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        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-93, Class AS</title>
        <cusip>38375Y2X9</cusip>
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        <curCd>USD</curCd>
        <valUSD>5483.09000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3622A2MQ2</cusip>
        <identifiers>
          <isin value="US3622A2MQ23"/>
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        <balance>1690753.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1614457.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-H02, Class HF</title>
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        <balance>840.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>831.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-11-20</maturityDt>
          <couponKind>Floating</couponKind>
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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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KEB98</cusip>
        <identifiers>
          <isin value="US3140KEB989"/>
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        <balance>4884959.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4162078.00000000</valUSD>
        <pctVal>0.101390122840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-45, Class QA</title>
        <cusip>38375KW24</cusip>
        <identifiers>
          <isin value="US38375KW245"/>
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        <balance>63014.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2979.92000000</valUSD>
        <pctVal>0.000072592213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.19445120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAQW4</cusip>
        <identifiers>
          <isin value="US3617VAQW46"/>
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        <balance>1761290.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1584210.76000000</valUSD>
        <pctVal>0.038592098361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2005-57CB, Class 3A2</title>
        <cusip>12668AYH2</cusip>
        <identifiers>
          <isin value="US12668AYH21"/>
        </identifiers>
        <balance>153537.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9858.29000000</valUSD>
        <pctVal>0.000240152451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3852, Class TP</title>
        <cusip>3137ABB59</cusip>
        <identifiers>
          <isin value="US3137ABB594"/>
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        <balance>74348.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73654.67000000</valUSD>
        <pctVal>0.001794261433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50000080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2003-13, Class 1A1</title>
        <cusip>36228FYY6</cusip>
        <identifiers>
          <isin value="US36228FYY68"/>
        </identifiers>
        <balance>21349.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20622.80000000</valUSD>
        <pctVal>0.000502380836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.61772440</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LGH96</cusip>
        <identifiers>
          <isin value="US3140LGH963"/>
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        <balance>8093000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7075474.15000000</valUSD>
        <pctVal>0.172361784960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617HGFH2</cusip>
        <identifiers>
          <isin value="US3617HGFH24"/>
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        <balance>2473478.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2396799.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-22, Class SC</title>
        <cusip>31396PU90</cusip>
        <identifiers>
          <isin value="US31396PU902"/>
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        <balance>17420.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33.18000000</valUSD>
        <pctVal>0.000000808279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.63743040</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UNS70</cusip>
        <identifiers>
          <isin value="US3617UNS709"/>
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        <balance>1730943.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1554502.88000000</valUSD>
        <pctVal>0.037868400822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2004-5, Class 30PO</title>
        <cusip>576434RP1</cusip>
        <identifiers>
          <isin value="US576434RP15"/>
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        <balance>84377.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58512.50000000</valUSD>
        <pctVal>0.001425391249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>None</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3740, Class SC</title>
        <cusip>3137GARQ2</cusip>
        <identifiers>
          <isin value="US3137GARQ27"/>
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        <balance>212093.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17759.54000000</valUSD>
        <pctVal>0.000432630513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.56148120</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128QJWQ5</cusip>
        <identifiers>
          <isin value="US3128QJWQ53"/>
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        <balance>1778.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1767.34000000</valUSD>
        <pctVal>0.000043053210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.71700080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-91, Class SD</title>
        <cusip>31393EQX0</cusip>
        <identifiers>
          <isin value="US31393EQX03"/>
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        <balance>15035.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14376.08000000</valUSD>
        <pctVal>0.000350207881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42905040</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>Ocwen Loan Investment Trust</name>
        <lei>N/A</lei>
        <title>Ocwen Loan Investment Trust, Series 2023-HB1, Class M1</title>
        <cusip>67578KAB2</cusip>
        <identifiers>
          <isin value="US67578KAB26"/>
        </identifiers>
        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1356529.78000000</valUSD>
        <pctVal>0.033045685600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.99999880</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2016-H11, Class FD</title>
        <cusip>38375UWR7</cusip>
        <identifiers>
          <isin value="US38375UWR75"/>
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        <balance>1177248.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1171068.88000000</valUSD>
        <pctVal>0.028527773289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86912960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2004-53, Class NC</title>
        <cusip>31394ABD7</cusip>
        <identifiers>
          <isin value="US31394ABD72"/>
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        <balance>506.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503.09000000</valUSD>
        <pctVal>0.000012255502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cars Net Lease Mortgage Notes</name>
        <lei>N/A</lei>
        <title>Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3</title>
        <cusip>14576AAC6</cusip>
        <identifiers>
          <isin value="US14576AAC62"/>
        </identifiers>
        <balance>1128302.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>943405.63000000</valUSD>
        <pctVal>0.022981792439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S3, Class 1A4</title>
        <cusip>929227T30</cusip>
        <identifiers>
          <isin value="US929227T301"/>
        </identifiers>
        <balance>31717.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29634.36000000</valUSD>
        <pctVal>0.000721906557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QQXA5</cusip>
        <identifiers>
          <isin value="US3617QQXA59"/>
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        <balance>1388281.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1326751.92000000</valUSD>
        <pctVal>0.032320283317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cascade MH Asset Trust</name>
        <lei>N/A</lei>
        <title>Cascade MH Asset Trust, Series 2021-MH1, Class A1</title>
        <cusip>14731QAA7</cusip>
        <identifiers>
          <isin value="US14731QAA76"/>
        </identifiers>
        <balance>2701176.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2295126.69000000</valUSD>
        <pctVal>0.055910335422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75300000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3895, Class WA</title>
        <cusip>3137ACX95</cusip>
        <identifiers>
          <isin value="US3137ACX950"/>
        </identifiers>
        <balance>90162.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>89744.11000000</valUSD>
        <pctVal>0.002186207547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.65212960</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>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1</title>
        <cusip>12669FXJ7</cusip>
        <identifiers>
          <isin value="US12669FXJ73"/>
        </identifiers>
        <balance>24582.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22711.87000000</valUSD>
        <pctVal>0.000553271536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00001080</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4N85</cusip>
        <identifiers>
          <isin value="US3617U4N850"/>
        </identifiers>
        <balance>1628590.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465914.19000000</valUSD>
        <pctVal>0.035710339834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1994-26, Class J</title>
        <cusip>31359GQN9</cusip>
        <identifiers>
          <isin value="US31359GQN96"/>
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        <balance>320.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318.70000000</valUSD>
        <pctVal>0.000007763677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>None</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>31335ADJ4</cusip>
        <identifiers>
          <isin value="US31335ADJ43"/>
        </identifiers>
        <balance>1206486.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1200189.96000000</valUSD>
        <pctVal>0.029237176111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2002-W10</title>
        <cusip>31392ET34</cusip>
        <identifiers>
          <isin value="US31392ET345"/>
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        <balance>1002626.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28525.53000000</valUSD>
        <pctVal>0.000694894951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.89583120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FARM Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FARM Mortgage Trust, Series 2023-1, Class A</title>
        <cusip>30767YAA3</cusip>
        <identifiers>
          <isin value="US30767YAA38"/>
        </identifiers>
        <balance>8556984.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6955439.71000000</valUSD>
        <pctVal>0.169437691126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.63099880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133ALN20</cusip>
        <identifiers>
          <isin value="US3133ALN209"/>
        </identifiers>
        <balance>2015109.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1776944.78000000</valUSD>
        <pctVal>0.043287187199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36290SCX7</cusip>
        <identifiers>
          <isin value="US36290SCX71"/>
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        <balance>8245.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8205.56000000</valUSD>
        <pctVal>0.000199891192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4NY8</cusip>
        <identifiers>
          <isin value="US3617U4NY85"/>
        </identifiers>
        <balance>2589047.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2152774.47000000</valUSD>
        <pctVal>0.052442570264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cendant Mortgage Capital CDMC Mortgage Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>Cendant Mortgage Capital CDMC Mortgage Pass-Through Certificates, Series 2003-9, Class 1P</title>
        <cusip>15132EGQ5</cusip>
        <identifiers>
          <isin value="US15132EGQ52"/>
        </identifiers>
        <balance>3495.37790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2449.61000000</valUSD>
        <pctVal>0.000059673619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>VOLT XCIV LLC</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LFSG0</cusip>
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          <isin value="US3140LFSG05"/>
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        <balance>4358000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3398439.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132G7BQ7</cusip>
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          <isin value="US3132G7BQ77"/>
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        <balance>143796.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137827.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2006-7CB, Class 1A2</title>
        <cusip>12668BXT5</cusip>
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          <isin value="US12668BXT50"/>
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        <balance>7115975.20570000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3546, Class A</title>
        <cusip>31398E3W2</cusip>
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          <isin value="US31398E3W29"/>
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        <balance>25138.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25119.53000000</valUSD>
        <pctVal>0.000611923234</pctVal>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.09721480</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QKY58</cusip>
        <identifiers>
          <isin value="US3617QKY586"/>
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        <balance>3004053.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2685369.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Prime Money Market Fund</name>
        <lei>549300YD7H8SEEU7VG41</lei>
        <title>JPMorgan Prime Money Market Fund, Class Institutional</title>
        <cusip>4812A2603</cusip>
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          <isin value="US4812A26030"/>
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        <balance>53746170.61600000</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A5</title>
        <cusip>31393RGG9</cusip>
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          <isin value="US31393RGG92"/>
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        <balance>695708.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>641866.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.23100000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-10, Class SA</title>
        <cusip>38374TAH7</cusip>
        <identifiers>
          <isin value="US38374TAH77"/>
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        <balance>153135.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6583.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50445000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140FFTW1</cusip>
        <identifiers>
          <isin value="US3140FFTW10"/>
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        <balance>751826.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>674878.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FMC GMSR Issuer Trust</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issuer Trust, Series 2022-GT1, Class A</title>
        <cusip>30259RAM7</cusip>
        <identifiers>
          <isin value="US30259RAM79"/>
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        <balance>12900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12208392.30000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.19000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132G7FN0</cusip>
        <identifiers>
          <isin value="US3132G7FN01"/>
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        <balance>685944.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>656525.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-111, Class EO</title>
        <cusip>31396LSR2</cusip>
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          <isin value="US31396LSR23"/>
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        <balance>30928.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25500.95000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 406</title>
        <cusip>3133Q3G96</cusip>
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          <isin value="US3133Q3G964"/>
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        <balance>9806578.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7363243.34000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36204US28</cusip>
        <identifiers>
          <isin value="US36204US287"/>
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        <balance>109927.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102908.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JUYS7</cusip>
        <identifiers>
          <isin value="US3140JUYS73"/>
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        <balance>1508637.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1474458.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2022-M10, Class A2</title>
        <cusip>3136BMXZ6</cusip>
        <identifiers>
          <isin value="US3136BMXZ61"/>
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        <balance>26000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20716833.80000000</valUSD>
        <pctVal>0.504671542402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.00250000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHKA7</cusip>
        <identifiers>
          <isin value="US3140LHKA72"/>
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        <balance>2096000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1831676.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-58, Class AP</title>
        <cusip>31395NE29</cusip>
        <identifiers>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>RALI Trust</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>38375UD56</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-08-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-55, Class SA</title>
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        <balance>75511.26000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <balance>1780668.27000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2434, Class TC</title>
        <cusip>3133TVTX4</cusip>
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        <balance>23654.99000000</balance>
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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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-4, Class BD</title>
        <cusip>31397MW94</cusip>
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          <isin value="US31397MW945"/>
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        <balance>4255.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3828.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31406VJY3</cusip>
        <identifiers>
          <isin value="US31406VJY39"/>
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        <balance>4724.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4639.02000000</valUSD>
        <pctVal>0.000113008648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.10999840</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>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series G97-2, Class ZA</title>
        <cusip>31359NSL6</cusip>
        <identifiers>
          <isin value="US31359NSL63"/>
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        <balance>7053.85870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7228.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2061, Class DC</title>
        <cusip>3133TEHE7</cusip>
        <identifiers>
          <isin value="US3133TEHE77"/>
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        <balance>12753.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>851.42000000</valUSD>
        <pctVal>0.000020740980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>31371HBY3</cusip>
        <identifiers>
          <isin value="US31371HBY36"/>
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        <balance>10632.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10734.76000000</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>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LK6E8</cusip>
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          <isin value="US3140LK6E84"/>
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        <balance>5050000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31396QWV7</cusip>
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        <balance>8876.56000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3136AB4N02"/>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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          <isin value="US3618F3TM59"/>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Q8DW9</cusip>
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          <isin value="US3617Q8DW91"/>
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        <balance>606022.66000000</balance>
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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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3138W6A63</cusip>
        <identifiers>
          <isin value="US3138W6A637"/>
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        <balance>1067194.62000000</balance>
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        <valUSD>971897.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2070-03-20</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <balance>946831.02000000</balance>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFS93</cusip>
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        <balance>1201792.90000000</balance>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-66, Class SG</title>
        <cusip>31394EKR8</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132FYBH9</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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          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKUK7</cusip>
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          <isin value="US3140LKUK73"/>
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        <balance>5235818.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5050690.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.72000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2011-163, Class WA</title>
        <cusip>38378AS36</cusip>
        <identifiers>
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        <balance>702871.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>708652.60000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.86555920</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2016-H26, Class FC</title>
        <cusip>38376RN28</cusip>
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        <balance>865760.65000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-12-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Structured Asset Securities Corp. Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corp. Pass-Through Certificates, Series 2002-AL1, Class A3</title>
        <cusip>86358RXZ5</cusip>
        <identifiers>
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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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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QW3X5</cusip>
        <identifiers>
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        <balance>520478.82000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2051-01-20</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAXU1</cusip>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617ULWC8</cusip>
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          <isin value="US3617ULWC81"/>
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        <balance>5657974.95000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Goodgreen Trust</name>
        <lei>N/A</lei>
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        <cusip>38217VAA8</cusip>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617JUU90</cusip>
        <identifiers>
          <isin value="US3617JUU901"/>
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        <balance>3269144.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3181293.42000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFTX9</cusip>
        <identifiers>
          <isin value="US3617LFTX98"/>
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        <balance>1212698.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1153715.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-23, Class KO</title>
        <cusip>31395B4J9</cusip>
        <identifiers>
          <isin value="US31395B4J92"/>
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        <balance>25695.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22743.90000000</valUSD>
        <pctVal>0.000554051801</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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-17, Class JI</title>
        <cusip>38375JTD7</cusip>
        <identifiers>
          <isin value="US38375JTD71"/>
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        <balance>317702.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24457.95000000</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>2037-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.36599120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2132, Class ZL</title>
        <cusip>3133TJVY6</cusip>
        <identifiers>
          <isin value="US3133TJVY62"/>
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        <balance>5370.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5358.57000000</valUSD>
        <pctVal>0.000130537214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MGQ35</cusip>
        <identifiers>
          <isin value="US3617MGQ357"/>
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        <balance>2506500.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2316671.77000000</valUSD>
        <pctVal>0.056435183420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-56, Class S</title>
        <cusip>31394D6N5</cusip>
        <identifiers>
          <isin value="US31394D6N51"/>
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        <balance>129101.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9781.52000000</valUSD>
        <pctVal>0.000238282298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.26743040</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2001-W3, Class A</title>
        <cusip>3139216F0</cusip>
        <identifiers>
          <isin value="US3139216F04"/>
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        <balance>225888.59010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217604.24000000</valUSD>
        <pctVal>0.005300938767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.87166040</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>Bear Stearns ARM Trust</name>
        <lei>N/A</lei>
        <title>Bear Stearns ARM Trust, Series 2006-1, Class A1</title>
        <cusip>07387AGZ2</cusip>
        <identifiers>
          <isin value="US07387AGZ21"/>
        </identifiers>
        <balance>134173.04870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123110.71000000</valUSD>
        <pctVal>0.002999033177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.66000080</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2018-M7, Class A2</title>
        <cusip>3136B1K86</cusip>
        <identifiers>
          <isin value="US3136B1K865"/>
        </identifiers>
        <balance>3981552.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3711473.35000000</valUSD>
        <pctVal>0.090413187565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.12975720</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140GWPL1</cusip>
        <identifiers>
          <isin value="US3140GWPL15"/>
        </identifiers>
        <balance>1032502.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956666.78000000</valUSD>
        <pctVal>0.023304840116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132H7EG5</cusip>
        <identifiers>
          <isin value="US3132H7EG58"/>
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        <balance>1288238.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1206769.62000000</valUSD>
        <pctVal>0.029397459637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A</title>
        <cusip>12669FNP4</cusip>
        <identifiers>
          <isin value="US12669FNP44"/>
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        <balance>33509.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30670.52000000</valUSD>
        <pctVal>0.000747147888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.88064600</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31416XA83</cusip>
        <identifiers>
          <isin value="US31416XA839"/>
        </identifiers>
        <balance>175460.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159239.58000000</valUSD>
        <pctVal>0.003879148967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPEM2</cusip>
        <identifiers>
          <isin value="US3617QPEM26"/>
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        <balance>2263510.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1878775.17000000</valUSD>
        <pctVal>0.045767822053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23</title>
        <cusip>12669G3R0</cusip>
        <identifiers>
          <isin value="US12669G3R02"/>
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        <balance>57871.66090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36801.81000000</valUSD>
        <pctVal>0.000896508916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31384LXN9</cusip>
        <identifiers>
          <isin value="US31384LXN99"/>
        </identifiers>
        <balance>979.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1005.37000000</valUSD>
        <pctVal>0.000024491272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3618AGUJ6</cusip>
        <identifiers>
          <isin value="US3618AGUJ60"/>
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        <balance>3626193.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3596162.79000000</valUSD>
        <pctVal>0.087604169608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT</title>
        <cusip>35563PK73</cusip>
        <identifiers>
          <isin value="US35563PK730"/>
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        <balance>14716638.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11782743.08000000</valUSD>
        <pctVal>0.287033008099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bridge Trust</name>
        <lei>N/A</lei>
        <title>Bridge Trust, Series 2022-SFR1, Class C</title>
        <cusip>10805VAE7</cusip>
        <identifiers>
          <isin value="US10805VAE74"/>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>BAMLL Commercial Mortgage Securities Trust</name>
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        <name>Progress Residential Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSMPS Mortgage Loan Trust</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA</name>
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        <name>American Homes 4 Rent Trust</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Trust, Series 2015-SFR2, Class D</title>
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        <name>FNMA</name>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128QSZW9</cusip>
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        <balance>42233.68000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3617KGQ60</cusip>
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          <isin value="US3617KGQ609"/>
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        <balance>797518.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>747616.42000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-02-20</maturityDt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-116, Class HI</title>
        <cusip>31396X6G4</cusip>
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        <balance>346659.30000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
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        <name>Alternative Loan Trust</name>
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        <name>FHLMC Pool</name>
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        <title>FHLMC UMBS, 30 Year</title>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132QWN62</cusip>
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        <balance>461381.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>415152.12000000</valUSD>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2020-M49, Class 1A1</title>
        <cusip>3136BCC73</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2030-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.29709800</annualizedRt>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>31371HKW7</cusip>
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        <balance>34184.69000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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        <balance>74933.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78689.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corp., Series 2004-AR2, Class 2A1</title>
        <cusip>22541Q6Z0</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <name>MASTR Adjustable Rate Mortgages Trust</name>
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        <issuerCat>CORP</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418BXX9</cusip>
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          <isin value="US31418BXX99"/>
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        <balance>113529.08000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617W0BE1</cusip>
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        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <lei>N/A</lei>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3617QPEQ3</cusip>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Variable</couponKind>
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        <name>GNMA</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31396VQB7</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-130, Class GI</title>
        <cusip>31396PAS0</cusip>
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        <balance>112728.63000000</balance>
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        <valUSD>10640.33000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128S4AG2</cusip>
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        <balance>14851.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14840.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.51500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140HPKR7</cusip>
        <identifiers>
          <isin value="US3140HPKR79"/>
        </identifiers>
        <balance>1348893.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1278273.99000000</valUSD>
        <pctVal>0.031139338779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1999-62, Class PB</title>
        <cusip>31359XEP0</cusip>
        <identifiers>
          <isin value="US31359XEP06"/>
        </identifiers>
        <balance>9403.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9537.14000000</valUSD>
        <pctVal>0.000232329090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617K1XU2</cusip>
        <identifiers>
          <isin value="US3617K1XU24"/>
        </identifiers>
        <balance>2859829.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2726029.61000000</valUSD>
        <pctVal>0.066407327547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wachovia Bank Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wachovia Bank Commercial Mortgage Trust, Series 2006-C24, Class XC</title>
        <cusip>92976BGA4</cusip>
        <identifiers>
          <isin value="US92976BGA44"/>
        </identifiers>
        <balance>367183.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3.67000000</valUSD>
        <pctVal>0.000000089402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 20 Year</title>
        <cusip>31419ABT3</cusip>
        <identifiers>
          <isin value="US31419ABT34"/>
        </identifiers>
        <balance>28628.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28713.46000000</valUSD>
        <pctVal>0.000699473012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1998-30, Class ZA</title>
        <cusip>31359TUU0</cusip>
        <identifiers>
          <isin value="US31359TUU05"/>
        </identifiers>
        <balance>94293.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94448.51000000</valUSD>
        <pctVal>0.002300808882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Residential Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>Residential Asset Securitization Trust, Series 2003-A5, Class A1</title>
        <cusip>45660NPZ2</cusip>
        <identifiers>
          <isin value="US45660NPZ23"/>
        </identifiers>
        <balance>82752.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79238.64000000</valUSD>
        <pctVal>0.001930289495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAPR6</cusip>
        <identifiers>
          <isin value="US3617VAPR69"/>
        </identifiers>
        <balance>1873363.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1687016.19000000</valUSD>
        <pctVal>0.041096485635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXKN1</cusip>
        <identifiers>
          <isin value="US3140FXKN18"/>
        </identifiers>
        <balance>17617596.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16172897.74000000</valUSD>
        <pctVal>0.393979182646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133KGYU6</cusip>
        <identifiers>
          <isin value="US3133KGYU65"/>
        </identifiers>
        <balance>1723537.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1608067.83000000</valUSD>
        <pctVal>0.039173267492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vendee Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Vendee Mortgage Trust, Series 1994-1, Class 2ZB</title>
        <cusip>911760DS2</cusip>
        <identifiers>
          <isin value="US911760DS29"/>
        </identifiers>
        <balance>59825.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59674.29000000</valUSD>
        <pctVal>0.001453692985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Q8DX7</cusip>
        <identifiers>
          <isin value="US3617Q8DX74"/>
        </identifiers>
        <balance>800618.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>740474.48000000</valUSD>
        <pctVal>0.018038296852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-130, Class SX</title>
        <cusip>31393UWF6</cusip>
        <identifiers>
          <isin value="US31393UWF64"/>
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        <balance>3106.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3046.00000000</valUSD>
        <pctVal>0.000074201952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35614680</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MW7L4</cusip>
        <identifiers>
          <isin value="US3140MW7L46"/>
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        <balance>1002621.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979584.67000000</valUSD>
        <pctVal>0.023863130394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617GSF61</cusip>
        <identifiers>
          <isin value="US3617GSF613"/>
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        <balance>1021167.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002094.55000000</valUSD>
        <pctVal>0.024411481361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617BYFB2</cusip>
        <identifiers>
          <isin value="US3617BYFB24"/>
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        <balance>12112684.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11442688.13000000</valUSD>
        <pctVal>0.278749114055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WFRBS Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D</title>
        <cusip>92937EAJ3</cusip>
        <identifiers>
          <isin value="US92937EAJ38"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551009.10000000</valUSD>
        <pctVal>0.013422833578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.18906080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilton Grand Vacations Trust</name>
        <lei>N/A</lei>
        <title>Hilton Grand Vacations Trust, Series 2022-1D, Class C</title>
        <cusip>43283BAC7</cusip>
        <identifiers>
          <isin value="US43283BAC72"/>
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        <balance>1450679.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1377085.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.69000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4NU6</cusip>
        <identifiers>
          <isin value="US3617U4NU63"/>
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        <balance>869161.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>721199.01000000</valUSD>
        <pctVal>0.017568737591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-16, Class HZ</title>
        <cusip>31394V6A3</cusip>
        <identifiers>
          <isin value="US31394V6A33"/>
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        <balance>53463.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52173.18000000</valUSD>
        <pctVal>0.001270962516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3122, Class OH</title>
        <cusip>31396JLG8</cusip>
        <identifiers>
          <isin value="US31396JLG84"/>
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        <balance>7090.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6028.33000000</valUSD>
        <pctVal>0.000146852874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust, Series 2004-A4, Class A2</title>
        <cusip>59020ULR4</cusip>
        <identifiers>
          <isin value="US59020ULR40"/>
        </identifiers>
        <balance>101727.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93772.09000000</valUSD>
        <pctVal>0.002284330981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.01373440</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-7, Class LO</title>
        <cusip>31394B5T7</cusip>
        <identifiers>
          <isin value="US31394B5T76"/>
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        <balance>211618.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190319.23000000</valUSD>
        <pctVal>0.004636263450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2001-36, Class DE</title>
        <cusip>313920LG3</cusip>
        <identifiers>
          <isin value="US313920LG37"/>
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        <balance>20113.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20630.48000000</valUSD>
        <pctVal>0.000502567924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3617YGBE4</cusip>
        <identifiers>
          <isin value="US3617YGBE46"/>
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        <balance>2993282.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2546259.05000000</valUSD>
        <pctVal>0.062028034521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2072-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.17099880</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>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2017-K71, Class B</title>
        <cusip>35708WAS9</cusip>
        <identifiers>
          <isin value="US35708WAS98"/>
        </identifiers>
        <balance>1240000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152931.79000000</valUSD>
        <pctVal>0.028085945485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.88023480</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2016-K54, Class C</title>
        <cusip>30288RAG5</cusip>
        <identifiers>
          <isin value="US30288RAG56"/>
        </identifiers>
        <balance>3691000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3525295.88000000</valUSD>
        <pctVal>0.085877819282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.19115960</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-H22, Class IH</title>
        <cusip>38380QSQ6</cusip>
        <identifiers>
          <isin value="US38380QSQ63"/>
        </identifiers>
        <balance>10908041.65520000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>539433.31000000</valUSD>
        <pctVal>0.013140842042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02102040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LE4F8</cusip>
        <identifiers>
          <isin value="US3617LE4F85"/>
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        <balance>1597041.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465627.77000000</valUSD>
        <pctVal>0.035703362512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140JBZB5</cusip>
        <identifiers>
          <isin value="US3140JBZB58"/>
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        <balance>19185423.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15152533.72000000</valUSD>
        <pctVal>0.369122648643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.75399920</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LCKA8</cusip>
        <identifiers>
          <isin value="US3140LCKA85"/>
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        <balance>6223573.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4925093.14000000</valUSD>
        <pctVal>0.119977520475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.02000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4</title>
        <cusip>31396WVA1</cusip>
        <identifiers>
          <isin value="US31396WVA16"/>
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        <balance>7730.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8841.50000000</valUSD>
        <pctVal>0.000215382982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.52457880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-3</title>
        <cusip>12669FQB2</cusip>
        <identifiers>
          <isin value="US12669FQB21"/>
        </identifiers>
        <balance>5770.85730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4158.58000000</valUSD>
        <pctVal>0.000101304909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NNUM2</cusip>
        <identifiers>
          <isin value="US3617NNUM21"/>
        </identifiers>
        <balance>1287782.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1191402.52000000</valUSD>
        <pctVal>0.029023110056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31409XPM5</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-44</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-05-25</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>38383XCA0</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <fairValLevel>2</fairValLevel>
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        <name>FMC GMSR Issuer Trust</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617M2KY4</cusip>
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        <balance>3919207.33000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LEQV9</cusip>
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        <balance>5747536.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5217914.39000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-2, Class WA</title>
        <cusip>31397QHL5</cusip>
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        <balance>64348.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63752.50000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>RALI Trust</name>
        <lei>N/A</lei>
        <title>RALI Trust, Series 2005-QA6, Class A32</title>
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          <isin value="US76110H6F17"/>
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        <balance>475007.36500000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <balance>216989.17000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1745, Class D</title>
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          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NLMT0</cusip>
        <identifiers>
          <isin value="US3617NLMT00"/>
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        <balance>1044919.53000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617FGLF1</cusip>
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        <balance>4683663.65000000</balance>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-46, Class ZK</title>
        <cusip>31396VB56</cusip>
        <identifiers>
          <isin value="US31396VB561"/>
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        <balance>147828.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>142172.89000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 1A</title>
        <cusip>31392W7B0</cusip>
        <identifiers>
          <isin value="US31392W7B09"/>
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        <balance>32899.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32384.62000000</valUSD>
        <pctVal>0.000788904148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000160</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
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        <balance>2470.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2445.50000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JPRJ6</cusip>
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          <isin value="US3140JPRJ62"/>
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        <balance>288507.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>275218.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LFE42</cusip>
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        <balance>4844532.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4044356.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1</title>
        <cusip>92922FNH7</cusip>
        <identifiers>
          <isin value="US92922FNH72"/>
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        <balance>16688.67000000</balance>
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        <curCd>USD</curCd>
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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>2034-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.49951400</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPEU4</cusip>
        <identifiers>
          <isin value="US3617QPEU42"/>
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        <balance>3486063.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3028802.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR5A7</cusip>
        <identifiers>
          <isin value="US3617WR5A70"/>
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        <balance>1453506.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1340266.03000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-90, Class AO</title>
        <cusip>31396KU42</cusip>
        <identifiers>
          <isin value="US31396KU424"/>
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        <balance>51168.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44403.24000000</valUSD>
        <pctVal>0.001081683226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3117, Class OG</title>
        <cusip>31396HVT3</cusip>
        <identifiers>
          <isin value="US31396HVT30"/>
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        <balance>39812.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33821.86000000</valUSD>
        <pctVal>0.000823915971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chase Funding Trust</name>
        <lei>N/A</lei>
        <title>Chase Funding Trust, Series 2003-4, Class 1A5</title>
        <cusip>161546FV3</cusip>
        <identifiers>
          <isin value="US161546FV33"/>
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        <balance>243143.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231443.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.91599880</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>Cascade MH Asset Trust</name>
        <lei>N/A</lei>
        <title>Cascade MH Asset Trust, Series 2021-MH1, Class M1</title>
        <cusip>14731QAC3</cusip>
        <identifiers>
          <isin value="US14731QAC33"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1415713.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-72, Class SM</title>
        <cusip>38373AGM2</cusip>
        <identifiers>
          <isin value="US38373AGM27"/>
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        <balance>261700.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14716.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.80598960</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKLG6</cusip>
        <identifiers>
          <isin value="US3140LKLG62"/>
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        <balance>9000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8641822.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.27500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBS-Barclays Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA</title>
        <cusip>90269CAH3</cusip>
        <identifiers>
          <isin value="US90269CAH34"/>
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        <balance>822832.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-05-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.90959040</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QQXT4</cusip>
        <identifiers>
          <isin value="US3617QQXT41"/>
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        <balance>9699689.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8670657.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2005-5F, Class 8A3</title>
        <cusip>36242D7M9</cusip>
        <identifiers>
          <isin value="US36242D7M99"/>
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        <balance>22937.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21443.17000000</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>Floating</couponKind>
          <annualizedRt>5.50000080</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>912810TQ1</cusip>
        <identifiers>
          <isin value="US912810TQ13"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7135937.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418AQ35</cusip>
        <identifiers>
          <isin value="US31418AQ359"/>
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        <balance>1651432.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1506017.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2010-129, Class AW</title>
        <cusip>38377MBJ4</cusip>
        <identifiers>
          <isin value="US38377MBJ45"/>
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        <balance>221037.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225199.08000000</valUSD>
        <pctVal>0.005485952542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.90384160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHQT0</cusip>
        <identifiers>
          <isin value="US3140LHQT00"/>
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        <balance>4238000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4016698.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.24000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFUC3</cusip>
        <identifiers>
          <isin value="US3617LFUC33"/>
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        <balance>771098.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>769347.72000000</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>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banc of America Funding Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust, Series 2005-4, Class 30PO</title>
        <cusip>05946XA86</cusip>
        <identifiers>
          <isin value="US05946XA860"/>
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        <balance>22022.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14338.60000000</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>2035-08-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-33, Class XS</title>
        <cusip>38375QFE4</cusip>
        <identifiers>
          <isin value="US38375QFE44"/>
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        <balance>72149.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3812.05000000</valUSD>
        <pctVal>0.000092863280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25599040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RUU0</cusip>
        <identifiers>
          <isin value="US36196RUU03"/>
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        <balance>2412879.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2270838.32000000</valUSD>
        <pctVal>0.055318659625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3623, Class LO</title>
        <cusip>31398LYU6</cusip>
        <identifiers>
          <isin value="US31398LYU69"/>
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        <balance>126169.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100032.84000000</valUSD>
        <pctVal>0.002436845714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>None</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>KGS-Alpha SBA COOF Trust</name>
        <lei>N/A</lei>
        <title>KGS-Alpha SBA COOF Trust, Series 2015-2, Class A</title>
        <cusip>48250BAA9</cusip>
        <identifiers>
          <isin value="US48250BAA98"/>
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        <balance>442131.82680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44503.22000000</valUSD>
        <pctVal>0.001084118784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00918240</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2005-3, Class AX2</title>
        <cusip>576434P24</cusip>
        <identifiers>
          <isin value="US576434P240"/>
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        <balance>651813.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98076.93000000</valUSD>
        <pctVal>0.002389198852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31411BAT0</cusip>
        <identifiers>
          <isin value="US31411BAT08"/>
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        <balance>450.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>446.80000000</valUSD>
        <pctVal>0.000010884252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.19599960</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617M2K65</cusip>
        <identifiers>
          <isin value="US3617M2K652"/>
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        <balance>7868543.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7033774.67000000</valUSD>
        <pctVal>0.171345966564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKHM8</cusip>
        <identifiers>
          <isin value="US3140LKHM86"/>
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        <balance>2995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2899549.65000000</valUSD>
        <pctVal>0.070634355049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UNSN5</cusip>
        <identifiers>
          <isin value="US3617UNSN58"/>
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        <balance>990992.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>873405.67000000</valUSD>
        <pctVal>0.021276561412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2004-71, Class ST</title>
        <cusip>38374JBT2</cusip>
        <identifiers>
          <isin value="US38374JBT25"/>
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        <balance>11540.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11556.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.99999840</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6N6</cusip>
        <identifiers>
          <isin value="US3617QV6N60"/>
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        <balance>520777.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490057.85000000</valUSD>
        <pctVal>0.011938033263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2018-3, Class M55D</title>
        <cusip>35563PGL7</cusip>
        <identifiers>
          <isin value="US35563PGL76"/>
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        <balance>8698973.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7824777.23000000</valUSD>
        <pctVal>0.190615150545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.99999960</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4N93</cusip>
        <identifiers>
          <isin value="US3617U4N934"/>
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        <balance>611615.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550521.02000000</valUSD>
        <pctVal>0.013410943726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2004-7, Class 30PO</title>
        <cusip>576434TQ7</cusip>
        <identifiers>
          <isin value="US576434TQ79"/>
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        <balance>18539.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13158.13000000</valUSD>
        <pctVal>0.000320538062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617V84W3</cusip>
        <identifiers>
          <isin value="US3617V84W39"/>
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        <balance>1006566.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>928154.37000000</valUSD>
        <pctVal>0.022610264773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR11, Class A6</title>
        <cusip>92922FJF6</cusip>
        <identifiers>
          <isin value="US92922FJF62"/>
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        <balance>199198.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181523.20000000</valUSD>
        <pctVal>0.004421988138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.89539240</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HXWA1</cusip>
        <identifiers>
          <isin value="US3617HXWA11"/>
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        <balance>1335198.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1333085.37000000</valUSD>
        <pctVal>0.032474569054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36200MFH1</cusip>
        <identifiers>
          <isin value="US36200MFH16"/>
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        <balance>10319.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10626.86000000</valUSD>
        <pctVal>0.000258875167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128NHQ97</cusip>
        <identifiers>
          <isin value="US3128NHQ971"/>
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        <balance>8202.84540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8172.78000000</valUSD>
        <pctVal>0.000199092657</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>Variable</couponKind>
          <annualizedRt>5.74700040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS5U1</cusip>
        <identifiers>
          <isin value="US3617NS5U16"/>
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        <balance>1483100.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1370760.82000000</valUSD>
        <pctVal>0.033392360240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-1, Class UD</title>
        <cusip>31392BWF9</cusip>
        <identifiers>
          <isin value="US31392BWF92"/>
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        <balance>6.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6.49000000</valUSD>
        <pctVal>0.000000158099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.45100480</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618AXBP6</cusip>
        <identifiers>
          <isin value="US3618AXBP64"/>
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        <balance>2164224.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2114462.71000000</valUSD>
        <pctVal>0.051509278276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MGT35</cusip>
        <identifiers>
          <isin value="US3140MGT354"/>
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        <balance>1287427.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1130170.58000000</valUSD>
        <pctVal>0.027531472004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140QQDN2</cusip>
        <identifiers>
          <isin value="US3140QQDN21"/>
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        <balance>8588374.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7802196.07000000</valUSD>
        <pctVal>0.190065063164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR4T7</cusip>
        <identifiers>
          <isin value="US3617WR4T70"/>
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        <balance>852838.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767622.92000000</valUSD>
        <pctVal>0.018699645262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2021-M2S, Class A2</title>
        <cusip>3136BJZQ1</cusip>
        <identifiers>
          <isin value="US3136BJZQ16"/>
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        <balance>1041007.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831460.41000000</valUSD>
        <pctVal>0.020254755703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.86773040</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>First Horizon Alternative Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19</title>
        <cusip>32051GYZ2</cusip>
        <identifiers>
          <isin value="US32051GYZ26"/>
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        <balance>133937.26860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65249.07000000</valUSD>
        <pctVal>0.001589497174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LFEY6</cusip>
        <identifiers>
          <isin value="US3140LFEY66"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3237343.56000000</valUSD>
        <pctVal>0.078863169125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.02000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GMACM Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4</title>
        <cusip>36185N7E4</cusip>
        <identifiers>
          <isin value="US36185N7E40"/>
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        <balance>177292.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162966.81000000</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>2035-06-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.86602200</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vendee Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Vendee Mortgage Trust, Series 1997-1, Class 2Z</title>
        <cusip>911760KE5</cusip>
        <identifiers>
          <isin value="US911760KE59"/>
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        <balance>59987.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60872.17000000</valUSD>
        <pctVal>0.001482873889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UHAA5</cusip>
        <identifiers>
          <isin value="US3617UHAA51"/>
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        <balance>6932282.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6196836.01000000</valUSD>
        <pctVal>0.150957758186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgages Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
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      <invstOrSec>
        <name>FHLMC</name>
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        <title>FHLMC, REMIC, Series 3149, Class SO</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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          <isin value="US3617QQXB33"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKU50</cusip>
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          <isin value="US3140LKU505"/>
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        <balance>5000000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-30, Class LS</title>
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          <isin value="US31397SMD35"/>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3122, Class ZB</title>
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          <isin value="US31396JMD45"/>
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        <balance>31309.56020000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>Progress Residential</name>
        <lei>N/A</lei>
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          <isin value="US74333EAF97"/>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes</title>
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        <name>DBWF Mortgage Trust</name>
        <lei>N/A</lei>
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        <cusip>23306NAA0</cusip>
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          <isin value="US23306NAA00"/>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-12, Class IE</title>
        <cusip>38374XPH2</cusip>
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          <isin value="US38374XPH25"/>
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        <balance>473340.46000000</balance>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 393, Class 6</title>
        <cusip>3136FGCE5</cusip>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3128C6QE2</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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          <isin value="US36213J5Q46"/>
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        <balance>27017.16000000</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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          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
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          <isin value="US576434LX03"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FMC GMSR Issuer Trust</name>
        <lei>N/A</lei>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617L9E27</cusip>
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          <isin value="US3617L9E271"/>
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        <balance>1352072.44000000</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>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 4456, Class SA</title>
        <cusip>3137BGRJ0</cusip>
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          <isin value="US3137BGRJ09"/>
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        <balance>3000184.69300000</balance>
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        <curCd>USD</curCd>
        <valUSD>315557.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.71147880</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2022-64, Class ZY</title>
        <cusip>38383PT92</cusip>
        <identifiers>
          <isin value="US38383PT921"/>
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        <balance>4289487.92140000</balance>
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        <curCd>USD</curCd>
        <valUSD>2828707.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31400RRY9</cusip>
        <identifiers>
          <isin value="US31400RRY98"/>
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        <balance>73475.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>73626.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust, Series 2003-A5, Class 2A6</title>
        <cusip>5899293T3</cusip>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132WFJZ3</cusip>
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          <isin value="US3132WFJZ34"/>
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        <balance>874899.33000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-1, Class SA</title>
        <cusip>31392BVQ6</cusip>
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          <isin value="US31392BVQ66"/>
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        <balance>3760.95000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31410XC46</cusip>
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        <balance>16462.97000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MNNQ2</cusip>
        <identifiers>
          <isin value="US3617MNNQ27"/>
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        <balance>991845.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>886618.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617FG4Y9</cusip>
        <identifiers>
          <isin value="US3617FG4Y97"/>
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        <balance>4505358.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4386473.77000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BAMLL Commercial Mortgage Securities Trust</name>
        <lei>549300UQK6PJ8BF5JQ90</lei>
        <title>BAMLL Commercial Mortgage Securities Trust, Series 2015-200P, Class C</title>
        <cusip>05526QAG1</cusip>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UQAH0</cusip>
        <identifiers>
          <isin value="US3617UQAH04"/>
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        <balance>530412.24000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31405JWZ3</cusip>
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          <isin value="US31405JWZ38"/>
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        <balance>12040.76000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 299, Class 300</title>
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        <balance>222933.46000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3747, Class PY</title>
        <cusip>31398QUH8</cusip>
        <identifiers>
          <isin value="US31398QUH81"/>
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        <balance>1029452.31000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust, Series 2017-FRE2, Class M6</title>
        <cusip>89175GAK2</cusip>
        <identifiers>
          <isin value="US89175GAK22"/>
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        <balance>3109367.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2877570.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.99999960</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-13, Class ST</title>
        <cusip>31392B5S1</cusip>
        <identifiers>
          <isin value="US31392B5S14"/>
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        <balance>2854.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3024.20000000</valUSD>
        <pctVal>0.000073670894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.00000080</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618BQNM4</cusip>
        <identifiers>
          <isin value="US3618BQNM46"/>
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        <balance>1213472.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1237493.97000000</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>2053-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36202CSM6</cusip>
        <identifiers>
          <isin value="US36202CSM63"/>
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        <balance>266.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>269.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QX5U7</cusip>
        <identifiers>
          <isin value="US3617QX5U76"/>
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        <balance>745082.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644827.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-72, Class EK</title>
        <cusip>31396WQH2</cusip>
        <identifiers>
          <isin value="US31396WQH24"/>
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        <balance>515472.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43549.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95743080</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-54, Class JZ</title>
        <cusip>38374VZG7</cusip>
        <identifiers>
          <isin value="US38374VZG75"/>
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        <balance>787911.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>786723.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2014-44, Class B</title>
        <cusip>3136AKSC8</cusip>
        <identifiers>
          <isin value="US3136AKSC84"/>
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        <balance>768388.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>691843.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-120, Class PF</title>
        <cusip>31396LJ35</cusip>
        <identifiers>
          <isin value="US31396LJ359"/>
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        <balance>42658.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41989.62000000</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>Floating</couponKind>
          <annualizedRt>5.69256840</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2004-59, Class BG</title>
        <cusip>31394AVD5</cusip>
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          <isin value="US31394AVD52"/>
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        <balance>31912.11000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXR53</cusip>
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          <isin value="US3140FXR530"/>
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        <balance>3142341.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2564012.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LF6Q2</cusip>
        <identifiers>
          <isin value="US3140LF6Q23"/>
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        <balance>2486817.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2259157.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FHLMC</name>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140J7L29</cusip>
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        <curCd>USD</curCd>
        <valUSD>1576696.20000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3128M8RN6</cusip>
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          <isin value="US3128M8RN69"/>
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        <balance>864742.10000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
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          <isin value="US313929RL76"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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          <isin value="US312926KB39"/>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>38380QUM2</cusip>
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          <isin value="US38380QUM22"/>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
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          <isin value="US30287TAQ04"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
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          <isin value="US576434LD49"/>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JY2V7</cusip>
        <identifiers>
          <isin value="US3140JY2V74"/>
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        <balance>1501177.87000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-01</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MW5C3</cusip>
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          <isin value="US3617MW5C38"/>
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        <balance>1265646.13000000</balance>
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        <valUSD>1144050.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2003-112, Class SA</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-103, Class SC</title>
        <cusip>31394ULM2</cusip>
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      <invstOrSec>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Structured Asset Securities Corp. Pass-Through Certificates</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31405FTF9</cusip>
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        <name>MVW LLC</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-H07, Class HA</title>
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        <name>Pagaya AI Technology in Housing Trust</name>
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        <name>FHLMC</name>
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        <name>FHLMC</name>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617YMMT6</cusip>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <balance>61516.03000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-H01, Class JA</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust, Series 2021-SFR5, Class E1</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2003-4, Class 2A1</title>
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        <balance>97424.33000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-85, Class IA</title>
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        <balance>20090918.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3123971.01000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-H02, Class DI</title>
        <cusip>38380LV75</cusip>
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        <balance>10417942.51850000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MRCD MARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>MRCD MARK Mortgage Trust, Series 2019-PARK, Class A</title>
        <cusip>55348UAG3</cusip>
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          <isin value="US55348UAG31"/>
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        <balance>5000000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140J96A4</cusip>
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          <isin value="US3140J96A41"/>
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        <balance>1380289.92000000</balance>
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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>RALI Trust</name>
        <lei>N/A</lei>
        <title>RALI Trust, Series 2003-QS9, Class A3</title>
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          <isin value="US76110HCC16"/>
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        <balance>365.75000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2018-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MGQ27</cusip>
        <identifiers>
          <isin value="US3617MGQ274"/>
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        <balance>454210.18000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4P26</cusip>
        <identifiers>
          <isin value="US3617U4P269"/>
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        <balance>790364.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>711403.86000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAQ53</cusip>
        <identifiers>
          <isin value="US3617VAQ534"/>
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        <balance>1099974.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>990058.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36176NFW6</cusip>
        <identifiers>
          <isin value="US36176NFW65"/>
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        <balance>112077.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>105040.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR4U4</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-62, Class SA</title>
        <cusip>38375XHT4</cusip>
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        <balance>431435.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5590.84000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2022-1, Class CZ</title>
        <cusip>3136BLLX6</cusip>
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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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3621, Class BO</title>
        <cusip>31398LZP6</cusip>
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        <balance>95596.90000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36291USW6</cusip>
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          <isin value="US36291USW61"/>
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        <balance>35275.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35510.12000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-8, Class WQ</title>
        <cusip>31394VX39</cusip>
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        <balance>237461.23000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2021-M12, Class 2A2</title>
        <cusip>3136BHNU9</cusip>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3928322.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.20419000</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>FREMF Mortgage Trust</name>
        <lei>549300KQ08QVSM4XK212</lei>
        <title>FREMF Mortgage Trust, Series 2018-K73, Class B</title>
        <cusip>35708YAS5</cusip>
        <identifiers>
          <isin value="US35708YAS54"/>
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        <balance>1150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1067059.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.98625120</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>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132XHSX3</cusip>
        <identifiers>
          <isin value="US3132XHSX32"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4356522.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19000000</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>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-29, Class 1A1</title>
        <cusip>22541Q3U4</cusip>
        <identifiers>
          <isin value="US22541Q3U47"/>
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        <balance>92746.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92120.46000000</valUSD>
        <pctVal>0.002244096519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-105, Class ME</title>
        <cusip>31396LUS7</cusip>
        <identifiers>
          <isin value="US31396LUS77"/>
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        <balance>485895.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>483368.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>36182NRQ8</cusip>
        <identifiers>
          <isin value="US36182NRQ87"/>
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        <balance>247138.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240744.29000000</valUSD>
        <pctVal>0.005864640964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3572, Class JS</title>
        <cusip>31398JSS3</cusip>
        <identifiers>
          <isin value="US31398JSS32"/>
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        <balance>109307.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6116.23000000</valUSD>
        <pctVal>0.000148994158</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>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgages Trust</name>
        <lei>N/A</lei>
        <title>MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2</title>
        <cusip>576433KX3</cusip>
        <identifiers>
          <isin value="US576433KX39"/>
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        <balance>25853.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22455.71000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31400JA25</cusip>
        <identifiers>
          <isin value="US31400JA253"/>
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        <balance>9803.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9977.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXTP7</cusip>
        <identifiers>
          <isin value="US3140FXTP74"/>
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        <balance>6120535.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5003315.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 20 Year</title>
        <cusip>3128P7EP4</cusip>
        <identifiers>
          <isin value="US3128P7EP41"/>
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        <balance>119546.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119844.09000000</valUSD>
        <pctVal>0.002919456821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-149, Class SH</title>
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        <curCd>USD</curCd>
        <valUSD>516950.60000000</valUSD>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <valUSD>23531.09000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3133KLAQ05"/>
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        <valUSD>4781122.51000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133KGYN2</cusip>
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          <isin value="US3133KGYN23"/>
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        <balance>422075.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>377035.81000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MGUH2</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <curCd>USD</curCd>
        <valUSD>2406980.06000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2016-K59, Class B</title>
        <cusip>30295RAS0</cusip>
        <identifiers>
          <isin value="US30295RAS04"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1792053.18000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31414HWF0</cusip>
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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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31403R2E7</cusip>
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          <isin value="US31403R2E71"/>
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        <balance>35452.68000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JXYE2</cusip>
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        <balance>584066.60000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 20 Year</title>
        <cusip>3138EN4Y2</cusip>
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          <isin value="US3138EN4Y28"/>
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        <balance>845455.48000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US38375XML54"/>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHXZ8</cusip>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LWS47</cusip>
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          <isin value="US3617LWS477"/>
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        <balance>2619973.22000000</balance>
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        <curCd>USD</curCd>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHFQ8</cusip>
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        <balance>6415588.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5889908.08000000</valUSD>
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        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3316, Class JO</title>
        <cusip>31397HKD9</cusip>
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          <isin value="US31397HKD97"/>
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        <balance>8249.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6414.05000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJFM3</cusip>
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        <balance>1020000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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          <isin value="US3617BFTF92"/>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>MASTR Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR Asset Securitization Trust, Series 2003-11, Class 15PO</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-63, Class ZH</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-68, Class PG</title>
        <cusip>31394E7B8</cusip>
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        <curCd>USD</curCd>
        <valUSD>116916.96000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617L9GD1</cusip>
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          <isin value="US3617L9GD18"/>
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        <balance>1427950.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1364669.74000000</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>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR5W9</cusip>
        <identifiers>
          <isin value="US3617WR5W90"/>
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        <balance>2723756.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2364647.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2003-7F, Class 1A4</title>
        <cusip>36228FTW6</cusip>
        <identifiers>
          <isin value="US36228FTW67"/>
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        <balance>92422.11390000</balance>
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        <curCd>USD</curCd>
        <valUSD>90179.20000000</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>2033-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKUF8</cusip>
        <identifiers>
          <isin value="US3140LKUF88"/>
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        <balance>18390000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17559615.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.83000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31402Q4R9</cusip>
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          <isin value="US31402Q4R94"/>
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        <balance>26981.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27019.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>5.55900120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Home Partners of America Trust</name>
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        <title>Home Partners of America Trust, Series 2019-1, Class E</title>
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        <balance>3429797.73000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pretium Mortgage Credit Partners LLC</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners LLC, Series 2022-NPL1, Class A1</title>
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          <isin value="US69362NAA46"/>
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        <balance>4295400.54000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-74, Class SH</title>
        <cusip>31393EBW8</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617ULU63</cusip>
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          <isin value="US3617ULU634"/>
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        <balance>11175501.79000000</balance>
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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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          <maturityDt>2051-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31416CK88</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LH2Y5</cusip>
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        <balance>6430000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>912810TK4</cusip>
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      <invstOrSec>
        <name>PFP Ltd.</name>
        <lei>N/A</lei>
        <title>PFP Ltd., Series 2021-7, Class B</title>
        <cusip>69290LAE7</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3274, Class MO</title>
        <cusip>31397F6N7</cusip>
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          <isin value="US31397F6N75"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-H07, Class DI</title>
        <cusip>38380L7Y3</cusip>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.01464120</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A1</title>
        <cusip>31393XFS1</cusip>
        <identifiers>
          <isin value="US31393XFS18"/>
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        <balance>137496.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137133.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAWB4</cusip>
        <identifiers>
          <isin value="US3617LAWB45"/>
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        <balance>475535.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>483780.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
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        <name>FHLMC Pool</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140FCZN1</cusip>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC</name>
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        <name>Bear Stearns ARM Trust</name>
        <lei>N/A</lei>
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        <cusip>07384MYS5</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31407KGJ2</cusip>
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        <balance>23102.74000000</balance>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <title>FNMA, REMIC, Series 2019-32, Class SD</title>
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      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3262, Class SG</title>
        <cusip>31397EMU6</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2037-01-15</maturityDt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31405N7J8</cusip>
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          <isin value="US31405N7J83"/>
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        <balance>28587.84000000</balance>
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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>
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          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2410, Class QX</title>
        <cusip>31339NHV1</cusip>
        <identifiers>
          <isin value="US31339NHV10"/>
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        <balance>10792.20000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-10, Class S</title>
        <cusip>38375PYG0</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38445120</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QX4L8</cusip>
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          <isin value="US3617QX4L86"/>
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        <balance>4615802.84000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Q9PL8</cusip>
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        <balance>958511.88000000</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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          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2004-46, Class AO</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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        <name>ACRE Commercial Mortgage Ltd.</name>
        <lei>N/A</lei>
        <title>ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class A</title>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
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        <name>FHLMC Multi-Family ML Certificates</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Multi-Family ML Certificates, Series 2021-ML09, Class XUS</title>
        <cusip>30319NAA0</cusip>
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        <debtSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-79, Class SB</title>
        <cusip>31396XDL5</cusip>
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        <balance>16881.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18510.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06058040</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140J7ZV0</cusip>
        <identifiers>
          <isin value="US3140J7ZV04"/>
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        <balance>1112795.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064717.28000000</valUSD>
        <pctVal>0.025936999693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAV74</cusip>
        <identifiers>
          <isin value="US3617LAV741"/>
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        <balance>453573.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>455341.01000000</valUSD>
        <pctVal>0.011092315170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-36, Class HO</title>
        <cusip>38375KKT8</cusip>
        <identifiers>
          <isin value="US38375KKT87"/>
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        <balance>6476.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5961.64000000</valUSD>
        <pctVal>0.000145228275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-16</maturityDt>
          <couponKind>None</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-H09, Class HA</title>
        <cusip>38375BR95</cusip>
        <identifiers>
          <isin value="US38375BR954"/>
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        <balance>30607.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28360.28000000</valUSD>
        <pctVal>0.000690869386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2010-123, Class FL</title>
        <cusip>31398N2W3</cusip>
        <identifiers>
          <isin value="US31398N2W39"/>
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        <balance>41395.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40385.41000000</valUSD>
        <pctVal>0.000983807050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87256840</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>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A6</title>
        <cusip>17307GLD8</cusip>
        <identifiers>
          <isin value="US17307GLD87"/>
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        <balance>16211.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14613.46000000</valUSD>
        <pctVal>0.000355990566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.91120360</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H06, Class QI</title>
        <cusip>38380QR53</cusip>
        <identifiers>
          <isin value="US38380QR531"/>
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        <balance>41904444.87800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>984423.41000000</valUSD>
        <pctVal>0.023981004312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.24989040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HGEC4</cusip>
        <identifiers>
          <isin value="US3617HGEC46"/>
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        <balance>1310188.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1258500.74000000</valUSD>
        <pctVal>0.030657653370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-H05, Class FB</title>
        <cusip>38375BL75</cusip>
        <identifiers>
          <isin value="US38375BL759"/>
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        <balance>3812.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3735.03000000</valUSD>
        <pctVal>0.000090987038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96785960</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36241KHH4</cusip>
        <identifiers>
          <isin value="US36241KHH41"/>
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        <balance>52978.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54540.04000000</valUSD>
        <pctVal>0.001328620308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2005-68, Class KI</title>
        <cusip>38374L3B5</cusip>
        <identifiers>
          <isin value="US38374L3B56"/>
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        <balance>289465.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22763.40000000</valUSD>
        <pctVal>0.000554526830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85444920</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>First Horizon Alternative Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2</title>
        <cusip>32052WAB5</cusip>
        <identifiers>
          <isin value="US32052WAB54"/>
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        <balance>2453093.96950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>185768.39000000</valUSD>
        <pctVal>0.004525402907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.19262880</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>ASG Resecuritization Trust</name>
        <lei>N/A</lei>
        <title>ASG Resecuritization Trust, Series 2011-1, Class 2A35</title>
        <cusip>00190VDB4</cusip>
        <identifiers>
          <isin value="US00190VDB45"/>
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        <balance>28398.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9035.85000000</valUSD>
        <pctVal>0.000220117436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000120</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6K2</cusip>
        <identifiers>
          <isin value="US3617QV6K22"/>
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        <balance>1298768.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1161219.78000000</valUSD>
        <pctVal>0.028287844711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MKKM0</cusip>
        <identifiers>
          <isin value="US3617MKKM01"/>
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        <balance>4750898.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4109972.40000000</valUSD>
        <pctVal>0.100120806604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMorgan Mortgage Trust, Series 2004-A4, Class 1A1</title>
        <cusip>466247DX8</cusip>
        <identifiers>
          <isin value="US466247DX87"/>
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        <balance>14773.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13486.52000000</valUSD>
        <pctVal>0.000328537792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.95067400</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K37B9</cusip>
        <identifiers>
          <isin value="US3617K37B92"/>
        </identifiers>
        <balance>504227.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498393.81000000</valUSD>
        <pctVal>0.012141101060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3152, Class MO</title>
        <cusip>31396R2P1</cusip>
        <identifiers>
          <isin value="US31396R2P17"/>
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        <balance>119007.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99726.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MKKY4</cusip>
        <identifiers>
          <isin value="US3617MKKY49"/>
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        <balance>3672242.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3300825.73000000</valUSD>
        <pctVal>0.080409623808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HNPT0</cusip>
        <identifiers>
          <isin value="US3617HNPT03"/>
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        <balance>1649497.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1616103.97000000</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>2049-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Grantor Trust, Whole Loan, Series 2001-T7, Class A1</title>
        <cusip>31359S6X3</cusip>
        <identifiers>
          <isin value="US31359S6X35"/>
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        <balance>217435.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226919.86000000</valUSD>
        <pctVal>0.005527871529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2022-M2S, Class A1</title>
        <cusip>3136BPGK1</cusip>
        <identifiers>
          <isin value="US3136BPGK17"/>
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        <balance>2932097.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2776028.70000000</valUSD>
        <pctVal>0.067625328238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.87583920</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2513, Class ZC</title>
        <cusip>31392XEX2</cusip>
        <identifiers>
          <isin value="US31392XEX21"/>
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        <balance>55389.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55233.35000000</valUSD>
        <pctVal>0.001345509656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3153, Class EO</title>
        <cusip>31396RKM8</cusip>
        <identifiers>
          <isin value="US31396RKM87"/>
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        <balance>53050.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44325.65000000</valUSD>
        <pctVal>0.001079793098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>None</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>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11</title>
        <cusip>17307GRM2</cusip>
        <identifiers>
          <isin value="US17307GRM23"/>
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        <balance>131987.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126552.21000000</valUSD>
        <pctVal>0.003082869690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133A2EY2</cusip>
        <identifiers>
          <isin value="US3133A2EY21"/>
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        <balance>318805.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272768.46000000</valUSD>
        <pctVal>0.006644764386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2344, Class ZD</title>
        <cusip>313399C47</cusip>
        <identifiers>
          <isin value="US313399C472"/>
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        <balance>63953.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64589.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LK2R3</cusip>
        <identifiers>
          <isin value="US3140LK2R34"/>
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        <balance>4095000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3955378.80000000</valUSD>
        <pctVal>0.096354835833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.58000000</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>GSMPS Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF</title>
        <cusip>36242DT52</cusip>
        <identifiers>
          <isin value="US36242DT521"/>
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        <balance>157653.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137352.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.80736880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-86, Class IP</title>
        <cusip>31398FTC5</cusip>
        <identifiers>
          <isin value="US31398FTC58"/>
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        <balance>102362.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18831.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2020-M39, Class 1A1</title>
        <cusip>3136BBTB8</cusip>
        <identifiers>
          <isin value="US3136BBTB84"/>
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        <balance>3990232.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3627792.19000000</valUSD>
        <pctVal>0.088374676251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>912810TD0</cusip>
        <identifiers>
          <isin value="US912810TD00"/>
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        <balance>25000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15927734.50000000</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>2052-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D</title>
        <cusip>35563PFP9</cusip>
        <identifiers>
          <isin value="US35563PFP99"/>
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        <balance>10059920.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9073849.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31404EVB9</cusip>
        <identifiers>
          <isin value="US31404EVB90"/>
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        <balance>6789.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6693.79000000</valUSD>
        <pctVal>0.000163063784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1518, Class X1</title>
        <cusip>3137FXQX9</cusip>
        <identifiers>
          <isin value="US3137FXQX98"/>
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        <balance>127812859.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8455037.92000000</valUSD>
        <pctVal>0.205968589087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.95463720</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31410GCM3</cusip>
        <identifiers>
          <isin value="US31410GCM33"/>
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        <balance>17801.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18432.14000000</valUSD>
        <pctVal>0.000449015356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2006-1F, Class 1AP</title>
        <cusip>3623418L6</cusip>
        <identifiers>
          <isin value="US3623418L62"/>
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        <balance>46068.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26011.25000000</valUSD>
        <pctVal>0.000633645941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NACC Reperforming Loan REMIC Trust</name>
        <lei>N/A</lei>
        <title>NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1</title>
        <cusip>62951MAM2</cusip>
        <identifiers>
          <isin value="US62951MAM29"/>
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        <balance>160656.20270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137805.51000000</valUSD>
        <pctVal>0.003357005223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.50000160</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2125, Class JZ</title>
        <cusip>3133TJHS5</cusip>
        <identifiers>
          <isin value="US3133TJHS50"/>
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        <balance>9807.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9776.34000000</valUSD>
        <pctVal>0.000238156111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 4377, Class JP</title>
        <cusip>3137BDCC8</cusip>
        <identifiers>
          <isin value="US3137BDCC89"/>
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        <balance>2214095.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2036032.05000000</valUSD>
        <pctVal>0.049598671542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXWR9</cusip>
        <identifiers>
          <isin value="US3140FXWR93"/>
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        <balance>7738753.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6676593.68000000</valUSD>
        <pctVal>0.162644874357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goodgreen Trust</name>
        <lei>N/A</lei>
        <title>Goodgreen Trust, Series 2017-R1</title>
        <cusip>38218AAA3</cusip>
        <identifiers>
          <isin value="US38218AAA34"/>
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        <balance>519699.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>482700.82000000</valUSD>
        <pctVal>0.011758812649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617NYZ50</cusip>
        <identifiers>
          <isin value="US3617NYZ508"/>
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        <balance>1329389.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1227652.35000000</valUSD>
        <pctVal>0.029906172487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H06, Class IA</title>
        <cusip>38380QK35</cusip>
        <identifiers>
          <isin value="US38380QK353"/>
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        <balance>18045191.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463456.45000000</valUSD>
        <pctVal>0.011290010998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-03-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.68843880</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418AWN4</cusip>
        <identifiers>
          <isin value="US31418AWN44"/>
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        <balance>585616.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508451.22000000</valUSD>
        <pctVal>0.012386104165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LKPX2</cusip>
        <identifiers>
          <isin value="US3617LKPX20"/>
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        <balance>3653069.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3365114.95000000</valUSD>
        <pctVal>0.081975738598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31407LE60</cusip>
        <identifiers>
          <isin value="US31407LE603"/>
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        <balance>7384.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7587.95000000</valUSD>
        <pctVal>0.000184845930</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36176DMB6</cusip>
        <identifiers>
          <isin value="US36176DMB63"/>
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        <balance>196097.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180421.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2020-M38, Class 2A1</title>
        <cusip>3136BBHB1</cusip>
        <identifiers>
          <isin value="US3136BBHB13"/>
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        <balance>802297.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>704762.63000000</valUSD>
        <pctVal>0.017168339860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.59400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II</title>
        <cusip>3617XP5A0</cusip>
        <identifiers>
          <isin value="US3617XP5A07"/>
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        <balance>4448255.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4530165.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.70700160</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31371PAK6</cusip>
        <identifiers>
          <isin value="US31371PAK66"/>
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        <balance>104590.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>111742.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-37, Class Z</title>
        <cusip>31392DCF7</cusip>
        <identifiers>
          <isin value="US31392DCF78"/>
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        <balance>6676.80000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <balance>85.92000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31407LEA1</cusip>
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        <balance>17562.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18025.32000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <balance>62577.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60798.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.84256960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2552, Class FP</title>
        <cusip>31393HUX8</cusip>
        <identifiers>
          <isin value="US31393HUX87"/>
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        <balance>255814.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258358.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.43852080</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QAXV4</cusip>
        <identifiers>
          <isin value="US3617QAXV45"/>
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        <balance>2562860.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2394827.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31405VG76</cusip>
        <identifiers>
          <isin value="US31405VG767"/>
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        <balance>108615.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106440.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.45799880</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>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133KHQZ2</cusip>
        <identifiers>
          <isin value="US3133KHQZ28"/>
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        <balance>16555505.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15012800.46000000</valUSD>
        <pctVal>0.365718682548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3614, Class QB</title>
        <cusip>31398LKA5</cusip>
        <identifiers>
          <isin value="US31398LKA51"/>
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        <balance>92910.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>91842.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2010-1, Class WA</title>
        <cusip>31398GL23</cusip>
        <identifiers>
          <isin value="US31398GL237"/>
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        <balance>399330.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402383.85000000</valUSD>
        <pctVal>0.009802254542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.23716200</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3</title>
        <cusip>36242DCH4</cusip>
        <identifiers>
          <isin value="US36242DCH44"/>
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        <balance>129194.44550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126607.49000000</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>2034-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128QS6G6</cusip>
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        <balance>43070.87000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38800040</annualizedRt>
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          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31404R3K1</cusip>
        <identifiers>
          <isin value="US31404R3K13"/>
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        <balance>8786.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8611.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS5F4</cusip>
        <identifiers>
          <isin value="US3617NS5F49"/>
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        <balance>3602648.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3175193.79000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-106, Class US</title>
        <cusip>31394UN81</cusip>
        <identifiers>
          <isin value="US31394UN811"/>
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        <balance>56158.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57729.67000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2163, Class PC</title>
        <cusip>3133TLFS2</cusip>
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          <isin value="US3133TLFS25"/>
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        <balance>2721.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208.71000000</valUSD>
        <pctVal>0.000005084271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BB-UBS Trust</name>
        <lei>N/A</lei>
        <title>BB-UBS Trust, Series 2012-SHOW, Class A</title>
        <cusip>05538UAA1</cusip>
        <identifiers>
          <isin value="US05538UAA16"/>
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        <balance>8950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8052187.02000000</valUSD>
        <pctVal>0.196154956994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43020000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFTZ4</cusip>
        <identifiers>
          <isin value="US3617LFTZ47"/>
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        <balance>365566.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360548.63000000</valUSD>
        <pctVal>0.008783129457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-20</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJFC5</cusip>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-53, Class SW</title>
        <cusip>38375LGF1</cusip>
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          <isin value="US38375LGF13"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPER1</cusip>
        <identifiers>
          <isin value="US3617QPER13"/>
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        <balance>633922.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>527179.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2019-K736, Class B</title>
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          <isin value="US30298MAA71"/>
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        <balance>6500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6151141.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-43, Class WA</title>
        <cusip>31397S5E0</cusip>
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          <isin value="US31397S5E05"/>
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        <balance>71681.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70787.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.74741800</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2005-28CB, Class 3A5</title>
        <cusip>12667GYN7</cusip>
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          <isin value="US12667GYN77"/>
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        <balance>51567.79000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1</title>
        <cusip>31395N5A1</cusip>
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          <isin value="US31395N5A12"/>
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        <balance>100934.57000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3622ABML3</cusip>
        <identifiers>
          <isin value="US3622ABML32"/>
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        <balance>12108696.49560000</balance>
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        <curCd>USD</curCd>
        <valUSD>10319237.00000000</valUSD>
        <pctVal>0.251381330925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.09300120</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2464, Class FE</title>
        <cusip>31392MW81</cusip>
        <identifiers>
          <isin value="US31392MW813"/>
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        <balance>60115.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60562.28000000</valUSD>
        <pctVal>0.001475324827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.43852080</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 239, Class S30</title>
        <cusip>31282YNU9</cusip>
        <identifiers>
          <isin value="US31282YNU90"/>
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        <balance>220622.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25983.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26148040</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 20 Year</title>
        <cusip>3128P7JB0</cusip>
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          <isin value="US3128P7JB00"/>
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        <balance>56008.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55762.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2399, Class TH</title>
        <cusip>31339MWA2</cusip>
        <identifiers>
          <isin value="US31339MWA25"/>
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        <balance>69506.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70541.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1997-20</title>
        <cusip>31359N4H1</cusip>
        <identifiers>
          <isin value="US31359N4H12"/>
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        <balance>133.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.83999960</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPDV3</cusip>
        <identifiers>
          <isin value="US3617QPDV34"/>
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        <balance>1535643.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1382235.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2423, Class MC</title>
        <cusip>31339WBV7</cusip>
        <identifiers>
          <isin value="US31339WBV72"/>
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        <balance>19200.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19784.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-86, Class ZA</title>
        <cusip>31393EF61</cusip>
        <identifiers>
          <isin value="US31393EF615"/>
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        <balance>111817.83200000</balance>
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        <curCd>USD</curCd>
        <valUSD>110518.82000000</valUSD>
        <pctVal>0.002692288980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QW2Z1</cusip>
        <identifiers>
          <isin value="US3617QW2Z19"/>
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        <balance>1254220.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1129465.49000000</valUSD>
        <pctVal>0.027514295689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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        <name>GNMA</name>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC</name>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3617X4C35</cusip>
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      <invstOrSec>
        <name>Structured Asset Mortgage Investments II Trust</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PRPM LLC</name>
        <lei>N/A</lei>
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        <cusip>693577AA6</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3136ANLF28"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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      <invstOrSec>
        <name>Pretium Mortgage Credit Partners I LLC</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners I LLC, Series 2021-NPL1, Class A1</title>
        <cusip>741389AA8</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 365, Class 8</title>
        <cusip>3136FCZH2</cusip>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140J73J2</cusip>
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          <isin value="US3140J73J23"/>
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        <balance>1402372.25000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HGMS0</cusip>
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        <balance>1301530.99000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-72, Class HO</title>
        <cusip>31396KJD5</cusip>
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        <curCd>USD</curCd>
        <valUSD>12802.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-25</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2022-M1G, Class A2</title>
        <cusip>3136BLRM4</cusip>
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        <balance>23600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18574061.40000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-13, Class SJ</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31409JVS6</cusip>
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        <balance>35847.04000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617UAVM1</cusip>
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          <isin value="US3617UAVM18"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31403DTT6</cusip>
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          <isin value="US31403DTT62"/>
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        <balance>42952.95000000</balance>
        <units>PA</units>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.25800160</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>31293EAQ3</cusip>
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          <isin value="US31293EAQ35"/>
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        <balance>714.57000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-58, Class WA</title>
        <cusip>31397UZD4</cusip>
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          <isin value="US31397UZD44"/>
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        <balance>348627.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335158.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FMC GMSR Issuer Trust</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issuer Trust, Series 2021-SAT1</title>
        <cusip>30259RAG0</cusip>
        <identifiers>
          <isin value="US30259RAG02"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.65000040</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418AS82</cusip>
        <identifiers>
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        <balance>1175992.16000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust, Series 2009-10, Class 1A1</title>
        <cusip>17316AAA8</cusip>
        <identifiers>
          <isin value="US17316AAA88"/>
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        <balance>61286.21000000</balance>
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        <curCd>USD</curCd>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31416YFK9</cusip>
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          <isin value="US31416YFK91"/>
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        <balance>191947.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>198170.39000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3117, Class OK</title>
        <cusip>31396HVU0</cusip>
        <identifiers>
          <isin value="US31396HVU03"/>
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        <balance>60089.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49936.31000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Chase Mortgage Finance Trust</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Trust, Series 2007-A1, Class 2A1</title>
        <cusip>161630AG3</cusip>
        <identifiers>
          <isin value="US161630AG34"/>
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        <balance>25559.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23832.65000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.26404960</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LHOME Mortgage Trust</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust, Series 2021-RTL1, Class A1</title>
        <cusip>501894AA7</cusip>
        <identifiers>
          <isin value="US501894AA79"/>
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        <balance>420068.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418506.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.08999880</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617W0BD3</cusip>
        <identifiers>
          <isin value="US3617W0BD35"/>
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        <balance>1256783.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1131216.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJ5N2</cusip>
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        <name>MVW LLC</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Sierra Timeshare Receivables Funding LLC</name>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3621</title>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-15</maturityDt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1699, Class FC</title>
        <cusip>3133T4J72</cusip>
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        <balance>20.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR6G3</cusip>
        <identifiers>
          <isin value="US3617WR6G32"/>
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        <balance>1131198.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1046009.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31412BWG3</cusip>
        <identifiers>
          <isin value="US31412BWG30"/>
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        <balance>92174.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92172.41000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.10000120</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K1YK3</cusip>
        <identifiers>
          <isin value="US3617K1YK33"/>
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        <balance>388204.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>377469.66000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>RMF Buyout Issuance Trust</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust, Series 2020-HB1, Class M3</title>
        <cusip>76971EAF1</cusip>
        <identifiers>
          <isin value="US76971EAF16"/>
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        <balance>3300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2726993.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.74999840</annualizedRt>
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        <name>Banc of America Funding Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust, Series 2005-6, Class 2A7</title>
        <cusip>05946XP23</cusip>
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          <isin value="US05946XP231"/>
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        <balance>94426.19950000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31408CDM5</cusip>
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          <isin value="US31408CDM55"/>
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        <balance>50105.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50245.89000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617X4CN1</cusip>
        <identifiers>
          <isin value="US3617X4CN10"/>
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        <balance>871380.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>784301.53000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-80, Class GP</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAWA6</cusip>
        <identifiers>
          <isin value="US3617LAWA61"/>
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        <balance>1000342.70000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ACR</name>
        <lei>N/A</lei>
        <title>ACR</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Asset ID" value="99TENIAHJ"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8995000.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-25</maturityDt>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LEUU6</cusip>
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          <isin value="US3617LEUU65"/>
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        <balance>1617290.29000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>3.50000000</annualizedRt>
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        <name>FHLMC Pool</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>MASTR Alternative Loan Trust</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3704, Class DT</title>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-39, Class ZA</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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          <isin value="US31403KWA77"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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          <isin value="US3617WR5L36"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-11-20</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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          <isin value="US3618BQNB80"/>
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        <balance>1876813.80000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
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        <title>FNMA, Other</title>
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          <isin value="US3140LHA917"/>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140XNAB0</cusip>
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          <isin value="US3140XNAB06"/>
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        <balance>5000000.00000000</balance>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-27, Class 5A4</title>
        <cusip>22541QP89</cusip>
        <identifiers>
          <isin value="US22541QP894"/>
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        <balance>7168.62000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3622AAA38</cusip>
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          <isin value="US3622AAA383"/>
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        <balance>483234.95000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6L0</cusip>
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          <isin value="US3617QV6L05"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cascade Funding Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HERO Funding Trust</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H01, Class DI</title>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2720, Class PC</title>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPE75</cusip>
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          <isin value="US3617QPE751"/>
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        <balance>680581.72000000</balance>
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      <invstOrSec>
        <name>Residential Asset Securitization Trust</name>
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        <title>Residential Asset Securitization Trust, Series 2004-IP2, Class 1A1</title>
        <cusip>45660LAN9</cusip>
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      <invstOrSec>
        <name>MASTR Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR Asset Securitization Trust, Series 2004-3</title>
        <cusip>55265K8G7</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Orange Lake Timeshare Trust</name>
        <lei>N/A</lei>
        <title>Orange Lake Timeshare Trust, Series 2019-A, Class C</title>
        <cusip>68504UAC5</cusip>
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          <isin value="US68504UAC53"/>
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        <balance>1447624.27000000</balance>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>VOLT XCVI LLC</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-H14, Class IE</title>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3860, Class PZ</title>
        <cusip>3137AAYT4</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2022-M1S, Class A2</title>
        <cusip>3136BNET9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.15189640</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MLRT9</cusip>
        <identifiers>
          <isin value="US3140MLRT93"/>
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        <balance>1153662.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1048288.31000000</valUSD>
        <pctVal>0.025536782473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2967, Class S</title>
        <cusip>31395TC93</cusip>
        <identifiers>
          <isin value="US31395TC938"/>
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        <balance>1781.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1657.04000000</valUSD>
        <pctVal>0.000040366251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.91313880</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 4580, Class PT</title>
        <cusip>3137BPNP0</cusip>
        <identifiers>
          <isin value="US3137BPNP04"/>
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        <balance>547739.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555144.19000000</valUSD>
        <pctVal>0.013523566261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.75928080</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140HDK78</cusip>
        <identifiers>
          <isin value="US3140HDK780"/>
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        <balance>1282301.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1192840.82000000</valUSD>
        <pctVal>0.029058147701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36200QW59</cusip>
        <identifiers>
          <isin value="US36200QW590"/>
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        <balance>105109.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>107318.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXJ41</cusip>
        <identifiers>
          <isin value="US3620AXJ414"/>
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        <balance>1864674.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1683576.08000000</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>2041-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JYXF8</cusip>
        <identifiers>
          <isin value="US3140JYXF83"/>
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        <balance>3488860.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3185921.06000000</valUSD>
        <pctVal>0.077610493516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617V84K9</cusip>
        <identifiers>
          <isin value="US3617V84K90"/>
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        <balance>1965753.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1630896.36000000</valUSD>
        <pctVal>0.039729380920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IndyMac INDX Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>IndyMac INDX Mortgage Loan Trust, Series 2006-AR3, Class 2A1A</title>
        <cusip>45660L5S4</cusip>
        <identifiers>
          <isin value="US45660L5S41"/>
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        <balance>69209.68870000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48864.54000000</valUSD>
        <pctVal>0.001190362533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.54437640</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>RALI Trust</name>
        <lei>N/A</lei>
        <title>RALI Trust, Series 2004-QA6, Class NB2</title>
        <cusip>76110HH44</cusip>
        <identifiers>
          <isin value="US76110HH444"/>
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        <balance>28852.87080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25945.27000000</valUSD>
        <pctVal>0.000632038638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.98168280</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>Tricon Residential Trust</name>
        <lei>N/A</lei>
        <title>Tricon Residential Trust, Series 2022-SFR1, Class E1</title>
        <cusip>89616QAE1</cusip>
        <identifiers>
          <isin value="US89616QAE17"/>
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        <balance>5669000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5229551.59000000</valUSD>
        <pctVal>0.127394267506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.34400000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618AA6Q0</cusip>
        <identifiers>
          <isin value="US3618AA6Q06"/>
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        <balance>1990869.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1996186.17000000</valUSD>
        <pctVal>0.048628007689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAXW7</cusip>
        <identifiers>
          <isin value="US3617LAXW72"/>
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        <balance>1381664.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1362026.23000000</valUSD>
        <pctVal>0.033179581635</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617JUU74</cusip>
        <identifiers>
          <isin value="US3617JUU745"/>
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        <balance>1347185.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1312465.13000000</valUSD>
        <pctVal>0.031972250581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXLW0</cusip>
        <identifiers>
          <isin value="US3140FXLW08"/>
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        <balance>7055845.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6860964.96000000</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>2059-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MVPD4</cusip>
        <identifiers>
          <isin value="US3140MVPD42"/>
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        <balance>1966230.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1924701.64000000</valUSD>
        <pctVal>0.046886611858</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>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140QMCQ5</cusip>
        <identifiers>
          <isin value="US3140QMCQ56"/>
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        <balance>4531544.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3846747.21000000</valUSD>
        <pctVal>0.093708520637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2283, Class K</title>
        <cusip>3133TRJM8</cusip>
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          <isin value="US3133TRJM88"/>
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        <balance>48.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>48.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXGJ1</cusip>
        <identifiers>
          <isin value="US3620AXGJ14"/>
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        <balance>347181.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>319635.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3035, Class Z</title>
        <cusip>31396ANL4</cusip>
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          <isin value="US31396ANL43"/>
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        <balance>506112.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>507693.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QKYC3</cusip>
        <identifiers>
          <isin value="US3617QKYC37"/>
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        <balance>2906196.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2617171.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-118, Class NT</title>
        <cusip>3136A1Y82</cusip>
        <identifiers>
          <isin value="US3136A1Y826"/>
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        <balance>579133.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>602009.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAQN4</cusip>
        <identifiers>
          <isin value="US3617VAQN47"/>
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        <balance>1250389.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1125453.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NNUV2</cusip>
        <identifiers>
          <isin value="US3617NNUV20"/>
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        <balance>3029840.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2621133.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKDT7</cusip>
        <identifiers>
          <isin value="US3140LKDT75"/>
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        <balance>10057347.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9510279.67000000</valUSD>
        <pctVal>0.231674760538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.22000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A</title>
        <cusip>31393AP68</cusip>
        <identifiers>
          <isin value="US31393AP687"/>
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        <balance>16046.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15803.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.16456000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617N9MG5</cusip>
        <identifiers>
          <isin value="US3617N9MG54"/>
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        <balance>5361354.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4792543.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K37H6</cusip>
        <identifiers>
          <isin value="US3617K37H62"/>
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        <balance>1220155.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1127761.35000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31418D6C1</cusip>
        <identifiers>
          <isin value="US31418D6C10"/>
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        <balance>8576112.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6953476.75000000</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>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31403NKH9</cusip>
        <identifiers>
          <isin value="US31403NKH97"/>
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        <balance>15968.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15463.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-H17, Class IJ</title>
        <cusip>38380QNE8</cusip>
        <identifiers>
          <isin value="US38380QNE88"/>
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        <balance>10089941.66050000</balance>
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        <curCd>USD</curCd>
        <valUSD>467765.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04038840</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2004-61, Class FH</title>
        <cusip>31394ARN8</cusip>
        <identifiers>
          <isin value="US31394ARN80"/>
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        <balance>558594.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>561479.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-25</maturityDt>
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          <annualizedRt>6.24256920</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2020-36, Class SH</title>
        <cusip>3136B94B0</cusip>
        <identifiers>
          <isin value="US3136B94B04"/>
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        <balance>12007097.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1422407.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60743160</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMSR Trust</name>
        <lei>N/A</lei>
        <title>AMSR Trust, Series 2022-SFR3, Class E1</title>
        <cusip>66981YAE9</cusip>
        <identifiers>
          <isin value="US66981YAE95"/>
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        <balance>8181000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7146663.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXHG0</cusip>
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        <balance>6598896.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6709984.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2017-H11, Class XI</title>
        <cusip>38376R4N3</cusip>
        <identifiers>
          <isin value="US38376R4N38"/>
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        <balance>9471503.60400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>376802.93000000</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>2067-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.33872040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31415P6U7</cusip>
        <identifiers>
          <isin value="US31415P6U75"/>
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        <balance>76279.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78533.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31418MZT2</cusip>
        <identifiers>
          <isin value="US31418MZT25"/>
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        <balance>169227.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179015.37000000</valUSD>
        <pctVal>0.004360896252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust, Series 2019-3, Class M2</title>
        <cusip>89177LAF0</cusip>
        <identifiers>
          <isin value="US89177LAF04"/>
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        <balance>7550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6124662.68000000</valUSD>
        <pctVal>0.149199582872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.25000160</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2436, Class MC</title>
        <cusip>3133TVR99</cusip>
        <identifiers>
          <isin value="US3133TVR993"/>
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        <balance>27289.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27684.55000000</valUSD>
        <pctVal>0.000674408294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QKYD1</cusip>
        <identifiers>
          <isin value="US3617QKYD10"/>
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        <balance>1257735.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1132085.46000000</valUSD>
        <pctVal>0.027578119356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138WGW83</cusip>
        <identifiers>
          <isin value="US3138WGW831"/>
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        <balance>1184420.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064537.11000000</valUSD>
        <pctVal>0.025932610669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO3</title>
        <cusip>17307GCA4</cusip>
        <identifiers>
          <isin value="US17307GCA40"/>
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        <balance>10596.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7095.82000000</valUSD>
        <pctVal>0.000172857419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>None</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31410S5Y9</cusip>
        <identifiers>
          <isin value="US31410S5Y93"/>
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        <balance>64548.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65581.92000000</valUSD>
        <pctVal>0.001597605553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.30000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JWX47</cusip>
        <identifiers>
          <isin value="US3140JWX474"/>
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        <balance>2367069.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2331295.87000000</valUSD>
        <pctVal>0.056791433182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31388R7M3</cusip>
        <identifiers>
          <isin value="US31388R7M38"/>
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        <balance>20200.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20732.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXJR4</cusip>
        <identifiers>
          <isin value="US3140FXJR41"/>
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        <balance>3837962.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3843298.83000000</valUSD>
        <pctVal>0.093624516524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMorgan Mortgage Trust, Series 2006-A3, Class 6A1</title>
        <cusip>46628KAT7</cusip>
        <identifiers>
          <isin value="US46628KAT79"/>
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        <balance>26073.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24723.33000000</valUSD>
        <pctVal>0.000602271621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.72824000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618BQMU7</cusip>
        <identifiers>
          <isin value="US3618BQMU70"/>
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        <balance>2596687.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2603632.60000000</valUSD>
        <pctVal>0.063425680428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2001-53, Class FX</title>
        <cusip>313921XJ2</cusip>
        <identifiers>
          <isin value="US313921XJ21"/>
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        <balance>106716.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106038.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.79256920</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>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust, Series 2021-SFR2, Class E1</title>
        <cusip>74333DAJ3</cusip>
        <identifiers>
          <isin value="US74333DAJ37"/>
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        <balance>9550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8445089.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.54700000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAXV9</cusip>
        <identifiers>
          <isin value="US3617LAXV99"/>
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        <balance>1886358.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1855669.81000000</valUSD>
        <pctVal>0.045204964920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Whole Loan, Series 2007-101, Class A2</title>
        <cusip>31396XC69</cusip>
        <identifiers>
          <isin value="US31396XC698"/>
        </identifiers>
        <balance>146443.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145982.05000000</valUSD>
        <pctVal>0.003556189476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.09582160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140HRQU0</cusip>
        <identifiers>
          <isin value="US3140HRQU01"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2705670.84000000</valUSD>
        <pctVal>0.065911378603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.69000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1638, Class H</title>
        <cusip>3133T2W48</cusip>
        <identifiers>
          <isin value="US3133T2W481"/>
        </identifiers>
        <balance>65.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64.95000000</valUSD>
        <pctVal>0.000001582211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140X6W31</cusip>
        <identifiers>
          <isin value="US3140X6W313"/>
        </identifiers>
        <balance>10251846.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8772841.73000000</valUSD>
        <pctVal>0.213710435188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chase Mortgage Finance Trust</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Trust, Series 2007-A1, Class 1A3</title>
        <cusip>161630AC2</cusip>
        <identifiers>
          <isin value="US161630AC20"/>
        </identifiers>
        <balance>307268.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295382.08000000</valUSD>
        <pctVal>0.007195642507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.97902320</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2410, Class QS</title>
        <cusip>31339NJ23</cusip>
        <identifiers>
          <isin value="US31339NJ231"/>
        </identifiers>
        <balance>18357.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19456.87000000</valUSD>
        <pctVal>0.000473978248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.35984920</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>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMorgan Mortgage Trust, Series 2004-S1, Class 1A7</title>
        <cusip>466247ER0</cusip>
        <identifiers>
          <isin value="US466247ER01"/>
        </identifiers>
        <balance>4009.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4068.43000000</valUSD>
        <pctVal>0.000099108814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Structured Asset Securities Corp. Mortgage Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 2A</title>
        <cusip>86359BBS9</cusip>
        <identifiers>
          <isin value="US86359BBS97"/>
        </identifiers>
        <balance>368355.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351093.42000000</valUSD>
        <pctVal>0.008552796219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.76930240</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RUB2</cusip>
        <identifiers>
          <isin value="US36196RUB22"/>
        </identifiers>
        <balance>268489.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241074.94000000</valUSD>
        <pctVal>0.005872695749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31404FQ71</cusip>
        <identifiers>
          <isin value="US31404FQ713"/>
        </identifiers>
        <balance>15623.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15858.33000000</valUSD>
        <pctVal>0.000386316168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAV90</cusip>
        <identifiers>
          <isin value="US3617LAV907"/>
        </identifiers>
        <balance>669158.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670073.57000000</valUSD>
        <pctVal>0.016323298500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2004-W4, Class A7</title>
        <cusip>31393X3L9</cusip>
        <identifiers>
          <isin value="US31393X3L98"/>
        </identifiers>
        <balance>340645.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333282.16000000</valUSD>
        <pctVal>0.008118905782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31406VQ74</cusip>
        <identifiers>
          <isin value="US31406VQ749"/>
        </identifiers>
        <balance>33757.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32985.22000000</valUSD>
        <pctVal>0.000803535038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.03799840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A</title>
        <cusip>31392GWB7</cusip>
        <identifiers>
          <isin value="US31392GWB75"/>
        </identifiers>
        <balance>80795.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76522.94000000</valUSD>
        <pctVal>0.001864133802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.22740160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-1, Class SD</title>
        <cusip>31396PHH7</cusip>
        <identifiers>
          <isin value="US31396PHH73"/>
        </identifiers>
        <balance>32521.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48337.49000000</valUSD>
        <pctVal>0.001177523354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.34457520</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140K8HT1</cusip>
        <identifiers>
          <isin value="US3140K8HT15"/>
        </identifiers>
        <balance>273972.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252842.00000000</valUSD>
        <pctVal>0.006159346710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KLZL9</cusip>
        <identifiers>
          <isin value="US3140KLZL93"/>
        </identifiers>
        <balance>3046117.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2628385.07000000</valUSD>
        <pctVal>0.064028661913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NYY69</cusip>
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        <balance>689019.19000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC Trust</name>
        <lei>N/A</lei>
        <title>CSMC Trust, Series 2021-RPL1, Class A1</title>
        <cusip>12660KAC5</cusip>
        <identifiers>
          <isin value="US12660KAC53"/>
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        <balance>9705696.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9165050.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.66772880</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>
      <invstOrSec>
        <name>UBS-BAMLL Trust</name>
        <lei>N/A</lei>
        <title>UBS-BAMLL Trust, Series 2012-WRM, Class A</title>
        <cusip>90269PAA9</cusip>
        <identifiers>
          <isin value="US90269PAA93"/>
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        <balance>95545.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87902.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-10</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>31403MJ75</cusip>
        <identifiers>
          <isin value="US31403MJ757"/>
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        <balance>18246.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18142.37000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKDJ9</cusip>
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        <balance>7296000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-78, Class BZ</title>
        <cusip>31396KDK5</cusip>
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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>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Progress Residential</name>
        <lei>N/A</lei>
        <title>Progress Residential, Series 2021-SFR1, Class D</title>
        <cusip>74331FAG6</cusip>
        <identifiers>
          <isin value="US74331FAG63"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3554348.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31400RV24</cusip>
        <identifiers>
          <isin value="US31400RV245"/>
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        <balance>6247.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6309.15000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>SLG Office Trust</name>
        <lei>N/A</lei>
        <title>SLG Office Trust, Series 2021-OVA, Class E</title>
        <cusip>78449RAL9</cusip>
        <identifiers>
          <isin value="US78449RAL96"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85061000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LR2U8</cusip>
        <identifiers>
          <isin value="US3617LR2U80"/>
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        <balance>833385.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>782091.30000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31402HJY8</cusip>
        <identifiers>
          <isin value="US31402HJY80"/>
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        <balance>15070.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15425.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2835, Class QO</title>
        <cusip>31395FEZ3</cusip>
        <identifiers>
          <isin value="US31395FEZ36"/>
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        <balance>21063.08000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>GSMPS Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSMPS Mortgage Loan Trust, Series 2001-2, Class A</title>
        <cusip>36228FEC6</cusip>
        <identifiers>
          <isin value="US36228FEC68"/>
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        <balance>155362.68840000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4</title>
        <cusip>36228F2K1</cusip>
        <identifiers>
          <isin value="US36228F2K17"/>
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        <balance>108396.84590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103847.40000000</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>2034-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-80, Class SA</title>
        <cusip>31397MRK5</cusip>
        <identifiers>
          <isin value="US31397MRK52"/>
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        <balance>105847.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6953.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40743000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-65, Class ST</title>
        <cusip>38381VLL2</cusip>
        <identifiers>
          <isin value="US38381VLL26"/>
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        <balance>7795841.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592460.58000000</valUSD>
        <pctVal>0.014432610581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60445080</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2130, Class QS</title>
        <cusip>3133TJP56</cusip>
        <identifiers>
          <isin value="US3133TJP562"/>
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        <balance>13370.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13378.54000000</valUSD>
        <pctVal>0.000325907350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418AJY5</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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          <isin value="US31410GAS21"/>
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        <curCd>USD</curCd>
        <valUSD>39368.32000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3260, Class CS</title>
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          <isin value="US31397ELL73"/>
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        <balance>53073.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3994.93000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 383, Class 32</title>
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        <balance>97404.70000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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>Progress Residential Trust</name>
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          <isin value="US74331CAE84"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US3617LFUB59"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3617J22S1</cusip>
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        <balance>530604.77000000</balance>
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        <debtSec>
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      <invstOrSec>
        <name>VOLT XCV LLC</name>
        <lei>N/A</lei>
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        <balance>2983467.01000000</balance>
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        <debtSec>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617X4CM3</cusip>
        <identifiers>
          <isin value="US3617X4CM37"/>
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        <balance>1112539.48000000</balance>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Nomura Asset Acceptance Corp. Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2</title>
        <cusip>65535VAU2</cusip>
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        <balance>9173.24000000</balance>
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        <curCd>USD</curCd>
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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>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QW2X6</cusip>
        <identifiers>
          <isin value="US3617QW2X60"/>
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        <balance>2224562.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1960605.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LKL96</cusip>
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        <curCd>USD</curCd>
        <valUSD>537990.97000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132LAEJ7</cusip>
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        <balance>396371.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>368290.24000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31398PSE0</cusip>
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        <curCd>USD</curCd>
        <valUSD>2921.48000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95743080</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MW5H2</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140FUH50</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXJV1</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31398TGV7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36183SX89</cusip>
        <identifiers>
          <isin value="US36183SX899"/>
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        <balance>905309.08000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1987, Class PE</title>
        <cusip>3133TBEZ9</cusip>
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        <curCd>USD</curCd>
        <valUSD>3446.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2021-M3, Class X1</title>
        <cusip>3136BDXR4</cusip>
        <identifiers>
          <isin value="US3136BDXR47"/>
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        <balance>12669390.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1038868.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.04674400</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Impac CMB Trust</name>
        <lei>N/A</lei>
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        <cusip>45254NNL7</cusip>
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          <isin value="US45254NNL72"/>
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        <balance>21935.34000000</balance>
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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>Floating</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H03, Class TI</title>
        <cusip>38380QB43</cusip>
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        <balance>34905767.57600000</balance>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-02-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617N9MM2</cusip>
        <identifiers>
          <isin value="US3617N9MM23"/>
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        <balance>2498120.79000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2020-3, Class M5TW</title>
        <cusip>35563PTN9</cusip>
        <identifiers>
          <isin value="US35563PTN95"/>
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        <balance>6221001.92000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>BB-UBS Trust</name>
        <lei>N/A</lei>
        <title>BB-UBS Trust, Series 2012-SHOW, Class B</title>
        <cusip>05538UAC7</cusip>
        <identifiers>
          <isin value="US05538UAC71"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>437342.85000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>HERO Funding Trust</name>
        <lei>N/A</lei>
        <title>HERO Funding Trust, Series 2017-1A, Class A2</title>
        <cusip>42771XAC0</cusip>
        <identifiers>
          <isin value="US42771XAC02"/>
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        <balance>559179.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>502849.15000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPEN0</cusip>
        <identifiers>
          <isin value="US3617QPEN09"/>
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        <balance>2090848.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1734761.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
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        <name>GNMA</name>
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      <invstOrSec>
        <name>Bear Stearns ARM Trust</name>
        <lei>N/A</lei>
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        <name>FHLMC</name>
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        <name>Renew</name>
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        <name>FHLMC</name>
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        <name>BXG Receivables Note Trust</name>
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        <name>VOLT XCII LLC</name>
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        <name>MASTR Adjustable Rate Mortgages Trust</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <name>Ajax Mortgage Loan Trust</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31403KRB1</cusip>
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        <balance>33283.01000000</balance>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2017-M3, Class A2</title>
        <cusip>3136AVYL7</cusip>
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        <balance>1404149.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1311455.35000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H06</title>
        <cusip>38380QS60</cusip>
        <identifiers>
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        <balance>74573230.77550000</balance>
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        <curCd>USD</curCd>
        <valUSD>1469711.60000000</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>2071-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.81264960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 233, Class 12</title>
        <cusip>31282YDX4</cusip>
        <identifiers>
          <isin value="US31282YDX40"/>
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        <balance>65511.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10451.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3618FQP55</cusip>
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          <isin value="US3618FQP558"/>
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        <balance>309894.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>296622.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KGS-Alpha SBA COOF Trust</name>
        <lei>N/A</lei>
        <title>KGS-Alpha SBA COOF Trust, Series 2012-4, Class A</title>
        <cusip>48247QAA2</cusip>
        <identifiers>
          <isin value="US48247QAA22"/>
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        <balance>2375423.58400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43244.59000000</valUSD>
        <pctVal>0.001053457982</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.94300560</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS6K2</cusip>
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          <isin value="US3617NS6K25"/>
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        <balance>1033819.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>967640.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXH68</cusip>
        <identifiers>
          <isin value="US3620AXH681"/>
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        <balance>1251657.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152387.71000000</valUSD>
        <pctVal>0.028072691448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LAF61</cusip>
        <identifiers>
          <isin value="US3138LAF618"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1673009.86000000</valUSD>
        <pctVal>0.040755285032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-47, Class AI</title>
        <cusip>38382EAK3</cusip>
        <identifiers>
          <isin value="US38382EAK38"/>
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        <balance>5286063.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793246.84000000</valUSD>
        <pctVal>0.019323855667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>
      <invstOrSec>
        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-8, Class 1A4</title>
        <cusip>22541SU55</cusip>
        <identifiers>
          <isin value="US22541SU551"/>
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        <balance>150204.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143423.39000000</valUSD>
        <pctVal>0.003493859348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LR2V6</cusip>
        <identifiers>
          <isin value="US3617LR2V63"/>
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        <balance>874937.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>854824.07000000</valUSD>
        <pctVal>0.020823905141</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Y24W3</cusip>
        <identifiers>
          <isin value="US3617Y24W39"/>
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        <balance>8552647.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7767293.68000000</valUSD>
        <pctVal>0.189214824988</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>
          <annualizedRt>4.00000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2204, Class GB</title>
        <cusip>31394LME9</cusip>
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          <isin value="US31394LME91"/>
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        <balance>1113.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171.83000000</valUSD>
        <pctVal>0.000004185857</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.00097480</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617M2K73</cusip>
        <identifiers>
          <isin value="US3617M2K736"/>
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        <balance>704098.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>648598.76000000</valUSD>
        <pctVal>0.015800162310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3</title>
        <cusip>12669GBC4</cusip>
        <identifiers>
          <isin value="US12669GBC42"/>
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        <balance>109369.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101058.19000000</valUSD>
        <pctVal>0.002461823708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.29897320</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31391KA23</cusip>
        <identifiers>
          <isin value="US31391KA237"/>
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        <balance>3602.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3697.18000000</valUSD>
        <pctVal>0.000090064995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3607, Class BO</title>
        <cusip>31398LQM3</cusip>
        <identifiers>
          <isin value="US31398LQM36"/>
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        <balance>77898.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65219.97000000</valUSD>
        <pctVal>0.001588788285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>None</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 310</title>
        <cusip>3132HTSS6</cusip>
        <identifiers>
          <isin value="US3132HTSS68"/>
        </identifiers>
        <balance>805092.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>590621.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140X5YY3</cusip>
        <identifiers>
          <isin value="US3140X5YY39"/>
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        <balance>2435340.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2306968.43000000</valUSD>
        <pctVal>0.056198805622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LG3D2</cusip>
        <identifiers>
          <isin value="US3140LG3D29"/>
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        <balance>4911000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4609210.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36176NGS4</cusip>
        <identifiers>
          <isin value="US36176NGS45"/>
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        <balance>260750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241858.27000000</valUSD>
        <pctVal>0.005891778026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA Trust, Whole Loan, Series 2003-W17, Class 1A7</title>
        <cusip>31393UAK9</cusip>
        <identifiers>
          <isin value="US31393UAK97"/>
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        <balance>1923876.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1904718.70000000</valUSD>
        <pctVal>0.046399818304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS5S6</cusip>
        <identifiers>
          <isin value="US3617NS5S69"/>
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        <balance>3779716.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3325640.48000000</valUSD>
        <pctVal>0.081014122462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2611, Class SQ</title>
        <cusip>31393QYH9</cusip>
        <identifiers>
          <isin value="US31393QYH90"/>
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        <balance>16464.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14796.54000000</valUSD>
        <pctVal>0.000360450478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.12295960</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3200</title>
        <cusip>31397AJ95</cusip>
        <identifiers>
          <isin value="US31397AJ954"/>
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        <balance>78738.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63961.17000000</valUSD>
        <pctVal>0.001558123342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-15</maturityDt>
          <couponKind>None</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust, Series 2003-1, Class 1A</title>
        <cusip>81743PAA4</cusip>
        <identifiers>
          <isin value="US81743PAA49"/>
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        <balance>112439.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100272.43000000</valUSD>
        <pctVal>0.002442682235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.20555040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Resecuritization Trust</name>
        <lei>N/A</lei>
        <title>MASTR Resecuritization Trust, Series 2005-PO, Class 3PO</title>
        <cusip>576435BB6</cusip>
        <identifiers>
          <isin value="US576435BB67"/>
        </identifiers>
        <balance>42463.16240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29750.63000000</valUSD>
        <pctVal>0.000724738947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-28</maturityDt>
          <couponKind>None</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617NFUP2</cusip>
        <identifiers>
          <isin value="US3617NFUP28"/>
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        <balance>1127500.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1040821.81000000</valUSD>
        <pctVal>0.025354895120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2020-K737, Class C</title>
        <cusip>30300SAU6</cusip>
        <identifiers>
          <isin value="US30300SAU69"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4591310.00000000</valUSD>
        <pctVal>0.111846410591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.41721360</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-19, Class IP</title>
        <cusip>31397NUK9</cusip>
        <identifiers>
          <isin value="US31397NUK98"/>
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        <balance>439466.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88901.90000000</valUSD>
        <pctVal>0.002165690926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140EVJB4</cusip>
        <identifiers>
          <isin value="US3140EVJB42"/>
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        <balance>549310.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492870.79000000</valUSD>
        <pctVal>0.012006557768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617X4CP6</cusip>
        <identifiers>
          <isin value="US3617X4CP67"/>
        </identifiers>
        <balance>1933209.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1735251.01000000</valUSD>
        <pctVal>0.042271507901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MSA51</cusip>
        <identifiers>
          <isin value="US3617MSA513"/>
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        <balance>1748955.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1631328.48000000</valUSD>
        <pctVal>0.039739907560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617JUU82</cusip>
        <identifiers>
          <isin value="US3617JUU828"/>
        </identifiers>
        <balance>696615.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>677047.28000000</valUSD>
        <pctVal>0.016493181263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31381BJC4</cusip>
        <identifiers>
          <isin value="US31381BJC46"/>
        </identifiers>
        <balance>6616.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6732.72000000</valUSD>
        <pctVal>0.000164012137</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>Progress Residential Trust</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <debtSec>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140QEEC2</cusip>
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        <balance>5375569.15000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2004-3, Class 30X1</title>
        <cusip>576434PF5</cusip>
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          <isin value="US576434PF50"/>
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        <balance>29923.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4440.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617X4C50</cusip>
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          <isin value="US3617X4C504"/>
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        <balance>1542964.77000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3617Y0N97</cusip>
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          <isin value="US3617Y0N979"/>
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        <balance>4097342.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3546013.33000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-H11, Class GI</title>
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        <balance>3199221.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102796.39000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US3617LNF747"/>
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        <balance>3945538.28000000</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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          <isLoanByFund>N</isLoanByFund>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31392F6E28"/>
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        <curCd>USD</curCd>
        <valUSD>15279.89000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <balance>89119.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>89134.13000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMSR Trust</name>
        <lei>N/A</lei>
        <title>AMSR Trust, Series 2020-SFR4, Class E1</title>
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          <isin value="US66981FAE07"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3664076.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Accelerated Assets LLC</name>
        <lei>N/A</lei>
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        <cusip>00436MAB1</cusip>
        <identifiers>
          <isin value="US00436MAB19"/>
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        <balance>885549.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>860368.53000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140QNXG2</cusip>
        <identifiers>
          <isin value="US3140QNXG29"/>
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        <balance>4111426.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3735941.15000000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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          <isin value="US3140JMSB96"/>
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        <balance>2270077.28000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Wells Fargo Mortgage-Backed Securities Trust</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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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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          <couponKind>Variable</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isin value="US36230UMX45"/>
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        <balance>994430.02000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
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        <balance>33206.88000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-H18, Class KI</title>
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        <balance>8331359.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148146.57000000</valUSD>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31404J2J3</cusip>
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          <isin value="US31404J2J30"/>
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        <balance>14506.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14389.96000000</valUSD>
        <pctVal>0.000350546004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.38699960</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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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2671, Class S</title>
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        <identifiers>
          <isin value="US31394HVK49"/>
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        <balance>17072.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17370.67000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3618FQR38</cusip>
        <identifiers>
          <isin value="US3618FQR380"/>
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        <balance>442483.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>423532.80000000</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>
          <maturityDt>2063-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CoreVest American Finance Trust</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance Trust, Series 2021-1, Class A</title>
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        <identifiers>
          <isin value="US21873LAA17"/>
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        <balance>3483844.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3135260.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.56900000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JUYQ1</cusip>
        <identifiers>
          <isin value="US3140JUYQ18"/>
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        <balance>1639520.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600853.07000000</valUSD>
        <pctVal>0.038997512640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3461, Class LZ</title>
        <cusip>31397TXJ6</cusip>
        <identifiers>
          <isin value="US31397TXJ68"/>
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        <balance>55430.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55765.85000000</valUSD>
        <pctVal>0.001358481600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RUE6</cusip>
        <identifiers>
          <isin value="US36196RUE60"/>
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        <balance>964317.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>907357.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LAV66</cusip>
        <identifiers>
          <isin value="US3617LAV667"/>
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        <balance>709140.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702740.61000000</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>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cch I 5.125</name>
        <lei>N/A</lei>
        <title>Cch I 5.125, Class A</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="99TLKM672"/>
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        <balance>8881911.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8198004.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618B9M68</cusip>
        <identifiers>
          <isin value="US3618B9M689"/>
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        <balance>1001177.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000454.20000000</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>2053-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31418SQD4</cusip>
        <identifiers>
          <isin value="US31418SQD44"/>
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        <balance>1140981.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1134535.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QAXW2</cusip>
        <identifiers>
          <isin value="US3617QAXW28"/>
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        <balance>6352935.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5884810.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31391SQG8</cusip>
        <identifiers>
          <isin value="US31391SQG83"/>
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        <balance>8924.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9120.56000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138EJ3Q9</cusip>
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          <isin value="US3138EJ3Q92"/>
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        <balance>125582.52000000</balance>
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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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31404RW29</cusip>
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          <isin value="US31404RW294"/>
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        <balance>132353.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>125153.47000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR5M1</cusip>
        <identifiers>
          <isin value="US3617WR5M19"/>
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        <balance>2563706.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2233680.58000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3373, Class TO</title>
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        <balance>69884.63000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
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        <cusip>35563PMT3</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CoreVest American Finance Trust</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance Trust, Series 2019-3, Class A</title>
        <cusip>21872NAA8</cusip>
        <identifiers>
          <isin value="US21872NAA81"/>
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        <balance>1486705.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1427170.34000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2019-M1, Class A2</title>
        <cusip>3136B3XY1</cusip>
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        <curCd>USD</curCd>
        <valUSD>3810716.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.66496200</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>38378GPG7</cusip>
        <identifiers>
          <isin value="US38378GPG72"/>
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        <balance>1126618.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1037607.35000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-01-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-6, Class GS</title>
        <cusip>31397M5Z6</cusip>
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          <isin value="US31397M5Z60"/>
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        <balance>52438.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4423.90000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10742840</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2086, Class GB</title>
        <cusip>3133TGE96</cusip>
        <identifiers>
          <isin value="US3133TGE968"/>
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        <balance>4002.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3994.90000000</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>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Chase Funding Trust</name>
        <lei>N/A</lei>
        <title>Chase Funding Trust, Series 2002-3, Class 1A5</title>
        <cusip>161546CW4</cusip>
        <identifiers>
          <isin value="US161546CW43"/>
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        <balance>366632.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344952.58000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.90699880</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>3140QALL2</cusip>
        <identifiers>
          <isin value="US3140QALL21"/>
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        <balance>4931585.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4669833.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-50, Class ZA</title>
        <cusip>31392DA93</cusip>
        <identifiers>
          <isin value="US31392DA933"/>
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        <balance>146540.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145992.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3132E0UE0</cusip>
        <identifiers>
          <isin value="US3132E0UE05"/>
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        <balance>9956426.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8742013.15000000</valUSD>
        <pctVal>0.212959436886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HXVX2</cusip>
        <identifiers>
          <isin value="US3617HXVX23"/>
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        <balance>531460.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520548.81000000</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>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3</title>
        <cusip>36242DLW1</cusip>
        <identifiers>
          <isin value="US36242DLW10"/>
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        <balance>30808.80930000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29349.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS5V9</cusip>
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          <isin value="US3617NS5V98"/>
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        <balance>1016340.34000000</balance>
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        <curCd>USD</curCd>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MVW LLC</name>
        <lei>N/A</lei>
        <title>MVW LLC, Series 2023-1A, Class C</title>
        <cusip>62848PAC4</cusip>
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          <isin value="US62848PAC41"/>
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        <balance>6432289.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6316809.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2</title>
        <cusip>31393U4Q3</cusip>
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          <isin value="US31393U4Q31"/>
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        <balance>140362.69000000</balance>
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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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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westgate Resorts LLC</name>
        <lei>N/A</lei>
        <title>Westgate Resorts LLC, Series 2022-1A, Class B</title>
        <cusip>96034JAB2</cusip>
        <identifiers>
          <isin value="US96034JAB26"/>
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        <balance>5014007.25000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28800000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JRPP0</cusip>
        <identifiers>
          <isin value="US3140JRPP07"/>
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        <balance>392179.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>379752.75000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q013, Class XPT2</title>
        <cusip>3137FWGL8</cusip>
        <identifiers>
          <isin value="US3137FWGL87"/>
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        <balance>44247191.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1310500.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.80699840</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>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133AMS98</cusip>
        <identifiers>
          <isin value="US3133AMS982"/>
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        <balance>3459974.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2934953.39000000</valUSD>
        <pctVal>0.071496806341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
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          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617W0AV4</cusip>
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          <isin value="US3617W0AV42"/>
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        <balance>1186974.55000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3274, Class JO</title>
        <cusip>31397F6H0</cusip>
        <identifiers>
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        <balance>17298.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15068.88000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFTA9</cusip>
        <identifiers>
          <isin value="US3617LFTA95"/>
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        <balance>537547.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>530168.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKS95</cusip>
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        <balance>4950000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-H09, Class IB</title>
        <cusip>38380LTY9</cusip>
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        <balance>6315715.38000000</balance>
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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>
          <maturityDt>2069-04-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.79191080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NFUU1</cusip>
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        <balance>1530501.34000000</balance>
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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>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UQBF3</cusip>
        <identifiers>
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        <balance>1019424.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>917578.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHD72</cusip>
        <identifiers>
          <isin value="US3140LHD721"/>
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        <balance>6119350.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5671252.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NNUJ9</cusip>
        <identifiers>
          <isin value="US3617NNUJ91"/>
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        <balance>1255137.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1121990.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2022-M8, Class A2</title>
        <cusip>3136BMST6</cusip>
        <identifiers>
          <isin value="US3136BMST66"/>
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        <balance>3370000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2678554.52000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.00109960</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K54L5</cusip>
        <identifiers>
          <isin value="US3617K54L56"/>
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        <balance>1938861.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1797312.51000000</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>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A</title>
        <cusip>31393LFK4</cusip>
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          <isin value="US31393LFK44"/>
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        <balance>880737.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>884723.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Renaissance Home Equity Loan Trust</name>
        <lei>N/A</lei>
        <title>Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2</title>
        <cusip>75970QAE0</cusip>
        <identifiers>
          <isin value="US75970QAE08"/>
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        <balance>478553.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120755.13000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.67500040</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2042, Class T</title>
        <cusip>3133TCZY7</cusip>
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          <isin value="US3133TCZY73"/>
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        <balance>1051.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1053.80000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LNR71</cusip>
        <identifiers>
          <isin value="US3617LNR718"/>
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        <balance>4904689.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4585942.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140NMJW8</cusip>
        <identifiers>
          <isin value="US3140NMJW88"/>
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        <balance>10947164.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10537855.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LDVH9</cusip>
        <identifiers>
          <isin value="US3140LDVH92"/>
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        <balance>23000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17317571.70000000</valUSD>
        <pctVal>0.421863963618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.82000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2010-14, Class CO</title>
        <cusip>38376WBS3</cusip>
        <identifiers>
          <isin value="US38376WBS35"/>
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        <balance>349017.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300237.18000000</valUSD>
        <pctVal>0.007313914963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-20</maturityDt>
          <couponKind>None</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 4888, Class AZ</title>
        <cusip>3137FM6J6</cusip>
        <identifiers>
          <isin value="US3137FM6J67"/>
        </identifiers>
        <balance>3948403.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3573296.49000000</valUSD>
        <pctVal>0.087047136086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Asset Acceptance Corp. Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5</title>
        <cusip>65535VAX6</cusip>
        <identifiers>
          <isin value="US65535VAX64"/>
        </identifiers>
        <balance>22713.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22044.75000000</valUSD>
        <pctVal>0.000537020188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138L8K60</cusip>
        <identifiers>
          <isin value="US3138L8K601"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1860091.80000000</valUSD>
        <pctVal>0.045312686618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lehman Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Lehman Mortgage Trust, Series 2006-2, Class 1A1</title>
        <cusip>52520MGG2</cusip>
        <identifiers>
          <isin value="US52520MGG24"/>
        </identifiers>
        <balance>171534.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108145.62000000</valUSD>
        <pctVal>0.002634476743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.79404160</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-106, Class ST</title>
        <cusip>38376JFW9</cusip>
        <identifiers>
          <isin value="US38376JFW99"/>
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        <balance>395175.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16657.61000000</valUSD>
        <pctVal>0.000405786994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.55445040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-81, Class SB</title>
        <cusip>31397MUL9</cusip>
        <identifiers>
          <isin value="US31397MUL98"/>
        </identifiers>
        <balance>103199.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5043.68000000</valUSD>
        <pctVal>0.000122866350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40743000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MW5F6</cusip>
        <identifiers>
          <isin value="US3617MW5F68"/>
        </identifiers>
        <balance>4683362.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4225757.69000000</valUSD>
        <pctVal>0.102941389201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Whole Loan, Series 2007-64, Class FB</title>
        <cusip>31396WVR4</cusip>
        <identifiers>
          <isin value="US31396WVR41"/>
        </identifiers>
        <balance>115785.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114365.30000000</valUSD>
        <pctVal>0.002785990991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.81257080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2010-61, Class WA</title>
        <cusip>31398RPZ2</cusip>
        <identifiers>
          <isin value="US31398RPZ28"/>
        </identifiers>
        <balance>133946.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134832.28000000</valUSD>
        <pctVal>0.003284575981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.99200200</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1997-24, Class Z</title>
        <cusip>31359PBK1</cusip>
        <identifiers>
          <isin value="US31359PBK12"/>
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        <balance>1325.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1347.62000000</valUSD>
        <pctVal>0.000032828639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class WPO2</title>
        <cusip>17307GCN6</cusip>
        <identifiers>
          <isin value="US17307GCN60"/>
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        <balance>2301.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1875.45000000</valUSD>
        <pctVal>0.000045686819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>None</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617JSLW4</cusip>
        <identifiers>
          <isin value="US3617JSLW47"/>
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        <balance>1650561.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1622310.48000000</valUSD>
        <pctVal>0.039520224958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Grantor Trust, Whole Loan, Series 2001-T12, Class A1</title>
        <cusip>31392A5L8</cusip>
        <identifiers>
          <isin value="US31392A5L88"/>
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        <balance>2281788.42200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2281201.32000000</valUSD>
        <pctVal>0.055571107043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFTY7</cusip>
        <identifiers>
          <isin value="US3617LFTY71"/>
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        <balance>609884.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>601511.93000000</valUSD>
        <pctVal>0.014653105605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LES81</cusip>
        <identifiers>
          <isin value="US3140LES817"/>
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        <balance>7743092.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6382348.01000000</valUSD>
        <pctVal>0.155476915316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.13000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3117, Class EO</title>
        <cusip>31396HUN7</cusip>
        <identifiers>
          <isin value="US31396HUN78"/>
        </identifiers>
        <balance>57089.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48051.98000000</valUSD>
        <pctVal>0.001170568200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <balance>574977.52000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MVW LLC</name>
        <lei>N/A</lei>
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        <balance>559874.35000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FHLMC</name>
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      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
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          <isin value="US12668BFL27"/>
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      <invstOrSec>
        <name>HERO Funding Trust</name>
        <lei>N/A</lei>
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          <isin value="US42771LAB80"/>
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        <balance>826370.47000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NRZ Excess Spread-Collateralized Notes</name>
        <lei>N/A</lei>
        <title>NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A</title>
        <cusip>65246QAA7</cusip>
        <identifiers>
          <isin value="US65246QAA76"/>
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        <balance>10562302.62000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47400000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3128KHFU5</cusip>
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          <isin value="US3128KHFU56"/>
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        <balance>13266.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13714.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KHLT6</cusip>
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          <isin value="US3140KHLT63"/>
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        <balance>2866849.35000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4</title>
        <cusip>22541QPB2</cusip>
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          <isin value="US22541QPB22"/>
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        <balance>43768.10000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-25</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36179VMJ6</cusip>
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          <isin value="US36179VMJ60"/>
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        <balance>89443.74000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-17, Class QS</title>
        <cusip>31397NGH2</cusip>
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          <isin value="US31397NGH26"/>
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        <balance>47926.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3090.63000000</valUSD>
        <pctVal>0.000075289159</pctVal>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Mid-State Capital Corp. Trust</name>
        <lei>N/A</lei>
        <title>Mid-State Capital Corp. Trust, Series 2006-1, Class M1</title>
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          <isin value="US59548PAB58"/>
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        <balance>853814.75000000</balance>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2</title>
        <cusip>17307GXU7</cusip>
        <identifiers>
          <isin value="US17307GXU74"/>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JWX21</cusip>
        <identifiers>
          <isin value="US3140JWX219"/>
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        <balance>2414837.33000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140F8LZ8</cusip>
        <identifiers>
          <isin value="US3140F8LZ86"/>
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        <balance>454364.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>408426.36000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3371, Class FA</title>
        <cusip>31397KNW7</cusip>
        <identifiers>
          <isin value="US31397KNW70"/>
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        <balance>24377.41000000</balance>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>FHLMC</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2020-H17, Class IK</title>
        <cusip>38380QMX7</cusip>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FHLMC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-11-01</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.82941840</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618AXB68</cusip>
        <identifiers>
          <isin value="US3618AXB688"/>
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        <balance>1283214.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1308616.29000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QVZ38</cusip>
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          <isin value="US3617QVZ382"/>
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        <balance>922303.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>851324.17000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AQ2H5</cusip>
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          <isin value="US3620AQ2H52"/>
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        <balance>84388.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86090.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2003-29, Class 5A1</title>
        <cusip>22541Q4B5</cusip>
        <identifiers>
          <isin value="US22541Q4B56"/>
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        <balance>45679.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45874.52000000</valUSD>
        <pctVal>0.001117524279</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31402RLV9</cusip>
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          <isin value="US31402RLV95"/>
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        <balance>30896.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30346.16000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKLW1</cusip>
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          <isin value="US3140LKLW13"/>
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        <balance>6382463.04000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.39000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-66, Class SV</title>
        <cusip>31394EKB3</cusip>
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          <isin value="US31394EKB38"/>
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        <balance>92337.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3322.27000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
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          <isin value="US31283LA481"/>
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        <balance>1151.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1157.21000000</valUSD>
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          <couponKind>Fixed</couponKind>
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        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust, Series 2004-E, Class A2A</title>
        <cusip>59020UJQ9</cusip>
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        <balance>35303.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32793.11000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>31292GX68</cusip>
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          <isin value="US31292GX682"/>
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        <balance>11582.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11809.32000000</valUSD>
        <pctVal>0.000287680434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CoreVest American Finance Trust</name>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MW5V4</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>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LGMM1</cusip>
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          <isin value="US3140LGMM10"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3617VSKZ4</cusip>
        <identifiers>
          <isin value="US3617VSKZ49"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617N9L76</cusip>
        <identifiers>
          <isin value="US3617N9L761"/>
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        <balance>6258514.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5597518.75000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140QCFC5</cusip>
        <identifiers>
          <isin value="US3140QCFC51"/>
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        <balance>2170891.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1927252.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RVD7</cusip>
        <identifiers>
          <isin value="US36196RVD78"/>
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        <balance>4266439.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4058935.37000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2018-M10, Class A1</title>
        <cusip>3136B2GY2</cusip>
        <identifiers>
          <isin value="US3136B2GY20"/>
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        <balance>66730.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66321.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.46919040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2001-49, Class LZ</title>
        <cusip>313921AM0</cusip>
        <identifiers>
          <isin value="US313921AM07"/>
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        <balance>23652.60540000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24243.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 356, Class 3</title>
        <cusip>3136FCPX8</cusip>
        <identifiers>
          <isin value="US3136FCPX87"/>
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        <balance>85534.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11751.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHX70</cusip>
        <identifiers>
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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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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LJYV6</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KRF46</cusip>
        <identifiers>
          <isin value="US3140KRF461"/>
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        <balance>3085065.40000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6S5</cusip>
        <identifiers>
          <isin value="US3617QV6S57"/>
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        <balance>593652.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>570312.33000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2020-M38, Class X2</title>
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        <curCd>USD</curCd>
        <valUSD>317916.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.09992320</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1658, Class GZ</title>
        <cusip>3133T3TD0</cusip>
        <identifiers>
          <isin value="US3133T3TD02"/>
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        <balance>719.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>718.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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>
        <name>Structured Asset Securities Corp. Mortgage Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-34A, Class 3A3</title>
        <cusip>86359A5B5</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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          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-2, Class MS</title>
        <cusip>38374DPT0</cusip>
        <identifiers>
          <isin value="US38374DPT09"/>
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        <balance>89133.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7049.65000000</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>Floating</couponKind>
          <annualizedRt>1.71599040</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1686, Class SH</title>
        <cusip>3133T4EV4</cusip>
        <identifiers>
          <isin value="US3133T4EV48"/>
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        <balance>4.32000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HERO Funding II</name>
        <lei>N/A</lei>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>CoreVest American Finance Trust</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance Trust, Series 2019-2, Class B</title>
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        <balance>4724000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>vMobo, Inc.</name>
        <lei>N/A</lei>
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        <assetCat>ABS-O</assetCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Morgan Stanley Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A</title>
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          <isin value="US61745MA522"/>
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        <balance>139694.92000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Renew</name>
        <lei>N/A</lei>
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        <cusip>75973LAA6</cusip>
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          <isin value="US75973LAA61"/>
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        <balance>274209.68000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132H4CL3</cusip>
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        <balance>1499678.40000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LDGG8</cusip>
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          <isin value="US3140LDGG84"/>
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        <balance>20203000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.56000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR4W0</cusip>
        <identifiers>
          <isin value="US3617WR4W00"/>
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        <balance>825011.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>742583.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS5G2</cusip>
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          <isin value="US3617NS5G22"/>
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        <balance>642638.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>593169.49000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT</title>
        <cusip>35563PCM9</cusip>
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          <isin value="US35563PCM95"/>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3617MAS36</cusip>
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          <isin value="US3617MAS364"/>
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        <balance>716883.49000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>Renew</name>
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        <title>Renew, Series 2023-1A, Class A</title>
        <cusip>75973HAA5</cusip>
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          <isin value="US75973HAA59"/>
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        <balance>8056139.92000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2058-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 345, Class 6</title>
        <cusip>3136FCCH7</cusip>
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          <isin value="US3136FCCH74"/>
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        <balance>31072.23000000</balance>
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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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          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000040</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LFXX7</cusip>
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        <balance>8053000.00000000</balance>
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          <maturityDt>2032-04-01</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HD6Z9</cusip>
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          <isin value="US3617HD6Z97"/>
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        <balance>967019.27000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHQJ2</cusip>
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          <isin value="US3140LHQJ28"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1824188.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LLL90</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>Lehman Mortgage Trust</name>
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          <isin value="US52521NAH35"/>
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        <name>GNMA</name>
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          <isin value="US36202CX404"/>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>912810TF5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-02-15</maturityDt>
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      <invstOrSec>
        <name>FHLMC Multi-Family Structured Credit Risk</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>FMC GMSR Issuer Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II</title>
        <cusip>3617XPQU3</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKDH3</cusip>
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          <maturityDt>2033-05-01</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617GSF87</cusip>
        <identifiers>
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        <balance>968185.96000000</balance>
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        <name>Structured Asset Mortgage Investments II Trust</name>
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      <invstOrSec>
        <name>GNMA</name>
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        <name>GNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KJBU0</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Homes 4 Rent Trust</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Trust, Series 2014-SFR3, Class E</title>
        <cusip>02665XAE9</cusip>
        <identifiers>
          <isin value="US02665XAE94"/>
        </identifiers>
        <balance>3172000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3136234.11000000</valUSD>
        <pctVal>0.076400096699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.41800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHYC8</cusip>
        <identifiers>
          <isin value="US3140LHYC82"/>
        </identifiers>
        <balance>4655000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4577703.77000000</valUSD>
        <pctVal>0.111514956608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.79000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617NYYS1</cusip>
        <identifiers>
          <isin value="US3617NYYS10"/>
        </identifiers>
        <balance>3562327.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3289711.03000000</valUSD>
        <pctVal>0.080138864635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA Trust, Whole Loan, Series 2003-W2, Class 1A1</title>
        <cusip>31392JAA7</cusip>
        <identifiers>
          <isin value="US31392JAA79"/>
        </identifiers>
        <balance>125986.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>125452.58000000</valUSD>
        <pctVal>0.003056082201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-7, Class SG</title>
        <cusip>31396PRZ6</cusip>
        <identifiers>
          <isin value="US31396PRZ61"/>
        </identifiers>
        <balance>254019.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29121.93000000</valUSD>
        <pctVal>0.000709423528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05743160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36202C5F6</cusip>
        <identifiers>
          <isin value="US36202C5F62"/>
        </identifiers>
        <balance>1316.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1331.72000000</valUSD>
        <pctVal>0.000032441308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K4UX3</cusip>
        <identifiers>
          <isin value="US3617K4UX39"/>
        </identifiers>
        <balance>1502253.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465289.45000000</valUSD>
        <pctVal>0.035695120882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2005-37T1, Class A2</title>
        <cusip>12667G2U6</cusip>
        <identifiers>
          <isin value="US12667G2U69"/>
        </identifiers>
        <balance>2329184.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99186.69000000</valUSD>
        <pctVal>0.002416233113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MHC Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>MHC Commercial Mortgage Trust, Series 2021-MHC, Class E</title>
        <cusip>55316VAJ3</cusip>
        <identifiers>
          <isin value="US55316VAJ35"/>
        </identifiers>
        <balance>2213978.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2173708.67000000</valUSD>
        <pctVal>0.052952536947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.53844320</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II</title>
        <cusip>3617WNCY6</cusip>
        <identifiers>
          <isin value="US3617WNCY69"/>
        </identifiers>
        <balance>9416963.50800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9591316.70000000</valUSD>
        <pctVal>0.233648859636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-08-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.66699840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-13, Class PI</title>
        <cusip>38375PNB3</cusip>
        <identifiers>
          <isin value="US38375PNB30"/>
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        <balance>263327.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23893.49000000</valUSD>
        <pctVal>0.000582056339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UNTL8</cusip>
        <identifiers>
          <isin value="US3617UNTL83"/>
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        <balance>1703257.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1533065.23000000</valUSD>
        <pctVal>0.037346169868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-112, Class GS</title>
        <cusip>38381Y4K7</cusip>
        <identifiers>
          <isin value="US38381Y4K78"/>
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        <balance>1902834.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>170947.24000000</valUSD>
        <pctVal>0.004164352917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62444880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31402REL9</cusip>
        <identifiers>
          <isin value="US31402REL96"/>
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        <balance>138624.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141198.23000000</valUSD>
        <pctVal>0.003439653433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.70800080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LDGZ6</cusip>
        <identifiers>
          <isin value="US3140LDGZ65"/>
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        <balance>7612200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6168660.68000000</valUSD>
        <pctVal>0.150271394267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QX5V5</cusip>
        <identifiers>
          <isin value="US3617QX5V59"/>
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        <balance>1428776.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1277187.79000000</valUSD>
        <pctVal>0.031112878451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
        <lei>N/A</lei>
        <title>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7</title>
        <cusip>9393366B4</cusip>
        <identifiers>
          <isin value="US9393366B45"/>
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        <balance>202973.71790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>176838.92000000</valUSD>
        <pctVal>0.004307876935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commercial Mortgage Trust</name>
        <lei>549300C72XVZH4MIKU63</lei>
        <title>Commercial Mortgage Trust, Series 2013-CR9, Class XB</title>
        <cusip>12625UAA1</cusip>
        <identifiers>
          <isin value="US12625UAA16"/>
        </identifiers>
        <balance>34077866.67640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202422.53000000</valUSD>
        <pctVal>0.004931105371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.99616680</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-112, Class SG</title>
        <cusip>38381YS88</cusip>
        <identifiers>
          <isin value="US38381YS887"/>
        </identifiers>
        <balance>2667614.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197437.65000000</valUSD>
        <pctVal>0.004809671415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.65445120</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RVA3</cusip>
        <identifiers>
          <isin value="US36196RVA30"/>
        </identifiers>
        <balance>1567528.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1467143.82000000</valUSD>
        <pctVal>0.035740294183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418BV45</cusip>
        <identifiers>
          <isin value="US31418BV456"/>
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        <balance>618364.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>554691.09000000</valUSD>
        <pctVal>0.013512528538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6Q9</cusip>
        <identifiers>
          <isin value="US3617QV6Q91"/>
        </identifiers>
        <balance>754696.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717925.60000000</valUSD>
        <pctVal>0.017488995827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RUM8</cusip>
        <identifiers>
          <isin value="US36196RUM86"/>
        </identifiers>
        <balance>3263103.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3070308.87000000</valUSD>
        <pctVal>0.074794127714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LMPX8</cusip>
        <identifiers>
          <isin value="US3617LMPX85"/>
        </identifiers>
        <balance>828723.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>767496.16000000</valUSD>
        <pctVal>0.018696557330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31400FEM5</cusip>
        <identifiers>
          <isin value="US31400FEM59"/>
        </identifiers>
        <balance>29306.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29089.11000000</valUSD>
        <pctVal>0.000708624018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.96000160</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>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2</title>
        <cusip>92922FNJ3</cusip>
        <identifiers>
          <isin value="US92922FNJ39"/>
        </identifiers>
        <balance>113099.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101054.69000000</valUSD>
        <pctVal>0.002461738447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.49951400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2019-20, Class H</title>
        <cusip>3136B4NV6</cusip>
        <identifiers>
          <isin value="US3136B4NV63"/>
        </identifiers>
        <balance>1611743.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1421406.25000000</valUSD>
        <pctVal>0.034626106068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-57</title>
        <cusip>38375LUK4</cusip>
        <identifiers>
          <isin value="US38375LUK42"/>
        </identifiers>
        <balance>31551.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30706.35000000</valUSD>
        <pctVal>0.000748020723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class PT1</title>
        <cusip>31393YV85</cusip>
        <identifiers>
          <isin value="US31393YV859"/>
        </identifiers>
        <balance>105066.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108561.34000000</valUSD>
        <pctVal>0.002644603872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.51270840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JYEX0</cusip>
        <identifiers>
          <isin value="US3140JYEX01"/>
        </identifiers>
        <balance>1769194.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1680914.98000000</valUSD>
        <pctVal>0.040947857370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKD59</cusip>
        <identifiers>
          <isin value="US3140LKD592"/>
        </identifiers>
        <balance>4030000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3875151.36000000</valUSD>
        <pctVal>0.094400458717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Global Markets Mortgage Securities VII, Inc.</name>
        <lei>549300VB2N1G56GWKB41</lei>
        <title>Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1</title>
        <cusip>79549AXS3</cusip>
        <identifiers>
          <isin value="US79549AXS31"/>
        </identifiers>
        <balance>470.18350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426.01000000</valUSD>
        <pctVal>0.000010377798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617XW6C0</cusip>
        <identifiers>
          <isin value="US3617XW6C00"/>
        </identifiers>
        <balance>5657653.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4895274.89000000</valUSD>
        <pctVal>0.119251134274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vendee Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Vendee Mortgage Trust, Series 1996-2, Class 1Z</title>
        <cusip>911760HH2</cusip>
        <identifiers>
          <isin value="US911760HH28"/>
        </identifiers>
        <balance>25706.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25917.44000000</valUSD>
        <pctVal>0.000631360686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</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>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMorgan Mortgage Trust, Series 2006-A2, Class 5A2</title>
        <cusip>466247K85</cusip>
        <identifiers>
          <isin value="US466247K851"/>
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        <balance>56104.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>53471.00000000</valUSD>
        <pctVal>0.001302578005</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.12900720</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MVP36</cusip>
        <identifiers>
          <isin value="US3140MVP369"/>
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        <balance>987997.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>958448.64000000</valUSD>
        <pctVal>0.023348247040</pctVal>
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        <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>5.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-42, Class A5</title>
        <cusip>31392MH39</cusip>
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          <isin value="US31392MH392"/>
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        <balance>436519.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>437597.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bear Stearns ARM Trust</name>
        <lei>N/A</lei>
        <title>Bear Stearns ARM Trust, Series 2003-4, Class 3A1</title>
        <cusip>07384MVR0</cusip>
        <identifiers>
          <isin value="US07384MVR05"/>
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        <balance>41573.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38691.87000000</valUSD>
        <pctVal>0.000942551641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.47380720</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-116, Class SB</title>
        <cusip>31393T4W3</cusip>
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          <isin value="US31393T4W35"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1993-230, Class FA</title>
        <cusip>31359FE38</cusip>
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          <isin value="US31359FE384"/>
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        <balance>3.57000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2016-H13, Class FT</title>
        <cusip>38376RUS3</cusip>
        <identifiers>
          <isin value="US38376RUS39"/>
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        <balance>262600.74000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 20 Year</title>
        <cusip>3138M66U6</cusip>
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          <isin value="US3138M66U67"/>
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        <balance>545057.81000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJCE4</cusip>
        <identifiers>
          <isin value="US3140LJCE43"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2004017.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.05000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128NHP98</cusip>
        <identifiers>
          <isin value="US3128NHP981"/>
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        <balance>57529.68000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Multi-Family Structured Pass-Through Certificates, Series K077, Class AM</title>
        <cusip>3137FG6Y6</cusip>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
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        <name>PRET LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K4UY1</cusip>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617W0AY8</cusip>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust, Series 2004-10, Class A1A</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
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        <name>VOLT CV LLC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FirstKey Homes Trust</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>PRPM LLC</name>
        <lei>N/A</lei>
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        <cusip>69359UAA3</cusip>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HAA72</cusip>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>CFMT LLC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617JNMX2</cusip>
        <identifiers>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3617XDMY6</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31385WZX0</cusip>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UQAX5</cusip>
        <identifiers>
          <isin value="US3617UQAX53"/>
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        <balance>1066367.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>983568.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 15 Year</title>
        <cusip>31418MEF5</cusip>
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          <isin value="US31418MEF59"/>
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        <balance>486.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>482.10000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Lehman Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Lehman Mortgage Trust, Series 2008-2, Class 1A6</title>
        <cusip>52522UAF0</cusip>
        <identifiers>
          <isin value="US52522UAF03"/>
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        <balance>317044.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>97821.14000000</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>2038-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418AHB7</cusip>
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        <balance>219453.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>206370.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2004-3, Class 2A1</title>
        <cusip>576434NV2</cusip>
        <identifiers>
          <isin value="US576434NV29"/>
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        <balance>68340.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67073.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31405YXX4</cusip>
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          <isin value="US31405YXX48"/>
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        <balance>17862.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17741.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.83499880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Impac Secured Assets CMN Owner Trust</name>
        <lei>N/A</lei>
        <title>Impac Secured Assets CMN Owner Trust, Series 2001-8, Class A6</title>
        <cusip>45254TJZ8</cusip>
        <identifiers>
          <isin value="US45254TJZ84"/>
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        <balance>136098.81000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>31292J5V8</cusip>
        <identifiers>
          <isin value="US31292J5V89"/>
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        <balance>37068.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38810.63000000</valUSD>
        <pctVal>0.000945444689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2423, Class MT</title>
        <cusip>31339WCD6</cusip>
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          <isin value="US31339WCD65"/>
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        <balance>21898.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22649.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA Trust, Whole Loan, Series 2003-W8, Class 2A</title>
        <cusip>31393CW82</cusip>
        <identifiers>
          <isin value="US31393CW820"/>
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        <balance>76235.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76935.14000000</valUSD>
        <pctVal>0.001874175182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36202WH69</cusip>
        <identifiers>
          <isin value="US36202WH694"/>
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        <balance>7739.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7732.89000000</valUSD>
        <pctVal>0.000188376735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-118, Class MT</title>
        <cusip>3136A12F1</cusip>
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          <isin value="US3136A12F18"/>
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        <balance>618687.73000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-92, Class AD</title>
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          <maturityDt>2039-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2001-44, Class PU</title>
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        <balance>16825.96000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust, Series 2022-SFR3, Class E2</title>
        <cusip>74331UAL2</cusip>
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          <isin value="US74331UAL26"/>
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        <balance>11870000.00000000</balance>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.60000000</annualizedRt>
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      <invstOrSec>
        <name>CARS-DB4 LP</name>
        <lei>N/A</lei>
        <title>CARS-DB4 LP, Series 2020-1A, Class B1</title>
        <cusip>12510HAG5</cusip>
        <identifiers>
          <isin value="US12510HAG56"/>
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        <balance>11500000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UNSP0</cusip>
        <identifiers>
          <isin value="US3617UNSP07"/>
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        <balance>824280.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>741918.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPE59</cusip>
        <identifiers>
          <isin value="US3617QPE595"/>
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        <balance>661892.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>602804.83000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2004-28, Class S</title>
        <cusip>38374GDC3</cusip>
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        <name>CSMC Trust</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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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</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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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>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LNF82</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3179, Class OA</title>
        <cusip>31396UFA3</cusip>
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        <balance>38605.60000000</balance>
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      <invstOrSec>
        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
        <lei>N/A</lei>
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        <cusip>9393362D4</cusip>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>31336CNR0</cusip>
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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>
          <annualizedRt>4.65999840</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FirstKey Homes Trust</name>
        <lei>N/A</lei>
        <title>FirstKey Homes Trust, Series 2022-SFR1, Class E2</title>
        <cusip>33768NAL6</cusip>
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        <balance>5235000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1</title>
        <cusip>589929Y36</cusip>
        <identifiers>
          <isin value="US589929Y360"/>
        </identifiers>
        <balance>137164.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>128753.92000000</valUSD>
        <pctVal>0.003136504353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.07736880</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-H10, Class IB</title>
        <cusip>38380LVU4</cusip>
        <identifiers>
          <isin value="US38380LVU42"/>
        </identifiers>
        <balance>9265956.85560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139683.00000000</valUSD>
        <pctVal>0.003402741738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.06690040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MPCA7</cusip>
        <identifiers>
          <isin value="US3140MPCA71"/>
        </identifiers>
        <balance>8069315.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7081556.28000000</valUSD>
        <pctVal>0.172509948428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thornburg Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>Thornburg Mortgage Securities Trust, Series 2004-1, Class II2A</title>
        <cusip>885220EW9</cusip>
        <identifiers>
          <isin value="US885220EW97"/>
        </identifiers>
        <balance>11321.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10923.78000000</valUSD>
        <pctVal>0.000266108274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.83329360</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>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C</title>
        <cusip>35563PDB2</cusip>
        <identifiers>
          <isin value="US35563PDB22"/>
        </identifiers>
        <balance>12590854.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11377727.84000000</valUSD>
        <pctVal>0.277166651693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Homes 4 Rent Trust</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Trust, Series 2015-SFR1, Class E</title>
        <cusip>02666AAE8</cusip>
        <identifiers>
          <isin value="US02666AAE82"/>
        </identifiers>
        <balance>3975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3926313.41000000</valUSD>
        <pctVal>0.095646789644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.63900000</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>Credit Suisse First Boston Mortgage Securities Corp.</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corp., Series 2003-AR15, Class 3A1</title>
        <cusip>22541QCV2</cusip>
        <identifiers>
          <isin value="US22541QCV23"/>
        </identifiers>
        <balance>53618.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51037.38000000</valUSD>
        <pctVal>0.001243293909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.72691600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2007-78, Class CB</title>
        <cusip>31396W5X0</cusip>
        <identifiers>
          <isin value="US31396W5X06"/>
        </identifiers>
        <balance>45960.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46724.80000000</valUSD>
        <pctVal>0.001138237488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140K8HJ3</cusip>
        <identifiers>
          <isin value="US3140K8HJ33"/>
        </identifiers>
        <balance>886764.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>820510.95000000</valUSD>
        <pctVal>0.019988021851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chase Funding Trust</name>
        <lei>N/A</lei>
        <title>Chase Funding Trust, Series 2003-6, Class 1A7</title>
        <cusip>161546HC3</cusip>
        <identifiers>
          <isin value="US161546HC34"/>
        </identifiers>
        <balance>148955.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>143014.68000000</valUSD>
        <pctVal>0.003483902986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.27699880</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>RALI Trust</name>
        <lei>N/A</lei>
        <title>RALI Trust, Series 2004-QA4, Class NB3</title>
        <cusip>76110HZL6</cusip>
        <identifiers>
          <isin value="US76110HZL67"/>
        </identifiers>
        <balance>72124.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65858.72000000</valUSD>
        <pctVal>0.001604348527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.70002480</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAQF1</cusip>
        <identifiers>
          <isin value="US3617VAQF13"/>
        </identifiers>
        <balance>2292088.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2048893.38000000</valUSD>
        <pctVal>0.049911979421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2005-85</title>
        <cusip>38374MHB8</cusip>
        <identifiers>
          <isin value="US38374MHB81"/>
        </identifiers>
        <balance>117837.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10955.38000000</valUSD>
        <pctVal>0.000266878065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2015-K51, Class B</title>
        <cusip>30293XAJ9</cusip>
        <identifiers>
          <isin value="US30293XAJ90"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>964708.90000000</valUSD>
        <pctVal>0.023500749836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.08556440</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>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8</title>
        <cusip>92922FEV6</cusip>
        <identifiers>
          <isin value="US92922FEV67"/>
        </identifiers>
        <balance>218766.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207869.38000000</valUSD>
        <pctVal>0.005063793127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36290TED7</cusip>
        <identifiers>
          <isin value="US36290TED72"/>
        </identifiers>
        <balance>74268.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73746.20000000</valUSD>
        <pctVal>0.001796491146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31404UKV1</cusip>
        <identifiers>
          <isin value="US31404UKV16"/>
        </identifiers>
        <balance>22735.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22357.36000000</valUSD>
        <pctVal>0.000544635510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.68000080</annualizedRt>
          <isDefault>N</isDefault>
          <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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPDP6</cusip>
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          <isin value="US3617QPDP65"/>
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        <balance>1101876.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>916224.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140F4KN5</cusip>
        <identifiers>
          <isin value="US3140F4KN51"/>
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        <balance>343230.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>307888.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Q0FY0</cusip>
        <identifiers>
          <isin value="US3617Q0FY04"/>
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        <balance>3707970.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3465188.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617K7QE3</cusip>
        <identifiers>
          <isin value="US3617K7QE35"/>
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        <balance>3962370.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3870959.61000000</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>2049-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHBH2</cusip>
        <identifiers>
          <isin value="US3140LHBH27"/>
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        <balance>11722931.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10698936.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2004-25, Class SA</title>
        <cusip>31393XRE9</cusip>
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          <isin value="US31393XRE93"/>
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        <balance>34078.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34882.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.55793480</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>AMSR Trust</name>
        <lei>N/A</lei>
        <title>AMSR Trust, Series 2020-SFR3, Class E1</title>
        <cusip>001807AE6</cusip>
        <identifiers>
          <isin value="US001807AE64"/>
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        <balance>310000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>285025.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55600000</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>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A</title>
        <cusip>12669FYY3</cusip>
        <identifiers>
          <isin value="US12669FYY32"/>
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        <balance>136546.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>123015.63000000</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>2034-06-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.89712600</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2023-M4, Class A1</title>
        <cusip>3136BP3J8</cusip>
        <identifiers>
          <isin value="US3136BP3J80"/>
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        <balance>5346034.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5098199.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.89352960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Grene 2023senrs5.5</name>
        <lei>N/A</lei>
        <title>Grene 2023senrs5.5</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="99TIZNSAW"/>
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        <balance>3239188.12000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class WA2</title>
        <cusip>17307GCK2</cusip>
        <identifiers>
          <isin value="US17307GCK22"/>
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        <balance>1412.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1359.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UQAC1</cusip>
        <identifiers>
          <isin value="US3617UQAC17"/>
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        <balance>1115049.19000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LCDD4</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LCHM6</cusip>
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        <balance>10000000.00000000</balance>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-118, Class A2</title>
        <cusip>31396L4T4</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140XGB32</cusip>
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          <isin value="US3140XGB326"/>
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        <balance>22304037.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18857315.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3077, Class TO</title>
        <cusip>31396FZ71</cusip>
        <identifiers>
          <isin value="US31396FZ712"/>
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        <balance>21874.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21292.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Homes 4 Rent Trust</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent Trust, Series 2015-SFR1, Class D</title>
        <cusip>02666AAD0</cusip>
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          <isin value="US02666AAD00"/>
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        <balance>4390000.00000000</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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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2075, Class PH</title>
        <cusip>3133TGCG2</cusip>
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          <isin value="US3133TGCG29"/>
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        <balance>37432.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37678.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Welk Resorts LLC</name>
        <lei>N/A</lei>
        <title>Welk Resorts LLC, Series 2019-AA, Class C</title>
        <cusip>94946DAC5</cusip>
        <identifiers>
          <isin value="US94946DAC56"/>
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        <balance>1053970.62990000</balance>
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        <curCd>USD</curCd>
        <valUSD>993707.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFUM1</cusip>
        <identifiers>
          <isin value="US3617LFUM15"/>
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        <balance>1950704.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1855826.07000000</valUSD>
        <pctVal>0.045208771485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LR2S3</cusip>
        <identifiers>
          <isin value="US3617LR2S35"/>
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        <balance>4380872.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3852953.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Whole Loan, Series 2007-106, Class A7</title>
        <cusip>31396XF25</cusip>
        <identifiers>
          <isin value="US31396XF253"/>
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        <balance>27098.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28025.35000000</valUSD>
        <pctVal>0.000682710338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.03363600</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2007-W2, Class 1A1</title>
        <cusip>31396VAD0</cusip>
        <identifiers>
          <isin value="US31396VAD01"/>
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        <balance>149678.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144447.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.76257040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3622ACD31</cusip>
        <identifiers>
          <isin value="US3622ACD318"/>
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        <balance>19747689.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17546458.86000000</valUSD>
        <pctVal>0.427439759475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>Westgate Resorts LLC</name>
        <lei>N/A</lei>
        <title>Westgate Resorts LLC, Series 2020-1A, Class C</title>
        <cusip>96034LAE1</cusip>
        <identifiers>
          <isin value="US96034LAE11"/>
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        <balance>687501.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>680915.56000000</valUSD>
        <pctVal>0.016587414333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.21300000</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>Hudson Yards Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Hudson Yards Mortgage Trust, Series 2019-30HY, Class A</title>
        <cusip>44421GAA1</cusip>
        <identifiers>
          <isin value="US44421GAA13"/>
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        <balance>4180000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3601115.56000000</valUSD>
        <pctVal>0.087724821349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.22800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3632, Class BS</title>
        <cusip>31398WRF3</cusip>
        <identifiers>
          <isin value="US31398WRF31"/>
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        <balance>370103.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349680.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LFUG4</cusip>
        <identifiers>
          <isin value="US3617LFUG47"/>
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        <balance>986123.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>913276.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2023-M8, Class A1</title>
        <cusip>3136BQNT2</cusip>
        <identifiers>
          <isin value="US3136BQNT26"/>
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        <balance>5300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5197877.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.47143040</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K4AG2</cusip>
        <identifiers>
          <isin value="US3617K4AG26"/>
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        <balance>950557.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>904327.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31402ESB5</cusip>
        <identifiers>
          <isin value="US31402ESB55"/>
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        <balance>7195.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7414.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXWQ1</cusip>
        <identifiers>
          <isin value="US3140FXWQ11"/>
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        <balance>7573505.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6279684.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140F5P31</cusip>
        <identifiers>
          <isin value="US3140F5P311"/>
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        <balance>231058.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207697.52000000</valUSD>
        <pctVal>0.005059606539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617JR5K0</cusip>
        <identifiers>
          <isin value="US3617JR5K00"/>
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        <balance>1483062.58000000</balance>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust, Series 2021-SAVE, Class A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HERO Funding III</name>
        <lei>N/A</lei>
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        <cusip>42771BAA2</cusip>
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          <isin value="US42771BAA26"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WRC50</cusip>
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          <isin value="US3617WRC502"/>
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        <balance>5514919.81000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>U.S. Treasury 5 Year Note</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Inhouse Sedol" value="FVH4COM"/>
          <other otherDesc="Future Ticker" value="FVH4 Comdty"/>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CME Clearing House</counterpartyName>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3617MKJ59</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-96, Class SL</title>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UG7F0</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LF6H2</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>Chase Mortgage Finance Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 20 Year</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXJ66</cusip>
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        <balance>87129.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79711.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 20 Year</title>
        <cusip>3128E54X4</cusip>
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        <balance>319651.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>307434.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2017-H05, Class FC</title>
        <cusip>38376RU61</cusip>
        <identifiers>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FREMF Mortgage Trust</name>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UQAB3</cusip>
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        <balance>1328055.50000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2020-M11</title>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <maturityDt>2036-11-15</maturityDt>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP</title>
        <cusip>31394PPU1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36230LAK5</cusip>
        <identifiers>
          <isin value="US36230LAK52"/>
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        <balance>726787.53000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2041-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Y9A50</cusip>
        <identifiers>
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        <balance>8002010.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7202407.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR4V2</cusip>
        <identifiers>
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        <balance>1234018.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1110725.99000000</valUSD>
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        <name>GNMA</name>
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        <name>Securitized Asset-Backed Receivables LLC Trust</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <annualizedRt>3.50000000</annualizedRt>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.07000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXTU6</cusip>
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        <balance>8529553.80000000</balance>
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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>Fixed</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>31412QDW6</cusip>
        <identifiers>
          <isin value="US31412QDW69"/>
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        <balance>173977.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>174865.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LFT CRE Ltd.</name>
        <lei>N/A</lei>
        <title>LFT CRE Ltd., Series 2021-FL1, Class C</title>
        <cusip>50203JAG3</cusip>
        <identifiers>
          <isin value="US50203JAG31"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7486736.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.38739080</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-76, Class SA</title>
        <cusip>38375LT67</cusip>
        <identifiers>
          <isin value="US38375LT678"/>
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        <balance>125980.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3503.91000000</valUSD>
        <pctVal>0.000085356849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08444960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKQV8</cusip>
        <identifiers>
          <isin value="US3140LKQV84"/>
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        <balance>2583073.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2463481.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.47000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Long Beach Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Long Beach Mortgage Loan Trust, Series 2004-1, Class M1</title>
        <cusip>542514EU4</cusip>
        <identifiers>
          <isin value="US542514EU42"/>
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        <balance>235897.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226694.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.20736840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A</title>
        <cusip>31398F7A3</cusip>
        <identifiers>
          <isin value="US31398F7A36"/>
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        <balance>340210.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337679.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-119</title>
        <cusip>31396LM80</cusip>
        <identifiers>
          <isin value="US31396LM809"/>
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        <balance>34716.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30392.06000000</valUSD>
        <pctVal>0.000740364475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>None</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>Banc of America Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Trust, Series 2003-J, Class 3A2</title>
        <cusip>05948XYP0</cusip>
        <identifiers>
          <isin value="US05948XYP04"/>
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        <balance>48398.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44755.47000000</valUSD>
        <pctVal>0.001090263709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.86284760</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3531, Class SA</title>
        <cusip>31398CVT2</cusip>
        <identifiers>
          <isin value="US31398CVT25"/>
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        <balance>161432.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2832.10000000</valUSD>
        <pctVal>0.000068991250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86148000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36230LXZ7</cusip>
        <identifiers>
          <isin value="US36230LXZ74"/>
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        <balance>77245.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80123.89000000</valUSD>
        <pctVal>0.001951854590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1</title>
        <cusip>31392GVX0</cusip>
        <identifiers>
          <isin value="US31392GVX05"/>
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        <balance>118738.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111515.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.79895840</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-86, Class OT</title>
        <cusip>31398FRT0</cusip>
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          <isin value="US31398FRT02"/>
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        <balance>260672.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>210962.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KX6G6</cusip>
        <identifiers>
          <isin value="US3140KX6G61"/>
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        <balance>1174210.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1039236.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMSR Trust</name>
        <lei>N/A</lei>
        <title>AMSR Trust, Series 2021-SFR1, Class B</title>
        <cusip>00179DAB2</cusip>
        <identifiers>
          <isin value="US00179DAB29"/>
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        <balance>2463000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15300000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>3140QPN86</cusip>
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          <isin value="US3140QPN862"/>
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        <balance>977187.84000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goodgreen</name>
        <lei>N/A</lei>
        <title>Goodgreen, Series 2023-1A, Class A</title>
        <cusip>38217DAA8</cusip>
        <identifiers>
          <isin value="US38217DAA81"/>
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        <balance>5875363.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5563720.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2018-11, Class LA</title>
        <cusip>3136B1DP6</cusip>
        <identifiers>
          <isin value="US3136B1DP66"/>
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        <balance>1321980.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251988.97000000</valUSD>
        <pctVal>0.030499023676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <balance>1837828.64000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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          <isin value="US31386L4V11"/>
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        <balance>15919.11000000</balance>
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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>Merrill Lynch Mortgage Investors Trust</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133A6DA6</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617V84Q6</cusip>
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          <isin value="US3617V84Q60"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31418M2N1</cusip>
        <identifiers>
          <isin value="US31418M2N12"/>
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        <balance>353028.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>379037.80000000</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>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133A0UF9</cusip>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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          <isin value="US3128M4VW09"/>
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        <curCd>USD</curCd>
        <valUSD>18193.73000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>P -stla</name>
        <lei>N/A</lei>
        <title>P4 SFR</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36176DZ71</cusip>
        <identifiers>
          <isin value="US36176DZ718"/>
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        <balance>54915.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50903.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31403DQT9</cusip>
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          <isin value="US31403DQT99"/>
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        <balance>21496.31000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JMQN5</cusip>
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          <isin value="US3140JMQN52"/>
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        <balance>416427.98000000</balance>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3714, Class IP</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <name>FNMA</name>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3852, Class QN</title>
        <cusip>3137ABAC5</cusip>
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        <name>GNMA</name>
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        <name>Diamond Resorts Owner Trust</name>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KPSB0</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3232, Class ST</title>
        <cusip>31397BP96</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617W0AT9</cusip>
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          <isin value="US3617W0AT95"/>
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        <balance>1841192.45000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hilton Grand Vacations Trust</name>
        <lei>N/A</lei>
        <title>Hilton Grand Vacations Trust, Series 2022-2A, Class C</title>
        <cusip>43283GAC6</cusip>
        <identifiers>
          <isin value="US43283GAC69"/>
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        <balance>3759335.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3618847.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>3132G7CD5</cusip>
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          <isin value="US3132G7CD55"/>
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        <balance>294263.11000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36208F4X5</cusip>
        <identifiers>
          <isin value="US36208F4X53"/>
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        <balance>3300.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3294.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133BDS55</cusip>
        <identifiers>
          <isin value="US3133BDS559"/>
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        <balance>5651061.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5618959.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2005-22T1, Class A2</title>
        <cusip>12667GGP2</cusip>
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          <isin value="US12667GGP28"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-74, Class SK</title>
        <cusip>31394FDH5</cusip>
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          <isin value="US31394FDH55"/>
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        <balance>36658.78000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140XF6U0</cusip>
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          <isin value="US3140XF6U06"/>
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        <balance>7070270.24000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NNUZ3</cusip>
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        <balance>1560062.66000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust, Series 2004-8, Class A1</title>
        <cusip>81744FDJ3</cusip>
        <identifiers>
          <isin value="US81744FDJ30"/>
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        <balance>237721.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>205218.79000000</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>2034-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.14554920</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HIN Timeshare Trust</name>
        <lei>N/A</lei>
        <title>HIN Timeshare Trust, Series 2020-A, Class B</title>
        <cusip>40439HAB5</cusip>
        <identifiers>
          <isin value="US40439HAB50"/>
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        <balance>1348563.95880000</balance>
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        <curCd>USD</curCd>
        <valUSD>1244984.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>GNMA</name>
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        <name>Mill City Securities Ltd.</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2722, Class PF</title>
        <cusip>31394NG93</cusip>
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        <balance>481952.60000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RU63</cusip>
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        <balance>4761862.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4468722.70000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-12, Class CO</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LUSA7</cusip>
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          <isin value="US3617LUSA71"/>
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        <balance>1341454.83000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140K8HE4</cusip>
        <identifiers>
          <isin value="US3140K8HE46"/>
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        <balance>693546.32000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NLLL8</cusip>
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          <isin value="US3617NLLL82"/>
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        <balance>1227786.19000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJVJ2</cusip>
        <identifiers>
          <isin value="US3140LJVJ29"/>
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        <balance>3698000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3499693.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132WD3F9</cusip>
        <identifiers>
          <isin value="US3132WD3F93"/>
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        <balance>1407778.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1266727.36000000</valUSD>
        <pctVal>0.030858057594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2110, Class PG</title>
        <cusip>3133THLK1</cusip>
        <identifiers>
          <isin value="US3133THLK13"/>
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        <balance>22911.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22880.74000000</valUSD>
        <pctVal>0.000557385286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust MLMI, Series 2003-A4, Class 2A</title>
        <cusip>589929W61</cusip>
        <identifiers>
          <isin value="US589929W612"/>
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        <balance>31574.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28920.12000000</valUSD>
        <pctVal>0.000704507344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.24219120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-52, Class SX</title>
        <cusip>31393CV67</cusip>
        <identifiers>
          <isin value="US31393CV673"/>
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        <balance>5196.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5627.37000000</valUSD>
        <pctVal>0.000137085305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.62229000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-36, Class SH</title>
        <cusip>38374D3F4</cusip>
        <identifiers>
          <isin value="US38374D3F42"/>
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        <balance>149929.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70.41000000</valUSD>
        <pctVal>0.000001715219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85444920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 2X</title>
        <cusip>225458QZ4</cusip>
        <identifiers>
          <isin value="US225458QZ43"/>
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        <balance>381422.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31938.40000000</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>2035-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.50000080</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 197</title>
        <cusip>31351BWQ4</cusip>
        <identifiers>
          <isin value="US31351BWQ49"/>
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        <balance>65046.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59995.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MortgageIT Trust</name>
        <lei>N/A</lei>
        <title>MortgageIT Trust, Series 2005-5, Class A1</title>
        <cusip>61915RAU0</cusip>
        <identifiers>
          <isin value="US61915RAU05"/>
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        <balance>22923.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22112.97000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAP47</cusip>
        <identifiers>
          <isin value="US3617VAP478"/>
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        <balance>1382788.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1244619.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sierra Timeshare Receivables Funding LLC</name>
        <lei>N/A</lei>
        <title>Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class C</title>
        <cusip>82650TAC1</cusip>
        <identifiers>
          <isin value="US82650TAC18"/>
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        <balance>3178546.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3141136.24000000</valUSD>
        <pctVal>0.076519514827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.36000000</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>Nomura Asset Acceptance Corp. Alternative Loan Trust</name>
        <lei>N/A</lei>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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        <title>FNMA</title>
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        <name>Bear Stearns ARM Trust</name>
        <lei>N/A</lei>
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        <name>GNMA</name>
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        <name>FHLMC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>Progress Residential Trust</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31413HZB7</cusip>
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        <name>GNMA</name>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2345, Class NE</title>
        <cusip>313399SN8</cusip>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAPS4</cusip>
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        <balance>2098265.89000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-31, Class TS</title>
        <cusip>38381RYS2</cusip>
        <identifiers>
          <isin value="US38381RYS20"/>
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        <balance>16241292.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1085319.52000000</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>2049-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60445080</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128JLW39</cusip>
        <identifiers>
          <isin value="US3128JLW391"/>
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        <balance>11538.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11316.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.79400120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617H0PS2</cusip>
        <identifiers>
          <isin value="US3617H0PS25"/>
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        <balance>2127803.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2085180.91000000</valUSD>
        <pctVal>0.050795960241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust, Series 2021-R1, Class A1</title>
        <cusip>89179TAA2</cusip>
        <identifiers>
          <isin value="US89179TAA25"/>
        </identifiers>
        <balance>14024251.55510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11492700.25000000</valUSD>
        <pctVal>0.279967432162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.91808080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Two Harbors Msr Frn</name>
        <lei>N/A</lei>
        <title>Two Harbors Msr Frn</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Inhouse Asset ID" value="99TTU8KR0"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7960000.00000000</valUSD>
        <pctVal>0.193909239042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chase Mortgage Finance Trust</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Trust, Series 2007-A1, Class 7A1</title>
        <cusip>161630AU2</cusip>
        <identifiers>
          <isin value="US161630AU28"/>
        </identifiers>
        <balance>24119.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23558.87000000</valUSD>
        <pctVal>0.000573904843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.46086520</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>31371HHK7</cusip>
        <identifiers>
          <isin value="US31371HHK77"/>
        </identifiers>
        <balance>37147.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37553.27000000</valUSD>
        <pctVal>0.000914814825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LLF71</cusip>
        <identifiers>
          <isin value="US3140LLF710"/>
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        <balance>6760000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6401277.63000000</valUSD>
        <pctVal>0.155938049513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.33500000</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>GSMPS Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS</title>
        <cusip>362341LM9</cusip>
        <identifiers>
          <isin value="US362341LM94"/>
        </identifiers>
        <balance>484827.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4185.61000000</valUSD>
        <pctVal>0.000101963373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-69</title>
        <cusip>31396Q5D7</cusip>
        <identifiers>
          <isin value="US31396Q5D77"/>
        </identifiers>
        <balance>63721.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48793.69000000</valUSD>
        <pctVal>0.001188636595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1628, Class LZ</title>
        <cusip>3133T3KK3</cusip>
        <identifiers>
          <isin value="US3133T3KK36"/>
        </identifiers>
        <balance>149.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149.39000000</valUSD>
        <pctVal>0.000003639208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LGBW1</cusip>
        <identifiers>
          <isin value="US3140LGBW11"/>
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        <balance>9070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7864575.87000000</valUSD>
        <pctVal>0.191584663610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.09000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, 30 Year</title>
        <cusip>31384VZF2</cusip>
        <identifiers>
          <isin value="US31384VZF20"/>
        </identifiers>
        <balance>332.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331.45000000</valUSD>
        <pctVal>0.000008074273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UNTK0</cusip>
        <identifiers>
          <isin value="US3617UNTK01"/>
        </identifiers>
        <balance>1570230.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1413338.66000000</valUSD>
        <pctVal>0.034429575888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMorgan Mortgage Trust, Series 2005-A1, Class 3A4</title>
        <cusip>466247LS0</cusip>
        <identifiers>
          <isin value="US466247LS01"/>
        </identifiers>
        <balance>73504.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68327.02000000</valUSD>
        <pctVal>0.001664477443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.89210840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bridge Trust</name>
        <lei>N/A</lei>
        <title>Bridge Trust, Series 2022-SFR1, Class E1</title>
        <cusip>10805VAJ6</cusip>
        <identifiers>
          <isin value="US10805VAJ61"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4789994.00000000</valUSD>
        <pctVal>0.116686443662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJXL5</cusip>
        <identifiers>
          <isin value="US3140LJXL56"/>
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        <balance>3575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3485009.42000000</valUSD>
        <pctVal>0.084896422699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-H12, Class JI</title>
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      <invstOrSec>
        <name>Washington Mutual MSC Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2004-RA2, Class 2A</title>
        <cusip>939336R54</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Pretium Mortgage Credit Partners I LLC</name>
        <lei>N/A</lei>
        <title>Pretium Mortgage Credit Partners I LLC, Series 2021-NPL4, Class A1</title>
        <cusip>741391AB2</cusip>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617LR3E3</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHAB6</cusip>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3481, Class SJ</title>
        <cusip>31397Y4R9</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2004-17, Class H</title>
        <cusip>31393XZV2</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3138ETE69</cusip>
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          <isin value="US3138ETE699"/>
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        <balance>2270987.53000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9</title>
        <cusip>362341NB1</cusip>
        <identifiers>
          <isin value="US362341NB12"/>
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        <balance>231275.67000000</balance>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A</title>
        <cusip>31392W7D6</cusip>
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        <balance>41731.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40084.41000000</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>Variable</couponKind>
          <annualizedRt>7.49999880</annualizedRt>
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      <invstOrSec>
        <name>MRCD MARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>MRCD MARK Mortgage Trust, Series 2019-PARK, Class E</title>
        <cusip>55348UAS7</cusip>
        <identifiers>
          <isin value="US55348UAS78"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4023593.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

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        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.71752000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Home Partners of America Trust</name>
        <lei>N/A</lei>
        <title>Home Partners of America Trust, Series 2019-1, Class A</title>
        <cusip>43731QAA6</cusip>
        <identifiers>
          <isin value="US43731QAA67"/>
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        <balance>3648779.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3313976.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90800000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>MASTR Reperforming Loan Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140JJA74</cusip>
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          <isin value="US3140JJA743"/>
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        <balance>926481.15000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MURZ5</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
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        <title>FHLMC Gold Pools, Other</title>
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          <isin value="US31335PMN23"/>
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        <balance>98755.35000000</balance>
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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>
        <debtSec>
          <maturityDt>2038-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <balance>16892.46000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Epobuyeritrus3.06</name>
        <lei>N/A</lei>
        <title>Repo Buyer RRI Trust</title>
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          <other otherDesc="Inhouse Asset ID" value="99TXUBSML"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>38374L4C2</cusip>
        <identifiers>
          <isin value="US38374L4C21"/>
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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>Floating</couponKind>
          <annualizedRt>3.31563960</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31359HG81</cusip>
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          <isin value="US31359HG815"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Wells Fargo Mortgage-Backed Securities Trust</name>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P</title>
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          <isin value="US92922FFA12"/>
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          <couponKind>None</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31417WCT6</cusip>
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          <isin value="US31417WCT62"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2015-91, Class AC</title>
        <cusip>3136AQUD0</cusip>
        <identifiers>
          <isin value="US3136AQUD00"/>
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        <balance>1306387.99000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31413HJP4</cusip>
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        <balance>42141.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43697.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2111, Class SB</title>
        <cusip>3133TJ3M3</cusip>
        <identifiers>
          <isin value="US3133TJ3M38"/>
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        <balance>25727.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>492.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06147880</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class XAM</title>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6R7</cusip>
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        <name>Merrill Lynch Mortgage Investors Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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      <invstOrSec>
        <name>GNMA</name>
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        <curCd>USD</curCd>
        <valUSD>843233.38000000</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>
        <name>Ladder Capital Commercial Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>RALI Trust</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2018-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36176DV83</cusip>
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          <isin value="US36176DV832"/>
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        <balance>139124.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>129637.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140H26Q6</cusip>
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          <isin value="US3140H26Q65"/>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1997-81, Class PI</title>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
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        <debtSec>
          <maturityDt>2046-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2005-13, Class FL</title>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <balance>49060.09000000</balance>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140KMLZ1</cusip>
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        <balance>9435772.65000000</balance>
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        <valUSD>7697201.06000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617G9JQ5</cusip>
        <identifiers>
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        <balance>1020989.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001934.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
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        <balance>8400000.00000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FHLMC Pool</name>
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        <title>FHLMC UMBS, 30 Year</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2002-30, Class Z</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II</title>
        <cusip>3617XSV98</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2071-11-20</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31406H3D7</cusip>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>PRPM LLC</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2006-34</title>
        <cusip>38374DBJ7</cusip>
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        <debtSec>
          <maturityDt>2036-07-20</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-27, Class OH</title>
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          <isin value="US31395BZL07"/>
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        <debtSec>
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      <invstOrSec>
        <name>BB-UBS Trust</name>
        <lei>N/A</lei>
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          <isin value="US05538UAJ25"/>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <identifiers>
          <isin value="US3617QW2F54"/>
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        <balance>888153.76000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617UNTJ3</cusip>
        <identifiers>
          <isin value="US3617UNTJ38"/>
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        <balance>1077223.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>947403.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMorgan Mortgage Trust</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>Towd Point Mortgage Trust</name>
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        <name>VOLT C LLC</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FHLMC</name>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2756, Class NA</title>
        <cusip>31394PXG3</cusip>
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        <name>RALI Trust</name>
        <lei>N/A</lei>
        <title>RALI Trust, Series 2002-QS16, Class A3</title>
        <cusip>76110GW49</cusip>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 300, Class 1</title>
        <cusip>31364HT56</cusip>
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        <balance>459.76000000</balance>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1760, Class ZD</title>
        <cusip>3133T5X32</cusip>
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        <balance>558.65000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4</title>
        <cusip>92922FQK7</cusip>
        <identifiers>
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        <balance>253299.03000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-1, Class BI</title>
        <cusip>31396YCX8</cusip>
        <identifiers>
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        <balance>143965.10000000</balance>
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      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FHLMC</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust, Inc.</name>
        <lei>549300R1KUK063S4I339</lei>
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        <cusip>17307GPS1</cusip>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H03, Class NI</title>
        <cusip>38380QA93</cusip>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Goodgreen</name>
        <lei>N/A</lei>
        <title>Goodgreen, Series 2019-2A, Class A</title>
        <cusip>38218EAA5</cusip>
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        <invCountry>KY</invCountry>

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        <name>RBS Commercial Funding, Inc. Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
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        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-3, Class A26</title>
        <cusip>12669FQA4</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKBR3</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>VCAT LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3617MAS28</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H05, Class IQ</title>
        <cusip>38380QJ29</cusip>
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          <isin value="US38380QJ298"/>
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        <balance>79721723.07000000</balance>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-02-20</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617KAZN6</cusip>
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          <isin value="US3617KAZN64"/>
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        <balance>3510266.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3357399.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2012-21, Class WA</title>
        <cusip>3136A35N7</cusip>
        <identifiers>
          <isin value="US3136A35N78"/>
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        <balance>512642.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>513931.49000000</valUSD>
        <pctVal>0.012519606048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.63812920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2007-4, Class 1A52</title>
        <cusip>12544RCD8</cusip>
        <identifiers>
          <isin value="US12544RCD89"/>
        </identifiers>
        <balance>1355571.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93848.69000000</valUSD>
        <pctVal>0.002286196992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617JNM46</cusip>
        <identifiers>
          <isin value="US3617JNM465"/>
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        <balance>2265890.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2087282.00000000</valUSD>
        <pctVal>0.050847143754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2010-125, Class SA</title>
        <cusip>31398SES8</cusip>
        <identifiers>
          <isin value="US31398SES86"/>
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        <balance>283513.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6965.41000000</valUSD>
        <pctVal>0.000169680571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2631, Class SA</title>
        <cusip>31393RY20</cusip>
        <identifiers>
          <isin value="US31393RY204"/>
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        <balance>10429.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10800.46000000</valUSD>
        <pctVal>0.000263104143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.87937880</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617Y0N22</cusip>
        <identifiers>
          <isin value="US3617Y0N227"/>
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        <balance>1991415.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1726419.45000000</valUSD>
        <pctVal>0.042056367062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36196RU55</cusip>
        <identifiers>
          <isin value="US36196RU550"/>
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        <balance>3595083.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3373843.99000000</valUSD>
        <pctVal>0.082188382003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31410GKU6</cusip>
        <identifiers>
          <isin value="US31410GKU66"/>
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        <balance>61141.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64031.44000000</valUSD>
        <pctVal>0.001559835151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-25, Class FN</title>
        <cusip>38375J2G9</cusip>
        <identifiers>
          <isin value="US38375J2G95"/>
        </identifiers>
        <balance>37957.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36994.75000000</valUSD>
        <pctVal>0.000901209022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.74400880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust, Series 2004-8, Class A2</title>
        <cusip>81744FDK0</cusip>
        <identifiers>
          <isin value="US81744FDK03"/>
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        <balance>208043.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>188985.57000000</valUSD>
        <pctVal>0.004603774882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.60938040</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140N8HA9</cusip>
        <identifiers>
          <isin value="US3140N8HA93"/>
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        <balance>6932036.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6836152.79000000</valUSD>
        <pctVal>0.166531807221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6E6</cusip>
        <identifiers>
          <isin value="US3617QV6E61"/>
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        <balance>1750189.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1519165.33000000</valUSD>
        <pctVal>0.037007561949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31418B5U6</cusip>
        <identifiers>
          <isin value="US31418B5U62"/>
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        <balance>3396787.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3047125.69000000</valUSD>
        <pctVal>0.074229374850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-113, Class FB</title>
        <cusip>31398GWG0</cusip>
        <identifiers>
          <isin value="US31398GWG09"/>
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        <balance>107983.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>106311.03000000</valUSD>
        <pctVal>0.002589785292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.99257080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-79, Class OK</title>
        <cusip>38376CXX2</cusip>
        <identifiers>
          <isin value="US38376CXX28"/>
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        <balance>95092.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81184.11000000</valUSD>
        <pctVal>0.001977682034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-16</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3194, Class SA</title>
        <cusip>31396UD64</cusip>
        <identifiers>
          <isin value="US31396UD643"/>
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        <balance>25246.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2744.47000000</valUSD>
        <pctVal>0.000066856543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.66147920</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 351, Class 7</title>
        <cusip>3136FCHW9</cusip>
        <identifiers>
          <isin value="US3136FCHW96"/>
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        <balance>66793.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8166.40000000</valUSD>
        <pctVal>0.000198937237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.00000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>GNMA</name>
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        <cusip>269330AB2</cusip>
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          <isin value="US269330AB25"/>
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        <balance>1279164.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1043756.38000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2055-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LHEN6</cusip>
        <identifiers>
          <isin value="US3140LHEN67"/>
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        <balance>575820.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>526000.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.78000000</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>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3132DN3W1</cusip>
        <identifiers>
          <isin value="US3132DN3W18"/>
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        <balance>9810056.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9457175.92000000</valUSD>
        <pctVal>0.230381128911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-44, Class P</title>
        <cusip>31395NBC0</cusip>
        <identifiers>
          <isin value="US31395NBC02"/>
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        <balance>245945.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204251.44000000</valUSD>
        <pctVal>0.004975658455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>None</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MGQ84</cusip>
        <identifiers>
          <isin value="US3617MGQ845"/>
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        <balance>1043445.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>939196.21000000</valUSD>
        <pctVal>0.022879249044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31391REW8</cusip>
        <identifiers>
          <isin value="US31391REW88"/>
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        <balance>8265.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8461.96000000</valUSD>
        <pctVal>0.000206137214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-33, Class TI</title>
        <cusip>38374UJV4</cusip>
        <identifiers>
          <isin value="US38374UJV44"/>
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        <balance>82298.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10798.32000000</valUSD>
        <pctVal>0.000263052011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-40, Class SD</title>
        <cusip>38375KA93</cusip>
        <identifiers>
          <isin value="US38375KA936"/>
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        <balance>156784.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7927.71000000</valUSD>
        <pctVal>0.000193122639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.30444920</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2018-63, Class DA</title>
        <cusip>3136B23T7</cusip>
        <identifiers>
          <isin value="US3136B23T75"/>
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        <balance>598224.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533798.71000000</valUSD>
        <pctVal>0.013003580610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CoreVest American Finance Trust</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance Trust, Series 2019-3, Class XA</title>
        <cusip>21872NAC4</cusip>
        <identifiers>
          <isin value="US21872NAC48"/>
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        <balance>11394847.68890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263005.62000000</valUSD>
        <pctVal>0.006406937140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.18706480</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4NQ5</cusip>
        <identifiers>
          <isin value="US3617U4NQ51"/>
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        <balance>1703286.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1414221.69000000</valUSD>
        <pctVal>0.034451086902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKFW8</cusip>
        <identifiers>
          <isin value="US3140LKFW86"/>
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        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4252174.74000000</valUSD>
        <pctVal>0.103584920616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>MASTR Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR Asset Securitization Trust, Series 2004-P7, Class A6</title>
        <cusip>57643MCH5</cusip>
        <identifiers>
          <isin value="US57643MCH51"/>
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        <balance>34789.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28489.75000000</valUSD>
        <pctVal>0.000694023334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Grantor Trust, Whole Loan, Series 2002-T16, Class A2</title>
        <cusip>31392FDC8</cusip>
        <identifiers>
          <isin value="US31392FDC86"/>
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        <balance>78554.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80994.21000000</valUSD>
        <pctVal>0.001973055983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR5V1</cusip>
        <identifiers>
          <isin value="US3617WR5V18"/>
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        <balance>703306.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611238.73000000</valUSD>
        <pctVal>0.014890054900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACRE Commercial Mortgage Ltd.</name>
        <lei>N/A</lei>
        <title>ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class B</title>
        <cusip>00489TAE6</cusip>
        <identifiers>
          <isin value="US00489TAE64"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942162.00000000</valUSD>
        <pctVal>0.047311954210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.84555120</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3618FYEF8</cusip>
        <identifiers>
          <isin value="US3618FYEF83"/>
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        <balance>1843617.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1764658.66000000</valUSD>
        <pctVal>0.042987891699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-13, Class 1A4</title>
        <cusip>12669FJ38</cusip>
        <identifiers>
          <isin value="US12669FJ388"/>
        </identifiers>
        <balance>127353.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119857.68000000</valUSD>
        <pctVal>0.002919787879</pctVal>
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        <name>GNMA</name>
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        <name>GNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FHLMC Pool</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2004-4, Class 2A4</title>
        <cusip>22541SUD8</cusip>
        <identifiers>
          <isin value="US22541SUD88"/>
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        <balance>66627.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63798.52000000</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>2034-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3549, Class FA</title>
        <cusip>31398EP99</cusip>
        <identifiers>
          <isin value="US31398EP993"/>
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        <balance>10793.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10628.53000000</valUSD>
        <pctVal>0.000258915849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.63851880</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>CoreVest American Finance Trust</name>
        <lei>N/A</lei>
        <title>CoreVest American Finance Trust, Series 2019-3, Class XB</title>
        <cusip>21872NAE0</cusip>
        <identifiers>
          <isin value="US21872NAE04"/>
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        <balance>27000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1764517.50000000</valUSD>
        <pctVal>0.042984452977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.54372680</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617X4C76</cusip>
        <identifiers>
          <isin value="US3617X4C769"/>
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        <balance>2612804.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2335552.26000000</valUSD>
        <pctVal>0.056895120788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-67, Class SA</title>
        <cusip>38373AQT6</cusip>
        <identifiers>
          <isin value="US38373AQT69"/>
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        <balance>139722.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8476.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60599160</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617G9K67</cusip>
        <identifiers>
          <isin value="US3617G9K671"/>
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        <balance>951015.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>939278.83000000</valUSD>
        <pctVal>0.022881261705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vendee Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Vendee Mortgage Trust, Series 1998-1, Class 2E</title>
        <cusip>911760LH7</cusip>
        <identifiers>
          <isin value="US911760LH71"/>
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        <balance>55474.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55431.22000000</valUSD>
        <pctVal>0.001350329860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2011-20, Class MW</title>
        <cusip>31397QS90</cusip>
        <identifiers>
          <isin value="US31397QS902"/>
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        <balance>1674114.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1627732.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR5K5</cusip>
        <identifiers>
          <isin value="US3617WR5K52"/>
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        <balance>1996454.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732032.25000000</valUSD>
        <pctVal>0.042193097436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31403QVP2</cusip>
        <identifiers>
          <isin value="US31403QVP26"/>
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        <balance>23528.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23865.32000000</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>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3210</title>
        <cusip>31397BDU2</cusip>
        <identifiers>
          <isin value="US31397BDU26"/>
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        <balance>7958.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7929.65000000</valUSD>
        <pctVal>0.000193169899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>None</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>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2040, Class PE</title>
        <cusip>3133TD3W4</cusip>
        <identifiers>
          <isin value="US3133TD3W47"/>
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        <balance>12437.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12645.39000000</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>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1</title>
        <cusip>64831KAJ5</cusip>
        <identifiers>
          <isin value="US64831KAJ51"/>
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        <balance>6152000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5281338.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>VOLT XCIX LLC</name>
        <lei>N/A</lei>
        <title>VOLT XCIX LLC, Series 2021-NPL8, Class A1</title>
        <cusip>92872VAA1</cusip>
        <identifiers>
          <isin value="US92872VAA17"/>
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        <balance>6961990.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6553539.26000000</valUSD>
        <pctVal>0.159647212429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.11569840</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31401A3J4</cusip>
        <identifiers>
          <isin value="US31401A3J42"/>
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        <balance>109053.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111979.21000000</valUSD>
        <pctVal>0.002727864748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NXT83</cusip>
        <identifiers>
          <isin value="US3617NXT834"/>
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        <balance>561958.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>519048.18000000</valUSD>
        <pctVal>0.012644250956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MASTR Asset Securitization Trust</name>
        <lei>N/A</lei>
        <title>MASTR Asset Securitization Trust, Series 2004-1, Class 30PO</title>
        <cusip>55265K6X2</cusip>
        <identifiers>
          <isin value="US55265K6X24"/>
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        <balance>4707.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2838.77000000</valUSD>
        <pctVal>0.000069153734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>None</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>
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      <invstOrSec>
        <name>VCAT LLC</name>
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      <invstOrSec>
        <name>FNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <balance>1108976.12000000</balance>
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        <curCd>USD</curCd>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3622AAGT5</cusip>
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        <balance>3521608.50000000</balance>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-31, Class AO</title>
        <cusip>38375JQ32</cusip>
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        <balance>258954.37000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140N8YM4</cusip>
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        <balance>2614423.65000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-122, Class ZJ</title>
        <cusip>31393UKW2</cusip>
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        <balance>669020.00900000</balance>
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        <curCd>USD</curCd>
        <valUSD>675666.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3171, Class MO</title>
        <cusip>31396TUG6</cusip>
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        <balance>37851.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>33508.09000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2015-K48, Class C</title>
        <cusip>30293HAG0</cusip>
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        <balance>6175000.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>3.77058960</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2010-41, Class WA</title>
        <cusip>38377EAA2</cusip>
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          <isin value="US38377EAA29"/>
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        <balance>417739.39000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-28, Class BO</title>
        <cusip>38375J8N8</cusip>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LDHK8</cusip>
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        <name>Residential Asset Securitization Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140QBZ50</cusip>
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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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>3618FYDB8</cusip>
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        <balance>2026669.90000000</balance>
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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>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GAM Re-REMIC Trust</name>
        <lei>N/A</lei>
        <title>GAM Re-REMIC Trust, Series 2021-FRR1, Class 2A</title>
        <cusip>364614AN7</cusip>
        <identifiers>
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        <name>FNMA</name>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>Sierra Timeshare Receivables Funding LLC</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <debtSec>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-10, Class XI</title>
        <cusip>31396YKW1</cusip>
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        <balance>75527.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5503.64000000</valUSD>
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        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA</name>
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        <name>Accelerated LLC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Residential Trust</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust, Series 2021-SFR8, Class E2</title>
        <cusip>74333TAL3</cusip>
        <identifiers>
          <isin value="US74333TAL35"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5156911.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.53200000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2006-W3, Class 1AF1</title>
        <cusip>31396L5A4</cusip>
        <identifiers>
          <isin value="US31396L5A48"/>
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        <balance>56828.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56124.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68257120</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31371NT54</cusip>
        <identifiers>
          <isin value="US31371NT548"/>
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        <balance>14682.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14491.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618AXCX8</cusip>
        <identifiers>
          <isin value="US3618AXCX89"/>
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        <balance>2323826.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2330020.30000000</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>2053-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3138EPS54</cusip>
        <identifiers>
          <isin value="US3138EPS549"/>
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        <balance>689264.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>682178.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617J77K2</cusip>
        <identifiers>
          <isin value="US3617J77K20"/>
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        <balance>928736.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>879546.77000000</valUSD>
        <pctVal>0.021426161416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vendee Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Vendee Mortgage Trust, Series 1996-1, Class 1Z</title>
        <cusip>92260MAH6</cusip>
        <identifiers>
          <isin value="US92260MAH60"/>
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        <balance>51908.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52409.92000000</valUSD>
        <pctVal>0.001276729611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2383, Class FD</title>
        <cusip>31339GX63</cusip>
        <identifiers>
          <isin value="US31339GX632"/>
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        <balance>3627.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3617.88000000</valUSD>
        <pctVal>0.000088133210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.93852040</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>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D</title>
        <cusip>35563PLQ0</cusip>
        <identifiers>
          <isin value="US35563PLQ09"/>
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        <balance>3485637.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3141654.79000000</valUSD>
        <pctVal>0.076532146942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>36202CPT4</cusip>
        <identifiers>
          <isin value="US36202CPT44"/>
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        <balance>312.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>315.97000000</valUSD>
        <pctVal>0.000007697173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H03, Class IE</title>
        <cusip>38380QYX4</cusip>
        <identifiers>
          <isin value="US38380QYX41"/>
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        <balance>8632417.25020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293180.89000000</valUSD>
        <pctVal>0.007142020512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-02-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02036880</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2001-72, Class SX</title>
        <cusip>31392BJG2</cusip>
        <identifiers>
          <isin value="US31392BJG23"/>
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        <balance>3554.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3702.86000000</valUSD>
        <pctVal>0.000090203362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.79127240</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 20 Year</title>
        <cusip>31417G4Q6</cusip>
        <identifiers>
          <isin value="US31417G4Q60"/>
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        <balance>2512215.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2378688.07000000</valUSD>
        <pctVal>0.057945928840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-1</title>
        <cusip>38375PCK5</cusip>
        <identifiers>
          <isin value="US38375PCK57"/>
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        <balance>20888.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18020.78000000</valUSD>
        <pctVal>0.000438994439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-20</maturityDt>
          <couponKind>None</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>
        <name>Credit Suisse First Boston Mortgage Securities Corp.</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1</title>
        <cusip>2254W0GJ8</cusip>
        <identifiers>
          <isin value="US2254W0GJ86"/>
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        <balance>273131.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>265827.88000000</valUSD>
        <pctVal>0.006475688684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.65078400</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LJZP8</cusip>
        <identifiers>
          <isin value="US3138LJZP88"/>
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        <balance>4075000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3539700.71000000</valUSD>
        <pctVal>0.086228727526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LFN59</cusip>
        <identifiers>
          <isin value="US3140LFN591"/>
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        <balance>3881169.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3150879.79000000</valUSD>
        <pctVal>0.076756872159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA</name>
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        <name>FNMA</name>
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      <invstOrSec>
        <name>GNMA</name>
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        <name>Banc of America Funding Trust</name>
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      <invstOrSec>
        <name>GNMA</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FNMA</name>
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        <name>Thornburg Mortgage Securities Trust</name>
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      <invstOrSec>
        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FHLMC</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, STRIPS, Series 373, Class 1</title>
        <cusip>3136FCW44</cusip>
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        <balance>700644.84000000</balance>
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        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Banc of America Funding Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust, Series 2005-7, Class 30PO</title>
        <cusip>05946XV83</cusip>
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          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</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>
          <maturityDt>2069-08-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.28540960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2016-90, Class LI</title>
        <cusip>38379XR69</cusip>
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        <balance>1712802.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224676.82000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Banc of America Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Mortgage Trust, Series 2003-C, Class 3A1</title>
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        <curCd>USD</curCd>
        <valUSD>10527.68000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.74647040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2017-H25, Class HI</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>2.10693960</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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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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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31406UL48</cusip>
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        <curCd>USD</curCd>
        <valUSD>30497.67000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-211, Class AC</title>
        <cusip>38381EJA7</cusip>
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        <balance>3833525.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2675238.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132VNKA0</cusip>
        <identifiers>
          <isin value="US3132VNKA07"/>
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        <balance>569407.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>550498.58000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-72, Class IE</title>
        <cusip>31393DXG1</cusip>
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        <balance>106380.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15290.68000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Bonds</title>
        <cusip>912810QK7</cusip>
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          <isin value="US912810QK79"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13656445.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31406QGB7</cusip>
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          <isin value="US31406QGB77"/>
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        <balance>8538.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8642.21000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.22400120</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJBR6</cusip>
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          <isin value="US3140LJBR64"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4041398.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.19000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
        <cusip>31283LA55</cusip>
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          <isin value="US31283LA556"/>
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        <balance>62190.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63334.70000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-H03, Class FA</title>
        <cusip>38375BF64</cusip>
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          <isin value="US38375BF645"/>
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        <balance>1856.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1842.11000000</valUSD>
        <pctVal>0.000044874641</pctVal>
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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>Floating</couponKind>
          <annualizedRt>5.59000080</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FMC GMSR Issuer Trust</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issuer Trust, Series 2022-GT2, Class A</title>
        <cusip>30259RAP0</cusip>
        <identifiers>
          <isin value="US30259RAP01"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7960891.20000000</valUSD>
        <pctVal>0.193930949081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSFB Mortgage-Backed Pass-Through Certificates</name>
        <lei>N/A</lei>
        <title>CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-9, Class DX</title>
        <cusip>2254586J2</cusip>
        <identifiers>
          <isin value="US2254586J26"/>
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        <balance>272624.27280000</balance>
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        <curCd>USD</curCd>
        <valUSD>29218.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury STRIPS Bonds</title>
        <cusip>9128337N4</cusip>
        <identifiers>
          <isin value="US9128337N47"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110503.29000000</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>2030-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 4274, Class EM</title>
        <cusip>3137B5UH4</cusip>
        <identifiers>
          <isin value="US3137B5UH44"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>829249.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138WU4B6</cusip>
        <identifiers>
          <isin value="US3138WU4B63"/>
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        <balance>820189.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783158.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2005-1CB, Class 1A6</title>
        <cusip>12667F2M6</cusip>
        <identifiers>
          <isin value="US12667F2M61"/>
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        <balance>206840.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13215.00000000</valUSD>
        <pctVal>0.000321923441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.64262960</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3511, Class SA</title>
        <cusip>31397YVF5</cusip>
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          <isin value="US31397YVF59"/>
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        <balance>45747.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2859.52000000</valUSD>
        <pctVal>0.000069659214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.56148120</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3138EGBP8</cusip>
        <identifiers>
          <isin value="US3138EGBP88"/>
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        <balance>116426.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119043.64000000</valUSD>
        <pctVal>0.002899957493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXGT9</cusip>
        <identifiers>
          <isin value="US3620AXGT95"/>
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        <balance>1120383.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1031500.43000000</valUSD>
        <pctVal>0.025127822041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 233, Class 13</title>
        <cusip>31282YDY2</cusip>
        <identifiers>
          <isin value="US31282YDY23"/>
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        <balance>153114.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25916.87000000</valUSD>
        <pctVal>0.000631346801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chase Mortgage Finance Trust</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Trust, Series 2007-A1, Class 9A1</title>
        <cusip>161630AY4</cusip>
        <identifiers>
          <isin value="US161630AY40"/>
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        <balance>72677.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68823.20000000</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>2037-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.73801400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LNX63</cusip>
        <identifiers>
          <isin value="US3138LNX630"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3146536.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.67000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A</title>
        <cusip>31392MEN8</cusip>
        <identifiers>
          <isin value="US31392MEN83"/>
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        <balance>123027.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114435.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.36075200</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>Welk Resorts LLC</name>
        <lei>N/A</lei>
        <title>Welk Resorts LLC, Series 2019-AA, Class A</title>
        <cusip>94946DAA9</cusip>
        <identifiers>
          <isin value="US94946DAA90"/>
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        <balance>1065628.56990000</balance>
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        <curCd>USD</curCd>
        <valUSD>1011385.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 1997-46, Class Z</title>
        <cusip>31359PD37</cusip>
        <identifiers>
          <isin value="US31359PD377"/>
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        <balance>42036.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42185.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, STRIPS, Series 233, Class 11</title>
        <cusip>31282YDW6</cusip>
        <identifiers>
          <isin value="US31282YDW66"/>
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        <balance>111818.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21146.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132WEAY8</cusip>
        <identifiers>
          <isin value="US3132WEAY84"/>
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        <balance>448765.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403801.66000000</valUSD>
        <pctVal>0.009836793042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31410D5T3</cusip>
        <identifiers>
          <isin value="US31410D5T35"/>
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        <balance>30352.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30391.20000000</valUSD>
        <pctVal>0.000740343525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.02200080</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>American General Mortgage Loan Trust</name>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31402HGD7</cusip>
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          <isin value="US31402HGD70"/>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128NFF28</cusip>
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        <name>FNMA</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 5190, Class PH</title>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31410LQN5</cusip>
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        <balance>660083.83000000</balance>
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        <issuerCat>USGSE</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
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        <cusip>5899292M9</cusip>
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        <name>FNMA</name>
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        <name>GNMA</name>
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        <name>Seasoned Credit Risk Transfer Trust</name>
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        <name>GNMA</name>
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        <name>FNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31418DRS3</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617VAP39</cusip>
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        <balance>1640490.90000000</balance>
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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>FHLMC</name>
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        <curCd>USD</curCd>
        <valUSD>106.72000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA</name>
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        <cusip>3140FXUL4</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>GNMA</name>
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        <cusip>3617MW5D1</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
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        <cusip>3617NNU34</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.00109960</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617F2Y84</cusip>
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        <balance>973867.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>922877.86000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3133TEFM12"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <balance>24003.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5.40000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2004-J3, Class 4A1</title>
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          <isin value="US12667FGZ27"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617BFSV5</cusip>
        <identifiers>
          <isin value="US3617BFSV51"/>
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        <balance>585228.10000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>NRZ Excess Spread-Collateralized Notes</name>
        <lei>N/A</lei>
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        <identifiers>
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        <balance>7050474.81000000</balance>
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      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, Other</title>
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          <isin value="US3132XFJZ25"/>
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        <balance>4000000.00000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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      <invstOrSec>
        <name>Washington Mutual Mortgage Pass-Through Certificates WMALT Trust</name>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA</title>
        <cusip>31410QPY1</cusip>
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          <isin value="US31410QPY16"/>
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        <balance>21965.70000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140HR4D2</cusip>
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        <balance>5075000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4859533.92000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3128M7VE3</cusip>
        <identifiers>
          <isin value="US3128M7VE32"/>
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        <balance>263941.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>272235.18000000</valUSD>
        <pctVal>0.006631773441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Sequoia Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Sequoia Mortgage Trust, Series 2004-9, Class A1</title>
        <cusip>81744FDV6</cusip>
        <identifiers>
          <isin value="US81744FDV67"/>
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        <balance>458216.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>406288.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.12555120</annualizedRt>
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      <invstOrSec>
        <name>FirstKey Homes Trust</name>
        <lei>N/A</lei>
        <title>FirstKey Homes Trust, Series 2022-SFR2, Class E1</title>
        <cusip>33767PAJ7</cusip>
        <identifiers>
          <isin value="US33767PAJ75"/>
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        <balance>4500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4038066.00000000</valUSD>
        <pctVal>0.098369133826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2017-76, Class B</title>
        <cusip>38379RWA7</cusip>
        <identifiers>
          <isin value="US38379RWA75"/>
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        <balance>5796277.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4047952.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>31410GAH6</cusip>
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          <isin value="US31410GAH65"/>
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        <balance>26811.55000000</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>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKEL3</cusip>
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        <balance>1703985.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.18500000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140X7YH6</cusip>
        <identifiers>
          <isin value="US3140X7YH61"/>
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        <balance>3426221.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2930522.77000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>Alternative Loan Trust, Series 2005-64CB, Class 1A9</title>
        <cusip>12668AZU2</cusip>
        <identifiers>
          <isin value="US12668AZU23"/>
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        <balance>110975.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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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>2035-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BXG Receivables Note Trust</name>
        <lei>N/A</lei>
        <title>BXG Receivables Note Trust, Series 2023-A, Class B</title>
        <cusip>123919AB8</cusip>
        <identifiers>
          <isin value="US123919AB80"/>
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        <balance>3499469.28000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR6D0</cusip>
        <identifiers>
          <isin value="US3617WR6D01"/>
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        <balance>1706515.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1536051.97000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3137B6QJ39"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617MW5G4</cusip>
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          <isin value="US3617MW5G42"/>
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        <balance>3153197.07000000</balance>
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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>NRZ Excess Spread-Collateralized Notes</name>
        <lei>N/A</lei>
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          <isin value="US62955MAB28"/>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31400AXF0</cusip>
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          <isin value="US31400AXF01"/>
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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>5.50000000</annualizedRt>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K37C7</cusip>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128S4X28</cusip>
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        <balance>35537.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35785.84000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2209, Class TC</title>
        <cusip>3133TNCF9</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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          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31403R4D7</cusip>
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          <isin value="US31403R4D70"/>
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        <balance>2348.37000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MVPA0</cusip>
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        <balance>1702162.08000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-33, Class IA</title>
        <cusip>31393BFR1</cusip>
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        <balance>210266.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36934.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banc of America Funding Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust, Series 2005-1, Class 30IO</title>
        <cusip>05946XQF3</cusip>
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        <balance>79134.73000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QPE42</cusip>
        <identifiers>
          <isin value="US3617QPE421"/>
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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>
          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138LLET8</cusip>
        <identifiers>
          <isin value="US3138LLET85"/>
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        <balance>7974773.10000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2021-M4, Class A1</title>
        <cusip>3136BDYY8</cusip>
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          <isin value="US3136BDYY88"/>
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        <balance>13846454.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12195774.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.95900000</annualizedRt>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC Gold Pools, 30 Year</title>
        <cusip>3132VM3T0</cusip>
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          <isin value="US3132VM3T09"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LFZB3</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617XVXL2</cusip>
        <identifiers>
          <isin value="US3617XVXL27"/>
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        <balance>3415270.44000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2007-36, Class SG</title>
        <cusip>38375KKQ4</cusip>
        <identifiers>
          <isin value="US38375KKQ49"/>
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        <balance>200372.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5652.64000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CHL Mortgage Pass-Through Trust</name>
        <lei>N/A</lei>
        <title>CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4</title>
        <cusip>12669FVR1</cusip>
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          <isin value="US12669FVR18"/>
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        <balance>172789.95000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NYZG6</cusip>
        <identifiers>
          <isin value="US3617NYZG62"/>
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        <balance>1111777.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1062503.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC Trust, Whole Loan, Series 2004-W11, Class 1A1</title>
        <cusip>31394AB39</cusip>
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          <isin value="US31394AB396"/>
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        <balance>271030.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>271300.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A3</title>
        <cusip>17307GLA4</cusip>
        <identifiers>
          <isin value="US17307GLA49"/>
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        <balance>31036.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29204.49000000</valUSD>
        <pctVal>0.000711434727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.09810840</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NRZ Excess Spread-Collateralized Notes</name>
        <lei>N/A</lei>
        <title>NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A</title>
        <cusip>433674AA6</cusip>
        <identifiers>
          <isin value="US433674AA63"/>
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        <balance>4365545.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4113928.49000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.84400000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NNVU3</cusip>
        <identifiers>
          <isin value="US3617NNVU38"/>
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        <balance>1782914.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1551280.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618B9M84</cusip>
        <identifiers>
          <isin value="US3618B9M846"/>
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        <balance>1161093.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1144132.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2010-40, Class FJ</title>
        <cusip>31398PQB8</cusip>
        <identifiers>
          <isin value="US31398PQB84"/>
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        <balance>38748.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38665.05000000</valUSD>
        <pctVal>0.000941898294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.04257120</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2779, Class ZC</title>
        <cusip>31394WGG7</cusip>
        <identifiers>
          <isin value="US31394WGG78"/>
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        <balance>1019229.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1029021.71000000</valUSD>
        <pctVal>0.025067439289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3288, Class GS</title>
        <cusip>31397FV66</cusip>
        <identifiers>
          <isin value="US31397FV669"/>
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        <balance>8452.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8396.06000000</valUSD>
        <pctVal>0.000204531859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.40000080</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3770, Class PY</title>
        <cusip>3137A4ML8</cusip>
        <identifiers>
          <isin value="US3137A4ML82"/>
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        <balance>1655481.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1614126.59000000</valUSD>
        <pctVal>0.039320861656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36202SBN7</cusip>
        <identifiers>
          <isin value="US36202SBN71"/>
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        <balance>12281.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12529.20000000</valUSD>
        <pctVal>0.000305217039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Global Markets Mortgage Securities VII, Inc.</name>
        <lei>549300VB2N1G56GWKB41</lei>
        <title>Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A</title>
        <cusip>79549AYG8</cusip>
        <identifiers>
          <isin value="US79549AYG83"/>
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        <balance>26539.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25974.21000000</valUSD>
        <pctVal>0.000632743630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.23999880</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2450, Class GZ</title>
        <cusip>31392KPH3</cusip>
        <identifiers>
          <isin value="US31392KPH31"/>
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        <balance>22973.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23920.95000000</valUSD>
        <pctVal>0.000582725277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>BXP Trust</name>
        <lei>N/A</lei>
        <title>BXP Trust, Series 2017-GM, Class A</title>
        <cusip>056083AA6</cusip>
        <identifiers>
          <isin value="US056083AA67"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4549056.50000000</valUSD>
        <pctVal>0.110817096014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37900000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K37E3</cusip>
        <identifiers>
          <isin value="US3617K37E32"/>
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        <balance>385242.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379998.47000000</valUSD>
        <pctVal>0.009256936451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NS4B4</cusip>
        <identifiers>
          <isin value="US3617NS4B44"/>
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        <balance>3963587.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3557777.89000000</valUSD>
        <pctVal>0.086669095895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WaMu Mortgage Pass-Through Certificates Trust</name>
        <lei>N/A</lei>
        <title>WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6</title>
        <cusip>92922FBV9</cusip>
        <identifiers>
          <isin value="US92922FBV94"/>
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        <balance>294642.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268311.20000000</valUSD>
        <pctVal>0.006536183494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.68102320</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617QQWS7</cusip>
        <identifiers>
          <isin value="US3617QQWS76"/>
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        <balance>949234.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876589.85000000</valUSD>
        <pctVal>0.021354129493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2303, Class ZN</title>
        <cusip>3133TSTE3</cusip>
        <identifiers>
          <isin value="US3133TSTE36"/>
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        <balance>54495.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56766.25000000</valUSD>
        <pctVal>0.001382851801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Prime Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Prime Mortgage Trust, Series 2004-CL1, Class 1A1</title>
        <cusip>74160MDK5</cusip>
        <identifiers>
          <isin value="US74160MDK53"/>
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        <balance>89126.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84473.16000000</valUSD>
        <pctVal>0.002057804795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H02, Class IH</title>
        <cusip>38380QXH0</cusip>
        <identifiers>
          <isin value="US38380QXH00"/>
        </identifiers>
        <balance>17529137.54910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856018.60000000</valUSD>
        <pctVal>0.020853004438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>MASTR Alternative Loan Trust</name>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>GNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
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        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA</name>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2020-45, Class KG</title>
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        <balance>4143775.20000000</balance>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgages Trust</name>
        <lei>N/A</lei>
        <title>MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1</title>
        <cusip>576433UE4</cusip>
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          <isin value="US576433UE48"/>
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        <balance>31877.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29922.71000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-27, Class SN</title>
        <cusip>31396Y4G4</cusip>
        <identifiers>
          <isin value="US31396Y4G46"/>
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        <balance>41760.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3918.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.45743120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2008-40, Class SA</title>
        <cusip>38375QKS7</cusip>
        <identifiers>
          <isin value="US38375QKS74"/>
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        <balance>542346.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28690.17000000</valUSD>
        <pctVal>0.000698905657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95599080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140FXU67</cusip>
        <identifiers>
          <isin value="US3140FXU674"/>
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        <balance>3972648.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3444624.83000000</valUSD>
        <pctVal>0.083912635624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC Trust</name>
        <lei>N/A</lei>
        <title>CSMC Trust, Series 2021-JR1, Class A1</title>
        <cusip>12657XAA6</cusip>
        <identifiers>
          <isin value="US12657XAA63"/>
        </identifiers>
        <balance>4228374.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4126597.16000000</valUSD>
        <pctVal>0.100525793357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-09-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.46499920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617WR4Z3</cusip>
        <identifiers>
          <isin value="US3617WR4Z31"/>
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        <balance>1441548.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1335030.62000000</valUSD>
        <pctVal>0.032521956233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-72, Class GO</title>
        <cusip>31396KJK9</cusip>
        <identifiers>
          <isin value="US31396KJK97"/>
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        <balance>62532.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54964.23000000</valUSD>
        <pctVal>0.001338953770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>None</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2017-K65, Class C</title>
        <cusip>30302XAG4</cusip>
        <identifiers>
          <isin value="US30302XAG43"/>
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        <balance>3662000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3426922.67000000</valUSD>
        <pctVal>0.083481402914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.21928640</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II</title>
        <cusip>3617WT5T2</cusip>
        <identifiers>
          <isin value="US3617WT5T26"/>
        </identifiers>
        <balance>4776295.73550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4874494.47000000</valUSD>
        <pctVal>0.118744913742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-09-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.69899880</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 2178, Class PB</title>
        <cusip>3133TLUH9</cusip>
        <identifiers>
          <isin value="US3133TLUH94"/>
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        <balance>5375.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5471.91000000</valUSD>
        <pctVal>0.000133298229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617K1XV0</cusip>
        <identifiers>
          <isin value="US3617K1XV07"/>
        </identifiers>
        <balance>703780.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668019.34000000</valUSD>
        <pctVal>0.016273256518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617JSSQ0</cusip>
        <identifiers>
          <isin value="US3617JSSQ06"/>
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        <balance>547437.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500136.69000000</valUSD>
        <pctVal>0.012183558413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-14, Class KI</title>
        <cusip>38374XBQ7</cusip>
        <identifiers>
          <isin value="US38374XBQ79"/>
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        <balance>102282.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10953.26000000</valUSD>
        <pctVal>0.000266826421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140NMHN0</cusip>
        <identifiers>
          <isin value="US3140NMHN08"/>
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        <balance>10057673.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9916194.98000000</valUSD>
        <pctVal>0.241563043060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4NR3</cusip>
        <identifiers>
          <isin value="US3617U4NR35"/>
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        <balance>2059167.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1709077.50000000</valUSD>
        <pctVal>0.041633909232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2022-M13, Class A2</title>
        <cusip>3136BNX43</cusip>
        <identifiers>
          <isin value="US3136BNX437"/>
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        <balance>15000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12413425.50000000</valUSD>
        <pctVal>0.302396720177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.67981840</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3620AXJX7</cusip>
        <identifiers>
          <isin value="US3620AXJX70"/>
        </identifiers>
        <balance>4058097.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3736173.29000000</valUSD>
        <pctVal>0.091014889396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-H02, Class JI</title>
        <cusip>38380QXJ6</cusip>
        <identifiers>
          <isin value="US38380QXJ65"/>
        </identifiers>
        <balance>26428841.15270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1184597.75000000</valUSD>
        <pctVal>0.028857342747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2071-01-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.60877080</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>JPMorgan Mortgage Trust</name>
        <lei>N/A</lei>
        <title>JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1</title>
        <cusip>466247K51</cusip>
        <identifiers>
          <isin value="US466247K513"/>
        </identifiers>
        <balance>117112.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115523.46000000</valUSD>
        <pctVal>0.002814204299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.59245240</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Horizon Alternative Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1</title>
        <cusip>32051GAA3</cusip>
        <identifiers>
          <isin value="US32051GAA31"/>
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        <balance>86810.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84313.59000000</valUSD>
        <pctVal>0.002053917597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.22523880</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>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust, Series 2018-KBX1, Class B</title>
        <cusip>30307LAA8</cusip>
        <identifiers>
          <isin value="US30307LAA89"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2070596.64000000</valUSD>
        <pctVal>0.050440680756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.69043920</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617U4NW2</cusip>
        <identifiers>
          <isin value="US3617U4NW20"/>
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        <balance>1047543.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869163.65000000</valUSD>
        <pctVal>0.021173223866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2009-52, Class PI</title>
        <cusip>31396QKF5</cusip>
        <identifiers>
          <isin value="US31396QKF53"/>
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        <balance>151601.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26617.01000000</valUSD>
        <pctVal>0.000648402531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128S42W6</cusip>
        <identifiers>
          <isin value="US3128S42W60"/>
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        <balance>3499.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3450.69000000</valUSD>
        <pctVal>0.000084060385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.03899920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2001-38, Class FB</title>
        <cusip>313920QJ2</cusip>
        <identifiers>
          <isin value="US313920QJ21"/>
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        <balance>19389.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19359.64000000</valUSD>
        <pctVal>0.000471609680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.94257040</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>Banc of America Funding Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust, Series 2004-1</title>
        <cusip>05946XGF4</cusip>
        <identifiers>
          <isin value="US05946XGF42"/>
        </identifiers>
        <balance>28562.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19684.96000000</valUSD>
        <pctVal>0.000479534624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2020-61, Class SB</title>
        <cusip>3136BBF56</cusip>
        <identifiers>
          <isin value="US3136BBF561"/>
        </identifiers>
        <balance>7706652.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256119.80000000</valUSD>
        <pctVal>0.006239195417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00001080</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2009-106, Class AS</title>
        <cusip>38376JFB5</cusip>
        <identifiers>
          <isin value="US38376JFB52"/>
        </identifiers>
        <balance>336481.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25040.98000000</valUSD>
        <pctVal>0.000610009720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.95599080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Whole Loan, Series 2003-7, Class A1</title>
        <cusip>31392HY64</cusip>
        <identifiers>
          <isin value="US31392HY645"/>
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        <balance>139747.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140761.99000000</valUSD>
        <pctVal>0.003429026428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2018-160, Class PA</title>
        <cusip>38381AH74</cusip>
        <identifiers>
          <isin value="US38381AH740"/>
        </identifiers>
        <balance>1203947.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1147488.18000000</valUSD>
        <pctVal>0.027953336657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC</title>
        <cusip>3128S4ZA8</cusip>
        <identifiers>
          <isin value="US3128S4ZA81"/>
        </identifiers>
        <balance>23060.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22936.42000000</valUSD>
        <pctVal>0.000558741676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>Y</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2013-54, Class WA</title>
        <cusip>38378MRL1</cusip>
        <identifiers>
          <isin value="US38378MRL18"/>
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        <balance>1143213.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1102720.69000000</valUSD>
        <pctVal>0.026862780134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.90644000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, Other</title>
        <cusip>36202EXN4</cusip>
        <identifiers>
          <isin value="US36202EXN48"/>
        </identifiers>
        <balance>15482.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15680.40000000</valUSD>
        <pctVal>0.000381981712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3138AFXH8</cusip>
        <identifiers>
          <isin value="US3138AFXH87"/>
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        <balance>104452.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102015.21000000</valUSD>
        <pctVal>0.002485137153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Commercial Mortgage Trust, Series 2020-SBX, Class D</title>
        <cusip>12598EAH5</cusip>
        <identifiers>
          <isin value="US12598EAH53"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3342066.80000000</valUSD>
        <pctVal>0.081414275127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.39847120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3618BQNN2</cusip>
        <identifiers>
          <isin value="US3618BQNN29"/>
        </identifiers>
        <balance>2581065.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2676924.01000000</valUSD>
        <pctVal>0.065211092682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>GSR Mortgage Loan Trust, Series 2004-3F, Class 3A8</title>
        <cusip>36228FJ72</cusip>
        <identifiers>
          <isin value="US36228FJ724"/>
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        <balance>3847.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4151.97000000</valUSD>
        <pctVal>0.000101143887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>13.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTR Alternative Loan Trust</name>
        <lei>N/A</lei>
        <title>MASTR Alternative Loan Trust, Series 2004-6, Class 30X1</title>
        <cusip>576434SS4</cusip>
        <identifiers>
          <isin value="US576434SS45"/>
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        <balance>30738.24530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4053.62000000</valUSD>
        <pctVal>0.000098748036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QVZ20</cusip>
        <identifiers>
          <isin value="US3617QVZ200"/>
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        <balance>881860.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>795043.13000000</valUSD>
        <pctVal>0.019367614113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>36207T5S6</cusip>
        <identifiers>
          <isin value="US36207T5S60"/>
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        <balance>9186.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9360.29000000</valUSD>
        <pctVal>0.000228020943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL06, Class XFX</title>
        <cusip>3137F84J9</cusip>
        <identifiers>
          <isin value="US3137F84J94"/>
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        <balance>63828000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3534347.84000000</valUSD>
        <pctVal>0.086098329166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.46688840</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2004-46, Class EP</title>
        <cusip>31393YQ99</cusip>
        <identifiers>
          <isin value="US31393YQ990"/>
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        <balance>34934.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33333.01000000</valUSD>
        <pctVal>0.000812007362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>None</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>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617X4C68</cusip>
        <identifiers>
          <isin value="US3617X4C686"/>
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        <balance>1097233.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987596.20000000</valUSD>
        <pctVal>0.024058294927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 1695, Class EB</title>
        <cusip>3133T4SX5</cusip>
        <identifiers>
          <isin value="US3133T4SX57"/>
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        <balance>510.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508.59000000</valUSD>
        <pctVal>0.000012389484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LJD29</cusip>
        <identifiers>
          <isin value="US3140LJD297"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11877151.32000000</valUSD>
        <pctVal>0.289332835986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.88000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HX4J3</cusip>
        <identifiers>
          <isin value="US3617HX4J30"/>
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        <balance>954937.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908494.66000000</valUSD>
        <pctVal>0.022131345250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2021-226, Class ZH</title>
        <cusip>38383FBM4</cusip>
        <identifiers>
          <isin value="US38383FBM41"/>
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        <balance>1214072.87970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645247.56000000</valUSD>
        <pctVal>0.015718525546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LKCX9</cusip>
        <identifiers>
          <isin value="US3140LKCX96"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4675623.45000000</valUSD>
        <pctVal>0.113900324778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17000000</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA, Series 2019-H18, Class CI</title>
        <cusip>38380LK85</cusip>
        <identifiers>
          <isin value="US38380LK859"/>
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        <balance>21219217.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1086086.56000000</valUSD>
        <pctVal>0.026457565123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-10-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.04203000</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>VSE VOI Mortgage LLC</name>
        <lei>549300E4XED7XGXU7L27</lei>
        <title>VSE VOI Mortgage LLC, Series 2018-A, Class A</title>
        <cusip>918286AA3</cusip>
        <identifiers>
          <isin value="US918286AA30"/>
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        <balance>212486.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207579.41000000</valUSD>
        <pctVal>0.005056729325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.56000000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-77, Class PC</title>
        <cusip>31396KGX4</cusip>
        <identifiers>
          <isin value="US31396KGX46"/>
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        <balance>223584.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>226364.23000000</valUSD>
        <pctVal>0.005514336128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140FAMQ2</cusip>
        <identifiers>
          <isin value="US3140FAMQ28"/>
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        <balance>533978.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480211.96000000</valUSD>
        <pctVal>0.011698182882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FMC GMSR Issuer Trust</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issuer Trust, Series 2021-GT2, Class B</title>
        <cusip>30259RAL9</cusip>
        <identifiers>
          <isin value="US30259RAL96"/>
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        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2831222.16000000</valUSD>
        <pctVal>0.068969866156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.43999880</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NNVP4</cusip>
        <identifiers>
          <isin value="US3617NNVP43"/>
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        <balance>3186733.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2649876.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA ACES, Series 2019-M10, Class X</title>
        <cusip>3136B4D62</cusip>
        <identifiers>
          <isin value="US3136B4D625"/>
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        <balance>52797961.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1846503.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.77753880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banc of America Funding Trust</name>
        <lei>N/A</lei>
        <title>Banc of America Funding Trust, Series 2004-3, Class 1A1</title>
        <cusip>05946XGP2</cusip>
        <identifiers>
          <isin value="US05946XGP24"/>
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        <balance>45524.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42652.73000000</valUSD>
        <pctVal>0.001039040002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2010-16, Class WB</title>
        <cusip>31398MRV0</cusip>
        <identifiers>
          <isin value="US31398MRV09"/>
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        <balance>829543.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>834906.74000000</valUSD>
        <pctVal>0.020338709877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.14507760</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3137, Class XP</title>
        <cusip>31396N2Q8</cusip>
        <identifiers>
          <isin value="US31396N2Q80"/>
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        <balance>371688.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379119.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors Trust</name>
        <lei>N/A</lei>
        <title>Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A2</title>
        <cusip>59020UGG4</cusip>
        <identifiers>
          <isin value="US59020UGG40"/>
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        <balance>93477.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87586.01000000</valUSD>
        <pctVal>0.002133635244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.60594960</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>Anchor Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Anchor Mortgage Trust, Series 2021-1, Class A1</title>
        <cusip>03333HAA2</cusip>
        <identifiers>
          <isin value="US03333HAA23"/>
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        <balance>1549317.46400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465727.14000000</valUSD>
        <pctVal>0.035705783211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</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</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2003-2, Class F</title>
        <cusip>31392HZK2</cusip>
        <identifiers>
          <isin value="US31392HZK21"/>
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        <balance>219452.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219851.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.19256880</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>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617QV6P1</cusip>
        <identifiers>
          <isin value="US3617QV6P19"/>
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        <balance>451637.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427236.21000000</valUSD>
        <pctVal>0.010407669393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA Trust, Whole Loan, Series 2005-W4, Class 1A1</title>
        <cusip>31394VPT1</cusip>
        <identifiers>
          <isin value="US31394VPT16"/>
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        <balance>71693.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71063.12000000</valUSD>
        <pctVal>0.001731130090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617NYZH4</cusip>
        <identifiers>
          <isin value="US3617NYZH46"/>
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        <balance>3154018.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2912647.17000000</valUSD>
        <pctVal>0.070953416624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2008-16, Class IS</title>
        <cusip>31396YTG7</cusip>
        <identifiers>
          <isin value="US31396YTG79"/>
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        <balance>85256.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5563.99000000</valUSD>
        <pctVal>0.000135541340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.75742920</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, Other</title>
        <cusip>3140LF3Y8</cusip>
        <identifiers>
          <isin value="US3140LF3Y83"/>
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        <balance>5401000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4587193.04000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</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>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>3140MMWP9</cusip>
        <identifiers>
          <isin value="US3140MMWP99"/>
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        <balance>1998163.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1925796.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA, REMIC, Series 2006-65, Class QO</title>
        <cusip>31396KAA0</cusip>
        <identifiers>
          <isin value="US31396KAA07"/>
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        <balance>37395.72000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FHLMC Pool</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC UMBS, 30 Year</title>
        <cusip>3133KL2H9</cusip>
        <identifiers>
          <isin value="US3133KL2H98"/>
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        <balance>7075197.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5775220.78000000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>Seasoned Credit Risk Transfer Trust</name>
        <lei>N/A</lei>
        <title>Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MBU</title>
        <cusip>35563P7G8</cusip>
        <identifiers>
          <isin value="US35563P7G83"/>
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        <balance>10136696.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6911349.42000000</valUSD>
        <pctVal>0.168363631505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617HXV20</cusip>
        <identifiers>
          <isin value="US3617HXV204"/>
        </identifiers>
        <balance>778886.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>762065.19000000</valUSD>
        <pctVal>0.018564256418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31391JWX4</cusip>
        <identifiers>
          <isin value="US31391JWX44"/>
        </identifiers>
        <balance>20594.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21048.50000000</valUSD>
        <pctVal>0.000512751082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <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</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA II, 30 Year</title>
        <cusip>3617NGHL4</cusip>
        <identifiers>
          <isin value="US3617NGHL44"/>
        </identifiers>
        <balance>582633.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574882.44000000</valUSD>
        <pctVal>0.014004399055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA I, 30 Year</title>
        <cusip>3617JSRA6</cusip>
        <identifiers>
          <isin value="US3617JSRA62"/>
        </identifiers>
        <balance>2640124.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2547608.67000000</valUSD>
        <pctVal>0.062060911881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3219, Class DI</title>
        <cusip>31397BF22</cusip>
        <identifiers>
          <isin value="US31397BF224"/>
        </identifiers>
        <balance>48917.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9069.06000000</valUSD>
        <pctVal>0.000220926447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3143, Class BC</title>
        <cusip>31396NG75</cusip>
        <identifiers>
          <isin value="US31396NG757"/>
        </identifiers>
        <balance>112672.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111787.62000000</valUSD>
        <pctVal>0.002723197528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLMC, REMIC, Series 3275, Class FL</title>
        <cusip>31397FDQ2</cusip>
        <identifiers>
          <isin value="US31397FDQ28"/>
        </identifiers>
        <balance>14192.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13698.00000000</valUSD>
        <pctVal>0.000333689542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87851920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA UMBS, 30 Year</title>
        <cusip>31418EBS8</cusip>
        <identifiers>
          <isin value="US31418EBS81"/>
        </identifiers>
        <balance>9832315.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7974181.86000000</valUSD>
        <pctVal>0.194254715635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>








    </explntrNotes>
    <signature>
      <ncom:dateSigned>2024-01-02</ncom:dateSigned>
      <ncom:nameOfApplicant>JPMorgan Trust II</ncom:nameOfApplicant>
      <ncom:signature>Timothy J. Clemens</ncom:signature>
      <ncom:signerName>Timothy J. Clemens</ncom:signerName>
      <ncom:title>Treasurer and Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
