPU7</cusip>
        <identifiers>
          <isin value="US3140XGPU70"/>
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        <balance>19587.77500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15685.24000000</valUSD>
        <pctVal>0.000147960444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTENE CORP DEL</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.625% 12/15/2029</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <isin value="US15135BAT89"/>
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        <balance>8470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8157611.15000000</valUSD>
        <pctVal>0.076951565554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING 2024-2</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A</title>
        <cusip>29375RAC0</cusip>
        <identifiers>
          <isin value="US29375RAC07"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916812.99000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05610000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 6.00% 11/35 #255934</title>
        <cusip>31371MHK6</cusip>
        <identifiers>
          <isin value="US31371MHK62"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634.81000000</valUSD>
        <pctVal>0.000005988226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
        <lei>I7331LVCZKQKX5T7XV54</lei>
        <title>MSCS SWAP CY451600 12/16/72 S</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Bloomberg" value="COSPRO0AZJ"/>
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        <balance>1260000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4486.61000000</valUSD>
        <pctVal>0.000042322642</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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                <indexName>CMBX AAA CDSI S13 PRC INDX</indexName>
                <indexIdentifier>CY451600</indexIdentifier>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-VINO</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>SUBWAY FDG LLC ISSUER</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 5/32 #584407</title>
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        <name>COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FHR 2432 FG SOFR30A+101.448 3/32</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II 3.5% 02/20/2043#AD1755</title>
        <cusip>36180C5Q8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 11/39 #723384</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #433685</title>
        <cusip>36207JXN8</cusip>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>PRET 2025-RPL3</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.00% 11/40 #734032</title>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>ARES LV CLO LTD</name>
        <lei>N/A</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AIMCO CLO 11 LTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GREEN LAKES PARK CLO LLC</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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        <identifiers>
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        <invCountry>US</invCountry>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>LOWES COS INC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>MADISON PARK FUNDING 2015</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>LOWES COS INC</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWES COS INC 4.25% 04/01/2052</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.50% 11/39 #782818</title>
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      <invstOrSec>
        <name>OVINTIV INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALIBABA GROUP HOLDING LTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>LPL HOLDINGS INC</name>
        <lei>549300Z5YF8CCRMYUL26</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>HUMANA INC</name>
        <lei>529900YLDW34GJAO4J06</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <title>FNMA ARM 06/01/2042#AO2244</title>
        <cusip>3138LSP61</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 4/28 #462669</title>
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        <name>CITIZENS FINANCIAL GRP INC</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAIN CAP CR CLO 2023-2 LTD / BAIN CAP CR CLO 2023-2 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>OCP CLO 2018-15 LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>Phillips Edison Grocery Center Operating Partnership I LP</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>INTESA SANPAOLO SPA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OCP CLO 2025-44</name>
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      <invstOrSec>
        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CENTENE CORP DEL</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.00% 9/29 #535762</title>
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        <issuerCat>USGSE</issuerCat>
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      </invstOrSec>
      <invstOrSec>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BAYVIEW COML ASSET TR 2007 3</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BOEING CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CLECO CORPORATE HLDGS LLC</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SBNA AUTO LEASE TRUST 2024-B</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BPCE SA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>PRET 2024-RPL1 TR</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
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        <name>LAKESIDE PK CLO LTD / LAKESIDE PK CLO LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>AVOLON HOLDINGS FUNDING LTD</name>
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        <name>BAYVIEW COML ASSET TR</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>TCO COML MTG TR 2024-DPM</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <curCd>USD</curCd>
        <valUSD>45468.10000000</valUSD>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <title>FHR 3189 PD 6% 7/36</title>
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      <invstOrSec>
        <name>BANK 2018-BNK10</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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          <isin value="US681936BH22"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36212VTQ2</cusip>
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        <curCd>USD</curCd>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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        <title>FHR 2043 ZH 6% 4/28</title>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FANNIE MAE</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SBA TOWER TR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>BX TR 2025-TAIL</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>OMEGA HEALTHCARE INVESTORS INC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FLATIRON CLO LT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ENERGY TRANSFER LP</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS CORP TR 2021-IP</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BAYVIEW COML ASSET TR 2007 3</name>
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        <name>BROADCOM INC</name>
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        <name>USAA AUTO OWNER TR 2024-A</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>LIFE FINANCIAL SERVICES TRUST 2022</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>TCO COML MTG TR 2024-DPM</name>
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        <name>GREENSKY HOME IMPROVEMENT TRUST 2024-2</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>BX COML MTG TR 2023-XL3</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BENCHMARK 2018-B8 MTG TR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36207JSE46"/>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 4.00% 2/41 #759248</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NAT MA 2016-H20 FM TSFR1M+51.448 12/20/2062</title>
        <cusip>38376RYJ9</cusip>
        <identifiers>
          <isin value="US38376RYJ93"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GS MTG SECS TR 2018-GS10</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2010-95 ZC 5% 09/25/2040</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 5% 08/01/2035#</title>
        <cusip>31297SW84</cusip>
        <identifiers>
          <isin value="US31297SW845"/>
        </identifiers>
        <balance>787.70640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>800.21000000</valUSD>
        <pctVal>0.000007548461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 5.00% 1/40 #A90893</title>
        <cusip>3129387E7</cusip>
        <identifiers>
          <isin value="US3129387E74"/>
        </identifiers>
        <balance>33467.21220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34023.54000000</valUSD>
        <pctVal>0.000320947471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TR 2024-B</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028</title>
        <cusip>58769GAD5</cusip>
        <identifiers>
          <isin value="US58769GAD51"/>
        </identifiers>
        <balance>6100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6106193.94000000</valUSD>
        <pctVal>0.057600340911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04230000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.00% 3/28 #436264</title>
        <cusip>36207MTV8</cusip>
        <identifiers>
          <isin value="US36207MTV80"/>
        </identifiers>
        <balance>56.76120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57.55000000</valUSD>
        <pctVal>0.000000542874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 7.50% 8/27 #353768</title>
        <cusip>36203M6D7</cusip>
        <identifiers>
          <isin value="US36203M6D78"/>
        </identifiers>
        <balance>48.53970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48.89000000</valUSD>
        <pctVal>0.000000461184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.07500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 5.50% 5/39 #670200</title>
        <cusip>36295GRV6</cusip>
        <identifiers>
          <isin value="US36295GRV67"/>
        </identifiers>
        <balance>10669.21060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10981.99000000</valUSD>
        <pctVal>0.000103594215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 4.98% 12/11/2036 144A</title>
        <cusip>36269KAA3</cusip>
        <identifiers>
          <isin value="US36269KAA34"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719719.91000000</valUSD>
        <pctVal>0.006789190219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04980000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="As of March 2025, monthly returns presented in Item B.5.a. have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-09-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
