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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>AVIS BUDGET RENT CAR FDG AESOP LLC</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CSMC SER 2015-1R</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>AVIS BUDGET RENT CAR FDG AESOP LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>ALA TRUST 2025-OANA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>ENTERPRISE FLEET FINANCING 2024-4 LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CFMT 2025-HB16</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PRPM 2024-RCF6 LLC</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>CIM 2025-NR1</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 2.5% 12/01/2051#RA6434</title>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AJAX MTG LN TR 2021-E</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHICAGO BOARD OF TRADE</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>RMF BUYOUT ISSUANCE TRUST 2021</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FHLMC MFD HSG COP GTD (FREDMAC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4.0% 07/01/2043#Q20358</title>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140KLDQ2</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA/FHLG TBA ISSUER</name>
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          <isin value="US01F0606750"/>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>AMERICAN EXPRESS CR ACC MST TR</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>SBNA AUTO LEASE TRUST 2024-C</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WELLS FARGO COML MTG TR 2025-VTT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>BX TRUST 2025-ROIC</name>
        <lei>N/A</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DBJPM 2020-C9</name>
        <lei>N/A</lei>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>31418BSJ6</cusip>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-3</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3136BLRV4</cusip>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MFA 2022-RPL1 TR</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      </invstOrSec>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>SREIT TR 2021-MFP</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2025-A</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FANNIE MAE</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>CIM TRUST 2025-R1</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>DELL EQUIP FIN TR 2025-1</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>LONDON CLEARING HOUSE</name>
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        <name>BX COML MTG TR 2024-XL4</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MORGAN STANLEY CAPITAL SERVICES LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>MERRILL LYNCH CAPITAL SERVICES , INC.</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>CARMAX AUTO OWNER TR 2024-2</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GS MTG SECS TR 2018-GS10</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY BOND</name>
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        <balance>2590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2497453.95000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3133D3YA7</cusip>
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        <balance>609684.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>502304.92000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <cusip>3140QM7H1</cusip>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WHEELS FLEET LEASE FUNDING 1 LLC</name>
        <lei>549300BSFY0E0XXREF43</lei>
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        <cusip>96328GBT3</cusip>
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          <isin value="US96328GBT31"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3132JNYA9</cusip>
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          <isin value="US3132JNYA98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NATL MTG ASSN STRIPPED MORTGAGE BACKED SECURITIES</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS and CO LLC (GOV REPO)</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140J9VA6</cusip>
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      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WELLS FARGO COML MORTAGE TR 2024-MGP</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK 2021-BNK33</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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      </invstOrSec>
      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TR 2024-X1</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>CFMT 2024-HB13 LLC</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BLOX 2021-BLOX</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>WORLD OMNI AUTO RECEIVABLES TRUST 2023-C</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>BANK5 2025-5YR14</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>MHP COML MTG TR 2021-STOR</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>ONITY LOAN INVESTMENT TRUST 2024-HB2</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>PRPM 2024-RPL2 LLC</name>
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        <name>GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FANNIE MAE</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FEDERAL NAT MTG ASN GTD REM PA</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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      <invstOrSec>
        <name>BX TR 2025-TAIL</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FEDERAL HOME LOAN MORTGAGE COR PORATION</name>
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        <name>CITIBANK, N.A.</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST 2023-A</name>
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        <name>CFMT 2023-HB12 LLC</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
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        <name>CITIGROUP GLOBAL MARKETS LIMITED</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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        <name>FNMA GTD MTG PASS THRU CTF</name>
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        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GNMA GUARANTEED PASS THRU CERT</name>
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        <name>FNMA/FHLG TBA ISSUER</name>
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        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD</name>
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      <invstOrSec>
        <name>GNMA GUARANTEED PASS THRU CERT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNMA 30YR 3.0% 06/15/2043#AD2454</title>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA/FHLG TBA ISSUER</name>
        <lei>N/A</lei>
        <title>UMBS 30YR 6.5% 06/01/2055 #TBA</title>
        <cusip>01F062663</cusip>
        <identifiers>
          <isin value="US01F0626634"/>
        </identifiers>
        <balance>-8900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-9139183.05000000</valUSD>
        <pctVal>-1.50202488444</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.06500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 4% 10/01/2052#SD1772</title>
        <cusip>3132DN6H1</cusip>
        <identifiers>
          <isin value="US3132DN6H14"/>
        </identifiers>
        <balance>1008420.63220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>935844.40000000</valUSD>
        <pctVal>0.153806042517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 11/01/2049#BO4757</title>
        <cusip>3140K0JB5</cusip>
        <identifiers>
          <isin value="US3140K0JB52"/>
        </identifiers>
        <balance>1517071.88180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1314670.22000000</valUSD>
        <pctVal>0.216066072259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GNMA II GTD PASS THRU CTF MULTIPLE ISSUER</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNII II 5.5% 07/01/2055 #TBA</title>
        <cusip>21H052678</cusip>
        <identifiers>
          <isin value="US21H0526788"/>
        </identifiers>
        <balance>7150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7094259.32000000</valUSD>
        <pctVal>1.165941635815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GS MTG SECS TR 2018-GS10</name>
        <lei>N/A</lei>
        <title>GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051</title>
        <cusip>36250SAE9</cusip>
        <identifiers>
          <isin value="US36250SAE90"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192952.86000000</valUSD>
        <pctVal>0.031711805711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.04155000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 30YR 3% 01/01/2051#MA4239</title>
        <cusip>31418DV90</cusip>
        <identifiers>
          <isin value="US31418DV908"/>
        </identifiers>
        <balance>557696.48240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479630.97000000</valUSD>
        <pctVal>0.078827357800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2010-95 ZC 5% 09/25/2040</title>
        <cusip>31398NFC3</cusip>
        <identifiers>
          <isin value="US31398NFC39"/>
        </identifiers>
        <balance>456063.57450000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430009.85000000</valUSD>
        <pctVal>0.070672125913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA GTD MTG PASS THRU CTF</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FNMA 15YR 3% 09/01/2035#FS0112</title>
        <cusip>3140XFDS7</cusip>
        <identifiers>
          <isin value="US3140XFDS79"/>
        </identifiers>
        <balance>238794.95100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231406.16000000</valUSD>
        <pctVal>0.038031606198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FED HOME LOAN MTG CORP - GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHLG 30YR 3.5% 04/01/2043#Q17578</title>
        <cusip>3132J82L3</cusip>
        <identifiers>
          <isin value="US3132J82L36"/>
        </identifiers>
        <balance>31833.61580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29476.35000000</valUSD>
        <pctVal>0.004844438606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="As of March 2025, monthly returns presented in Item B.5.a. have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2025-06-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
