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        <name>AES CORP/THE</name>
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        <name>AETHON III SR 2L PP</name>
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        <name>AFFRM 2025-X2 A 144A</name>
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        <name>AFRMT 2026-2A A 144A</name>
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        <name>AFRMT 2025-2A A 144A</name>
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        <name>AH PARENT,INC. SER A PREFERRED SHARES PP</name>
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        <name>AMCAR 2023-1 C</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AXIS 2024-2A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANCHC 2026-22A AR4 144A</name>
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        <title>ANCHORAGE CAPITAL CLO 2026-22 LTD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGLO AMERICAN CAPITAL 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>APA INFRASTRUCTURE LTD 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>APT PIPELINES LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>APEXC 2025-13A A1 144A</name>
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        <title>APEX CREDIT CLO 13 LTD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>APPALACHIAN POWER CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DIN 2023-1A A2 144A</name>
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        <name>APPLIED SYSTEMS INC TL 2L BANKDEBT</name>
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        <name>APPLIED SYSTEMS INC TL B4 1L USD BANKDEBT</name>
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        <name>APTIV PLC</name>
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        <name>ARES CAPITAL CORP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARES STRATEGIC INCOME FU 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASPEN INSURANCE HLDG LTD</name>
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          <isin value="US04530DAE22"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASURION LLC TL B13 1L BANKDEBT</name>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASURION TL B4 2L BANKDEBT</name>
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        <assetCat>LON</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ASURION LLC/ASURION CO 144A</name>
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          <isin value="US045941AA96"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T INC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-01</maturityDt>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATHENAHEALTH TL B 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ATHENE GLOBAL FUNDING 144A</name>
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        <title>ATHENE GLOBAL FUNDING</title>
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        <fairValLevel>2</fairValLevel>
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        <name>ATCLO 2023-22A A1R 144A</name>
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        <title>ATLAS SENIOR LOAN FUND XXII LTD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ATLAS WAREHOUSE LEND 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AUGUSTA SPINCO CORPORATI</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AUGUSTA SPINCO CORPORATI</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>BAE SYSTEMS PLC 144A</name>
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        <name>BAKER HUGHES LLC/CO-OBL</name>
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        <name>BANCO SANTANDER CHILE 144A</name>
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        <name>BELRON FINANCE 2019 LLC TL B 1L USD BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMARK 2026-V21 A3</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BETH ISRAEL LAHEY HEALTH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BFLD 2025-5MW A 144A</name>
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          <isin value="US088921AA90"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BINOM 2026-NQM1 A1 144A</name>
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        <name>BINOM 2022-INV1 A3 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BLACKSTONE PRIVATE CRE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BOEING CO/THE</name>
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        <name>BOSTON GAS COMPANY 144A</name>
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      </invstOrSec>
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        <name>BRAVO 2026-NQM4 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRAVO 2026-NQMR1 A1 144A</name>
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        <cusip>10570DAE0</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRAZIL</name>
        <lei>254900ZFY40OYEADAP90</lei>
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          <isin value="US105756CF53"/>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BLAST 2026-1 A3</name>
        <lei>N/A</lei>
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        <cusip>107927AC9</cusip>
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          <isin value="US107927AC90"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BLAST 2026-2 A3</name>
        <lei>N/A</lei>
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          <isin value="US10807VAC90"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BLAST 2026-2 D</name>
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        <name>BRIXMOR OPERATING PART</name>
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        <title>BRIXMOR OPERATING PARTNERSHIP LP</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PARTNERSHIP LP</title>
        <cusip>11120VAN3</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>BRIXMOR OPERATING PART</name>
        <lei>549300CJHBL7JBUA6503</lei>
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        <name>BROOKLYN UNION GAS CO 144A</name>
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        <name>BURLINGTN NORTH SANTA FE</name>
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        <name>BX 2024-GPA3 A 144A</name>
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        <name>BX 2024-MDHS A 144A</name>
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        <name>BX 2024-SLCT A 144A</name>
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        <name>BX 2026-CSMO A 144A</name>
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        <name>BX Frontier Member II PP</name>
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          <maturityDt>2028-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3200000000</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>CRVNA 2022-P1 C</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2022-P1</title>
        <cusip>14688DAF8</cusip>
        <identifiers>
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        <balance>13955000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13811874.730000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.3000000000</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>CRVNA 2024-P2 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2024-P2</title>
        <cusip>14688PAD6</cusip>
        <identifiers>
          <isin value="US14688PAD69"/>
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        <balance>13890000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14059708.020000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2100000000</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>CRVNA 2025-P3 A3</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P3</title>
        <cusip>14688AAC1</cusip>
        <identifiers>
          <isin value="US14688AAC18"/>
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        <balance>11630000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11596569.570000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0400000000</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>CRVNA 2025-P3 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P3</title>
        <cusip>14688AAE7</cusip>
        <identifiers>
          <isin value="US14688AAE73"/>
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        <balance>3080000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3050236.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4800000000</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>CRVNA 2025-P4 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P4</title>
        <cusip>14689AAD8</cusip>
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          <isin value="US14689AAD81"/>
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        <balance>24990000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24788852.990000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.2500000000</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>CRVNA 2025-P4 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2025-P4</title>
        <cusip>14689AAE6</cusip>
        <identifiers>
          <isin value="US14689AAE64"/>
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        <balance>5785000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5730910.830000</valUSD>
        <pctVal>0.0327697436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5900000000</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>CRVNA 2026-P1 A4</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P1</title>
        <cusip>14689FAD7</cusip>
        <identifiers>
          <isin value="US14689FAD78"/>
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        <balance>34465000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34129617.640000</valUSD>
        <pctVal>0.1951555087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3500000000</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>CRVNA 2026-P1 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P1</title>
        <cusip>14689FAE5</cusip>
        <identifiers>
          <isin value="US14689FAE51"/>
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        <balance>7830000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7732530.590000</valUSD>
        <pctVal>0.0442151435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.7600000000</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>CRVNA 2026-P2 C</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
        <cusip>14689CAF9</cusip>
        <identifiers>
          <isin value="US14689CAF95"/>
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        <balance>15130000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15253363.970000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.8000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CRVNA 2026-P2 B</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2026-P2</title>
        <cusip>14689CAE2</cusip>
        <identifiers>
          <isin value="US14689CAE21"/>
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        <balance>3495000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3521150.290000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1900000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CATERPILLAR FINL SERVICE</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINANCIAL SERVICES CORP</title>
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          <isin value="US14913V2C17"/>
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        <balance>23795000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23804697.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.3000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBRE SERVICES INC</name>
        <lei>549300CTE3HOMEUMM603</lei>
        <title>CBRE SERVICES INC</title>
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        <balance>3545000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3497463.880000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CBRE SERVICES INC</name>
        <lei>549300CTE3HOMEUMM603</lei>
        <title>CBRE SERVICES INC</title>
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          <isin value="US12505BAJ98"/>
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        <balance>4575000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4587594.290000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8000000000</annualizedRt>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP 144A</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP</title>
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          <isin value="US1248EPCU56"/>
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        <balance>3605000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3522463.950000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <curCd>USD</curCd>
        <valUSD>3518683.450000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CCO HLDGS LLC/CAP CORP 144A</name>
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          <isin value="US1248EPCL57"/>
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        <curCd>USD</curCd>
        <valUSD>2846447.240000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO</name>
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        <valUSD>15596806.270000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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        <name>CHENIERE ENERGY PARTNERS</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHENIERE ENERGY PARTNERS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHENIERE ENERGY PARTNERS 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-11-30</maturityDt>
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        <name>CHENIERE ENERGY PARTNERS 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-11-30</maturityDt>
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        <name>CHILE ELECTRICITY LUX 144A</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHILE</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CHORUS LTD</name>
        <lei>R7NJHU48LTCIOB9BVU57</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-07</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>CHPE LLC SERIES A SR SECURED NOTE PP</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>CIFC 2018-1A A1R 144A</name>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>CIGNA GROUP/THE</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>CITADEL SECURITIES LP TL B 1L BANKDEBT</name>
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        <title>CITADEL SECURITIES GLOBA</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CGCMT 2020-555 C 144A</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2020-555</title>
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        <name>CGCMT 2020-555 D 144A</name>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC</title>
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        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.5610000000</annualizedRt>
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      <invstOrSec>
        <name>LA CA ARPTS REV BUILD AMER DIR PMT C</name>
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      <invstOrSec>
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        <name>CLEARWATER TL B 1L BANKDEBT</name>
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        <name>CLIP 2026-NQM1 A1 144A</name>
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        <name>CITRIX TL B2 1L BANKDEBT</name>
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        <name>COFINIMMO</name>
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        <name>COGENTRIX TL B 1L BANKDEBT</name>
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        <name>COLOMBIA</name>
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        <name>COLT 2025-10 A1F 144A</name>
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        <title>COLT 2025-10 MORTGAGE LOAN TRUST</title>
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        <name>COLT 2026-3 A1 144A</name>
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        <title>COLT 2026-3 MORTGAGE LOAN TRUST</title>
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        <name>COLUMBIA PIPELINE HOLDCO 144A</name>
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        <name>COLUMBIA PIPELINES OPCO 144A</name>
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        <invCountry>US</invCountry>
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        <name>COMISION FEDERAL DE ELEC 144A</name>
        <lei>4469000001BFPONMPF32</lei>
        <title>COMISION FEDERAL DE ELECTRICIDAD</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CAS 2026-R03 2M1 144A</name>
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        <name>CAS 2026-R03 2A1 144A</name>
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        <name>CONSTELLATION BRANDS INC</name>
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        <name>DRMT 2026-INV2 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEERE &amp; COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEFT 2023-3 C 144A</name>
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          <isin value="US24702EAE05"/>
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        <fairValLevel>2</fairValLevel>
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        <name>DEFT 2024-1 C 144A</name>
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        <name>DEFT 2024-2 B 144A</name>
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        <name>DEFT 2025-2 B 144A</name>
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        <name>DEFT 2025-2 A3 144A</name>
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        <name>FORMULA ONE TL B1 1L BANKDEBT</name>
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        <name>DEXT 2025-2 A3 144A</name>
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        <name>DIAMONDBACK ENERGY INC</name>
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        <name>DIAMONDBACK ENERGY INC</name>
        <lei>549300R22LSX6OHWEN64</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DIRECTV HOLDINGS/FING 144A</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>WARNERMEDIA HOLDINGS INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WARNER BROTHERS TL B 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DLLMT 2026-1A A3 144A</name>
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        <name>DLLMT 2026-1A A4 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DLLST 2024-1A A3 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DLLST 2024-1A A4 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DRIVE 2021-3 D 144A</name>
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      <invstOrSec>
        <name>DRIVE 2025-2 B</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HONK 2021-1A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EAGLE FUNDING LUXCO SARL 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EATON CORP</name>
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        <name>ECOLAB INC</name>
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        <name>ECOLAB INC</name>
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        <name>EDISON INTERNATIONAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EFMT 2025-INV1 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>FNMA 30 YR TBA JUN</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>726960.930000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EPW426"/>
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        <balance>881872.850000</balance>
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        <curCd>USD</curCd>
        <valUSD>934564.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31412NFD30"/>
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        <curCd>USD</curCd>
        <valUSD>186613.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <identifiers>
          <isin value="US31418EKS80"/>
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        <balance>1104215.050000</balance>
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        <curCd>USD</curCd>
        <valUSD>1037766.700000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31419KKJ33"/>
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        <curCd>USD</curCd>
        <valUSD>50338.290000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QNDJ87"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>624359.170000</balance>
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        <curCd>USD</curCd>
        <valUSD>540900.970000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EMYW50"/>
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        <curCd>USD</curCd>
        <valUSD>82928.390000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QUWR36"/>
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        <balance>3856789.630000</balance>
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        <curCd>USD</curCd>
        <valUSD>3966136.980000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2054-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402C4G48"/>
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        <curCd>USD</curCd>
        <valUSD>126492.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31409BDN47"/>
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        <curCd>USD</curCd>
        <valUSD>1451.570000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31371K7E54"/>
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        <balance>211309.160000</balance>
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        <curCd>USD</curCd>
        <valUSD>213888.420000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 15YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>6406990.270000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ENF87</cusip>
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          <isin value="US3138ENF871"/>
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        <curCd>USD</curCd>
        <valUSD>128493.540000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>622556.510000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140BE7L6</cusip>
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          <isin value="US3140BE7L62"/>
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        <balance>422537.390000</balance>
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        <curCd>USD</curCd>
        <valUSD>441185.020000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ARBE3</cusip>
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          <isin value="US3138ARBE33"/>
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        <curCd>USD</curCd>
        <valUSD>992231.240000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31411CNU1</cusip>
        <identifiers>
          <isin value="US31411CNU17"/>
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        <balance>8246.620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8710.920000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402DCV01"/>
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        <balance>80715.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81677.030000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EPXJ89"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31411ARB34"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EZM55"/>
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        <balance>3077419.390000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31410KHU16"/>
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        <balance>405169.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>416342.520000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WPEG5</cusip>
        <identifiers>
          <isin value="US3138WPEG59"/>
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        <balance>833586.970000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784080.430000</valUSD>
        <pctVal>0.0044834260</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>3.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>496374.580000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140X4TB26"/>
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        <curCd>USD</curCd>
        <valUSD>3908911.190000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31417NCE94"/>
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        <curCd>USD</curCd>
        <valUSD>17237.490000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3140QEAQ58"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138ABBZ10"/>
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        <curCd>USD</curCd>
        <valUSD>42713.920000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <name>FNMA 20YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 30 YR</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1413837.580000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>4740706.220000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402RSN07"/>
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        <curCd>USD</curCd>
        <valUSD>414927.490000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402RDF38"/>
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        <balance>88117.710000</balance>
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        <curCd>USD</curCd>
        <valUSD>91240.550000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418MKV3</cusip>
        <identifiers>
          <isin value="US31418MKV36"/>
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        <balance>88237.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90813.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QC4X1</cusip>
        <identifiers>
          <isin value="US3140QC4X14"/>
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        <balance>6629087.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5877700.640000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EKHJ7</cusip>
        <identifiers>
          <isin value="US3138EKHJ76"/>
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        <balance>2622192.660000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2536060.560000</valUSD>
        <pctVal>0.0145013693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140Y7JH2</cusip>
        <identifiers>
          <isin value="US3140Y7JH27"/>
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        <balance>9468287.490000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9909050.700000</valUSD>
        <pctVal>0.0566606356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</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 20 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31371NH99</cusip>
        <identifiers>
          <isin value="US31371NH998"/>
        </identifiers>
        <balance>3432.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3452.860000</valUSD>
        <pctVal>0.0000197437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</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 ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31408DVP6</cusip>
        <identifiers>
          <isin value="US31408DVP67"/>
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        <balance>54822.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55270.500000</valUSD>
        <pctVal>0.0003160405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.5900000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416CKF2</cusip>
        <identifiers>
          <isin value="US31416CKF22"/>
        </identifiers>
        <balance>301920.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>316283.550000</valUSD>
        <pctVal>0.0018085312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J95S6</cusip>
        <identifiers>
          <isin value="US3140J95S67"/>
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        <balance>3486424.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3279219.510000</valUSD>
        <pctVal>0.0187508034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EKAT2</cusip>
        <identifiers>
          <isin value="US3138EKAT22"/>
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        <balance>258339.590000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255749.190000</valUSD>
        <pctVal>0.0014623915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418M2S0</cusip>
        <identifiers>
          <isin value="US31418M2S09"/>
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        <balance>572425.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597441.540000</valUSD>
        <pctVal>0.0034162120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31409TS58</cusip>
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          <isin value="US31409TS586"/>
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        <balance>5437.420000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5741.780000</valUSD>
        <pctVal>0.0000328319</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140X56K4</cusip>
        <identifiers>
          <isin value="US3140X56K49"/>
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        <balance>11195904.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10829980.130000</valUSD>
        <pctVal>0.0619265737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QA3Y4</cusip>
        <identifiers>
          <isin value="US3140QA3Y42"/>
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        <balance>669148.550000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>653239.660000</valUSD>
        <pctVal>0.0037352695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410PAV5</cusip>
        <identifiers>
          <isin value="US31410PAV58"/>
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        <balance>20734.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21908.300000</valUSD>
        <pctVal>0.0001252732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EKEW1</cusip>
        <identifiers>
          <isin value="US3138EKEW15"/>
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        <balance>379256.010000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>390106.380000</valUSD>
        <pctVal>0.0022306552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140MAXK5</cusip>
        <identifiers>
          <isin value="US3140MAXK55"/>
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        <balance>239532.380000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219820.800000</valUSD>
        <pctVal>0.0012569505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138LY2J5</cusip>
        <identifiers>
          <isin value="US3138LY2J54"/>
        </identifiers>
        <balance>118387.030000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117359.360000</valUSD>
        <pctVal>0.0006710689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EGNC48"/>
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        <curCd>USD</curCd>
        <valUSD>928621.730000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DMM82"/>
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        <curCd>USD</curCd>
        <valUSD>19971.620000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>2779876.850000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DUL18"/>
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        <curCd>USD</curCd>
        <valUSD>236707.580000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EHFB30"/>
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        <curCd>USD</curCd>
        <valUSD>1035353.970000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XNHW7</cusip>
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          <isin value="US3140XNHW79"/>
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        <balance>18404685.210000</balance>
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        <curCd>USD</curCd>
        <valUSD>19055570.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31419AA64</cusip>
        <identifiers>
          <isin value="US31419AA641"/>
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        <balance>8225.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8584.900000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410FU37</cusip>
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          <isin value="US31410FU373"/>
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        <balance>69997.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71927.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31411GGW6</cusip>
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          <isin value="US31411GGW69"/>
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        <balance>98283.410000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102572.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418ED987"/>
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        <balance>7906571.710000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140X7VE67"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31410S4H79"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31410KC934"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QCLD60"/>
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        <curCd>USD</curCd>
        <valUSD>318112.300000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1461217.560000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140W3PV5</cusip>
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          <isin value="US3140W3PV52"/>
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        <balance>14621793.310000</balance>
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        <curCd>USD</curCd>
        <valUSD>14763489.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QNZL9</cusip>
        <identifiers>
          <isin value="US3140QNZL95"/>
        </identifiers>
        <balance>4892245.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4609849.950000</valUSD>
        <pctVal>0.0263594401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138A4X75</cusip>
        <identifiers>
          <isin value="US3138A4X754"/>
        </identifiers>
        <balance>2262.110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2245.090000</valUSD>
        <pctVal>0.0000128376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31419ADK0</cusip>
        <identifiers>
          <isin value="US31419ADK07"/>
        </identifiers>
        <balance>553042.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568292.760000</valUSD>
        <pctVal>0.0032495372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31413MB63</cusip>
        <identifiers>
          <isin value="US31413MB639"/>
        </identifiers>
        <balance>5339.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5659.610000</valUSD>
        <pctVal>0.0000323620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31408F7A1</cusip>
        <identifiers>
          <isin value="US31408F7A17"/>
        </identifiers>
        <balance>36577.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38020.710000</valUSD>
        <pctVal>0.0002174050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FMQW9</cusip>
        <identifiers>
          <isin value="US3140FMQW97"/>
        </identifiers>
        <balance>460566.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>414920.930000</valUSD>
        <pctVal>0.0023725465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417CGZ2</cusip>
        <identifiers>
          <isin value="US31417CGZ23"/>
        </identifiers>
        <balance>956525.090000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>899676.870000</valUSD>
        <pctVal>0.0051444144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403DBY4</cusip>
        <identifiers>
          <isin value="US31403DBY40"/>
        </identifiers>
        <balance>201850.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204205.200000</valUSD>
        <pctVal>0.0011676594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EKLE3</cusip>
        <identifiers>
          <isin value="US3138EKLE34"/>
        </identifiers>
        <balance>533186.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501498.270000</valUSD>
        <pctVal>0.0028676017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</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 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138Y3YF2</cusip>
        <identifiers>
          <isin value="US3138Y3YF28"/>
        </identifiers>
        <balance>761528.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748274.460000</valUSD>
        <pctVal>0.0042786850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31368HML4</cusip>
        <identifiers>
          <isin value="US31368HML41"/>
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        <balance>224.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230.580000</valUSD>
        <pctVal>0.0000013185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410WWU8</cusip>
        <identifiers>
          <isin value="US31410WWU88"/>
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        <balance>40838.780000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43290.170000</valUSD>
        <pctVal>0.0002475362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140LQPW4</cusip>
        <identifiers>
          <isin value="US3140LQPW47"/>
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        <balance>592127.460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557709.100000</valUSD>
        <pctVal>0.0031890191</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403DQN2</cusip>
        <identifiers>
          <isin value="US31403DQN20"/>
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        <balance>74860.720000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76831.050000</valUSD>
        <pctVal>0.0004393252</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.4530000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140MFYA5</cusip>
        <identifiers>
          <isin value="US3140MFYA51"/>
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        <balance>2793013.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2630033.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416BN61</cusip>
        <identifiers>
          <isin value="US31416BN614"/>
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        <balance>127796.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131163.290000</valUSD>
        <pctVal>0.0007500007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31412NBD7</cusip>
        <identifiers>
          <isin value="US31412NBD75"/>
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        <balance>425393.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445670.560000</valUSD>
        <pctVal>0.0025483750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XKG61</cusip>
        <identifiers>
          <isin value="US3140XKG616"/>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 20YR</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1469.620000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>3497264.900000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J9VB42"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6525608.330000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERCZ1</cusip>
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          <isin value="US3138ERCZ17"/>
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        <balance>3428507.040000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3315889.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EQCM2</cusip>
        <identifiers>
          <isin value="US3138EQCM21"/>
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        <balance>549621.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>555729.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31417LCP8</cusip>
        <identifiers>
          <isin value="US31417LCP85"/>
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        <balance>37349.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37098.420000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EHVS8</cusip>
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          <isin value="US3138EHVS80"/>
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        <balance>1204148.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1195086.660000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416CGK6</cusip>
        <identifiers>
          <isin value="US31416CGK62"/>
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        <balance>62558.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64206.620000</valUSD>
        <pctVal>0.0003671379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140N12A0</cusip>
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          <isin value="US3140N12A04"/>
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        <balance>4017288.610000</balance>
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        <curCd>USD</curCd>
        <valUSD>3982034.980000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31413F5B42"/>
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        <balance>20654.940000</balance>
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        <curCd>USD</curCd>
        <valUSD>21896.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140XGRW19"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31413BPJ43"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QNDF65"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138WKHN86"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QTEF2</cusip>
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          <isin value="US3140QTEF27"/>
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        <balance>9080668.070000</balance>
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        <curCd>USD</curCd>
        <valUSD>9190721.950000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138A46Y6</cusip>
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          <isin value="US3138A46Y62"/>
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        <balance>1602677.590000</balance>
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        <curCd>USD</curCd>
        <valUSD>1554224.280000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EDG26"/>
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        <curCd>USD</curCd>
        <valUSD>3267772.700000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EB908"/>
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        <curCd>USD</curCd>
        <valUSD>15807.100000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>182770.060000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31410WX372"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7326.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>8882.880000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31413CBU27"/>
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        <balance>12358.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13095.830000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QS4E8</cusip>
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          <isin value="US3140QS4E88"/>
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        <balance>6357910.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6540710.360000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>367075.580000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DD973"/>
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        <curCd>USD</curCd>
        <valUSD>717175.620000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403C6L05"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <debtSec>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138WJMU91"/>
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        <curCd>USD</curCd>
        <valUSD>11507091.990000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418EBR09"/>
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        <curCd>USD</curCd>
        <valUSD>9708995.470000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138X0Y36</cusip>
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          <isin value="US3138X0Y365"/>
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        <curCd>USD</curCd>
        <valUSD>531552.610000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XMB62</cusip>
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          <isin value="US3140XMB621"/>
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        <balance>7127213.610000</balance>
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        <curCd>USD</curCd>
        <valUSD>7379268.730000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31374TFV6</cusip>
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          <isin value="US31374TFV61"/>
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        <balance>241.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244.660000</valUSD>
        <pctVal>0.0000013990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138WBQ57</cusip>
        <identifiers>
          <isin value="US3138WBQ578"/>
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        <balance>2587238.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2548322.890000</valUSD>
        <pctVal>0.0145714861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</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 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31416XBY5</cusip>
        <identifiers>
          <isin value="US31416XBY58"/>
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        <balance>245967.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>244116.580000</valUSD>
        <pctVal>0.0013958754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31413MUF2</cusip>
        <identifiers>
          <isin value="US31413MUF21"/>
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        <balance>39376.920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40202.130000</valUSD>
        <pctVal>0.0002298786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.2800000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403DSH3</cusip>
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          <isin value="US31403DSH34"/>
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        <balance>4188.060000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4425.180000</valUSD>
        <pctVal>0.0000253035</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XCV21</cusip>
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          <isin value="US3140XCV216"/>
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        <balance>6708426.500000</balance>
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        <curCd>USD</curCd>
        <valUSD>6197084.660000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140MGE984"/>
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        <balance>82657.700000</balance>
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        <curCd>USD</curCd>
        <valUSD>72952.860000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XGEQ8</cusip>
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          <isin value="US3140XGEQ87"/>
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        <balance>13526178.150000</balance>
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        <curCd>USD</curCd>
        <valUSD>13084092.110000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410FSK2</cusip>
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          <isin value="US31410FSK20"/>
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        <curCd>USD</curCd>
        <valUSD>26365.080000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138W9NY2</cusip>
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          <isin value="US3138W9NY26"/>
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        <balance>2698727.680000</balance>
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        <curCd>USD</curCd>
        <valUSD>2466704.450000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31413LAZ2</cusip>
        <identifiers>
          <isin value="US31413LAZ22"/>
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        <balance>4378.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4641.780000</valUSD>
        <pctVal>0.0000265420</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FLK49</cusip>
        <identifiers>
          <isin value="US3140FLK498"/>
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        <balance>2587127.880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2330722.780000</valUSD>
        <pctVal>0.0133272337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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      </invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 15YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <valUSD>9884.670000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>3110703.670000</balance>
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        <curCd>USD</curCd>
        <valUSD>3027224.820000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>108156.280000</balance>
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        <curCd>USD</curCd>
        <valUSD>111006.030000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>421765.860000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124870.470000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138A2AX7</cusip>
        <identifiers>
          <isin value="US3138A2AX74"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1101783.390000</valUSD>
        <pctVal>0.0063000734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31376KML7</cusip>
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          <isin value="US31376KML79"/>
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        <balance>643.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XBWT3</cusip>
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          <isin value="US3140XBWT38"/>
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        <balance>14538.190000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13349.890000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31410XBC9</cusip>
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          <isin value="US31410XBC92"/>
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        <balance>7754.840000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8193.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31403DPZ6</cusip>
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          <isin value="US31403DPZ68"/>
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        <balance>151293.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153050.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418CJA3</cusip>
        <identifiers>
          <isin value="US31418CJA36"/>
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        <balance>4102108.470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3681901.910000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERN71</cusip>
        <identifiers>
          <isin value="US3138ERN710"/>
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        <balance>5047293.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4769263.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140F5C35</cusip>
        <identifiers>
          <isin value="US3140F5C350"/>
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        <balance>5017255.420000</balance>
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        <curCd>USD</curCd>
        <valUSD>4517339.050000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31419FFW14"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140W0BS31"/>
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        <curCd>USD</curCd>
        <valUSD>759135.050000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138YTK86</cusip>
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          <isin value="US3138YTK868"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>3.0000000000</annualizedRt>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31409HDV33"/>
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        <curCd>USD</curCd>
        <valUSD>7243.760000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418EAM2</cusip>
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          <isin value="US31418EAM21"/>
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        <balance>14986893.580000</balance>
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        <curCd>USD</curCd>
        <valUSD>12065067.010000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31410F5C54"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <debtSec>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EGFA73"/>
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        <curCd>USD</curCd>
        <valUSD>2829953.210000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140J6C47</cusip>
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          <isin value="US3140J6C479"/>
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        <balance>1318948.950000</balance>
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        <curCd>USD</curCd>
        <valUSD>1275336.670000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 15YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <valUSD>1252.360000</valUSD>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>229748.040000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>323488.940000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140N0UW31"/>
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        <curCd>USD</curCd>
        <valUSD>1426250.400000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138WFK390"/>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138ERTV20"/>
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        <balance>8983198.150000</balance>
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        <curCd>USD</curCd>
        <valUSD>8088117.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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      </invstOrSec>
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        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31419BBT17"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XA2E1</cusip>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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      </invstOrSec>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3140J8ZH92"/>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
        <valUSD>35114.470000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>4996829.380000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140XKX39</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5602148.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31418DQ88</cusip>
        <identifiers>
          <isin value="US31418DQ882"/>
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        <balance>969546.510000</balance>
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        <curCd>USD</curCd>
        <valUSD>822225.410000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140KQFJ5</cusip>
        <identifiers>
          <isin value="US3140KQFJ54"/>
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        <balance>17590.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16223.840000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EGVB7</cusip>
        <identifiers>
          <isin value="US3138EGVB72"/>
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        <balance>42781.980000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43281.060000</valUSD>
        <pctVal>0.0002474841</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138ERDM9</cusip>
        <identifiers>
          <isin value="US3138ERDM94"/>
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        <balance>4750058.770000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4682992.710000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31408JR789"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EG3M43"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138EPY992"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140NLSV22"/>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138LXQH5</cusip>
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          <isin value="US3138LXQH57"/>
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        <curCd>USD</curCd>
        <valUSD>1764775.850000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31402RFV6</cusip>
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          <isin value="US31402RFV69"/>
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        <balance>575279.300000</balance>
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        <curCd>USD</curCd>
        <valUSD>582129.620000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1461.950000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
        <valUSD>19156453.800000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>381456.720000</balance>
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        <curCd>USD</curCd>
        <valUSD>321251.980000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FNMA 20YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <balance>497120.410000</balance>
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        <curCd>USD</curCd>
        <valUSD>479988.120000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140QUNB84"/>
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        <curCd>USD</curCd>
        <valUSD>7166990.450000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140W4E861"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31410TAK16"/>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31402DJS09"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138ABBY45"/>
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        <curCd>USD</curCd>
        <valUSD>5258.130000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140QMTP9</cusip>
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          <isin value="US3140QMTP90"/>
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        <balance>38414467.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>31199261.370000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.0000000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418DZW54"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140FXGG13"/>
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        <curCd>USD</curCd>
        <valUSD>5406183.310000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31418NZW37"/>
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        <curCd>USD</curCd>
        <valUSD>30686.960000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FNMA 15YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J7SA40"/>
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        <curCd>USD</curCd>
        <valUSD>3435754.360000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3140QVAM69"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31383JHB98"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3138AJNH10"/>
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        <valUSD>560069.070000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3140FGMN6</cusip>
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          <isin value="US3140FGMN66"/>
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        <balance>6818217.950000</balance>
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        <curCd>USD</curCd>
        <valUSD>6142477.920000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>31385JJC3</cusip>
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      </invstOrSec>
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      </invstOrSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>FNMA 30 YR</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250561.770000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7983703.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
        <cusip>3138EJSU3</cusip>
        <identifiers>
          <isin value="US3138EJSU30"/>
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        <balance>1697582.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1641621.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31413T3K69"/>
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        <balance>18251.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19347.540000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31411CKC46"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7359.670000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J9CU34"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140W32X69"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US3140J7QA67"/>
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        <balance>1464802.870000</balance>
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        <curCd>USD</curCd>
        <valUSD>1438854.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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      <invstOrSec>
        <name>FNMA 30 YR</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL</title>
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          <isin value="US31403DDJ54"/>
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        <balance>32192.590000</balance>
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        <curCd>USD</curCd>
        <valUSD>33040.820000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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      <invstOrSec>
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        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <derivativeInfo>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
            <unrealizedAppr>19620.360000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>FI TRS REC GSCRED 5.875 31 08/12/26 CHASGB2LXXX_C</title>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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            <counterparties>
              <counterpartyName>JP MORGAN CHASE BANK</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        </derivativeInfo>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <curCd>USD</curCd>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
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        <identifiers>
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        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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            <rcptCurCd>USD</rcptCurCd>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <identifiers>
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        <derivativeInfo>
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            <descRefInstrmnt>
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            <swapFlag>Y</swapFlag>
            <otherRecDesc fixedOrFloating="Other">Fixed Income Performance Leg</otherRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="SECURED OVERNIGHT FINANCING" floatingRtSpread="0.480000" pmntAmt="0.000000">
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <name>FCBSL 2024-4A B 144A</name>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC 15YR GOLD</name>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
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        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC GOLD POOL</title>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
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      </invstOrSec>
      <invstOrSec>
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      </invstOrSec>
      <invstOrSec>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLM GOLD</name>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC GOLD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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      <invstOrSec>
        <name>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC NON GOLD POOL</title>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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        <name>FNMA 30 YR</name>
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      </invstOrSec>
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        <name>FNMA 15YR</name>
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        <name>FNMA 30 YR</name>
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        <name>STACR 2025-DNA2 A1 144A</name>
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        <name>GNMA II TBA JUN</name>
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        <name>GNMA II TBA JUN</name>
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        <name>GNMA II TBA JUN</name>
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      </invstOrSec>
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        <name>GNMA 30 YR PLAT</name>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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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>5.0000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
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        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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          <isin value="US3622A2MV18"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MTG ASSN I</name>
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        <name>GNMA 30 YR</name>
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        <title>GINNIE MAE I POOL</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA 30 YR PLAT</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <curCd>USD</curCd>
        <valUSD>1829576.180000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GNMA 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE I POOL</title>
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        <curCd>USD</curCd>
        <valUSD>11584.370000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA II 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GOVT NATL MTG ASSN II30Y</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      </invstOrSec>
      <invstOrSec>
        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
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        <name>GNMA LL 30 YR</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GINNIE MAE II POOL</title>
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      </invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
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        <name>GNR 2023-69 IL</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GNR 2020-181 WI</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>GNR 2017-184 JH</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNR 2021-23 JI</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</title>
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          <isin value="US38382NWP85"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GNR 2013-24 OI</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</title>
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          <isin value="US38378FK749"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GNR 2018-8 DA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>GRACE 2020-GRCE A 144A</name>
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          <isin value="US38406JAA60"/>
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        <balance>5110000.000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GALC 2026-1 A2 144A</name>
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          <isin value="US39154GAP19"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>GALC 2026-1 A3 144A</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GSMBS 2020-INV1 A14 144A</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>GSMBS 2014-EB1A 2A1 144A</name>
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        <cusip>36250BAE6</cusip>
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        <name>GSMBS 2025-NQM3 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HA SUSTAINABLE INF CAP</name>
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        <title>HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC</title>
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        <name>HARBOUR ENERGY PLC 144A</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HNGRY 2024-1A A2 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HNGRY 2021-1A A2 144A</name>
        <lei>N/A</lei>
        <title>HARDEE'S FUNDING LLC</title>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8650000000</annualizedRt>
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        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HILCORP ENERGY I LP TL B 1L BANKDEBT</name>
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        <name>HILTON WORLDWIDE FIN TL B 1L BANKDEBT</name>
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        <name>HOLOGIC TL B 1L USD BANKDEBT</name>
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      <invstOrSec>
        <name>HORSESHOE FUND TRST I 144A</name>
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      <invstOrSec>
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        <name>HPEFS 2023-2A D 144A</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>HUB INTERNATIONAL LTD TL B 1L BANKDEBT</name>
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          <isin value="US44332EAZ97"/>
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        <name>HY 2025-SPRL A 144A</name>
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        <name>HACLN 2024-1 B1 144A</name>
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        <name>HACLN 2026-1 B1 144A</name>
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        <name>HUT 8 DC LLC 144A</name>
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        <name>HALST 2025-A B 144A</name>
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        <name>HART 2026-A B</name>
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        <name>HART 2026-A C</name>
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        <name>ING GROEP NV</name>
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        <name>INTL BK RECON &amp; DEVELOP</name>
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        <name>INVCO 2021-3A A1R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>IPALCO ENTERPRISES INC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>IQVIA INC TL B5 1L USD BANKDEBT</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA INC</title>
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          <isin value="US44969CBP41"/>
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        <balance>40204641.576000</balance>
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        <curCd>USD</curCd>
        <valUSD>40414107.760000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>IQVIA INC 144A</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA INC</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STATE OF ISRAEL</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>ISRAEL GOVERNMENT INTERNATIONAL BOND</title>
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        <balance>17955000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18266421.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JACKSON NATL LIFE GLOBAL 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING</title>
        <cusip>46849LVE8</cusip>
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          <isin value="US46849LVE81"/>
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        <balance>9930000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10031014.240000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JANE STREET GRP/JSG FIN 144A</name>
        <lei>N/A</lei>
        <title>JANE STREET GROUP / JSG FINANCE INC</title>
        <cusip>47077WAE8</cusip>
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          <isin value="US47077WAE84"/>
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        <balance>9630000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.7500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JANE STREET GRP/JSG FIN 144A</name>
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          <isin value="US47077WAD02"/>
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        <balance>2020000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2024953.050000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.1250000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JANE STREET GRP/JSG FIN 144A</name>
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        <title>JANE STREET GROUP / JSG FINANCE INC</title>
        <cusip>47077WAC2</cusip>
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          <isin value="US47077WAC29"/>
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        <balance>4352000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4516985.970000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.1250000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JANE STREET GROUP LLC TL B 1L BANKDEBT</name>
        <lei>5493002N1IVX6KHGYO08</lei>
        <title>JANE STREET GROUP LLC</title>
        <cusip>47077DAM2</cusip>
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          <isin value="US47077DAM20"/>
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        <balance>6310348.510000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>JONES DESLAURIERS INSURA 144A</name>
        <lei>549300JQIWNFU00E5424</lei>
        <title>JONES DESLAURIERS INSURANCE MANAGEMENT INC</title>
        <cusip>48020RAB1</cusip>
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          <isin value="US48020RAB15"/>
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        <balance>3183000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>JPMMT 2019-INV3 A3 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2019-INV3</title>
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          <isin value="US46591LAC54"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>JPMMT 2020-INV1 A3 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2020-INV1</title>
        <cusip>46591VAC3</cusip>
        <identifiers>
          <isin value="US46591VAC37"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.5000000000</annualizedRt>
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      <invstOrSec>
        <name>JPMMT 2020-LTV1 A3 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2020-LTV1</title>
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          <isin value="US46591NAC11"/>
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        <balance>50804.060000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>JPMMT 2020-LTV1 A15 144A</name>
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        <title>JP MORGAN MORTGAGE TRUST 2020-LTV1</title>
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          <isin value="US46591NBH98"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMMT 2025-DSC2 A1 144A</name>
        <lei>529900SXYOW2J5ABY729</lei>
        <title>JP MORGAN MORTGAGE TRUST 2025-DSC2</title>
        <cusip>46659VAA6</cusip>
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          <isin value="US46659VAA61"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>JPMMT 2025-HE3 A1 144A</name>
        <lei>529900FDW9QWEZPAFE21</lei>
        <title>JP MORGAN MORTGAGE TRUST 2025-HE3</title>
        <cusip>46660CAA5</cusip>
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          <isin value="US46660CAA53"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.9750000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMMT 2025-NMQ3 A1 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3</title>
        <cusip>46659QAC3</cusip>
        <identifiers>
          <isin value="US46659QAC33"/>
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        <balance>12546663.790000</balance>
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        <curCd>USD</curCd>
        <valUSD>12575823.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.4950000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMMT 2026-HE1 A1 144A</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST SERIES 2026-HE1</title>
        <cusip>46594RAA3</cusip>
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        <name>LEIDOS INC</name>
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      <invstOrSec>
        <name>LEVEL 3 FINANCING INC TL B5 1L USD BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LOUISVILLE GAS &amp; ELEC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>M&amp;T BANK CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MA'ADEN SUKUK LTD 144A</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MDPK 2022-60A BR 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MDPK 2020-47A A1R 144A</name>
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        <name>MDPK 2020-47A BR 144A</name>
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        <name>MDPK 2019-35A A1R2 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MATCH GROUP HLD II LLC 144A</name>
        <lei>5493003RFFE030RC9167</lei>
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        <name>MED 2024-MOB A</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MEDLINE TL B 1L BANKDEBT</name>
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        <fairValLevel>2</fairValLevel>
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        <lei>254900QT3R363TVK6F09</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MEDLINE BORROWER LP 144A</name>
        <lei>254900QT3R363TVK6F09</lei>
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          <isin value="US58506DAA63"/>
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        <curCd>USD</curCd>
        <valUSD>8765959.070000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isin value="US58506DAB47"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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          <isin value="US58506DAC20"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.2500000000</annualizedRt>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2500000000</annualizedRt>
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        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <fairValLevel>2</fairValLevel>
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        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES</name>
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        <name>UNITED MEXICAN STATES</name>
        <lei>254900EGTWEU67VP6075</lei>
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        <name>MINERA MEXICO SA DE CV 144A</name>
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        <name>MMAF 2024-A A3 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MOLINA HEALTHCARE INC 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>NAVEL 2026-A A 144A</name>
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          <couponKind>Fixed</couponKind>
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        <name>NAVSL 2020-CA B 144A</name>
        <lei>N/A</lei>
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        <name>NAVRL 2026-A A 144A</name>
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      <invstOrSec>
        <name>NAVMT 2025-1 A 144A</name>
        <lei>N/A</lei>
        <title>NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 2025-1</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NBN CO LTD</name>
        <lei>2549007CRZ2NT7S96A24</lei>
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        <invCountry>AU</invCountry>
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        <name>NBN CO LTD</name>
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        <invCountry>AU</invCountry>
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      <invstOrSec>
        <name>NSLT 2021-BA AFX 144A</name>
        <lei>N/A</lei>
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        <name>NEUB 2016-21A A1R3 144A</name>
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        <title>NEUBERGER BERMAN CLO XXI LTD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEUB 2021-43A AR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEVADA POWER CO</name>
        <lei>MJZFGXRJ52U8U4MKJ519</lei>
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      <invstOrSec>
        <name>NRZT 2021-INV2 A4 144A</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2</title>
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        <name>NRZT 2025-NQM3 A1 144A</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3</title>
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        <name>NRZT 2025-NQM4 A1 144A</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4</title>
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          <maturityDt>2065-07-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>NRZT 2026-NQM4 A1 144A</name>
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        <name>ONEOK INC</name>
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        <name>OPAL BIDCO 144A</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>ORANGE SA 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ORBIA ADVANCE CORP SAB 144A</name>
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        <invCountry>MX</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>OZLMF 2012-2A AR4 144A</name>
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        <name>PETIT FORESTIER Note PP</name>
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        <name>RAD 2023-21A A1R 144A</name>
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        <name>RAIZEN FUELS FINANCE 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>REG16 2019-2A A1R2 144A</name>
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        <name>MACLEAN TL B 1L BANKDEBT</name>
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        <name>REVVITY INC</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5183134.470000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.9000000000</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>REVVITY INC</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>REVVITY INC</title>
        <cusip>714046AN9</cusip>
        <identifiers>
          <isin value="US714046AN96"/>
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        <balance>7580000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6650272.450000</valUSD>
        <pctVal>0.0380267168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2500000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RGA GLOBAL FUNDING 144A</name>
        <lei>549300Y22K5FOEBMSK42</lei>
        <title>RGA GLOBAL FUNDING</title>
        <cusip>76209PAJ2</cusip>
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          <isin value="US76209PAJ21"/>
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        <balance>10725000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10668138.230000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RIVIAN HLD/AUTO LLC 144A</name>
        <lei>N/A</lei>
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        <cusip>76954LAD1</cusip>
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          <isin value="US76954LAD10"/>
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        <balance>5240000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5163766.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.0000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROCKT 2019-2A AR2 144A</name>
        <lei>549300IG5M07NI4QKK80</lei>
        <title>ROCKFORD TOWER CLO 2019-2 LTD</title>
        <cusip>77341GAS9</cusip>
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          <isin value="US77341GAS93"/>
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        <balance>5831748.350000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ROCKT 2021-2A A1R 144A</name>
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        <title>ROCKFORD TOWER CLO 2021-2 LTD</title>
        <cusip>77341LAQ2</cusip>
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          <isin value="US77341LAQ23"/>
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        <balance>5515000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5518253.850000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC</title>
        <cusip>775109DE8</cusip>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC</title>
        <cusip>775109DF5</cusip>
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          <isin value="US775109DF56"/>
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        <curCd>USD</curCd>
        <valUSD>20557634.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS IN</name>
        <lei>5493000M6Z4XFIP6PF03</lei>
        <title>ROGERS COMMUNICATIONS INC</title>
        <cusip>775109CH2</cusip>
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        <curCd>USD</curCd>
        <valUSD>17259109.160000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11391507.930000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-04</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>77586RAX8</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROMANIA 144A</name>
        <lei>315700IASY927EDWBK92</lei>
        <title>ROMANIAN GOVERNMENT INTERNATIONAL BOND</title>
        <cusip>YK6552730</cusip>
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          <isin value="XS3198387246"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RRAM 2024-28RA A1AR2 144A</name>
        <lei>254900ZSKVCYOXP11C98</lei>
        <title>RR 28 LTD</title>
        <cusip>74989NAN9</cusip>
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          <isin value="US74989NAN93"/>
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        <balance>21300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21345965.400000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-30</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>RTE RESEAU DE TRANSPORT</name>
        <lei>969500JRJW0K2ET1UP76</lei>
        <title>RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR</title>
        <cusip>AU5894319</cusip>
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          <isin value="FR0013368164"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RAYTHEON TECH CORP</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX CORP</title>
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          <isin value="US913017CY37"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.1250000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>RTX CORP</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX CORP</title>
        <cusip>75513ECP4</cusip>
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        <balance>4750000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3056165.610000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.0300000000</annualizedRt>
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      <invstOrSec>
        <name>RTX CORP</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX CORP</title>
        <cusip>75513ECR0</cusip>
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        <balance>5881000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5995363.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1500000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RTX CORP</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>RTX CORP</title>
        <cusip>75513ECL3</cusip>
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        <balance>18895000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11702177.590000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HLSY 2025-9A A 144A</name>
        <lei>254900XOQCO9R6J0SO60</lei>
        <title>SAGARD-HALSEYPOINT CLO 9 LTD</title>
        <cusip>78662EAA2</cusip>
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        <curCd>USD</curCd>
        <valUSD>5971573.430000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SAIF 2026-CES1 A1A 144A</name>
        <lei>N/A</lei>
        <title>SAIF SECURITIZATION TRUST 2026-CES1</title>
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          <isin value="US78710HAA77"/>
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        <curCd>USD</curCd>
        <valUSD>11439303.010000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.3990000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SALESFORCE INC</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>SALESFORCE INC</title>
        <cusip>79466LAW4</cusip>
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          <isin value="US79466LAW46"/>
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        <balance>14595000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14889940.030000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5500000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SALESFORCE.COM INC</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>SALESFORCE INC</title>
        <cusip>79466LAL8</cusip>
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          <isin value="US79466LAL80"/>
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        <balance>6104000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3608121.220000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.9000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SALESFORCE INC</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>SALESFORCE INC</title>
        <cusip>79466LAQ7</cusip>
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          <isin value="US79466LAQ77"/>
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        <balance>17470000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17498174.080000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.5000000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAMMONS FINANCIAL GLOBAL 144A</name>
        <lei>635400IPRNPM6HDHRS48</lei>
        <title>SAMMONS FINANCIAL GROUP GLOBAL FUNDING</title>
        <cusip>79587J2B8</cusip>
        <identifiers>
          <isin value="US79587J2B82"/>
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        <balance>4775000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4799940.190000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0500000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAMMONS FINANCIAL GLOBAL 144A</name>
        <lei>635400IPRNPM6HDHRS48</lei>
        <title>SAMMONS FINANCIAL GROUP GLOBAL FUNDING</title>
        <cusip>79587J2E2</cusip>
        <identifiers>
          <isin value="US79587J2E22"/>
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        <balance>6760000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6703370.490000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.8000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SAMMONS FINANCIAL GLOBAL 144A</name>
        <lei>635400IPRNPM6HDHRS48</lei>
        <title>SAMMONS FINANCIAL GROUP GLOBAL FUNDING</title>
        <cusip>79587J2A0</cusip>
        <identifiers>
          <isin value="US79587J2A00"/>
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        <balance>9000000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9037961.630000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAN DIEGO G &amp; E</name>
        <lei>KNIRVXKVNJJ4P8OTMS63</lei>
        <title>SAN DIEGO GAS &amp; ELECTRIC CO</title>
        <cusip>797440CH5</cusip>
        <identifiers>
          <isin value="US797440CH57"/>
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        <balance>6430000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6423572.140000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.2000000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SBCLN 2023-B B 144A</name>
        <lei>N/A</lei>
        <title>SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B</title>
        <cusip>80290CCB8</cusip>
        <identifiers>
          <isin value="US80290CCB81"/>
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        <balance>215328.360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217447.880000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.6400000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SBCLN 2025-A B 144A</name>
        <lei>N/A</lei>
        <title>SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A</title>
        <cusip>80290CCR3</cusip>
        <identifiers>
          <isin value="US80290CCR34"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4840000000</annualizedRt>
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        <name>SBCLN 2025-A A2 144A</name>
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        <title>SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A</title>
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        <identifiers>
          <isin value="US80290CCQ50"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.4120000000</annualizedRt>
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        <name>SDART 2025-1 A3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1</title>
        <cusip>80288DAC0</cusip>
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          <isin value="US80288DAC02"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SDART 2025-4 B</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4</title>
        <cusip>802923AD4</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SDART 2025-4 A3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SDART 2026-1 A3</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1</title>
        <cusip>80288FAC5</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.9300000000</annualizedRt>
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      <invstOrSec>
        <name>SDART 2026-1 B</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1</title>
        <cusip>80288FAD3</cusip>
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          <isin value="US80288FAD33"/>
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        <curCd>USD</curCd>
        <valUSD>10760849.980000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SANTANDER HOLDINGS USA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAN 2025-NQM2 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAN 2025-NQM6 A1 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SARTORIUS FINANCE BV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SBA TOWER TRUST 144A</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST</title>
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          <isin value="US78403DBD12"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SBA TOWER TRUST 144A</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SBA TOWER TRUST 144A</name>
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          <isin value="US78403DAV29"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SCHLUMBERGER INVESTMENT</name>
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          <isin value="US806854AQ80"/>
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        <balance>22105000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SCUL 27A BRR 144A</name>
        <lei>N/A</lei>
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          <isin value="US81124UBN37"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SDR 2024-DSNY A 144A</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SEB4P 2024-1A A2 144A</name>
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        <name>SEB4P 2026-1A A2 144A</name>
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        <debtSec>
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        <name>SSTRT 2025-B B 144A</name>
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        <name>SEGRO CAPITAL SARL</name>
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        <invCountry>LU</invCountry>

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        <name>SEMPRA</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA</title>
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      <invstOrSec>
        <name>SEMT 2018-CH1 A2 144A</name>
        <lei>549300ZUG1L9OO3W6B29</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH1</title>
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          <isin value="US81747DAB55"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>SEMT 2018-CH2 A3 144A</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH2</title>
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          <isin value="US81747EAC12"/>
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        <balance>1956222.860000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.0000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>SNDPT 2019-1A BRR 144A</name>
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        <name>SNDPT 2021-3AR AR 144A</name>
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        <name>SOUTHERN CAL EDISON</name>
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        <name>SPRINT CAPITAL CORP</name>
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        <name>SHMLT 2022-SH1 A1A 144A</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>IL ST BABS</name>
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        <name>STC SUKUK CO II LTD 144A</name>
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        <name>STC SUKUK CO II LTD 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAUDI TELECOM CO 144A</name>
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        <title>STC SUKUK CO LTD</title>
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          <isin value="US78478GAA13"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SFUEL 2025-BA B 144A</name>
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        <title>STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-B</title>
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      <invstOrSec>
        <name>SFUEL 2025-BA C 144A</name>
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        <name>SFUEL 2025-BA A4 144A</name>
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        <name>SFUEL 2025-CA A4 144A</name>
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          <couponKind>Fixed</couponKind>
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        <name>SFUEL 2025-CA B 144A</name>
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        <name>SFUEL 2026-AA A3 144A</name>
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        <name>SFUEL 2026-AA A4 144A</name>
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        <name>SFUEL 2026-AA B 144A</name>
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        <name>STRIPE INC SERIES A 5.04 2030 PP</name>
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        <name>SUTTER HEALTH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUTTER HEALTH</name>
        <lei>549300MJCC12LU768G81</lei>
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        <name>TARGA RESOURCES CORP</name>
        <lei>5493003QENHHS261UR94</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>TK ELEVATOR TL B 1L BANKDEBT</name>
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        <name>TKO GROUP TL B5 1L BANKDEBT</name>
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        <name>TOTALENERGIES CAP INTL</name>
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        <name>TPMT 2026-1 A1A 144A</name>
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        <name>TPMT 2019-HY3 A1A 144A</name>
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        <name>TCN 2024-SFR2 A 144A</name>
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      <invstOrSec>
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        <lei>254900HROIFWPRGM1V77</lei>
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        <lei>254900HROIFWPRGM1V77</lei>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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          <couponKind>Fixed</couponKind>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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          <isin value="US91282CJQ50"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>254900HROIFWPRGM1V77</lei>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
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        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810TZ1</cusip>
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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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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
        <cusip>912810UD8</cusip>
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          <isin value="US912810UD80"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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          <isin value="US91282CKN01"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND</title>
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          <isin value="US912810TM09"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREASURY N/B</name>
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          <isin value="US912810TX63"/>
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        <name>US TREASURY N/B</name>
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          <isin value="US912810TU25"/>
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        <fairValLevel>2</fairValLevel>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CMT52"/>
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        <name>US TREASURY N/B</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CFT36"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC</title>
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        <curCd>USD</curCd>
        <valUSD>21848836.580000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.0500000000</annualizedRt>
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        <name>VMED O2 UK FINANCING I 144A</name>
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        <name>WYNNTON FUNDING TRUST 144A</name>
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        <name>XPLR INFRAST OPERATING 144A</name>
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        <name>XYLEM INC</name>
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        <name>YMMT 2026-A A1 144A</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.1500000000</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>YUM! BRANDS INC</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC</title>
        <cusip>988498AR2</cusip>
        <identifiers>
          <isin value="US988498AR20"/>
        </identifiers>
        <balance>3270000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3265241.520000</valUSD>
        <pctVal>0.0186708763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.3750000000</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="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>2026-07-02</ncom:dateSigned>
      <ncom:nameOfApplicant>T. ROWE PRICE NEW INCOME FUND, INC.</ncom:nameOfApplicant>
      <ncom:signature>/s/ Alan Dupski</ncom:signature>
      <ncom:signerName>Alan Dupski</ncom:signerName>
      <ncom:title>Treasurer &amp; Vice President</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
