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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3135G05Q2</cusip>
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          <isin value="US3135G05Q27"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <cusip>3135G05Y5</cusip>
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          <isin value="US3135G05Y50"/>
          <other otherDesc="CG Symbol" value="FDF5768"/>
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        <curCd>USD</curCd>
        <valUSD>20803523.089999999851</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN BANKS</name>
        <lei>2549001DPIFGXC1TOL40</lei>
        <title>FHLB 5.5% 07-15-36</title>
        <cusip>3133XGAY0</cusip>
        <identifiers>
          <isin value="US3133XGAY07"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY</name>
        <lei>549300HE1ISW43LNKM54</lei>
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        <cusip>880591EB4</cusip>
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          <isin value="US880591EB45"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.625% 02-15-29</title>
        <cusip>9128286B1</cusip>
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          <isin value="US9128286B18"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912834JH26"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.375% 11-15-49</title>
        <cusip>912810SK5</cusip>
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          <isin value="US912810SK51"/>
          <other otherDesc="CG Symbol" value="FGT19231"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.0% 02-15-50</title>
        <cusip>912810SL3</cusip>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 0.625% 05-15-30</title>
        <cusip>912828ZQ6</cusip>
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          <isin value="US912828ZQ64"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.125% 05-15-40</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.125% 08-15-40</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.625% 11-15-50</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.375% 11-15-40</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.875% 02-15-51</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
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        <name>UNITED STATES TREASURY</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.25% 02-15-52</title>
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          <isin value="US912810TD00"/>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.875% 02-15-32</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.875% 02-28-27</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.25% 05-15-42</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.25% 06-30-27</title>
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      </invstOrSec>
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        <lei>254900HROIFWPRGM1V77</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
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        <title>UNITED STATES TREASURY NOTE 1.375% 11-15-31</title>
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        <name>UNITED STATES TREASURY</name>
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        <title>UNITED STATES TREASURY NOTE 1.875% 11-15-51</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.0% 02-29-28</title>
        <cusip>91282CGP0</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.0% 07-31-30</title>
        <cusip>91282CHR5</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.375% 08-15-43</title>
        <cusip>912810TU2</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.625% 09-15-26</title>
        <cusip>91282CHY0</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.875% 10-31-30</title>
        <cusip>91282CJG7</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.375% 11-30-30</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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        <title>FNR 2006-65 PF FRN 07-25-36</title>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K058</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
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        <name>GINNIE MAE II POOL</name>
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        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>SOFR 90DAY FUT SFRH6 06-16-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="PFS2780_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1000000.000000000000</shareNo>
            <exercisePrice>96.812500000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>1184195.000000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SOFR 90DAY FUT OPT SFRH6C C @ 96.625 03-13-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="PFS2781"/>
        </identifiers>
        <balance>30850.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>385625.000000000000</valUSD>
        <pctVal>0.0015643610</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>SOFR 90DAY FUT SFRH6 06-16-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="PFS2781_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>1000000.000000000000</shareNo>
            <exercisePrice>96.625000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-3808865.500000000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 5YR FUT OPT 2IH6C C @ 109.5 03-13-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="PFU2902"/>
        </identifiers>
        <balance>3485.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2477617.189999999944</valUSD>
        <pctVal>-0.0100509245</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 5YR FUT FVM6 06-30-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="PFU2902_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100000.000000000000</shareNo>
            <exercisePrice>109.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-1327908.580000000075</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 5YR FUT OPT 2IH6P P @ 109.5 03-13-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="PFU2903"/>
        </identifiers>
        <balance>3485.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-245039.059999999998</valUSD>
        <pctVal>-0.0009940475</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Option" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 5YR FUT FVM6 06-30-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="PFU2903_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>100000.000000000000</shareNo>
            <exercisePrice>109.500000000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2026-03-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>652169.869999999995</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>FED FUND 30DAY FUT FFG6 02-27-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZQG6"/>
          <other otherDesc="CG Symbol" value="ULF3954"/>
        </identifiers>
        <balance>5645.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1380225.489999999991</valUSD>
        <pctVal>-0.0055991467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>FED FUND 30DAY FUT FFG6 02-27-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULF3954_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-03-02</expDate>
            <notionalAmt>2266648817.400000095367</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1380225.489999999991</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SOFR 90DAY FUT SFRH6 06-16-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SR3H6"/>
          <other otherDesc="CG Symbol" value="ULS2970"/>
        </identifiers>
        <balance>193.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-302361.469999999972</valUSD>
        <pctVal>-0.0012265867</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>SOFR 90DAY FUT SFRH6 06-16-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULS2970_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-17</expDate>
            <notionalAmt>46492493.750000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-302361.469999999972</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SOFR 90DAY FUT SFRM6 09-15-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SR3M6"/>
          <other otherDesc="CG Symbol" value="ULS2985"/>
        </identifiers>
        <balance>338.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-212771.679999999993</valUSD>
        <pctVal>-0.0008631487</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>SOFR 90DAY FUT SFRM6 09-15-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULS2985_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-09-16</expDate>
            <notionalAmt>81572075.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-212771.679999999993</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>SOFR 90DAY FUT SFRZ5 03-17-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SR3Z5"/>
          <other otherDesc="CG Symbol" value="ULS3037"/>
        </identifiers>
        <balance>23.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4773.190000000000</valUSD>
        <pctVal>-0.0000193634</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>SOFR 90DAY FUT SFRZ5 03-17-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULS3037_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-03-18</expDate>
            <notionalAmt>-5537968.750000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4773.190000000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT ULTRA UXYM6 06-18-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TNM6"/>
          <other otherDesc="CG Symbol" value="ULU9820"/>
        </identifiers>
        <balance>790.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>490487.299999999988</valUSD>
        <pctVal>0.0019897549</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT ULTRA UXYM6 06-18-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU9820_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-30</expDate>
            <notionalAmt>92220160.200000002980</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>490487.299999999988</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 30YR FUT ULTRA WNM6 06-18-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="UBM6"/>
          <other otherDesc="CG Symbol" value="ULU9821"/>
        </identifiers>
        <balance>7186.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10258319.490000000224</valUSD>
        <pctVal>0.0416148206</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 30YR FUT ULTRA WNM6 06-18-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU9821_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-30</expDate>
            <notionalAmt>873772687.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10258319.490000000224</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 10YR FUT TYM6 06-18-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZNM6"/>
          <other otherDesc="CG Symbol" value="ULU9824"/>
        </identifiers>
        <balance>8829.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6240010.509999999776</valUSD>
        <pctVal>-0.0253137873</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 10YR FUT TYM6 06-18-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU9824_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-30</expDate>
            <notionalAmt>-1004850562.500000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6240010.509999999776</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 20YR FUT USM6 06-18-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZBM6"/>
          <other otherDesc="CG Symbol" value="ULU9827"/>
        </identifiers>
        <balance>2872.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2607898.069999999832</valUSD>
        <pctVal>0.0105794336</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 20YR FUT USM6 06-18-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU9827_REF"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-06-30</expDate>
            <notionalAmt>340242250.000000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2607898.069999999832</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 2YR FUT TUM6 06-30-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZTM6"/>
          <other otherDesc="CG Symbol" value="ULU9865"/>
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        <balance>55236.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17863737.070000000298</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
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                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU9865_REF"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-07-06</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>17863737.070000000298</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CME CHICAGO MERCANTILE EXCHANGE</name>
        <lei>SNZ2OJLFK8MNNCLQOF39</lei>
        <title>UST 5YR FUT FVM6 06-30-26</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="ZFM6"/>
          <other otherDesc="CG Symbol" value="ULU9867"/>
        </identifiers>
        <balance>26494.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>13540922.279999999329</valUSD>
        <pctVal>0.0549313220</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME Clearing</counterpartyName>
              <counterpartyLei>SNZ2OJLFK8MNNCLQOF39</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>CME CHICAGO MERCANTILE EXCHANGE</issuerName>
                <issueTitle>UST 5YR FUT FVM6 06-30-26</issueTitle>
                <identifiers>
                  <other otherDesc="CGSymbol" value="ULU9867_REF"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2026-07-06</expDate>
            <notionalAmt>2918065851.219999790192</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13540922.279999999329</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY BILL 0.0% 05-07-26</title>
        <cusip>912797SP3</cusip>
        <identifiers>
          <isin value="US912797SP38"/>
          <other otherDesc="CG Symbol" value="FGT34850"/>
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        <balance>130000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>129143183.000000000000</valUSD>
        <pctVal>0.5238938398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.000000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.0% 11-15-35</title>
        <cusip>91282CPJ4</cusip>
        <identifiers>
          <isin value="US91282CPJ44"/>
          <other otherDesc="CG Symbol" value="FGT34878"/>
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        <balance>13119700.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13169923.519999999553</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>2035-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.125% 11-15-41</title>
        <cusip>912810QT8</cusip>
        <identifiers>
          <isin value="US912810QT88"/>
          <other otherDesc="CG Symbol" value="FGU692"/>
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        <balance>100000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85257.860000000001</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>2041-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.125000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.75% 11-15-42</title>
        <cusip>912810QY7</cusip>
        <identifiers>
          <isin value="US912810QY73"/>
          <other otherDesc="CG Symbol" value="FGU748"/>
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        <balance>30021400.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23832518.410000000149</valUSD>
        <pctVal>0.0966811356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.750000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.625% 02-15-43</title>
        <cusip>912810RA8</cusip>
        <identifiers>
          <isin value="US912810RA88"/>
          <other otherDesc="CG Symbol" value="FGU765"/>
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        <balance>47772699.600000001490</balance>
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        <curCd>USD</curCd>
        <valUSD>36921223.270000003278</valUSD>
        <pctVal>0.1497779517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.625000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.875% 05-15-43</title>
        <cusip>912810RB6</cusip>
        <identifiers>
          <isin value="US912810RB61"/>
          <other otherDesc="CG Symbol" value="FGU778"/>
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        <balance>10880000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8727339.779999999329</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>2043-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.875000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.0% 05-15-45</title>
        <cusip>912810RM2</cusip>
        <identifiers>
          <isin value="US912810RM27"/>
          <other otherDesc="CG Symbol" value="FGU7923"/>
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        <balance>3350000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2669073.979999999981</valUSD>
        <pctVal>0.0108276053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 5.0% 05-15-37</title>
        <cusip>912810PU6</cusip>
        <identifiers>
          <isin value="US912810PU60"/>
          <other otherDesc="CG Symbol" value="FGU857"/>
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        <balance>1500000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1636992.149999999907</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>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.5% 02-15-46</title>
        <cusip>912810RQ3</cusip>
        <identifiers>
          <isin value="US912810RQ31"/>
          <other otherDesc="CG Symbol" value="FGU9284"/>
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        <balance>8997000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6504096.839999999851</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>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.500000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.0% 08-15-48</title>
        <cusip>912810SD1</cusip>
        <identifiers>
          <isin value="US912810SD19"/>
          <other otherDesc="CG Symbol" value="FGW17710"/>
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        <balance>27802000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21361850.190000001341</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.25% 08-15-49</title>
        <cusip>912810SJ8</cusip>
        <identifiers>
          <isin value="US912810SJ88"/>
          <other otherDesc="CG Symbol" value="FGW19010"/>
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        <balance>13076200.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8535554.929999999702</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.250000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.375% 08-31-26</title>
        <cusip>912828YD6</cusip>
        <identifiers>
          <isin value="US912828YD60"/>
          <other otherDesc="CG Symbol" value="FGW19040"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.375000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 1.5% 01-31-27</title>
        <cusip>912828Z78</cusip>
        <identifiers>
          <isin value="US912828Z781"/>
          <other otherDesc="CG Symbol" value="FGW19510"/>
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        <balance>13500000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13253730.300000000745</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>2027-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.500000000000</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>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 0.5% 06-30-27</title>
        <cusip>912828ZV5</cusip>
        <identifiers>
          <isin value="US912828ZV59"/>
          <other otherDesc="CG Symbol" value="FGW20192"/>
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        <balance>14000000.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13466296.199999999255</valUSD>
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        <name>UNITED STATES TREASURY</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS PAYFIX USD 3.528% 01-29-25/01-29-30 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF55200"/>
        </identifiers>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-646364.479999999981</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="3.670000000000" pmntAmt="10683.780000000001">
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            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-646364.479999999981</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 3.7645% 02-20-25/02-20-27 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF55614"/>
        </identifiers>
        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1008980.160000000033</valUSD>
        <pctVal>0.0040931196</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="67091.759999999995" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.764500000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="3.670000000000" pmntAmt="65478.839999999997">
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            </floatingPmntDesc>
            <terminationDt>2027-02-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>1008980.160000000033</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 3.761% 02-20-25/02-20-27 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF55626"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>499690.840000000026</valUSD>
        <pctVal>0.0020270908</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="33556.480000000003" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.761000000000"/>
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            <terminationDt>2027-02-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
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            <unrealizedAppr>499690.840000000026</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 3.6475% 02-27-26/02-27-28 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF55740"/>
        </identifiers>
        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2228839.629999999888</valUSD>
        <pctVal>0.0090417111</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="54449.059999999998" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.647500000000"/>
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            </floatingPmntDesc>
            <terminationDt>2028-02-27</terminationDt>
            <upfrontPmnt>0.000000000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>2228839.629999999888</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 3.488% 06-17-26/06-17-31 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF65404"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>970111.000000000000</valUSD>
        <pctVal>0.0039354394</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.488000000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="3.670000000000" pmntAmt="0.000000000000">
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            <terminationDt>2031-06-17</terminationDt>
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            <unrealizedAppr>970111.000000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS PAYFIX USD 3.801% 06-17-26/06-17-36 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF65417"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1887529.229999999981</valUSD>
        <pctVal>-0.0076571207</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="3.670000000000" pmntAmt="0.000000000000">
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            </floatingRecDesc>
            <fixedPmntDesc amount="0.000000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.801000000000"/>
            <terminationDt>2036-06-17</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1887529.229999999981</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 4.097% 06-17-26/06-17-56 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF65429"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>746870.160000000033</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.097000000000"/>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS PAYFIX USD 3.79168% 06-17-26/06-17-36 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF65586"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2100766.509999999776</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SOFR" floatingRtSpread="3.670000000000" pmntAmt="0.000000000000">
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            <fixedPmntDesc amount="0.000000000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.791680000000"/>
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            <unrealizedAppr>-2100766.509999999776</unrealizedAppr>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FNCL UMBS 6.5 RJ0325 11-01-53</title>
        <cusip>3142GQLF7</cusip>
        <identifiers>
          <isin value="US3142GQLF70"/>
          <other otherDesc="CG Symbol" value="FMF95000"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57127.599999999999</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <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>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNCL UMBS 6.5 DA5064 11-01-53</title>
        <cusip>3140A5TW8</cusip>
        <identifiers>
          <isin value="US3140A5TW85"/>
          <other otherDesc="CG Symbol" value="FMF95001"/>
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        <balance>572877.810000000056</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <isin value="US3133CVE344"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>OIS RECFIX USD 3.29% 05-19-23/05-19-30 LCH</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZO52637"/>
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        <balance>1.000000000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
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            <swapFlag>Y</swapFlag>
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          <isin value="US01F0224364"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCI 5.0 UMBS TBA 03-01-41</title>
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          <isin value="US01F0504377"/>
          <other otherDesc="CG Symbol" value="FMU100567"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GINNIE MAE II POOL</name>
        <lei>N/A</lei>
        <title>G2RF 4.228 AG8194 09-20-64</title>
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        <identifiers>
          <isin value="US36182DC780"/>
          <other otherDesc="CG Symbol" value="FMG11604"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4065.700000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.228000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2012-H23 FI IO FRN 10-20-62</title>
        <cusip>38375BXS6</cusip>
        <identifiers>
          <isin value="US38375BXS68"/>
          <other otherDesc="CG Symbol" value="FMG12461"/>
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        <balance>62220.139999999999</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747.570000000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.877190000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2003-46 NB PAC1 5.0% 06-20-33</title>
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        <identifiers>
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          <other otherDesc="CG Symbol" value="FMG2180"/>
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        <curCd>USD</curCd>
        <valUSD>27298.849999999999</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCI 4.0 UMBS TBA 03-01-41</title>
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        <identifiers>
          <isin value="US01F0404388"/>
          <other otherDesc="CG Symbol" value="FMU100570"/>
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        <balance>16000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15865568.000000000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCL 2.0 UMBS TBA 04-01-56</title>
        <cusip>01F020646</cusip>
        <identifiers>
          <isin value="US01F0206460"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98674455.140000000596</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCL 4.0 UMBS TBA 04-01-56</title>
        <cusip>01F040644</cusip>
        <identifiers>
          <isin value="US01F0406441"/>
          <other otherDesc="CG Symbol" value="FMU100884"/>
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        <balance>14581999.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14131677.710000000894</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</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>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCL 3.0 UMBS TBA 04-01-56</title>
        <cusip>01F030645</cusip>
        <identifiers>
          <isin value="US01F0306450"/>
          <other otherDesc="CG Symbol" value="FMU100885"/>
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        <balance>20915133.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18908765.210000000894</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.000000000000</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>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCL 4.0 UMBS TBA 05-01-56</title>
        <cusip>01F040651</cusip>
        <identifiers>
          <isin value="US01F0406516"/>
          <other otherDesc="CG Symbol" value="FMU100920"/>
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        <balance>19551677.000000000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18932612.250000000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>UNIFORM MBS</name>
        <lei>N/A</lei>
        <title>FNCI 2.0 UMBS TBA 04-01-41</title>
        <cusip>01F020448</cusip>
        <identifiers>
          <isin value="US01F0204481"/>
          <other otherDesc="CG Symbol" value="FMU100929"/>
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        <balance>12259675.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11426961.089999999851</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF48549"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZF51847"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
        <title>FSWP: OIS RECFIX USD 3.5405% 01-23-25/01-23-27 LCH</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Lch Clearnet (Us)</counterpartyName>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="CG Symbol" value="MZO52229"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="CG Symbol" value="MZO52254"/>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <identifiers>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>RISKLESS ISSUER</name>
        <lei>N/A</lei>
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        <name>RISKLESS ISSUER</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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        <lei>N/A</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION</name>
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          <isin value="US31402RFL87"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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          <isin value="US911759MJ48"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US DEPARTMENT OF HOUSING AND URBAN DEVELOPMENT</name>
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        <cusip>911759MH8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CFC0</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.75% 07-31-27</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 2.75% 08-15-32</title>
        <cusip>91282CFF3</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.125% 09-30-27</title>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.875% 09-30-29</title>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.875% 12-31-29</title>
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      </invstOrSec>
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        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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      </invstOrSec>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.75% 05-31-30</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 3.625% 05-31-28</title>
        <cusip>91282CHE4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.125% 07-31-28</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.125% 08-15-53</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.625% 11-15-26</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.75% 11-15-53</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.375% 11-30-28</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CJQ5</cusip>
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          <isin value="US91282CJQ50"/>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CJW2</cusip>
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          <isin value="US91282CJW29"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.0% 02-15-34</title>
        <cusip>91282CJZ5</cusip>
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          <isin value="US91282CJZ59"/>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.625% 02-28-26</title>
        <cusip>91282CKB6</cusip>
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          <isin value="US91282CKB62"/>
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        <curCd>USD</curCd>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.25% 02-28-31</title>
        <cusip>91282CKC4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.125% 02-15-54</title>
        <cusip>912810TY4</cusip>
        <identifiers>
          <isin value="US912810TY47"/>
          <other otherDesc="CG Symbol" value="FGT30493"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.5% 03-31-26</title>
        <cusip>91282CKH3</cusip>
        <identifiers>
          <isin value="US91282CKH33"/>
          <other otherDesc="CG Symbol" value="FGT30685"/>
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        <balance>20000000.000000000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20012890.000000000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.5% 04-15-27</title>
        <cusip>91282CKJ9</cusip>
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          <isin value="US91282CKJ98"/>
          <other otherDesc="CG Symbol" value="FGT30742"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.875% 04-30-26</title>
        <cusip>91282CKK6</cusip>
        <identifiers>
          <isin value="US91282CKK61"/>
          <other otherDesc="CG Symbol" value="FGT30807"/>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.625% 04-30-29</title>
        <cusip>91282CKP5</cusip>
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          <isin value="US91282CKP58"/>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.375% 05-15-34</title>
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          <isin value="US91282CKQ32"/>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.625% 05-15-54</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.5% 05-31-29</title>
        <cusip>91282CKT7</cusip>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.25% 06-30-31</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.375% 07-15-27</title>
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        <name>UNITED STATES TREASURY</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE 4.0% 07-31-29</title>
        <cusip>91282CLC3</cusip>
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        <fairValLevel>2</fairValLevel>
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    <signature>
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      <ncom:nameOfApplicant>AMERICAN FUNDS INCOME SERIES</ncom:nameOfApplicant>
      <ncom:signature>Scott Lewis</ncom:signature>
      <ncom:signerName>Scott Lewis</ncom:signerName>
      <ncom:title>Compliance Specialist Senior</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
