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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-2</name>
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        <name>SEASONED CREDIT RISK TRANSFER SCRT_17-4</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>SEASONED CREDIT RISK TRANSFER SCRT_19-2</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JOHNSON &amp; JOHNSON</name>
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        <name>KAISER FOUNDATION HOSPITALS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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            <unrealizedAppr>172714.250000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT ULTRA UXYH1 03-22-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TNH1"/>
          <other otherDesc="CG Symbol" value="ULU3250"/>
        </identifiers>
        <balance>2166.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>755921.070000000000</valUSD>
        <pctVal>0.0351244763</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT ULTRA UXYH1 03-22-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU3250_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-31</expDate>
            <notionalAmt>-338674417.080000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>755921.070000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 30YR FUT ULTRA WNH1 03-22-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UBH1"/>
          <other otherDesc="CG Symbol" value="ULU3251"/>
        </identifiers>
        <balance>695.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-546612.550000000000</valUSD>
        <pctVal>-0.0253987887</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 30YR FUT ULTRA WNH1 03-22-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU3251_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-31</expDate>
            <notionalAmt>148425937.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-546612.550000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT TYH1 03-22-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZNH1"/>
          <other otherDesc="CG Symbol" value="ULU3252"/>
        </identifiers>
        <balance>1087.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-177920.400000000000</valUSD>
        <pctVal>-0.0082672135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT TYH1 03-22-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU3252_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-31</expDate>
            <notionalAmt>-150090927.310000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-177920.400000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS KS01 A2 (MF) 2.522% 01-25-23</title>
        <cusip>3137B1U75</cusip>
        <identifiers>
          <isin value="US3137B1U756"/>
          <other otherDesc="CG Symbol" value="FMF5204"/>
        </identifiers>
        <balance>787937.070000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>810654.080000000000</valUSD>
        <pctVal>0.0376676893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.52200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K029 A2 (MF) 3.32% 02-25-23</title>
        <cusip>3137B36J2</cusip>
        <identifiers>
          <isin value="US3137B36J22"/>
          <other otherDesc="CG Symbol" value="FMF5404"/>
        </identifiers>
        <balance>200000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211757.200000000000</valUSD>
        <pctVal>0.0098394674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.32000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K031 A1 (MF) 2.778% 09-25-22</title>
        <cusip>3137B3NW4</cusip>
        <identifiers>
          <isin value="US3137B3NW46"/>
          <other otherDesc="CG Symbol" value="FMF5435"/>
        </identifiers>
        <balance>201764.350000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>205855.730000000000</valUSD>
        <pctVal>0.0095652509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNA 14-M3 A2 (MF) 3.46% 01-25-24</title>
        <cusip>3136AJLC8</cusip>
        <identifiers>
          <isin value="US3136AJLC84"/>
          <other otherDesc="CG Symbol" value="FMF6414"/>
        </identifiers>
        <balance>1291687.840000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1396926.820000000000</valUSD>
        <pctVal>0.0649093204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5010000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 20YR FUT USH1 03-22-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZBH1"/>
          <other otherDesc="CG Symbol" value="ULU3254"/>
        </identifiers>
        <balance>214.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-335718.890000000000</valUSD>
        <pctVal>-0.0155994464</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 20YR FUT USH1 03-22-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU3254_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-03-31</expDate>
            <notionalAmt>37062125.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-335718.890000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 5YR FUT FVH1 03-31-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZFH1"/>
          <other otherDesc="CG Symbol" value="ULU3262"/>
        </identifiers>
        <balance>1142.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>307289.760000000000</valUSD>
        <pctVal>0.0142784641</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 5YR FUT FVH1 03-31-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU3262_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-04-06</expDate>
            <notionalAmt>144079356.520000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>307289.760000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 2YR FUT TUH1 03-31-21</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZTH1"/>
          <other otherDesc="CG Symbol" value="ULU3282"/>
        </identifiers>
        <balance>195.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41427.750000000000</valUSD>
        <pctVal>-0.0019249735</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 2YR FUT TUH1 03-31-21</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU3282_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-04-06</expDate>
            <notionalAmt>-43090429.200000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-41427.750000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K040</name>
        <lei>N/A</lei>
        <title>FHMS K040 A2 (MF) 3.241% 09-25-24</title>
        <cusip>3137BEVH4</cusip>
        <identifiers>
          <isin value="US3137BEVH49"/>
          <other otherDesc="CG Symbol" value="FMF8254"/>
        </identifiers>
        <balance>2000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2196588.000000000000</valUSD>
        <pctVal>0.1020662158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 01-4 GA WAC FRN 04-17-25</title>
        <cusip>31359SGU8</cusip>
        <identifiers>
          <isin value="US31359SGU87"/>
          <other otherDesc="CG Symbol" value="FMF931"/>
        </identifiers>
        <balance>32.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33.170000000000</valUSD>
        <pctVal>0.0000015413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.0813200000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNR 2001-4 NA WAC FRN 10-25-25</title>
        <cusip>31359SGT1</cusip>
        <identifiers>
          <isin value="US31359SGT15"/>
          <other otherDesc="CG Symbol" value="FMF933"/>
        </identifiers>
        <balance>230.950000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252.430000000000</valUSD>
        <pctVal>0.0000117294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.0105300000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
        <lei>N/A</lei>
        <title>FGLMC 4.0 Q23190 125K MAX 11-01-43</title>
        <cusip>3132M3F77</cusip>
        <identifiers>
          <isin value="US3132M3F771"/>
          <other otherDesc="CG Symbol" value="FMF996001"/>
        </identifiers>
        <balance>276711.680000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307711.970000000000</valUSD>
        <pctVal>0.0142980825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I</name>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION I</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <name>ETHIOPIAN LEASING 2012 LLC</name>
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        <name>PRIVATE EXPORT FUNDING CORPORATION</name>
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        <name>SOUTHAVEN COMBINED CYCLE GENERATION LLC</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FEDERAL HOME LOAN BANKS</name>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K035</name>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3135G0N82</cusip>
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          <isin value="US3135G0N826"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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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>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K038</name>
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        <cusip>3137BBBD1</cusip>
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          <isin value="US3137BBBD16"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 7.125% 01-15-30</title>
        <cusip>31359MFJ7</cusip>
        <identifiers>
          <isin value="US31359MFJ71"/>
          <other otherDesc="CG Symbol" value="FDF185"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 2.875% 09-12-23</title>
        <cusip>3135G0U43</cusip>
        <identifiers>
          <isin value="US3135G0U433"/>
          <other otherDesc="CG Symbol" value="FDF2449"/>
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        <balance>36000000.000000000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
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        <identifiers>
          <isin value="US3130AFFX04"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR 0.375% 04-08-22</title>
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        <identifiers>
          <isin value="US3133ELWD28"/>
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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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.625% 04-22-25</title>
        <cusip>3135G03U5</cusip>
        <identifiers>
          <isin value="US3135G03U56"/>
          <other otherDesc="CG Symbol" value="FDF4948"/>
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        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FED HM LN BK BD 1/20/2021</title>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.875% 08-05-30</title>
        <cusip>3135G05Q2</cusip>
        <identifiers>
          <isin value="US3135G05Q27"/>
          <other otherDesc="CG Symbol" value="FDF5443"/>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FED HM LN BK BD 1/4/2021</title>
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          <isin value="US313385AD80"/>
          <other otherDesc="CG Symbol" value="FDF5735"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 0.75% 10-08-27</title>
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        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FED HM LN BK BD 2/3/2021</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FED HM LN BK BD 1/27/2021</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FED HM LN BK BD 2/5/2021</title>
        <cusip>313385BM7</cusip>
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        <assetCat>DBT</assetCat>
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        <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>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR DISC NT 5/3/2021</title>
        <cusip>313313FC7</cusip>
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          <isin value="US313313FC75"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR DISC NT 5/5/2021</title>
        <cusip>313313FE3</cusip>
        <identifiers>
          <isin value="US313313FE32"/>
          <other otherDesc="CG Symbol" value="FDF5940"/>
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        <balance>17300000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17292536.780000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR DISC NT 3/2/2021</title>
        <cusip>313313CN6</cusip>
        <identifiers>
          <isin value="US313313CN67"/>
          <other otherDesc="CG Symbol" value="FDF5971"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4999211.500000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FED HM LN BK BD 2/9/2021</title>
        <cusip>313385BR6</cusip>
        <identifiers>
          <isin value="US313385BR67"/>
          <other otherDesc="CG Symbol" value="FDF6067"/>
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        <balance>25000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24998550.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR DISC NT 1/7/2021</title>
        <cusip>313313AG3</cusip>
        <identifiers>
          <isin value="US313313AG35"/>
          <other otherDesc="CG Symbol" value="FDF6121"/>
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        <balance>40000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39999764.000000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORP</name>
        <lei>N/A</lei>
        <title>FED FARM CR DISC NT 1/20/2021</title>
        <cusip>313313AV0</cusip>
        <identifiers>
          <isin value="US313313AV02"/>
          <other otherDesc="CG Symbol" value="FDF6248"/>
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        <balance>16000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15999537.600000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FHLB 5.5% 07-15-36</title>
        <cusip>3133XGAY0</cusip>
        <identifiers>
          <isin value="US3133XGAY07"/>
          <other otherDesc="CG Symbol" value="FDF813"/>
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        <balance>300000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463840.890000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OVERSEAS PRIVATE INVESTMENT CORPORATION</name>
        <lei>549300IDY55XMYWXSD28</lei>
        <title>OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.938% 12-20-32</title>
        <cusip>690353XR3</cusip>
        <identifiers>
          <isin value="US690353XR37"/>
          <other otherDesc="CG Symbol" value="FDO1"/>
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        <balance>681353.210000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>791806.970000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.93800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OVERSEAS PRIVATE INVESTMENT CORPORATION</name>
        <lei>549300IDY55XMYWXSD28</lei>
        <title>OVERSEAS PRIVATE INV SR SEC 1ST LIEN SF 3.82% 12-20-32</title>
        <cusip>690353YV3</cusip>
        <identifiers>
          <isin value="US690353YV30"/>
          <other otherDesc="CG Symbol" value="FDO4"/>
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        <balance>833447.930000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>994367.560000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.82000000</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>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA BOND 3.875% 02-15-21</title>
        <cusip>880591EL2</cusip>
        <identifiers>
          <isin value="US880591EL27"/>
          <other otherDesc="CG Symbol" value="FDT22"/>
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        <balance>32975000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33117069.490000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA BOND 4.65% 06-15-35</title>
        <cusip>880591DX7</cusip>
        <identifiers>
          <isin value="US880591DX73"/>
          <other otherDesc="CG Symbol" value="FDT23"/>
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        <balance>1780000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2471631.990000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
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      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA BOND 5.88% 04-01-36</title>
        <cusip>880591CS9</cusip>
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          <isin value="US880591CS97"/>
          <other otherDesc="CG Symbol" value="FDT24"/>
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        <balance>875000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1339864.050000000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</annualizedRt>
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      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA BOND SER A 4.625% 09-15-60</title>
        <cusip>880591EJ7</cusip>
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          <isin value="US880591EJ70"/>
          <other otherDesc="CG Symbol" value="FDT27"/>
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        <valUSD>391346.980000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2060-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA BOND 0.75% 05-15-25</title>
        <cusip>880591EW8</cusip>
        <identifiers>
          <isin value="US880591EW81"/>
          <other otherDesc="CG Symbol" value="FDT5030"/>
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        <balance>1800000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1827581.940000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TVA BOND 2.875% 02-01-27</title>
        <cusip>880591EU2</cusip>
        <identifiers>
          <isin value="US880591EU26"/>
          <other otherDesc="CG Symbol" value="FDT897"/>
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        <balance>5000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5639498.500000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT</name>
        <lei>N/A</lei>
        <title>AID-TUNISIA 1.416% 08-05-21</title>
        <cusip>066716AJ0</cusip>
        <identifiers>
          <isin value="US066716AJ05"/>
          <other otherDesc="CG Symbol" value="FGA10420"/>
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        <balance>1500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1513141.050000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.41600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT</name>
        <lei>N/A</lei>
        <title>AID-IRAQ 2.149% 01-18-22</title>
        <cusip>462652AD0</cusip>
        <identifiers>
          <isin value="US462652AD08"/>
          <other otherDesc="CG Symbol" value="FGA12881"/>
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        <balance>3370000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3438756.430000000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.14900000</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>
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      <invstOrSec>
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        <cusip>418097AE1</cusip>
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          <isin value="US418097AE10"/>
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        <name>UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT</name>
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        <cusip>34459RAB1</cusip>
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          <other otherDesc="CG Symbol" value="FGM8164"/>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912810SN9</cusip>
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          <other otherDesc="CG Symbol" value="FGT19965"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.125% 05-15-40</title>
        <cusip>912810SR0</cusip>
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          <other otherDesc="CG Symbol" value="FGT19994"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.125% 08-15-40</title>
        <cusip>912810SQ2</cusip>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.625% 11-15-50</title>
        <cusip>912810SS8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES AGENCY FOR INTERNATIONAL DEVELOPMENT</name>
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          <isin value="US903724BL53"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.125% 11-30-23</title>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.75% 05-31-22</title>
        <cusip>912828XR6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY BILL 1/14/2021</title>
        <cusip>9127963U1</cusip>
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          <other otherDesc="CG Symbol" value="FGU20304"/>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.875% 11-15-46</title>
        <cusip>912810RU4</cusip>
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          <isin value="US912810RU43"/>
          <other otherDesc="CG Symbol" value="FGW11300"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 2.875% 11-30-23</title>
        <cusip>9128285P1</cusip>
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          <isin value="US9128285P13"/>
          <other otherDesc="CG Symbol" value="FGW18009"/>
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        <curCd>USD</curCd>
        <valUSD>5393926.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.875% 05-15-49</title>
        <cusip>912810SH2</cusip>
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          <isin value="US912810SH23"/>
          <other otherDesc="CG Symbol" value="FGW18708"/>
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        <curCd>USD</curCd>
        <valUSD>33564624.600000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 2.25% 08-15-49</title>
        <cusip>912810SJ8</cusip>
        <identifiers>
          <isin value="US912810SJ88"/>
          <other otherDesc="CG Symbol" value="FGW19010"/>
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        <balance>25700000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29415939.870000000000</valUSD>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.625% 11-30-26</title>
        <cusip>912828YU8</cusip>
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          <isin value="US912828YU85"/>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 1.375% 01-31-22</title>
        <cusip>912828Z60</cusip>
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          <isin value="US912828Z609"/>
          <other otherDesc="CG Symbol" value="FGW19512"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 07-31-25</title>
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          <isin value="US91282CAB72"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 1.375% 08-15-50</title>
        <cusip>912810SP4</cusip>
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          <isin value="US912810SP49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.625% 08-15-30</title>
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          <isin value="US91282CAE12"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY BOND 0.5% 08-31-27</title>
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          <isin value="US91282CAH43"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY NOTE 0.25% 09-30-25</title>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <ncom:signature>Scott Lewis</ncom:signature>
      <ncom:signerName>Scott Lewis</ncom:signerName>
      <ncom:title>Analyst</ncom:title>
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  </formData>
</edgarSubmission>
