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          <ccc>XXXXXXXX</ccc>
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      <regFileNumber>811-05583</regFileNumber>
      <regCik>0000837274</regCik>
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      <regStreet1>One Franklin Parkway</regStreet1>
      <regCity>San Mateo</regCity>
      <regStateConditional regCountry="US" regState="US-CA"/>
      <regZipOrPostalCode>94403-1906</regZipOrPostalCode>
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      <seriesName>Franklin U.S. Government Securities VIP Fund</seriesName>
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      <repPdEnd>2019-12-31</repPdEnd>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 07/01/2041      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 07/01/2041      FHLMC G30</title>
        <cusip>3132GFLR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="498579"/>
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        <curCd>USD</curCd>
        <valUSD>401652.71000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 11/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 11/15/2023 GNMA SF</title>
        <cusip>36224SDN9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107133"/>
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        <curCd>USD</curCd>
        <valUSD>763.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 5.50% 02/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 02/15/2034      GNMA SF</title>
        <cusip>36291GTF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="305654"/>
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        <curCd>USD</curCd>
        <valUSD>38554.13000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF</title>
        <cusip>36203TDR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105945"/>
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        <balance>5549.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6125.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/20/2040      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/20/2040      GNMA II</title>
        <cusip>36202FGY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471407"/>
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        <balance>387265.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>428428.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 12/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 12/15/2038      GNMA SF</title>
        <cusip>36296QDE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="450354"/>
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        <balance>222748.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250050.58000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF</title>
        <cusip>36203DW97</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105791"/>
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        <balance>9876.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10225.64000000</valUSD>
        <pctVal>0.001236904862</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 4.753% 08/01/2023 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.753% 08/01/2023 FAR FNARM</title>
        <cusip>31370LLM0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543287"/>
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        <balance>16081.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16095.11000000</valUSD>
        <pctVal>0.001946882525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.75300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2035      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2035      GNMA SF</title>
        <cusip>36291ALH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="369462"/>
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        <balance>284533.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>305441.50000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 08/15/2045 SF1 GNSF</title>
        <cusip>36185B7E0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643177"/>
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        <curCd>USD</curCd>
        <valUSD>233633.85000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 04/20/2034      GNMA II 30YR BUY DOWN LOAN POOL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 04/20/2034      GNMA II 30YR BUY DOWN LOAN POOL</title>
        <cusip>36200NGX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="305786"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 12/20/2042 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 12/20/2042 SF2 G2SF</title>
        <cusip>36179MVS6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="540695"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</title>
        <cusip>36224TYL8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107173"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 8.00% 09/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 09/15/2022 GNMA SF</title>
        <cusip>36224J6U1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107011"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.00% 04/01/2048 G30 FGLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.00% 04/01/2048 G30 FGLMC</title>
        <cusip>3128MJ3Y4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687910"/>
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        <curCd>USD</curCd>
        <valUSD>3042067.72000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</title>
        <cusip>36203Q3H2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105910"/>
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        <balance>3468.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3828.60000000</valUSD>
        <pctVal>0.000463111742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 12/20/2039      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 12/20/2039      GNMA II</title>
        <cusip>36202FDB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459611"/>
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        <balance>558132.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>603092.17000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</title>
        <cusip>3620AKPS9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469471"/>
        </identifiers>
        <balance>68678.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76533.20000000</valUSD>
        <pctVal>0.009257541557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.844% 01/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.844% 01/01/2026 FAR FNARM</title>
        <cusip>31374FVA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577517"/>
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        <balance>1190.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1193.82000000</valUSD>
        <pctVal>0.000144405803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36291J7H7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="308514"/>
        </identifiers>
        <balance>2438.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2617.80000000</valUSD>
        <pctVal>0.000316652018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.547% 08/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.547% 08/01/2026 FAR FNARM</title>
        <cusip>31374FXL8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543118"/>
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        <balance>1185.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1215.23000000</valUSD>
        <pctVal>0.000146995581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2032      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2032      FHLMC G30</title>
        <cusip>31288JZA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="313440"/>
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        <balance>141144.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155921.64000000</valUSD>
        <pctVal>0.018860456141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 01/01/2024 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 01/01/2024 FHLMC G30</title>
        <cusip>31335GC45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105051"/>
        </identifiers>
        <balance>18619.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20691.37000000</valUSD>
        <pctVal>0.002502851280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.463% 04/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.463% 04/01/2040 FAR FNARM</title>
        <cusip>31384V6Q0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559436"/>
        </identifiers>
        <balance>1008.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1019.17000000</valUSD>
        <pctVal>0.000123279944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46300000</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>FANNIE MAE 5.00% 07/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 07/01/2035      FNMA 30</title>
        <cusip>31405SDH4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="339418"/>
        </identifiers>
        <balance>75188.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83290.49000000</valUSD>
        <pctVal>0.010074910920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 06/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 06/15/2023 GNMA SF</title>
        <cusip>36203EBM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105800"/>
        </identifiers>
        <balance>272.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>273.59000000</valUSD>
        <pctVal>0.000033093752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.491% 01/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.491% 01/01/2034 FAR FNARM</title>
        <cusip>31402CRN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577532"/>
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        <balance>16246.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16861.27000000</valUSD>
        <pctVal>0.002039558096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 01/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 01/01/2024 FNMA</title>
        <cusip>31371XF24</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="115038"/>
        </identifiers>
        <balance>3033.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3339.02000000</valUSD>
        <pctVal>0.000403891597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.143% 05/01/2033      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.143% 05/01/2033      FNMA ARM</title>
        <cusip>31401DK75</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470367"/>
        </identifiers>
        <balance>4500.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4522.41000000</valUSD>
        <pctVal>0.000547035776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2029   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2029   GNMA SF</title>
        <cusip>36207KKV1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="192368"/>
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        <balance>125.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>138.77000000</valUSD>
        <pctVal>0.000016785774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.50% 07/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.50% 07/15/2024 GNMA SF</title>
        <cusip>36205A6L3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="120659"/>
        </identifiers>
        <balance>1439.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1443.98000000</valUSD>
        <pctVal>0.000174665437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.626% 07/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.626% 07/01/2034 FAR FNARM</title>
        <cusip>31403DK24</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559455"/>
        </identifiers>
        <balance>24202.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25911.51000000</valUSD>
        <pctVal>0.003134285259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <name>GOVT NATL MORTG ASSN 6.00% 03/20/2031 GNMA II</name>
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          <other otherDesc="Internal Identifier" value="205548"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31391MFK4</cusip>
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          <other otherDesc="Internal Identifier" value="549975"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
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          <other otherDesc="Internal Identifier" value="276352"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</title>
        <cusip>3620A9TU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459608"/>
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        <curCd>USD</curCd>
        <valUSD>202593.89000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 7.00% 04/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 04/15/2031 GNMA SF</title>
        <cusip>36212S5J1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="209488"/>
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        <curCd>USD</curCd>
        <valUSD>29552.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GOVT NATL MORTG ASSN 7.00% 09/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 09/15/2031 GNMA SF</title>
        <cusip>36200SR28</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="246595"/>
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        <curCd>USD</curCd>
        <valUSD>17395.96000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 02/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 02/01/2036      FNMA 30</title>
        <cusip>31409T6V5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="355134"/>
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        <curCd>USD</curCd>
        <valUSD>212000.26000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2040 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 10/15/2040 SF1 GNSF</title>
        <cusip>3620ARLM1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643232"/>
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        <curCd>USD</curCd>
        <valUSD>29151.97000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 04/15/2040      GNMA SF</title>
        <cusip>36295WJC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471269"/>
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        <balance>609794.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>663316.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</title>
        <cusip>36204FSC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106079"/>
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        <balance>604.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>667.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31400TX85</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290749"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.00% 12/01/2042 FNL FNCL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138MRDW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="537684"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PETROLEOS MEXICANOS 2.378% 04/15/2025</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 2.378% 04/15/2025</title>
        <cusip>71654QBT8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687404"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 8.50% 05/01/2021 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 05/01/2021 FNMA</title>
        <cusip>313615A97</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105173"/>
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        <valUSD>30.36000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2039      GNMA SF</title>
        <cusip>36241K6R4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="449698"/>
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        <balance>152090.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>169504.99000000</valUSD>
        <pctVal>0.020503513364</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 09/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 09/15/2032      GNMA SF</title>
        <cusip>36201BL38</cusip>
        <identifiers>
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        <balance>32624.71400000</balance>
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        <curCd>USD</curCd>
        <valUSD>36013.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2032 GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF</name>
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        <cusip>36185BQT6</cusip>
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          <other otherDesc="Internal Identifier" value="643222"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</name>
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        <cusip>3620ARDH1</cusip>
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          <other otherDesc="Internal Identifier" value="469461"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 8.00% 01/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36223VCF1</cusip>
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          <other otherDesc="Internal Identifier" value="106860"/>
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        <curCd>USD</curCd>
        <valUSD>1755.89000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3% 07/20/2049 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3% 07/20/2049 SF2</title>
        <cusip>36179UV74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998593"/>
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        <curCd>USD</curCd>
        <valUSD>238965.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 09/01/2031      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31283HN43</cusip>
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          <other otherDesc="Internal Identifier" value="263574"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 08/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 08/15/2034      GNMA SF</title>
        <cusip>36200NZU8</cusip>
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          <other otherDesc="Internal Identifier" value="330504"/>
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        <curCd>USD</curCd>
        <valUSD>9227.89000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 04/20/2028 GNMA II</name>
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        <cusip>36202C2H5</cusip>
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          <other otherDesc="Internal Identifier" value="157829"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 09/20/2047 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 09/20/2047 SF2 G2SF</title>
        <cusip>36179TG41</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674248"/>
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        <curCd>USD</curCd>
        <valUSD>75363883.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 01/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 01/15/2040      GNMA SF</title>
        <cusip>3620AFJN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="461390"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.895% 11/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31386GGH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559442"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 12/15/2035 GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36241KHF8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="353684"/>
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        <curCd>USD</curCd>
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        <name>FANNIE MAE 3.605% 12/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411EC62</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543245"/>
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        <curCd>USD</curCd>
        <valUSD>2221.05000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2031      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/15/2031      GNMA SF</title>
        <cusip>36213EMC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300756"/>
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        <balance>4415.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5023.26000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.744% 02/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.744% 02/01/2037     FNMA ARM</title>
        <cusip>31402DLW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468451"/>
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        <balance>27241.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28077.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</title>
        <cusip>36198RLN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643223"/>
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        <balance>53216.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57079.63000000</valUSD>
        <pctVal>0.006904415950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</title>
        <cusip>3620ASDT3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="494467"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.59% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.59% 08/01/2037 FAR FNARM</title>
        <cusip>31413FKZ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550049"/>
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        <balance>716.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>750.52000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.426% 10/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.426% 10/01/2037 FAR FNARM</title>
        <cusip>31413RZM1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552842"/>
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        <curCd>USD</curCd>
        <valUSD>6807.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36201Y4L7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="310934"/>
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        <balance>7572.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8107.04000000</valUSD>
        <pctVal>0.000980636634</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2026 GNMA SF</title>
        <cusip>36204RRN0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="155652"/>
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        <balance>406.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448.44000000</valUSD>
        <pctVal>0.000054243804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2032      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2032      FHLMC G30</title>
        <cusip>31288CT76</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297331"/>
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        <balance>16747.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18452.94000000</valUSD>
        <pctVal>0.002232088281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</title>
        <cusip>36203KKR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105855"/>
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        <balance>26461.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29170.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.047% 07/01/2035      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.047% 07/01/2035      FNMA ARM</title>
        <cusip>31406RA70</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468953"/>
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        <balance>89345.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92687.41000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.04700000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</title>
        <cusip>31385Y2D6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="462776"/>
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        <curCd>USD</curCd>
        <valUSD>3077.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC 3.00% 06/01/2046 G30 FGLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 3.00% 06/01/2046 G30 FGLMC</title>
        <cusip>3128MJYG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="636510"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2046-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 6.00% 11/01/2031      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 11/01/2031      FNMA 30</title>
        <cusip>31371KEW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="277248"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.00% 07/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 07/01/2035      FNMA 30</title>
        <cusip>31407FUH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="339387"/>
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        <curCd>USD</curCd>
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        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</title>
        <cusip>3620ASEX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="494470"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/20/2036      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/20/2036      GNMA II</title>
        <cusip>36202EHF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="364129"/>
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        <curCd>USD</curCd>
        <valUSD>40475.86000000</valUSD>
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      <invstOrSec>
        <name>OVERSEAS PRIVATE INVESTMENT CORP 11/15/2020 STRIP COUPON</name>
        <lei>549300IDY55XMYWXSD28</lei>
        <title>OVERSEAS PRIVATE INVESTMENT CORP 11/15/2020 STRIP COUPON</title>
        <cusip>690353UC9</cusip>
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        <curCd>USD</curCd>
        <valUSD>3302435.03000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 11/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 11/20/2041      GNMA II</title>
        <cusip>36202FY67</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="508967"/>
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        <balance>5350478.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5681146.24000000</valUSD>
        <pctVal>0.687197809688</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 08/20/2043 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 08/20/2043 SF2 G2SF</title>
        <cusip>36179NLD8</cusip>
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          <other otherDesc="Internal Identifier" value="557511"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.00% 09/01/2040      FHLMC G30</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.00% 09/01/2040      FHLMC G30</title>
        <cusip>312942FQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="506670"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 4.00% 04/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31389L3H0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556157"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.804% 06/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.804% 06/01/2032 FAR FNARM</title>
        <cusip>31389TR46</cusip>
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          <other otherDesc="Internal Identifier" value="552621"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 04/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 04/01/2024 FNMA</title>
        <cusip>31371VAP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105292"/>
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        <curCd>USD</curCd>
        <valUSD>5175.64000000</valUSD>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 01/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 01/20/2041      GNMA II</title>
        <cusip>36202FPF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="509354"/>
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        <curCd>USD</curCd>
        <valUSD>2144882.91000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.636% 12/01/2024 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.636% 12/01/2024 FAR FNARM</title>
        <cusip>31384VQ70</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535217"/>
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        <curCd>USD</curCd>
        <valUSD>4720.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 06/15/2031      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 06/15/2031      GNMA SF</title>
        <cusip>36225BNQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="330505"/>
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        <curCd>USD</curCd>
        <valUSD>41434.23000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 10/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 10/15/2033      GNMA SF</title>
        <cusip>36291AVD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297863"/>
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        <balance>120848.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>129685.78000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.00% 10/15/2036      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36294SD20</cusip>
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          <other otherDesc="Internal Identifier" value="391316"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.50% 04/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202FSE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="509096"/>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 3.535% 01/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31389GPV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577599"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 09/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620A5Q36</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469482"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2033      FNMA 30</title>
        <cusip>31402LHH8</cusip>
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          <other otherDesc="Internal Identifier" value="288443"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF</title>
        <cusip>36224TM98</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107160"/>
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        <curCd>USD</curCd>
        <valUSD>52.04000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.335% 08/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.335% 08/01/2033     FNMA ARM</title>
        <cusip>31402TH24</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458156"/>
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        <curCd>USD</curCd>
        <valUSD>41394.66000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.50% 12/01/2040      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 12/01/2040      FNMA 30</title>
        <cusip>31419AX44</cusip>
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          <other otherDesc="Internal Identifier" value="506682"/>
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        <curCd>USD</curCd>
        <valUSD>3447629.34000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.245% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.245% 10/01/2033 FAR FNARM</title>
        <cusip>31403AMC6</cusip>
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          <other otherDesc="Internal Identifier" value="556153"/>
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        <curCd>USD</curCd>
        <valUSD>36539.72000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.069% 06/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.069% 06/01/2025 FAR FNARM</title>
        <cusip>31387UEC1</cusip>
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          <other otherDesc="Internal Identifier" value="560057"/>
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        <curCd>USD</curCd>
        <valUSD>10184.68000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.647% 01/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.647% 01/01/2034 FAR FNARM</title>
        <cusip>31404GZM6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577700"/>
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        <curCd>USD</curCd>
        <valUSD>9776.50000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.709% 09/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.709% 09/01/2035 FAR FNARM</title>
        <cusip>31414CNT1</cusip>
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          <other otherDesc="Internal Identifier" value="564795"/>
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        <curCd>USD</curCd>
        <valUSD>1559125.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</title>
        <cusip>36204FKD5</cusip>
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          <other otherDesc="Internal Identifier" value="106077"/>
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        <curCd>USD</curCd>
        <valUSD>567.60000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 05/20/2032      GNMA II</name>
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        <cusip>36202DS51</cusip>
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          <other otherDesc="Internal Identifier" value="270827"/>
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        <balance>6798.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7937.43000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</title>
        <cusip>36296SQU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471346"/>
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        <balance>175137.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189967.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.50% 05/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.50% 05/15/2023 GNMA SF</title>
        <cusip>36203DQU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105788"/>
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        <balance>1234.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1249.09000000</valUSD>
        <pctVal>0.000151091324</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF</title>
        <cusip>36223WAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106867"/>
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        <balance>1900.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1915.19000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.331% 05/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.331% 05/01/2036 FAR FNARM</title>
        <cusip>31409JKQ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="531514"/>
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        <balance>12078.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12734.63000000</valUSD>
        <pctVal>0.001540395102</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33100000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</title>
        <cusip>3620ALQM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469460"/>
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        <balance>19884.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21659.70000000</valUSD>
        <pctVal>0.002619981561</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 09/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 09/01/2033      FHLMC G30</title>
        <cusip>31292HYT5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="286154"/>
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        <balance>152216.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>167975.80000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 10/15/2045 SF1 GNSF</title>
        <cusip>36189EKA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643205"/>
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        <balance>65202.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68955.01000000</valUSD>
        <pctVal>0.008340875210</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 01/20/2036      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 01/20/2036      GNMA II</title>
        <cusip>36202EGR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="353557"/>
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        <balance>505091.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>577671.51000000</valUSD>
        <pctVal>0.069875792599</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.343% 03/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.343% 03/01/2035     FNMA ARM</title>
        <cusip>31406UUX4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="416476"/>
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        <balance>3765.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3886.78000000</valUSD>
        <pctVal>0.000470149260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.34300000</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>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 7.50% 11/15/2026 GNMA SF</name>
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        <cusip>36207UDY1</cusip>
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          <other otherDesc="Internal Identifier" value="146362"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 11/15/2033      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 02/20/2036      GNMA II</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2029      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 5.50% 08/15/2033      GNMA SF</name>
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        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.50% 12/15/2031      GNMA SF</name>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 12/01/2022 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 12/01/2022 FHLMC G30</title>
        <cusip>313965GA7</cusip>
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          <other otherDesc="Internal Identifier" value="105362"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 07/01/2029 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31293TF77</cusip>
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          <other otherDesc="Internal Identifier" value="256156"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.50% 07/01/2031      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <other otherDesc="Internal Identifier" value="285777"/>
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        <name>GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224VUA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107200"/>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 3.981% 05/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385HN32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549203"/>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31376HYP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556158"/>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31376QY31</cusip>
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          <other otherDesc="Internal Identifier" value="550059"/>
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        <name>GOVT NATL MORTG ASSN 4.50% 09/15/2039 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620ADMM1</cusip>
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          <other otherDesc="Internal Identifier" value="564758"/>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 08/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 08/15/2031 GNMA SF</title>
        <cusip>36213JQJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="248283"/>
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        <curCd>USD</curCd>
        <valUSD>102045.75000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 07/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.51% 10/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.51% 10/01/2035     FNMA ARM</title>
        <cusip>31403C7L9</cusip>
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          <other otherDesc="Internal Identifier" value="467557"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.001% 06/01/2023 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.001% 06/01/2023 FAR FNARM</title>
        <cusip>31370KKW1</cusip>
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          <other otherDesc="Internal Identifier" value="543284"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 01/01/2024 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 01/01/2024 FHLMC G30</title>
        <cusip>313988BB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105367"/>
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        <curCd>USD</curCd>
        <valUSD>16379.64000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.771% 02/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.771% 02/01/2036 FAR FNARM</title>
        <cusip>31409XZZ5</cusip>
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          <other otherDesc="Internal Identifier" value="548291"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</title>
        <cusip>36183CAK2</cusip>
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          <other otherDesc="Internal Identifier" value="643226"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 01/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 01/15/2040      GNMA SF</title>
        <cusip>36297H6L7</cusip>
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          <other otherDesc="Internal Identifier" value="461528"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 02/20/2044 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 02/20/2044 SF2 G2SF</title>
        <cusip>36179N2L1</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.274% 08/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.274% 08/01/2033     FNMA ARM</title>
        <cusip>31402JVC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="480587"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 12/20/2038      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 12/20/2038      GNMA II</title>
        <cusip>36202EYM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="436807"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 11/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/20/2033      GNMA II</title>
        <cusip>36202D2D2</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.447% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.447% 09/01/2033 FAR FNARM</title>
        <cusip>31403GWC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552829"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>FANNIE MAE 3.342% 10/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.342% 10/01/2036 FAR FNARM</title>
        <cusip>31410QE23</cusip>
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          <other otherDesc="Internal Identifier" value="543243"/>
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        <issuerCat>USGA</issuerCat>
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        <name>GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF</title>
        <cusip>36184YG27</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643196"/>
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        <balance>119655.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>126819.78000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 7.50% 07/01/2025 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 7.50% 07/01/2025 FNMA</title>
        <cusip>31374KM88</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="116808"/>
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        <balance>5029.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5036.50000000</valUSD>
        <pctVal>0.000609220678</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 04/20/2032 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 04/20/2032 GNMA II</title>
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        <name>GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF</name>
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        <name>GOVT NATL MORTG ASSN 3.50% 09/20/2042 SF2 G2SF</name>
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        <name>FANNIE MAE 3.471% 02/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.518% 09/01/2033 FAR FNARM</title>
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        <name>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/15/2032      GNMA SF</title>
        <cusip>36201MSC7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.50% 05/20/2034      GNMA II SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 05/20/2034      GNMA II SF</title>
        <cusip>36202D5R8</cusip>
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          <other otherDesc="Internal Identifier" value="305454"/>
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        <curCd>USD</curCd>
        <valUSD>70316.03000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 09/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 09/15/2038      GNMA SF</title>
        <cusip>36296RZY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="430247"/>
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        <balance>20869.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23010.93000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.148% 04/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31400SM71</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.365% 01/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409GSP2</cusip>
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        <name>FANNIE MAE 3.42% 01/01/2024 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371DCS4</cusip>
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          <other otherDesc="Internal Identifier" value="543288"/>
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        <curCd>USD</curCd>
        <valUSD>20822.81000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.344% 06/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.344% 06/01/2034 FAR FNARM</title>
        <cusip>31404VDY1</cusip>
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          <other otherDesc="Internal Identifier" value="552803"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF</title>
        <cusip>36223RBP9</cusip>
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          <other otherDesc="Internal Identifier" value="106828"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 05/01/2040      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 05/01/2040      FHLMC G30</title>
        <cusip>312940M30</cusip>
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          <other otherDesc="Internal Identifier" value="477170"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 08/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 08/15/2033      GNMA SF</title>
        <cusip>36201XN53</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="289201"/>
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        <balance>48248.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51966.63000000</valUSD>
        <pctVal>0.006285941745</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 06/15/2041 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 06/15/2041 SF1 GNSF</title>
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        <name>FANNIE MAE 4.15% 06/01/2028 FAR FNARM</name>
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        <name>GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF</name>
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        <cusip>36184QSJ4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.018% 07/01/2026 FAR FNARM</name>
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        <cusip>31376PMT9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.00% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620A5M97</cusip>
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        <curCd>USD</curCd>
        <valUSD>249087.30000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031 FHLMC G30</title>
        <cusip>31283HJU0</cusip>
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          <other otherDesc="Internal Identifier" value="245838"/>
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        <curCd>USD</curCd>
        <valUSD>26753.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</title>
        <cusip>36204PT85</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106178"/>
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        <curCd>USD</curCd>
        <valUSD>941.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 05/15/2028 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 05/15/2028 GNMA SF</title>
        <cusip>36208WGZ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="159109"/>
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        <balance>5774.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5785.93000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 05/01/2038 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 05/01/2038 FHLMC G30</title>
        <cusip>3128MJJP6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="449363"/>
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        <balance>252016.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>283097.18000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</title>
        <cusip>36183QD44</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643201"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.039% 05/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31377EG94</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550061"/>
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        <curCd>USD</curCd>
        <valUSD>9700.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.574% 12/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31378QHM6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577564"/>
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        <issuerCat>USGA</issuerCat>
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        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36291AUM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300757"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 12/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31386MLU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559443"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</title>
        <cusip>3620ASD71</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="494468"/>
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        <balance>80500.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>88446.21000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.44% 08/01/2022 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.44% 08/01/2022 FAR FNARM</title>
        <cusip>31367QUN2</cusip>
        <identifiers>
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        <balance>2877.45000000</balance>
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        <name>FANNIE MAE 3.53% 09/01/2039 FAR FNARM</name>
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        <name>FANNIE MAE 8.00% 07/01/2024 FNMA</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</name>
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        <name>FANNIE MAE 4.00% 03/01/2041      FNMA 30</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 05/15/2033      GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 12/15/2036      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 12/15/2036      GNMA SF</title>
        <cusip>36241KYX0</cusip>
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          <other otherDesc="Internal Identifier" value="440170"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 07/15/2023 GNMA SF</name>
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        <cusip>36203AVW3</cusip>
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          <other otherDesc="Internal Identifier" value="115647"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 05/15/2034      GNMA SF</title>
        <cusip>36291JHG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="305977"/>
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        <curCd>USD</curCd>
        <valUSD>8938.55000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.215% 08/01/2039 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.215% 08/01/2039 FAR FNARM</title>
        <cusip>31402CYR7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="566912"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 2.64% 07/01/2025 FNMA           DUS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.64% 07/01/2025 FNMA           DUS</title>
        <cusip>3138L9Y97</cusip>
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          <other otherDesc="Internal Identifier" value="614939"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.64000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2024 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2024 FHLMC G30</title>
        <cusip>31335GC37</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="154195"/>
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        <curCd>USD</curCd>
        <valUSD>2086.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</title>
        <cusip>36290UP42</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471276"/>
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        <balance>259052.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>281055.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 03/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 03/20/2041      GNMA II</title>
        <cusip>36202FQ74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="505123"/>
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        <balance>868185.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>938312.05000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.13% 03/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.13% 03/01/2032 FAR FNARM</title>
        <cusip>31389R4T0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564339"/>
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        <curCd>USD</curCd>
        <valUSD>19059.55000000</valUSD>
        <pctVal>0.002305464506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</title>
        <cusip>36203XVX1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106005"/>
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        <curCd>USD</curCd>
        <valUSD>1080.51000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 4.50% 01/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 01/15/2039      GNMA SF</title>
        <cusip>36295R4C9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="440366"/>
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        <curCd>USD</curCd>
        <valUSD>1517576.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 5.50% 04/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 04/15/2037      GNMA SF</title>
        <cusip>36212KXF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="386119"/>
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        <balance>193951.70000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 2.901% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.901% 09/01/2033 FAR FNARM</title>
        <cusip>31385XPP6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543306"/>
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        <balance>3794.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3865.32000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 03/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 03/01/2036      FNMA 30</title>
        <cusip>31409EW72</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="356944"/>
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        <curCd>USD</curCd>
        <valUSD>745171.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</title>
        <cusip>36204CP70</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106048"/>
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        <balance>218.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>241.46000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</title>
        <cusip>36183J3M1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643211"/>
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        <balance>43087.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45581.06000000</valUSD>
        <pctVal>0.005513536049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 3.50% 06/20/2043 SF2 G2SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.50% 03/01/2034 FAR FNARM</name>
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        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 12/20/2039      GNMA II</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 06/20/2044 SF2 G2SF</name>
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        <cusip>36179QGF2</cusip>
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        <name>FANNIE MAE 3.305% 11/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31388KXA5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 12/01/2023 FHLMC G30</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 08/20/2041 SF2 G2SF</name>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2035      FHLMC G30</title>
        <cusip>3128K7ND6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="368119"/>
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        <curCd>USD</curCd>
        <valUSD>87216.08000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2031      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 05/15/2031      GNMA SF</title>
        <cusip>36213HL80</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="285959"/>
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        <curCd>USD</curCd>
        <valUSD>6728.18000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 10/20/2042 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 10/20/2042 SF2 G2SF</title>
        <cusip>36179MQP8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535976"/>
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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>
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          <maturityDt>2042-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 03/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 03/15/2040      GNMA SF</title>
        <cusip>3620ARFJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="465469"/>
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        <balance>338573.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>370235.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.025% 06/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.025% 06/01/2035     FNMA ARM</title>
        <cusip>31414CPN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468577"/>
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        <balance>17304.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17474.68000000</valUSD>
        <pctVal>0.002113756857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 02/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 02/15/2026 GNMA SF</title>
        <cusip>36205TFQ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="145539"/>
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        <balance>2441.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2470.81000000</valUSD>
        <pctVal>0.000298871943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.168% 06/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.168% 06/01/2033 FAR FNARM</title>
        <cusip>31402A4W3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="547086"/>
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        <balance>9034.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9520.13000000</valUSD>
        <pctVal>0.001151565583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16800000</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>GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF</title>
        <cusip>36204TFW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106212"/>
        </identifiers>
        <balance>1680.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1854.53000000</valUSD>
        <pctVal>0.000224326025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.743% 10/01/2023 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.743% 10/01/2023 FAR FNARM</title>
        <cusip>31368HC68</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543112"/>
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        <balance>626.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633.42000000</valUSD>
        <pctVal>0.000076619192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2033      GNMA SF</title>
        <cusip>36225BXY9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="330503"/>
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        <balance>39456.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45331.06000000</valUSD>
        <pctVal>0.005483295769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.324% 12/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.324% 12/01/2038 FAR FNARM</title>
        <cusip>31416CAK2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577544"/>
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        <balance>4644.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4811.09000000</valUSD>
        <pctVal>0.000581954832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.32400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF</title>
        <cusip>36201FTT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="246723"/>
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        <balance>8411.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9285.68000000</valUSD>
        <pctVal>0.001123206248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.036% 06/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.036% 06/01/2035     FNMA ARM</title>
        <cusip>31406V5L6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471359"/>
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        <balance>615343.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638665.13000000</valUSD>
        <pctVal>0.077253649161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF</title>
        <cusip>36203DWX4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105793"/>
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        <balance>1264.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1302.25000000</valUSD>
        <pctVal>0.000157521617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</title>
        <cusip>3620ADBU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469478"/>
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        <balance>20902.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22784.58000000</valUSD>
        <pctVal>0.002756048305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2033      FNMA 30</title>
        <cusip>31402K6H2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290752"/>
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        <balance>16961.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18461.10000000</valUSD>
        <pctVal>0.002233075324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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          <other otherDesc="Internal Identifier" value="469470"/>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF</name>
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        <cusip>36183QFD2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 3.509% 12/01/2035     FNMA ARM</name>
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        <cusip>31408GJF5</cusip>
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          <other otherDesc="Internal Identifier" value="470927"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <cusip>36203AD94</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105747"/>
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        <cusip>36213CPZ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="209487"/>
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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>GOVT NATL MORTG ASSN 6.00% 10/15/2032 GNMA SF</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="262252"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <other otherDesc="Internal Identifier" value="106873"/>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2045 SF1 GNSF</name>
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        <cusip>36185CBJ2</cusip>
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          <other otherDesc="Internal Identifier" value="643197"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</name>
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        <cusip>36198RKT2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.174% 08/01/2025 FAR FNARM</name>
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        <cusip>31374NB43</cusip>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2040      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 5.50% 06/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31401LQM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="277253"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224VQP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107197"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <name>FANNIE MAE 3.28% 01/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409XZU6</cusip>
        <identifiers>
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        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36204S5F9</cusip>
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          <other otherDesc="Internal Identifier" value="106200"/>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.00% 02/01/2041      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="105953"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.339% 01/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.339% 01/01/2035 FAR FNARM</title>
        <cusip>31402QX48</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="541461"/>
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        <curCd>USD</curCd>
        <valUSD>21372.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF</title>
        <cusip>36224BLV9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106919"/>
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        <curCd>USD</curCd>
        <valUSD>864.89000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 07/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 07/01/2035      FNMA 30</title>
        <cusip>31407JRT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="339389"/>
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        <balance>24733.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27238.71000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/20/2031 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/20/2031 GNMA II</title>
        <cusip>36202DLU3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="207729"/>
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        <balance>4750.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5355.82000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.101% 02/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.101% 02/01/2034     FNMA ARM</title>
        <cusip>31403YZ89</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="465392"/>
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        <balance>4853.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4900.85000000</valUSD>
        <pctVal>0.000592812302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.484% 12/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.484% 12/01/2032 FAR FNARM</title>
        <cusip>31391N2B6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556171"/>
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        <balance>7675.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8050.11000000</valUSD>
        <pctVal>0.000973750318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48400000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2025      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2025      FHLMC G15</title>
        <cusip>3128PRDW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="467012"/>
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        <curCd>USD</curCd>
        <valUSD>58054.51000000</valUSD>
        <pctVal>0.007022338526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034      FHLMC G30</title>
        <cusip>31296WUR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="302599"/>
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        <balance>7394.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8157.05000000</valUSD>
        <pctVal>0.000986685900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 09/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 09/15/2033      GNMA SF</title>
        <cusip>36290XML1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297774"/>
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        <balance>63131.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70002.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 07/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 07/20/2041      GNMA II</title>
        <cusip>36202FVG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="498948"/>
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        <balance>2706670.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2925390.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.964% 12/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.964% 12/01/2032     FNMA ARM</title>
        <cusip>31385WZW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="487778"/>
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        <balance>1338.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1404.08000000</valUSD>
        <pctVal>0.000169839088</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.536% 06/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.536% 06/01/2032     FNMA ARM</title>
        <cusip>31402CXP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458844"/>
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        <balance>1428.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1473.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53600000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.968% 05/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.968% 05/01/2035     FNMA ARM</title>
        <cusip>31407GCW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470452"/>
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        <balance>3279.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3468.04000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</title>
        <cusip>36203BJ54</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105760"/>
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        <balance>1765.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1825.95000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.00% 12/20/2042 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.00% 12/20/2042 SF2 G2SF</title>
        <cusip>36179MVR8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="540423"/>
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        <balance>150697.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>156069.12000000</valUSD>
        <pctVal>0.018878295487</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FANNIE MAE 8.50% 03/01/2020 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 03/01/2020 FNMA</title>
        <cusip>3136142S7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105170"/>
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        <balance>5.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5.72000000</valUSD>
        <pctVal>0.000000691897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 08/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 08/15/2031 GNMA SF</title>
        <cusip>36213QZ36</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="259555"/>
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        <balance>4765.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5401.08000000</valUSD>
        <pctVal>0.000653320683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE 2.757% 10/01/2044     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="467410"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.50% 05/20/2031      GNMA II</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.04% 07/01/2035      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407JNQ1</cusip>
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          <other otherDesc="Internal Identifier" value="429112"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
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        <cusip>36203KBE3</cusip>
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        <curCd>USD</curCd>
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        <name>GOVT NATL MORTG ASSN 5.50% 02/15/2038      GNMA SF</name>
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        <cusip>36241KQZ4</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 04/15/2040      GNMA SF</title>
        <cusip>3620AMAJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="467476"/>
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        <balance>77776.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86677.65000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 5.875% 09/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31416BLR7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552821"/>
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        <curCd>USD</curCd>
        <valUSD>1619.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 07/15/2035      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 07/15/2035      GNMA SF</title>
        <cusip>36292ERA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="369387"/>
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        <balance>73026.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78180.23000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 05/01/2022 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 05/01/2022 FHLMC G30</title>
        <cusip>31292GDZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105043"/>
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        <balance>1120.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1168.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF</title>
        <cusip>36224L2E6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107048"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 4.198% 05/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.198% 05/01/2033     FNMA ARM</title>
        <cusip>31401CTE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="473990"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</title>
        <cusip>3620AKS31</cusip>
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          <other otherDesc="Internal Identifier" value="470515"/>
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        <name>GOVT NATL MORTG ASSN 4.00% 09/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 09/20/2041      GNMA II</title>
        <cusip>36202FXB7</cusip>
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        <name>FANNIE MAE 6.50% 04/01/2031      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31384WM23</cusip>
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          <other otherDesc="Internal Identifier" value="272662"/>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36201GUZ6</cusip>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</title>
        <cusip>36200CSL0</cusip>
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        <balance>44081.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47310.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 02/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36223VVX1</cusip>
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          <other otherDesc="Internal Identifier" value="106864"/>
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        <curCd>USD</curCd>
        <valUSD>3445.49000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF</title>
        <cusip>36201EJQ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="246736"/>
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        <balance>10540.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12183.89000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</title>
        <cusip>36203U2N1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105957"/>
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        <balance>399.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 09/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 09/15/2022 GNMA SF</title>
        <cusip>36223REZ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106831"/>
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        <balance>65.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>65.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</title>
        <cusip>36204HCW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106102"/>
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        <balance>1549.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1709.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 09/01/2021 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 09/01/2021 FHLMC G30</title>
        <cusip>31292GCX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105042"/>
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        <curCd>USD</curCd>
        <valUSD>29.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 05/15/2037      GNMA SF</title>
        <cusip>36295DLW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="391272"/>
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        <balance>40888.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45917.83000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.50% 09/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 09/15/2038      GNMA SF</title>
        <cusip>36296MRK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="430255"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 5.00% 03/15/2036      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36241KJM1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="369386"/>
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        <valUSD>88495.30000000</valUSD>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.50% 11/15/2039      GNMA SF</name>
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        <cusip>3620AAMB1</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2041 SF1 GNSF</name>
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        <cusip>36177LW34</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643231"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36203EGP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105804"/>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="559432"/>
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        <name>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36183KED6</cusip>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 04/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 04/15/2023 GNMA SF</title>
        <cusip>36203AUX2</cusip>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 03/01/2032 G30 FGLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 03/01/2032 G30 FGLMC</title>
        <cusip>3128P7SY0</cusip>
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          <other otherDesc="Internal Identifier" value="542317"/>
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        <curCd>USD</curCd>
        <valUSD>2901012.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
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          <couponKind>Fixed</couponKind>
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          <other otherDesc="Internal Identifier" value="494471"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 3.00% 07/15/2042 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36295CLM1</cusip>
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          <other otherDesc="Internal Identifier" value="528811"/>
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        <curCd>USD</curCd>
        <valUSD>43612.05000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.00% 12/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 12/15/2023 GNMA SF</title>
        <cusip>36203PAK9</cusip>
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          <other otherDesc="Internal Identifier" value="154599"/>
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        <curCd>USD</curCd>
        <valUSD>6632.45000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36182WC35</cusip>
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          <other otherDesc="Internal Identifier" value="643186"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 8.00% 03/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224QZK5</cusip>
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          <other otherDesc="Internal Identifier" value="107117"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3% 06/20/2049 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3% 06/20/2049 SF2</title>
        <cusip>36179UUH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992361"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2032      GNMA SF</title>
        <cusip>36213JJ89</cusip>
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          <other otherDesc="Internal Identifier" value="266630"/>
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        <valUSD>19956.01000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 01/15/2035 GNMA SF1</name>
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        <cusip>36291AHG7</cusip>
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          <other otherDesc="Internal Identifier" value="329520"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 8.50% 06/15/2022 GNMA SF</name>
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        <cusip>36224BA58</cusip>
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          <other otherDesc="Internal Identifier" value="106910"/>
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        <name>FANNIE MAE 3.406% 08/01/2039 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="559435"/>
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        <name>GOVT NATL MORTG ASSN 3.00% 09/20/2045 SF2 G2SF</name>
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        <name>GOVT NATL MORTG ASSN 3.50% 05/20/2043 SF2 G2SF</name>
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        <name>GOVT NATL MORTG ASSN 7.00% 01/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36200WC41</cusip>
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      <invstOrSec>
        <name>FANNIE MAE 3.51% 11/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410FWR2</cusip>
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          <other otherDesc="Internal Identifier" value="471885"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</title>
        <cusip>36200KNA1</cusip>
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          <other otherDesc="Internal Identifier" value="285927"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2032      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2032      FHLMC G30</title>
        <cusip>31288JZB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="313438"/>
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        <curCd>USD</curCd>
        <valUSD>68726.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <name>FANNIE MAE 3.715% 07/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.715% 07/01/2037 FAR FNARM</title>
        <cusip>31413FKS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577540"/>
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        <curCd>USD</curCd>
        <valUSD>34806.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 09/15/2031      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 09/15/2031      GNMA SF</title>
        <cusip>36213WS98</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282751"/>
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        <balance>13907.86500000</balance>
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        <curCd>USD</curCd>
        <valUSD>15331.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.38% 03/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.38% 03/01/2028 FAR FNARM</title>
        <cusip>31400VP89</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543312"/>
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        <curCd>USD</curCd>
        <valUSD>12709.22000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 08/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 08/15/2038      GNMA SF</title>
        <cusip>36206GQZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="427951"/>
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        <balance>36839.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41233.91000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.572% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.572% 09/01/2033 FAR FNARM</title>
        <cusip>31403NKS5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559458"/>
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        <curCd>USD</curCd>
        <valUSD>8670.85000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.00% 01/20/2024 GNMA II 30YR SINGLE FAMIL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202BV77</cusip>
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          <other otherDesc="Internal Identifier" value="164610"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224ERT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106966"/>
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        <balance>1552.60000000</balance>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.50% 05/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404B4D1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="304711"/>
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        <name>GOVT NATL MORTG ASSN 6.50% 12/15/2028 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <other otherDesc="Internal Identifier" value="202730"/>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>FANNIE MAE 3.59% 12/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.59% 12/01/2035 FAR FNARM</title>
        <cusip>31408GHY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577677"/>
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        <valUSD>34714.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</title>
        <cusip>36200WJD4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="303150"/>
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        <balance>11956.03000000</balance>
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        <valUSD>13251.55000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 07/01/2028 FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 9.50% 07/15/2020 GNMA SF</name>
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        <curCd>USD</curCd>
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        <name>FANNIE MAE 3.915% 02/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409VAU7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.733% 09/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138EGEG5</cusip>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF</title>
        <cusip>36184CSA4</cusip>
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        <curCd>USD</curCd>
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        <name>GOVT NATL MORTG ASSN 4.50% 06/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 06/15/2039      GNMA SF</title>
        <cusip>3620A56A2</cusip>
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          <other otherDesc="Internal Identifier" value="470242"/>
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          <couponKind>Fixed</couponKind>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 01/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>31283H6F7</cusip>
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          <other otherDesc="Internal Identifier" value="336785"/>
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        <issuerCat>USGA</issuerCat>
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        <name>FANNIE MAE 3.886% 04/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404RPH4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556150"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 6.50% 03/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="105176"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36291KAS6</cusip>
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          <other otherDesc="Internal Identifier" value="308835"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 09/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202DZF1</cusip>
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          <other otherDesc="Internal Identifier" value="287114"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.736% 03/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404EQE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577510"/>
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        <balance>47913.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47986.32000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.109% 12/01/2022 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 5.50% 12/15/2028   GNMA SF</name>
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          <other otherDesc="Internal Identifier" value="106977"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 07/15/2046 SF1 GNSF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.543% 12/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.543% 12/01/2032 FAR FNARM</title>
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      <invstOrSec>
        <name>FANNIE MAE 4% 10/01/2047 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3140J6GM3</cusip>
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          <other otherDesc="Internal Identifier" value="980679"/>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 08/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36291LU52</cusip>
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          <other otherDesc="Internal Identifier" value="313599"/>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202THQ2</cusip>
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          <other otherDesc="Internal Identifier" value="273096"/>
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        <curCd>USD</curCd>
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        <name>FANNIE MAE 4.03% 04/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 5.00% 09/15/2036      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF</name>
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        <cusip>36184YLX3</cusip>
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        <name>GOVT NATL MORTG ASSN 4.00% 02/15/2045 SF1 GNSF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 03/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406TT35</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.298% 02/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.298% 02/01/2037     FNMA ARM</title>
        <cusip>31412EJ23</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 5.00% 02/15/2039      GNMA SF</name>
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        <cusip>36241KZ43</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 4.25% 06/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31377EHA0</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.50% 05/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31401EWH8</cusip>
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          <other otherDesc="Internal Identifier" value="277254"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.789% 01/01/2032     FNMA ARM</name>
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        <cusip>31410GJK0</cusip>
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          <other otherDesc="Internal Identifier" value="457357"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 08/15/2034      GNMA SF</name>
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        <title>GOVT NATL MORTG ASSN 5.00% 08/15/2034      GNMA SF</title>
        <cusip>36200NZV6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.403% 12/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.403% 12/01/2033     FNMA ARM</title>
        <cusip>31403N6X0</cusip>
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          <other otherDesc="Internal Identifier" value="449967"/>
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        <curCd>USD</curCd>
        <valUSD>22473.01000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</title>
        <cusip>36182WCW1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643163"/>
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        <curCd>USD</curCd>
        <valUSD>1643648.77000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 03/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 03/01/2033      FHLMC G30</title>
        <cusip>31292HVC5</cusip>
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          <other otherDesc="Internal Identifier" value="272546"/>
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        <curCd>USD</curCd>
        <valUSD>54689.88000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 8.00% 03/01/2023 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.00% 03/01/2023 FNMA</title>
        <cusip>31368YU95</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105258"/>
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        <curCd>USD</curCd>
        <valUSD>15854.78000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 5.00% 01/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 01/15/2040      GNMA SF</title>
        <cusip>3620A9L33</cusip>
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          <other otherDesc="Internal Identifier" value="469473"/>
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        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>3620AM2U5</cusip>
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          <other otherDesc="Internal Identifier" value="494466"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</title>
        <cusip>3620ADC91</cusip>
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          <other otherDesc="Internal Identifier" value="461529"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36183CAT3</cusip>
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          <other otherDesc="Internal Identifier" value="643230"/>
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        <name>GOVT NATL MORTG ASSN 6.00% 04/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 04/15/2037      GNMA SF</title>
        <cusip>36295ERD1</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.568% 12/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385HWQ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543139"/>
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        <curCd>USD</curCd>
        <valUSD>9108.17000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/15/2038      GNMA SF</title>
        <cusip>36241KXC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="450373"/>
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        <balance>150217.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>172041.26000000</valUSD>
        <pctVal>0.020810303423</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.00% 05/01/2043 G30 FGLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.00% 05/01/2043 G30 FGLMC</title>
        <cusip>3132J9GM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549427"/>
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        <curCd>USD</curCd>
        <valUSD>394484.77000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 9.50% 09/15/2020 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.50% 09/15/2020 GNMA SF</title>
        <cusip>36220WQ26</cusip>
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          <other otherDesc="Internal Identifier" value="106728"/>
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        <curCd>USD</curCd>
        <valUSD>51.42000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 10/15/2023 GNMA SF</title>
        <cusip>36204DDZ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106053"/>
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        <balance>5793.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5842.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</title>
        <cusip>36204BDU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106030"/>
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        <balance>427.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>471.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.28% 07/01/2027 FNMA           DUS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.28% 07/01/2027 FNMA           DUS</title>
        <cusip>3138LADF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="614938"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4218083.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 01/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 01/01/2024 FNMA</title>
        <cusip>313615TW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105175"/>
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        <balance>860.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>955.71000000</valUSD>
        <pctVal>0.000115603751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.00% 01/20/2048 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.00% 01/20/2048 SF2 G2SF</title>
        <cusip>36179TQN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681909"/>
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        <balance>2753224.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2831212.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 12/01/2029      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 12/01/2029      FNMA 30</title>
        <cusip>31389X2H5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="334814"/>
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        <balance>103372.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114832.56000000</valUSD>
        <pctVal>0.013890275021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/15/2023 GNMA SF</title>
        <cusip>36203MJE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="154593"/>
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        <balance>2170.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2392.22000000</valUSD>
        <pctVal>0.000289365609</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 01/15/2029   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 01/15/2029   GNMA SF</title>
        <cusip>36209SMV0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="167498"/>
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        <balance>57154.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61327.10000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 09/20/2034      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 09/20/2034      GNMA II</title>
        <cusip>36202EAL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="314734"/>
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        <balance>541443.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>619185.82000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.50% 12/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.50% 12/15/2024 GNMA SF</title>
        <cusip>36204VR27</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="120647"/>
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        <balance>3434.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3444.47000000</valUSD>
        <pctVal>0.000416646947</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2026 GNMA SF</title>
        <cusip>36207UGC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="145583"/>
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        <balance>697.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>698.48000000</valUSD>
        <pctVal>0.000084488922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2026 GNMA SF</title>
        <cusip>36206G6P0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="155653"/>
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        <balance>3859.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4259.94000000</valUSD>
        <pctVal>0.000515287111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.50% 02/15/2046</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.50% 02/15/2046</title>
        <cusip>912810RQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="629247"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6120544.86000000</valUSD>
        <pctVal>0.740347958705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 11/15/2022 GNMA SF</title>
        <cusip>36224CZA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106936"/>
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        <balance>1164.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1167.10000000</valUSD>
        <pctVal>0.000141173722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.50% 03/15/2032      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 07/15/2035      GNMA SF</name>
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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>FANNIE MAE 3.429% 08/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.429% 08/01/2033     FNMA ARM</title>
        <cusip>31403GMW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="429116"/>
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        <curCd>USD</curCd>
        <valUSD>2081.12000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 12/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 12/20/2041      GNMA II</title>
        <cusip>36202FZY5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="511814"/>
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        <curCd>USD</curCd>
        <valUSD>511030.14000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.757% 12/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.757% 12/01/2030 FAR FNARM</title>
        <cusip>31385H5Z1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556154"/>
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        <balance>9853.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10023.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.805% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.805% 04/01/2037 FAR FNARM</title>
        <cusip>31411HGX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="560075"/>
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        <balance>2049.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2137.93000000</valUSD>
        <pctVal>0.000258606406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</title>
        <cusip>36205EHT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106256"/>
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        <balance>1399.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1544.42000000</valUSD>
        <pctVal>0.000186814772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.266% 11/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.266% 11/01/2033 FAR FNARM</title>
        <cusip>31385XUT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543308"/>
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        <balance>12365.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12496.44000000</valUSD>
        <pctVal>0.001511583373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26600000</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>FANNIE MAE 3.686% 04/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.686% 04/01/2033 FAR FNARM</title>
        <cusip>31401GYR9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535156"/>
        </identifiers>
        <balance>5773.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5958.44000000</valUSD>
        <pctVal>0.000720739573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.047% 05/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.047% 05/01/2031 FAR FNARM</title>
        <cusip>31384WMQ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559438"/>
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        <balance>1805.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1852.98000000</valUSD>
        <pctVal>0.000224138535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.04700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 12/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 12/01/2034      FHLMC G30</title>
        <cusip>31283H4Z5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="336781"/>
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        <balance>101804.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114661.79000000</valUSD>
        <pctVal>0.013869618491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.757% 08/01/2042 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 08/01/2042 FAR FNARM</title>
        <cusip>31402RHU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543192"/>
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        <balance>46544.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46937.25000000</valUSD>
        <pctVal>0.005677582310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75700000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.309% 12/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.309% 12/01/2034 FAR FNARM</title>
        <cusip>31406LZ68</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549986"/>
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        <balance>15143.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15924.86000000</valUSD>
        <pctVal>0.001926288894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 08/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 08/15/2039      GNMA SF</title>
        <cusip>36291D4M2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451591"/>
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        <balance>44895.22000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2031 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2031 FHLMC G30</title>
        <cusip>31298MUU9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256155"/>
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        <curCd>USD</curCd>
        <valUSD>43605.45000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 11/20/2042 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 11/20/2042 SF2 G2SF</title>
        <cusip>36179MSX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535910"/>
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        <balance>9795369.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10346846.28000000</valUSD>
        <pctVal>1.251566110151</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 04/15/2028 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 04/15/2028 GNMA SF</title>
        <cusip>36208WGW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="157809"/>
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        <balance>2776.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2781.49000000</valUSD>
        <pctVal>0.000336452144</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 11/15/2039 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 11/15/2039 SF1 GNSF</title>
        <cusip>3620A3VP6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564759"/>
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        <balance>726994.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781911.63000000</valUSD>
        <pctVal>0.094580906177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-11-15</maturityDt>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.749% 02/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 09/20/2041      GNMA II</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 09/15/2040      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 12/20/2025 GNMA II</name>
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        <cusip>36203XGH3</cusip>
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        <name>FANNIE MAE 3.567% 02/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 6.00% 03/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36212VSJ9</cusip>
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        <name>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</title>
        <cusip>36203KA79</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.50% 08/01/2040 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 08/01/2040 FNMA</title>
        <cusip>31418WPP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="476084"/>
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        <balance>430406.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>466800.98000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 10/20/2022 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 10/20/2022 GNMA II</title>
        <cusip>36202ANK9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105677"/>
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        <balance>3574.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3658.77000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 06/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 06/01/2037      FHLMC G30</title>
        <cusip>3128KSCM2</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2046 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36194GRA4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 6.50% 06/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 06/01/2024 FNMA</title>
        <cusip>31371EWT8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105289"/>
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        <curCd>USD</curCd>
        <valUSD>2758.60000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 3.625% 01/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.625% 01/01/2037     FNMA ARM</title>
        <cusip>31411E2N6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="467485"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.006% 09/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385HJD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549983"/>
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        <curCd>USD</curCd>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2025      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2025      FHLMC G15</title>
        <cusip>3128PRDU0</cusip>
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          <other otherDesc="Internal Identifier" value="467011"/>
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        <name>GOVT NATL MORTG ASSN 8.50% 09/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.50% 09/15/2024 GNMA SF</title>
        <cusip>36205BUS9</cusip>
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        <curCd>USD</curCd>
        <valUSD>557.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 01/20/2023 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/20/2023 GNMA II</title>
        <cusip>36202AYU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105683"/>
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        <balance>801.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>811.93000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <cusip>36194GMJ0</cusip>
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        <name>GOVT NATL MORTG ASSN 5.50% 12/20/2034      GNMA II</name>
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        <cusip>36202EBV0</cusip>
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        <name>FANNIE MAE 3.658% 07/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402RQK8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 12/20/2023 GNMA II 30YR SINGLE FAMIL</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2031      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2026 GNMA SF</name>
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        <cusip>36206YRK9</cusip>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 03/15/2026 GNMA SF</title>
        <cusip>36206XT60</cusip>
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          <other otherDesc="Internal Identifier" value="155660"/>
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        <valUSD>9940.97000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 08/20/2035      GNMA II SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 08/20/2035      GNMA II SF</title>
        <cusip>36202EEU9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="342152"/>
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        <curCd>USD</curCd>
        <valUSD>633959.67000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FANNIE MAE 3.487% 12/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.487% 12/01/2035 FAR FNARM</title>
        <cusip>31408BQ50</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="554751"/>
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        <curCd>USD</curCd>
        <valUSD>2428.00000000</valUSD>
        <pctVal>0.000293693598</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE 4.402% 06/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.402% 06/01/2034     FNMA ARM</title>
        <cusip>31404WPZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="460403"/>
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        <curCd>USD</curCd>
        <valUSD>4415.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.40200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.029% 08/01/2034      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.029% 08/01/2034      FNMA ARM</title>
        <cusip>31402DKW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="462902"/>
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        <curCd>USD</curCd>
        <valUSD>657479.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.02900000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.332% 12/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.332% 12/01/2032 FAR FNARM</title>
        <cusip>31391SSV3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="547104"/>
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        <curCd>USD</curCd>
        <valUSD>5121.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.33200000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.00% 10/20/2047 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.00% 10/20/2047 SF2 G2SF</title>
        <cusip>36179TJW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676686"/>
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        <curCd>USD</curCd>
        <valUSD>10317500.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 07/15/2034 GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 07/15/2034 GNMA</title>
        <cusip>36225B6B9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="313156"/>
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        <curCd>USD</curCd>
        <valUSD>3616.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 11/15/2022 GNMA SF</title>
        <cusip>36224QDM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107103"/>
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        <curCd>USD</curCd>
        <valUSD>1026.50000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 8.00% 06/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36223QA98</cusip>
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          <other otherDesc="Internal Identifier" value="106813"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.50% 08/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 08/15/2033      GNMA SF</title>
        <cusip>36241KWF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="433226"/>
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        <curCd>USD</curCd>
        <valUSD>186102.07000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36201BBQ8</cusip>
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          <other otherDesc="Internal Identifier" value="248541"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 05/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202FTL0</cusip>
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          <other otherDesc="Internal Identifier" value="494569"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 07/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 07/15/2022 GNMA SF</title>
        <cusip>36224LQ75</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107063"/>
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        <balance>362.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>365.87000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.053% 04/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.053% 04/01/2033     FNMA ARM</title>
        <cusip>31401B6R1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470849"/>
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        <balance>39886.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41298.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202EHT9</cusip>
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          <other otherDesc="Internal Identifier" value="359583"/>
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        <curCd>USD</curCd>
        <valUSD>20875.10000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 03/15/2032 GNMA SF</title>
        <cusip>36200X4E6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="246724"/>
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        <curCd>USD</curCd>
        <valUSD>26410.66000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.40% 10/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.40% 10/01/2027 FAR FNARM</title>
        <cusip>31386MVZ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="560094"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38039.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 06/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 06/20/2031      GNMA II</title>
        <cusip>36202DNL1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="273013"/>
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        <balance>16904.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19412.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 03/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 03/15/2022 GNMA SF</title>
        <cusip>36223GXU8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106770"/>
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        <balance>7835.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7854.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</title>
        <cusip>36200KET0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="303151"/>
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        <balance>3490.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3869.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RELIANCE INDUSTRIES LTD 2.512% 01/15/2026</name>
        <lei>5493003UOETFYRONLG31</lei>
        <title>RELIANCE INDUSTRIES LTD 2.512% 01/15/2026</title>
        <cusip>759470AT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687334"/>
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        <balance>8531250.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8657712.98000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.51200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 03/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 03/15/2023 GNMA SF</title>
        <cusip>36203AFQ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105750"/>
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        <balance>992.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993.98000000</valUSD>
        <pctVal>0.000120232933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 01/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 01/15/2039      GNMA SF</title>
        <cusip>36296QPJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516418"/>
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        <balance>438677.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>488911.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 03/20/2043 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 03/20/2043 SF2 G2SF</title>
        <cusip>36179M5M8</cusip>
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          <other otherDesc="Internal Identifier" value="545031"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 11/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/15/2032      GNMA SF</title>
        <cusip>36201MBY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="264128"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 11/15/2035      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/15/2035      GNMA SF</title>
        <cusip>36213CYY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="351414"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 09/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 09/20/2041      GNMA II</title>
        <cusip>36202FXC5</cusip>
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          <other otherDesc="Internal Identifier" value="505411"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.865% 03/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.865% 03/01/2037     FNMA ARM</title>
        <cusip>31411RTJ7</cusip>
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          <other otherDesc="Internal Identifier" value="499934"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/20/2035      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/20/2035      GNMA II</title>
        <cusip>36202ED55</cusip>
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          <other otherDesc="Internal Identifier" value="337313"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.50% 04/01/2041      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 04/01/2041      FNMA 30</title>
        <cusip>3138ABEP0</cusip>
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          <other otherDesc="Internal Identifier" value="491832"/>
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        <valUSD>2493343.25000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</name>
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        <cusip>36183HMP7</cusip>
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        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2035      GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 08/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 08/15/2039      GNMA SF</title>
        <cusip>36241LBF2</cusip>
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          <other otherDesc="Internal Identifier" value="451851"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.50% 02/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 02/15/2033      GNMA SF</title>
        <cusip>36200KMZ7</cusip>
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          <other otherDesc="Internal Identifier" value="277783"/>
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        <curCd>USD</curCd>
        <valUSD>19207.38000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 12/15/2035      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 12/15/2035      GNMA SF</title>
        <cusip>36200JJZ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="353589"/>
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        <curCd>USD</curCd>
        <valUSD>22059.09000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 03/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 03/15/2023 GNMA SF</title>
        <cusip>36224XSF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="116504"/>
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        <curCd>USD</curCd>
        <valUSD>6114.95000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</title>
        <cusip>36224QX50</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107112"/>
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        <balance>2105.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2109.62000000</valUSD>
        <pctVal>0.000255181997</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 09/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 09/15/2032      GNMA SF</title>
        <cusip>36201F5K9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="273179"/>
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        <balance>22404.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24728.33000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.585% 09/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.585% 09/01/2032     FNMA ARM</title>
        <cusip>31391AM97</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="512431"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224JT85</cusip>
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          <other otherDesc="Internal Identifier" value="107028"/>
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        <valUSD>2118.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202VXC0</cusip>
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          <other otherDesc="Internal Identifier" value="309334"/>
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        <valUSD>9587.68000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.818% 10/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410GMD2</cusip>
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          <other otherDesc="Internal Identifier" value="577496"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.495% 03/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402RTY5</cusip>
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          <other otherDesc="Internal Identifier" value="535096"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</title>
        <cusip>36198RNE2</cusip>
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          <other otherDesc="Internal Identifier" value="643214"/>
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        <valUSD>75006.73000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 2.77% 04/01/2025 FNMA           DUS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.77% 04/01/2025 FNMA           DUS</title>
        <cusip>3138L9PU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="614936"/>
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        <curCd>USD</curCd>
        <valUSD>3591575.82000000</valUSD>
        <pctVal>0.434441032243</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 05/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <cusip>36203QND9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 09/15/2023 GNMA SF</title>
        <cusip>36203KCF9</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <name>FANNIE MAE 3.315% 11/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411AP58</cusip>
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          <other otherDesc="Internal Identifier" value="501487"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</title>
        <cusip>3620A33F9</cusip>
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          <other otherDesc="Internal Identifier" value="469466"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</title>
        <cusip>36224XY47</cusip>
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          <other otherDesc="Internal Identifier" value="107218"/>
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        <valUSD>1861.71000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.287% 11/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31403BM83</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556173"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.00% 08/01/2041      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.00% 08/01/2041      FNMA 30</title>
        <cusip>3138APCG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="506697"/>
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        <curCd>USD</curCd>
        <valUSD>2511929.14000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.244% 11/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.244% 11/01/2025 FAR FNARM</title>
        <cusip>31374GXY8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543294"/>
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        <curCd>USD</curCd>
        <valUSD>15133.93000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.24400000</annualizedRt>
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        <name>FANNIE MAE 2.064% 08/01/2033     FN COFI+125;LC12.47</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.064% 08/01/2033     FN COFI+125;LC12.47</title>
        <cusip>31388XVV3</cusip>
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          <other otherDesc="Internal Identifier" value="315414"/>
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        <curCd>USD</curCd>
        <valUSD>23358.48000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36183QPK5</cusip>
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          <other otherDesc="Internal Identifier" value="643229"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 08/15/2039      GNMA SF</name>
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          <other otherDesc="Internal Identifier" value="469483"/>
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        <name>GOVT NATL MORTG ASSN 3.50% 01/20/2043 SF2 G2SF</name>
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          <other otherDesc="Internal Identifier" value="540697"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 8.00% 03/01/2022 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.00% 03/01/2022 FNMA</title>
        <cusip>31365UTX5</cusip>
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        <curCd>USD</curCd>
        <valUSD>19911.14000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</title>
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        <name>GOVT NATL MORTG ASSN 9.50% 04/20/2025 GNMA II</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 4.125% 12/01/2030     FNMA ARM</name>
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        <cusip>31387UEK3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.503% 02/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402C7G1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.652% 01/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.652% 01/01/2030 FAR FNARM</title>
        <cusip>31384VQU9</cusip>
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          <other otherDesc="Internal Identifier" value="559434"/>
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        <curCd>USD</curCd>
        <valUSD>3327.41000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</title>
        <cusip>3620AQPK3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470512"/>
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        <curCd>USD</curCd>
        <valUSD>184605.25000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.759% 04/01/2040 FHA FHARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.759% 04/01/2040 FHA FHARM</title>
        <cusip>31300MEQ2</cusip>
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          <other otherDesc="Internal Identifier" value="570834"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.00% 09/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 09/15/2038      GNMA SF</title>
        <cusip>36295QMW7</cusip>
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          <other otherDesc="Internal Identifier" value="431143"/>
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        <name>FANNIE MAE 3.463% 07/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3138EJ4Z8</cusip>
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        <name>FANNIE MAE 4.039% 09/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.039% 09/01/2037 FAR FNARM</title>
        <cusip>3138ELMS9</cusip>
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          <other otherDesc="Internal Identifier" value="561841"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</title>
        <cusip>36297GEB2</cusip>
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          <other otherDesc="Internal Identifier" value="469472"/>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36204RYL6</cusip>
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          <other otherDesc="Internal Identifier" value="106198"/>
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        <name>GOVT NATL MORTG ASSN 4.50% 07/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 07/15/2039      GNMA SF</title>
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      <invstOrSec>
        <name>FANNIE MAE 3.733% 02/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.733% 02/01/2033 FAR FNARM</title>
        <cusip>31400APR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543154"/>
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        <balance>6918.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7200.90000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 04/15/2045 SF1 GNSF</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.50% 03/20/2023 GNMA II</name>
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        <cusip>36202BBG9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 6.50% 06/01/2032      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31390MVH4</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.79% 08/01/2027     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.79% 08/01/2027     FNMA ARM</title>
        <cusip>31385XPZ4</cusip>
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        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 05/15/2040      GNMA SF</title>
        <cusip>3620ALQL1</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 04/01/2025      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 04/01/2025      FHLMC G15</title>
        <cusip>3128PRDB2</cusip>
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          <other otherDesc="Internal Identifier" value="467010"/>
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        <curCd>USD</curCd>
        <valUSD>533667.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF</title>
        <cusip>36203WCG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105987"/>
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        <curCd>USD</curCd>
        <valUSD>1189.42000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.733% 03/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.733% 03/01/2035 FAR FNARM</title>
        <cusip>31404NCR5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577703"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3614.34000000</valUSD>
        <pctVal>0.000437194612</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.73300000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.636% 09/01/2031     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.636% 09/01/2031     FNMA ARM</title>
        <cusip>31388JK53</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="467406"/>
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        <curCd>USD</curCd>
        <valUSD>15149.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.451% 08/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.451% 08/01/2029 FAR FNARM</title>
        <cusip>31391FPC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543150"/>
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        <curCd>USD</curCd>
        <valUSD>7079.97000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.50% 07/20/2040      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 07/20/2040      GNMA II</title>
        <cusip>36202FHX7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="473898"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</title>
        <cusip>36296YDR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643189"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 01/15/2037      GNMA SF</title>
        <cusip>36241KLV8</cusip>
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          <other otherDesc="Internal Identifier" value="388905"/>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 09/01/2040      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 09/01/2040      FHLMC G30</title>
        <cusip>312942KX2</cusip>
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          <other otherDesc="Internal Identifier" value="496238"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.305% 05/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.305% 05/01/2034 FAR FNARM</title>
        <cusip>31404UM80</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="560068"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 8.50% 06/01/2021 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 06/01/2021 FNMA</title>
        <cusip>31364YLK4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105238"/>
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        <balance>36.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36.45000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</title>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3% 02/20/2048 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3% 02/20/2048 SF2</title>
        <cusip>36179TSF3</cusip>
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          <other otherDesc="Internal Identifier" value="977398"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.508% 11/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.508% 11/01/2028 FAR FNARM</title>
        <cusip>31387UEG2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 3.50% 07/20/2042 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 07/20/2042 SF2 G2SF</title>
        <cusip>36179MG53</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2024 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2024 FHLMC G30</title>
        <cusip>31292GK54</cusip>
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          <other otherDesc="Internal Identifier" value="105045"/>
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        <curCd>USD</curCd>
        <valUSD>44910.73000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 08/15/2036      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 08/15/2036      GNMA SF</title>
        <cusip>36241KKY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="381545"/>
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        <curCd>USD</curCd>
        <valUSD>32677.59000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 07/20/2039      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 07/20/2039      GNMA II</title>
        <cusip>36202E7K9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="467398"/>
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        <curCd>USD</curCd>
        <valUSD>113501.81000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</title>
        <cusip>36204TEB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="154605"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2024 GNMA SF</title>
        <cusip>36204ELL9</cusip>
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          <other otherDesc="Internal Identifier" value="106067"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.00% 05/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 05/15/2023 GNMA SF</title>
        <cusip>36203RND7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105929"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.028% 10/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.028% 10/01/2034     FNMA ARM</title>
        <cusip>31405PAH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="429074"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 10/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 10/15/2033      GNMA SF</title>
        <cusip>36290SK42</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="321686"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2033      FNMA 30</title>
        <cusip>31403HPH7</cusip>
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          <other otherDesc="Internal Identifier" value="290747"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029   FHLMC G30</title>
        <cusip>31293QBT9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="171169"/>
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        <balance>11197.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12443.55000000</valUSD>
        <pctVal>0.001505185739</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 05/15/2034 GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>GOVT NATL MORTG ASSN 5.00% 12/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 12/15/2039      GNMA SF</title>
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        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 02/15/2024 GNMA SF</title>
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        <name>FANNIE MAE 3.14% 10/01/2025 FNMA           DUS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 4.50% 02/20/2040      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 02/20/2040      GNMA II</title>
        <cusip>36202FEH5</cusip>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.50% 12/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 12/01/2033 FAR FNARM</title>
        <cusip>31371LLA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543215"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.058% 03/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.058% 03/01/2036     FNMA ARM</title>
        <cusip>31409DSH7</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36204JTN6</cusip>
        <identifiers>
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        <name>GOVT NATL MORTG ASSN 4.00% 05/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36182GVL9</cusip>
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        <name>FANNIE MAE 3.362% 11/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FANNIE MAE 4.033% 09/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 11/20/2039 GNMA</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202FCM6</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 11/20/2023      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/20/2023      GNMA II</title>
        <cusip>36202BTX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="319262"/>
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        <balance>359.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391.11000000</valUSD>
        <pctVal>0.000047309103</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.527% 09/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.527% 09/01/2033     FNMA ARM</title>
        <cusip>31403YGW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468466"/>
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        <balance>6646.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6809.63000000</valUSD>
        <pctVal>0.000823700468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2040      GNMA SF</title>
        <cusip>3620C0XV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471312"/>
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        <balance>94608.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105398.63000000</valUSD>
        <pctVal>0.012749136286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.303% 09/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.303% 09/01/2038 FAR FNARM</title>
        <cusip>31414FXN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543248"/>
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        <balance>1211.23200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1244.79000000</valUSD>
        <pctVal>0.000150571192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF</title>
        <cusip>36204PRC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106176"/>
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        <balance>958.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1057.18000000</valUSD>
        <pctVal>0.000127877676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.954% 01/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.954% 01/01/2036 FAR FNARM</title>
        <cusip>31405BEJ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556141"/>
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        <balance>11612.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12255.14000000</valUSD>
        <pctVal>0.001482395455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.95400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.802% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.802% 08/01/2037 FAR FNARM</title>
        <cusip>31413MUF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550031"/>
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        <balance>3083.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3236.92000000</valUSD>
        <pctVal>0.000391541467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80200000</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>FANNIE MAE 7.50% 08/01/2025 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 7.50% 08/01/2025 FNMA</title>
        <cusip>31371FAX0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="116805"/>
        </identifiers>
        <balance>2714.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2934.63000000</valUSD>
        <pctVal>0.000354976130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AID ISRAEL 5.50% 09/18/2023</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
        <title>AID ISRAEL 5.50% 09/18/2023</title>
        <cusip>46513EFF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="603553"/>
        </identifiers>
        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13563232.08000000</valUSD>
        <pctVal>1.640623737520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.41% 05/01/2038 FHA FHARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.41% 05/01/2038 FHA FHARM</title>
        <cusip>3128QTEQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545091"/>
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        <balance>1163663.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1228001.68000000</valUSD>
        <pctVal>0.148540458058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 03/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 03/01/2035      FNMA 30</title>
        <cusip>31406TTT8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329603"/>
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        <balance>47270.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50873.28000000</valUSD>
        <pctVal>0.006153688905</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 1/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 1/01/2035      FNMA 30</title>
        <cusip>31406PZU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329607"/>
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        <balance>84123.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90569.80000000</valUSD>
        <pctVal>0.010955424408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.437% 06/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.437% 06/01/2029 FAR FNARM</title>
        <cusip>31363EHV0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549995"/>
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        <balance>729.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748.34000000</valUSD>
        <pctVal>0.000090520044</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 05/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 05/15/2022 GNMA SF</title>
        <cusip>36224A2M2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106896"/>
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        <balance>33.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33.71000000</valUSD>
        <pctVal>0.000004077599</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 05/20/2036      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 05/20/2036      GNMA II</title>
        <cusip>36202EH44</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="361615"/>
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        <balance>28424.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31733.35000000</valUSD>
        <pctVal>0.003838501544</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024</title>
        <cusip>912828D56</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="584467"/>
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        <balance>22000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22658732.58000000</valUSD>
        <pctVal>2.740825661140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DY9 Leasing LLC 2.372% 03/19/2027</name>
        <lei>5493000GFQWJZ2B1KN79</lei>
        <title>DY9 Leasing LLC 2.372% 03/19/2027</title>
        <cusip>26818LAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="991081"/>
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        <balance>2288948.77000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.50% 04/01/2034      PL TYPE</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404CH37</cusip>
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          <other otherDesc="Internal Identifier" value="334637"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36201FX69</cusip>
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          <other otherDesc="Internal Identifier" value="248284"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 09/01/2036 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407JDD1</cusip>
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          <other otherDesc="Internal Identifier" value="387790"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
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        <cusip>36291F5P9</cusip>
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          <other otherDesc="Internal Identifier" value="310933"/>
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        <name>FANNIE MAE 3.574% 12/01/2036 FAR FNARM</name>
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        <name>GOVT NATL MORTG ASSN 3.50% 11/20/2047 SF2 G2SF</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 10/20/2039      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 10/20/2039      GNMA II</title>
        <cusip>36202FB39</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459612"/>
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        <balance>396382.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428339.00000000</valUSD>
        <pctVal>0.051812364999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</title>
        <cusip>36297FYG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469479"/>
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        <balance>68064.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75877.22000000</valUSD>
        <pctVal>0.009178193481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</title>
        <cusip>36204C5Z0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106039"/>
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        <balance>4214.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4651.57000000</valUSD>
        <pctVal>0.000562659115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OVERSEAS PRIVATE INVESTMENT CORP 4.01% 05/15/2030</name>
        <lei>549300IDY55XMYWXSD28</lei>
        <title>OVERSEAS PRIVATE INVESTMENT CORP 4.01% 05/15/2030</title>
        <cusip>690353TK3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940672"/>
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        <balance>1710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1867157.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.01000000</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>GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF</title>
        <cusip>36183W5H1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643164"/>
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        <balance>637197.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684515.64000000</valUSD>
        <pctVal>0.082799778184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.621% 12/01/2033      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.621% 12/01/2033      FNMA ARM</title>
        <cusip>31403YHN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="490855"/>
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        <balance>39494.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41346.07000000</valUSD>
        <pctVal>0.005001266917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.62100000</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>GOVT NATL MORTG ASSN 8.00% 05/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 05/15/2022 GNMA SF</title>
        <cusip>36223L5X2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106783"/>
        </identifiers>
        <balance>444.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445.22000000</valUSD>
        <pctVal>0.000053854309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 06/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 06/15/2023 GNMA SF</title>
        <cusip>36203GJW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105827"/>
        </identifiers>
        <balance>248.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274.48000000</valUSD>
        <pctVal>0.000033201408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.413% 07/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.413% 07/01/2033 FAR FNARM</title>
        <cusip>31402GVQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543226"/>
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        <balance>11652.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11976.44000000</valUSD>
        <pctVal>0.001448683590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41300000</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>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</title>
        <cusip>36204EVS3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106073"/>
        </identifiers>
        <balance>1616.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1783.61000000</valUSD>
        <pctVal>0.000215747462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2033      FHLMC G30</title>
        <cusip>31296NUK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="288535"/>
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        <balance>11324.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12468.81000000</valUSD>
        <pctVal>0.001508241217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.625% 11/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.625% 11/01/2036 FAR FNARM</title>
        <cusip>31411BAT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="531946"/>
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        <balance>1159.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1213.13000000</valUSD>
        <pctVal>0.000146741562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 12/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 12/15/2034      GNMA SF</title>
        <cusip>36291TBV9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="324024"/>
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        <balance>119984.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131488.11000000</valUSD>
        <pctVal>0.015904948997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.085% 04/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.085% 04/01/2033 FAR FNARM</title>
        <cusip>31401DVU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543222"/>
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        <balance>6250.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6361.00000000</valUSD>
        <pctVal>0.000769433681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.311% 07/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.311% 07/01/2033     FNMA ARM</title>
        <cusip>31402DSD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="462054"/>
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        <balance>4909.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5119.77000000</valUSD>
        <pctVal>0.000619293111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31100000</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>FANNIE MAE 3.746% 04/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.746% 04/01/2036     FNMA ARM</title>
        <cusip>31410MHH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="460756"/>
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        <balance>1928.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2005.72000000</valUSD>
        <pctVal>0.000242614136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</title>
        <cusip>36213FUR2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279783"/>
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        <curCd>USD</curCd>
        <valUSD>600021.65000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</title>
        <cusip>31406AGW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329185"/>
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        <curCd>USD</curCd>
        <valUSD>493998.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41800000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.00% 10/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202DQA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300737"/>
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        <balance>23933.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26664.07000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 05/15/2031 GNMA SF</title>
        <cusip>36225BND6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256692"/>
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        <balance>22472.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25752.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 04/15/2041      GNMA SF</title>
        <cusip>3620ASEH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="494469"/>
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        <balance>312268.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341810.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</title>
        <cusip>36224UNX1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107186"/>
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        <balance>5790.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5800.35000000</valUSD>
        <pctVal>0.000701616829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.433% 07/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.433% 07/01/2037 FAR FNARM</title>
        <cusip>31413B3Q2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552823"/>
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        <balance>5263.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5516.50000000</valUSD>
        <pctVal>0.000667282016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.795% 04/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.795% 04/01/2033 FAR FNARM</title>
        <cusip>31401PEL4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577726"/>
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        <balance>7584.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7829.69000000</valUSD>
        <pctVal>0.000947088068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</title>
        <cusip>36200MFY4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="284579"/>
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        <balance>18603.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20884.21000000</valUSD>
        <pctVal>0.002526177423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 07/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 07/01/2033      FHLMC G30</title>
        <cusip>31296KQD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="292536"/>
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        <balance>13343.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15013.13000000</valUSD>
        <pctVal>0.001816005013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 09/20/2022 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 09/20/2022 GNMA II</title>
        <cusip>36202AFJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105676"/>
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        <curCd>USD</curCd>
        <valUSD>432.82000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2035      FHLMC G30</title>
        <cusip>31297U6R6</cusip>
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          <other otherDesc="Internal Identifier" value="341705"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 06/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 06/15/2044 SF1 GNSF</title>
        <cusip>36182Q2Z8</cusip>
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          <other otherDesc="Internal Identifier" value="643225"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</title>
        <cusip>36198QTS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643198"/>
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        <valUSD>98305.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</title>
        <cusip>36295WJB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471277"/>
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        <balance>178921.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>194645.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF</title>
        <cusip>36198RH41</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643178"/>
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        <balance>187903.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>201857.54000000</valUSD>
        <pctVal>0.024416914034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OVERSEAS PRIVATE INVESTMENT CORP 2.12% 03/20/2024</name>
        <lei>549300IDY55XMYWXSD28</lei>
        <title>OVERSEAS PRIVATE INVESTMENT CORP 2.12% 03/20/2024</title>
        <cusip>6903536M4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="999942"/>
        </identifiers>
        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5523849.27000000</valUSD>
        <pctVal>0.668170992090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.957% 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.957% 08/01/2036 FAR FNARM</title>
        <cusip>31403DRK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552819"/>
        </identifiers>
        <balance>856.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>896.94000000</valUSD>
        <pctVal>0.000108494866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.95700000</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>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 10/15/2039      GNMA SF</title>
        <cusip>3620A9PM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458477"/>
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        <balance>387911.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432395.03000000</valUSD>
        <pctVal>0.052302986929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</title>
        <cusip>36202T7B6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="286854"/>
        </identifiers>
        <balance>71331.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79360.32000000</valUSD>
        <pctVal>0.009599513157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2033      FHLMC G30</title>
        <cusip>31296NK89</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297339"/>
        </identifiers>
        <balance>4487.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4961.69000000</valUSD>
        <pctVal>0.000600171577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.193% 10/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.193% 10/01/2028 FAR FNARM</title>
        <cusip>31373TVT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559431"/>
        </identifiers>
        <balance>11573.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11774.07000000</valUSD>
        <pctVal>0.001424204689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19300000</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>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</title>
        <cusip>36213UYW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="273190"/>
        </identifiers>
        <balance>45276.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50758.06000000</valUSD>
        <pctVal>0.006139751765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 8.00% 07/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.00% 07/01/2024 FNMA</title>
        <cusip>31371EXP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105291"/>
        </identifiers>
        <balance>3390.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3665.61000000</valUSD>
        <pctVal>0.000443396289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 01/15/2029   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 01/15/2029   GNMA SF</title>
        <cusip>36210LZY2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="167503"/>
        </identifiers>
        <balance>7050.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7563.75000000</valUSD>
        <pctVal>0.000914919668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RELIANCE INDUSTRIES LTD 2.06% 01/15/2026</name>
        <lei>5493003UOETFYRONLG31</lei>
        <title>RELIANCE INDUSTRIES LTD 2.06% 01/15/2026</title>
        <cusip>759470AU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912232"/>
        </identifiers>
        <balance>4062500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4083880.13000000</valUSD>
        <pctVal>0.493990712755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</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>GOVT NATL MORTG ASSN 8.00% 11/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 11/15/2022 GNMA SF</title>
        <cusip>36224LFU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107058"/>
        </identifiers>
        <balance>1528.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1532.63000000</valUSD>
        <pctVal>0.000185388640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 9.50% 06/15/2020 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.50% 06/15/2020 GNMA SF</title>
        <cusip>36220WGH4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106727"/>
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        <balance>7.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7.83000000</valUSD>
        <pctVal>0.000000947125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF</title>
        <cusip>362194AW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106569"/>
        </identifiers>
        <balance>7817.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7831.99000000</valUSD>
        <pctVal>0.000947366278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.388% 01/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.388% 01/01/2033 FAR FNARM</title>
        <cusip>31400AMD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535149"/>
        </identifiers>
        <balance>5972.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6271.18000000</valUSD>
        <pctVal>0.000758568953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.665% 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.665% 08/01/2036 FAR FNARM</title>
        <cusip>31410FGX7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543238"/>
        </identifiers>
        <balance>3136.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3276.49000000</valUSD>
        <pctVal>0.000396327898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.66500000</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>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</title>
        <cusip>36204C3V1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106033"/>
        </identifiers>
        <balance>1441.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1493.32000000</valUSD>
        <pctVal>0.000180633659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2032      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 06/15/2033      GNMA SF</name>
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        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</title>
        <cusip>36204HVQ0</cusip>
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          <other otherDesc="Internal Identifier" value="106117"/>
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        <name>FANNIE MAE 6.00% 02/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 02/01/2037      FNMA 30</title>
        <cusip>31411JZY5</cusip>
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          <other otherDesc="Internal Identifier" value="422138"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 5.50% 12/01/2032      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 12/01/2032      FNMA 30</title>
        <cusip>31376J4B2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="327295"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 07/20/2031 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 07/20/2031 GNMA II</title>
        <cusip>36202DNX5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300939"/>
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        <curCd>USD</curCd>
        <valUSD>32011.88000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 2.757% 08/01/2042     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 08/01/2042     FNMA ARM</title>
        <cusip>31402RHT9</cusip>
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          <other otherDesc="Internal Identifier" value="459713"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE 3.904% 04/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406X7G1</cusip>
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          <other otherDesc="Internal Identifier" value="470369"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36183CBA3</cusip>
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          <other otherDesc="Internal Identifier" value="643220"/>
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        <cusip>36202WAM1</cusip>
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          <other otherDesc="Internal Identifier" value="305969"/>
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          <other otherDesc="Internal Identifier" value="430162"/>
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        <name>GOVT NATL MORTG ASSN 6.00% 12/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36201J7L7</cusip>
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          <other otherDesc="Internal Identifier" value="270891"/>
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      <invstOrSec>
        <name>FANNIE MAE 3.837% 03/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31400QTZ6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.50% 01/20/2032      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36202DRH6</cusip>
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        <valUSD>25724.99000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.50% 07/15/2029      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36210GEC4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF</name>
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        <title>GOVT NATL MORTG ASSN 6.50% 09/15/2023 GNMA SF</title>
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          <other otherDesc="Internal Identifier" value="106029"/>
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        <valUSD>3524.12000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.00% 02/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 02/15/2037      GNMA SF</title>
        <cusip>36294VHH6</cusip>
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          <other otherDesc="Internal Identifier" value="391293"/>
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        <curCd>USD</curCd>
        <valUSD>290867.74000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF</title>
        <cusip>36219QZY2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106605"/>
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        <balance>11480.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12152.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.14% 10/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.14% 10/01/2032 FAR FNARM</title>
        <cusip>31400QYE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559449"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58240.29000000</valUSD>
        <pctVal>0.007044810683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 4.13% 03/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.13% 03/01/2038 FAR FNARM</title>
        <cusip>31414BEL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="560707"/>
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        <curCd>USD</curCd>
        <valUSD>33643.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 08/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 08/15/2023 GNMA SF</title>
        <cusip>36203XVZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106006"/>
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        <balance>39.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38.97000000</valUSD>
        <pctVal>0.000004713854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 03/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 03/01/2034      FNMA 30</title>
        <cusip>31404JBY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="307381"/>
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        <balance>73431.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80964.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.20% 04/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.20% 04/01/2038 FAR FNARM</title>
        <cusip>31379MDM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577573"/>
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        <balance>7039.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7300.08000000</valUSD>
        <pctVal>0.000883025849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 04/15/2040      GNMA SF</title>
        <cusip>3620ALN67</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469465"/>
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        <balance>24376.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26567.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FANNIE MAE 3.79% 12/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.79% 12/01/2036 FAR FNARM</title>
        <cusip>31411DUV9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550029"/>
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        <curCd>USD</curCd>
        <valUSD>10350.18000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.361% 09/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.361% 09/01/2032     FNMA ARM</title>
        <cusip>31391BEP8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="490849"/>
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        <curCd>USD</curCd>
        <valUSD>5245.23000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 07/15/2028   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 07/15/2028   GNMA SF</title>
        <cusip>36208RDZ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="168229"/>
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        <curCd>USD</curCd>
        <valUSD>1242.79000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>PRIVATE EXPORT FUNDING CORP 2.30% 09/15/2020</name>
        <lei>CYQE6SAYPFKNQJ6FMH60</lei>
        <title>PRIVATE EXPORT FUNDING CORP 2.30% 09/15/2020</title>
        <cusip>742651DV1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="606363"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3516699.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-09-15</maturityDt>
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      <invstOrSec>
        <name>FANNIE MAE 3.887% 05/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.887% 05/01/2033 FAR FNARM</title>
        <cusip>31385XEK9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549212"/>
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        <balance>15839.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16657.44000000</valUSD>
        <pctVal>0.002014902591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.441% 09/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.441% 09/01/2038 FAR FNARM</title>
        <cusip>31416BWK0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="525201"/>
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        <balance>11469.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11939.97000000</valUSD>
        <pctVal>0.001444272138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>GOVT NATL MORTG ASSN 7.50% 12/15/2026 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 04/15/2033      GNMA SF</name>
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          <other otherDesc="Internal Identifier" value="275769"/>
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        <cusip>36200NSP7</cusip>
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          <other otherDesc="Internal Identifier" value="305839"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</title>
        <cusip>3620A65A1</cusip>
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          <other otherDesc="Internal Identifier" value="469474"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36176WVP3</cusip>
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          <other otherDesc="Internal Identifier" value="643215"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 7.00% 09/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 09/15/2023 GNMA SF</title>
        <cusip>36204AFC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106020"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.54% 11/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409UWM3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-01</maturityDt>
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          <annualizedRt>3.54000000</annualizedRt>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 1.75% 01/15/2028 INDEX LINKED</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 1.75% 01/15/2028 INDEX LINKED</title>
        <cusip>912810PV4</cusip>
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          <other otherDesc="Internal Identifier" value="411139"/>
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        <curCd>USD</curCd>
        <valUSD>11041972.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.76% 04/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.76% 04/01/2033     FNMA ARM</title>
        <cusip>31400Q5R0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="501537"/>
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        <valUSD>1897.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2033-04-01</maturityDt>
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          <annualizedRt>3.76000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 06/15/2023 GNMA SF</title>
        <cusip>36203CET5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105769"/>
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        <curCd>USD</curCd>
        <valUSD>2358.51000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 10/15/2022 GNMA SF</title>
        <cusip>36224JJY9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107020"/>
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        <curCd>USD</curCd>
        <valUSD>363.03000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36223YQE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106890"/>
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        <curCd>USD</curCd>
        <valUSD>11.12000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.848% 10/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31374VCR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577661"/>
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        <curCd>USD</curCd>
        <valUSD>11126.60000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.50% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31403JRR9</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 4.145% 04/01/2032      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.145% 04/01/2032      FNMA ARM</title>
        <cusip>31390AHA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="490618"/>
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        <balance>9895.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10209.62000000</valUSD>
        <pctVal>0.001234967065</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2032 GNMA SF</title>
        <cusip>36213D3C0</cusip>
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        <curCd>USD</curCd>
        <valUSD>1349.59000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2032-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <other otherDesc="Internal Identifier" value="106091"/>
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        <cusip>36200K5S2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 2.064% 11/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>313625FB6</cusip>
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          <other otherDesc="Internal Identifier" value="543330"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 4.00% 08/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36182R5E0</cusip>
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          <other otherDesc="Internal Identifier" value="643224"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 04/15/2037      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 04/15/2037      GNMA SF</title>
        <cusip>36295FGB4</cusip>
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          <other otherDesc="Internal Identifier" value="388877"/>
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        <curCd>USD</curCd>
        <valUSD>26292.10000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2036      GNMA SF</name>
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        <cusip>36292JLY3</cusip>
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        <name>U S TREASURY NOTE/BOND I/L 2.00% 01/15/2026 INDEX LINKED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-15</maturityDt>
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        <name>GOVT NATL MORTG ASSN 6.00% 05/20/2036      GNMA II</name>
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        <cusip>36202EH51</cusip>
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        <name>GOVT NATL MORTG ASSN 5.50% 05/15/2033      GNMA SF</name>
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        <title>GOVT NATL MORTG ASSN 5.50% 05/15/2033      GNMA SF</title>
        <cusip>36201SU49</cusip>
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        <name>GOVT NATL MORTG ASSN 5.50% 06/20/2036      GNMA II</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 4.50% 05/15/2040      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 05/15/2024 GNMA SF</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 12/01/2032      FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF</title>
        <cusip>36203YQB3</cusip>
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        <balance>8822.75000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>549300M8ZYFG0OCMTT87</lei>
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          <other otherDesc="Internal Identifier" value="105782"/>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31376KLJ3</cusip>
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          <other otherDesc="Internal Identifier" value="329615"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029   FHLMC G30</title>
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          <other otherDesc="Internal Identifier" value="171167"/>
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        <curCd>USD</curCd>
        <valUSD>1900.58000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.011% 05/01/2037 FHA FHARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.011% 05/01/2037 FHA FHARM</title>
        <cusip>31349URQ3</cusip>
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          <other otherDesc="Internal Identifier" value="545574"/>
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        <curCd>USD</curCd>
        <valUSD>358420.72000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36200NTS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312821"/>
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        <curCd>USD</curCd>
        <valUSD>61917.81000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</title>
        <cusip>36200NJ69</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="303265"/>
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        <curCd>USD</curCd>
        <valUSD>22966.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 11/15/2044 SF1 GNSF</title>
        <cusip>36182XU74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643191"/>
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        <balance>154255.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>165730.88000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.743% 02/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.743% 02/01/2035 FAR FNARM</title>
        <cusip>31402Q5Q0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543228"/>
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        <curCd>USD</curCd>
        <valUSD>4610.47000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2029   FHLMC G30</title>
        <cusip>31293QUC5</cusip>
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          <other otherDesc="Internal Identifier" value="171171"/>
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        <issuerCat>USGA</issuerCat>
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        <name>GOVT NATL MORTG ASSN 3.50% 08/20/2042 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36179MK74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="531474"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36203DZ45</cusip>
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          <other otherDesc="Internal Identifier" value="105795"/>
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        <name>GOVT NATL MORTG ASSN 5.00% 05/20/2040      GNMA II</name>
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        <cusip>36202FGE0</cusip>
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          <other otherDesc="Internal Identifier" value="470169"/>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31408GX28</cusip>
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          <other otherDesc="Internal Identifier" value="512423"/>
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        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <other otherDesc="Internal Identifier" value="643174"/>
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        <issuerCat>USGA</issuerCat>
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        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 3.50% 12/20/2040      GNMA II</name>
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        <name>FANNIE MAE 6.00% 02/01/2036      FNMA 30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.50% 10/15/2039      GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 5.50% 06/20/2034      GNMA II</name>
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        <name>FANNIE MAE 3.28% 04/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31390T6U8</cusip>
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        <name>U S TREASURY NOTE/BOND I/L 3.625% 04/15/2028 INDEX LINKED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 5.00% 10/15/2035      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 10/15/2035      GNMA SF</title>
        <cusip>36292AWX2</cusip>
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          <other otherDesc="Internal Identifier" value="391373"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.181% 09/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385WVC0</cusip>
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        <name>FANNIE MAE 3.375% 07/01/2038     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31412SVV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468409"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.50% 09/01/2020 FHLMC PC</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.50% 09/01/2020 FHLMC PC</title>
        <cusip>31354G5P2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105126"/>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128MJAX8</cusip>
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          <other otherDesc="Internal Identifier" value="321129"/>
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        <name>FANNIE MAE 3.875% 03/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404MN79</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="467542"/>
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        <name>FANNIE MAE 3.397% 11/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.397% 11/01/2035 FAR FNARM</title>
        <cusip>31407XWX5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543173"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 02/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 02/15/2022 GNMA SF</title>
        <cusip>36224ARD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106905"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-15</maturityDt>
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      <invstOrSec>
        <name>FANNIE MAE 3.437% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.437% 09/01/2033 FAR FNARM</title>
        <cusip>31402MNK2</cusip>
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          <other otherDesc="Internal Identifier" value="559454"/>
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        <curCd>USD</curCd>
        <valUSD>36193.95000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.552% 11/01/2024     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.552% 11/01/2024     FNMA ARM</title>
        <cusip>31374KHJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="524677"/>
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        <curCd>USD</curCd>
        <valUSD>6243.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-01</maturityDt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 12/15/2028   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 12/15/2028   GNMA SF</title>
        <cusip>36210LVS9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="167505"/>
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        <curCd>USD</curCd>
        <valUSD>10077.78000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.825% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.825% 09/01/2033 FAR FNARM</title>
        <cusip>31410GJV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543179"/>
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        <balance>11875.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12475.76000000</valUSD>
        <pctVal>0.001509081897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.82500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/15/2034      GNMA SF</title>
        <cusip>36200KD53</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312676"/>
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        <balance>21877.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23693.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 11/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 11/15/2045 SF1 GNSF</title>
        <cusip>3617AACV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643206"/>
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        <curCd>USD</curCd>
        <valUSD>92417.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 03/15/2032      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 03/15/2032      GNMA SF</title>
        <cusip>36225BUB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="266556"/>
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        <balance>51385.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>60929.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 01/15/2045 SF1 GNSF</title>
        <cusip>36183W5G3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643179"/>
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        <balance>210292.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225923.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 01/15/2029   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 01/15/2029   GNMA SF</title>
        <cusip>36210MQ38</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="167506"/>
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        <balance>4415.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4737.01000000</valUSD>
        <pctVal>0.000572994033</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.458% 01/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.458% 01/01/2033 FAR FNARM</title>
        <cusip>31391UVX0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543217"/>
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        <balance>25058.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26025.02000000</valUSD>
        <pctVal>0.003148015556</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TENNESSEE VALLEY AUTHORITY 1.875% 08/15/2022</name>
        <lei>549300HE1ISW43LNKM54</lei>
        <title>TENNESSEE VALLEY AUTHORITY 1.875% 08/15/2022</title>
        <cusip>880591EN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="527908"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6022692.06000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 07/15/2023 GNMA SF</title>
        <cusip>36203R3H0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105926"/>
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        <curCd>USD</curCd>
        <valUSD>857.94000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.00% 03/15/2029      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 03/15/2029      GNMA SF</title>
        <cusip>36210ETV1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="264129"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.00% 09/01/2040      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 09/01/2040      FNMA 30</title>
        <cusip>31416WVK5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="489597"/>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 12/01/2047 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 12/01/2047 FHLMC</title>
        <cusip>3128MJ3A6</cusip>
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          <other otherDesc="Internal Identifier" value="678846"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</title>
        <cusip>36202S3K2</cusip>
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          <other otherDesc="Internal Identifier" value="286865"/>
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        <curCd>USD</curCd>
        <valUSD>48728.16000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</title>
        <cusip>36297F3A8</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.943% 03/01/2036 FHA FHARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.943% 03/01/2036 FHA FHARM</title>
        <cusip>3128S5LY8</cusip>
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          <other otherDesc="Internal Identifier" value="557745"/>
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        <curCd>USD</curCd>
        <valUSD>1291603.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.94300000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 03/15/2033      GNMA SF</title>
        <cusip>36200HF74</cusip>
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          <other otherDesc="Internal Identifier" value="286863"/>
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        <curCd>USD</curCd>
        <valUSD>33597.22000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 06/01/2039      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 06/01/2039      FHLMC G30</title>
        <cusip>312933T95</cusip>
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          <other otherDesc="Internal Identifier" value="477162"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>460115.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2028 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2028 GNMA SF</title>
        <cusip>36225BBA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="262062"/>
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        <balance>11370.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12902.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.449% 09/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.449% 09/01/2037 FAR FNARM</title>
        <cusip>31378EPF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543123"/>
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        <balance>24483.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24849.80000000</valUSD>
        <pctVal>0.003005859629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.455% 03/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.455% 03/01/2032 FAR FNARM</title>
        <cusip>31389WW35</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559445"/>
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        <balance>16948.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17619.06000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.757% 02/01/2041 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 02/01/2041 FAR FNARM</title>
        <cusip>31386TRN7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543191"/>
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        <balance>4601.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4518.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 11/20/2040      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 11/20/2040      GNMA II</title>
        <cusip>36202FMA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="481947"/>
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        <balance>1986020.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2107131.72000000</valUSD>
        <pctVal>0.254881011953</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 07/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 07/15/2039      GNMA SF</title>
        <cusip>36297FRG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="465470"/>
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        <balance>233508.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255358.21000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 07/15/2023 GNMA SF</title>
        <cusip>362198SP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106578"/>
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        <balance>2356.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2382.20000000</valUSD>
        <pctVal>0.000288153579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.73% 07/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.73% 07/01/2025 FAR FNARM</title>
        <cusip>31374WF98</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535120"/>
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        <balance>20.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 8.00% 04/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 8.00% 04/15/2022 GNMA SF</title>
        <cusip>36224E5X7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106953"/>
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        <balance>1039.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1042.56000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 05/01/2035      FHLMC G30</title>
        <cusip>3128K5XU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="342850"/>
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        <balance>1633.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1814.98000000</valUSD>
        <pctVal>0.000219542012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF</title>
        <cusip>36183X2E9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643228"/>
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        <balance>49072.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52354.40000000</valUSD>
        <pctVal>0.006332846838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF</title>
        <cusip>36223YQM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106891"/>
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        <balance>2292.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2396.62000000</valUSD>
        <pctVal>0.000289897838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>GOVT NATL MORTG ASSN 6.00% 11/20/2034      GNMA II</name>
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        <name>GOVT NATL MORTG ASSN 6.00% 12/15/2023 GNMA SF</name>
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        <cusip>36204EEK9</cusip>
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        <curCd>USD</curCd>
        <valUSD>1725.88000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.724% 12/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.724% 12/01/2028 FAR FNARM</title>
        <cusip>31386XRR9</cusip>
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          <other otherDesc="Internal Identifier" value="547125"/>
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        <curCd>USD</curCd>
        <valUSD>31999.64000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 12/01/2023 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 12/01/2023 FHLMC G30</title>
        <cusip>31335GDJ1</cusip>
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          <other otherDesc="Internal Identifier" value="105052"/>
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        <curCd>USD</curCd>
        <valUSD>5489.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 7.50% 11/15/2027      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 11/15/2027      GNMA SF</title>
        <cusip>36208UCG0</cusip>
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          <other otherDesc="Internal Identifier" value="289965"/>
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        <curCd>USD</curCd>
        <valUSD>6759.92000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 06/15/2034      GNMA SF</title>
        <cusip>36201GU37</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312827"/>
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        <balance>58539.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64932.97000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.755% 06/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385XG35</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543304"/>
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        <curCd>USD</curCd>
        <valUSD>41066.51000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 02/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36200JUK4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="286860"/>
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        <curCd>USD</curCd>
        <valUSD>21130.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.295% 08/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31405KMW8</cusip>
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          <other otherDesc="Internal Identifier" value="462332"/>
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        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF</name>
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        <cusip>36183CNK8</cusip>
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        <name>GOVT NATL MORTG ASSN 4.00% 03/15/2045 SF1 GNSF</name>
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        <cusip>36184CSE6</cusip>
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          <other otherDesc="Internal Identifier" value="643167"/>
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        <name>GOVT NATL MORTG ASSN 6.50% 11/15/2023 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 4.50% 10/20/2044 SF2 G2SF</name>
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      <invstOrSec>
        <name>FANNIE MAE 3.725% 07/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.375% 06/01/2021 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.375% 06/01/2021 FAR FNARM</title>
        <cusip>31365ANZ0</cusip>
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          <other otherDesc="Internal Identifier" value="543108"/>
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        <curCd>USD</curCd>
        <valUSD>1365.38000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 10/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 10/15/2039      GNMA SF</title>
        <cusip>3620A9PN5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458470"/>
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        <curCd>USD</curCd>
        <valUSD>95176.02000000</valUSD>
        <pctVal>0.011512597936</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.50% 12/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 12/01/2030 FAR FNARM</title>
        <cusip>31387URF0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577562"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1963.67000000</valUSD>
        <pctVal>0.000237527721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.639% 06/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.639% 06/01/2026 FAR FNARM</title>
        <cusip>31361ELT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543332"/>
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        <balance>2786.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2794.96000000</valUSD>
        <pctVal>0.000338081490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</title>
        <cusip>36183PL88</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643203"/>
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        <balance>75655.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81283.69000000</valUSD>
        <pctVal>0.009832166145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 04/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 04/15/2026 GNMA SF</title>
        <cusip>36206VM53</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="155658"/>
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        <balance>3274.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3615.25000000</valUSD>
        <pctVal>0.000437304687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 8.00% 07/01/2023 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.00% 07/01/2023 FNMA</title>
        <cusip>31369HMW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="105259"/>
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        <balance>2188.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2196.13000000</valUSD>
        <pctVal>0.000265646343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 02/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 02/20/2041      GNMA II</title>
        <cusip>36202FP67</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="511722"/>
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        <balance>952431.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1010904.42000000</valUSD>
        <pctVal>0.122280130431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.513% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.513% 09/01/2035     FNMA ARM</title>
        <cusip>31403CZ95</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="487200"/>
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        <balance>2873.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2998.39000000</valUSD>
        <pctVal>0.000362688611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.481% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.481% 09/01/2035     FNMA ARM</title>
        <cusip>31402RTR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="464883"/>
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        <balance>80961.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85435.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</title>
        <cusip>31385Y2E4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469611"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48149.77000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95700000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.00% 02/20/2045 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.00% 02/20/2045 SF2 G2SF</title>
        <cusip>36179Q3H2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="597677"/>
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        <balance>1781175.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1854257.47000000</valUSD>
        <pctVal>0.224293059560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.864% 12/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.864% 12/01/2040 FAR FNARM</title>
        <cusip>31385HSE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543138"/>
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        <curCd>USD</curCd>
        <valUSD>1249.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 07/15/2029   GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 07/15/2029   GNMA SF</title>
        <cusip>36209HMJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="192366"/>
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        <balance>28033.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30950.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 9.50% 12/15/2020 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.50% 12/15/2020 GNMA SF</title>
        <cusip>362207ER9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106649"/>
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        <balance>534.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536.23000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.468% 01/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.468% 01/01/2040 FAR FNARM</title>
        <cusip>3138EH6Z0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556794"/>
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        <balance>1975454.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2052571.01000000</valUSD>
        <pctVal>0.248281287387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46800000</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>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/15/2039      GNMA SF</title>
        <cusip>3620A9WJ6</cusip>
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          <other otherDesc="Internal Identifier" value="469477"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.963% 04/01/2041 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.963% 04/01/2041 FAR FNARM</title>
        <cusip>3138EGG57</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="546006"/>
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        <curCd>USD</curCd>
        <valUSD>881.55000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.432% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.432% 08/01/2037 FAR FNARM</title>
        <cusip>31400L6P4</cusip>
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          <other otherDesc="Internal Identifier" value="543219"/>
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        <curCd>USD</curCd>
        <valUSD>457.77000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.50% 04/20/2043 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.50% 04/20/2043 SF2 G2SF</title>
        <cusip>36179NBB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="547444"/>
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        <balance>5549796.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5859985.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 01/15/2024 GNMA SF</title>
        <cusip>36203DHC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="154526"/>
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        <balance>27154.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29933.60000000</valUSD>
        <pctVal>0.003620801769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.656% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.656% 08/01/2037 FAR FNARM</title>
        <cusip>31378EN53</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="525304"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30431.75000000</valUSD>
        <pctVal>0.003681058550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65600000</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>GOVT NATL MORTG ASSN 5.00% 05/15/2035      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 05/15/2035      GNMA SF</title>
        <cusip>36200AYX1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="338100"/>
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        <balance>34109.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38038.87000000</valUSD>
        <pctVal>0.004601224302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 02/20/2044 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 02/20/2044 SF2 G2SF</title>
        <cusip>36181CBF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="575792"/>
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        <balance>729266.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770934.31000000</valUSD>
        <pctVal>0.093253077260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 06/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 06/15/2040      GNMA SF</title>
        <cusip>3620AVRB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471335"/>
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        <balance>214896.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233721.77000000</valUSD>
        <pctVal>0.028271246969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2.976% 06/01/2021 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.976% 06/01/2021 FAR FNARM</title>
        <cusip>31365B3W7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543276"/>
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        <balance>198.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198.73000000</valUSD>
        <pctVal>0.000024038603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 08/01/2038      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 08/01/2038      FNMA 30</title>
        <cusip>31415QMT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="463685"/>
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        <balance>241681.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>270883.88000000</valUSD>
        <pctVal>0.032766417400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.763% 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.763% 08/01/2036 FAR FNARM</title>
        <cusip>31385W6E4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545995"/>
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        <balance>5015.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5281.27000000</valUSD>
        <pctVal>0.000638828332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.805% 07/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.805% 07/01/2028 FAR FNARM</title>
        <cusip>31384VJ60</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543131"/>
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        <balance>10138.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10500.52000000</valUSD>
        <pctVal>0.001270154655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80500000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.333% 01/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.333% 01/01/2035     FNMA ARM</title>
        <cusip>31402QZ46</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468431"/>
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        <balance>3801.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3968.66000000</valUSD>
        <pctVal>0.000480053556</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 04/15/2026 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 04/15/2026 GNMA SF</title>
        <cusip>36207FMF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="145530"/>
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        <balance>545.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>546.49000000</valUSD>
        <pctVal>0.000066104042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.25% 10/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.25% 10/01/2034     FNMA ARM</title>
        <cusip>31405RXD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="454871"/>
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        <balance>149020.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>155876.42000000</valUSD>
        <pctVal>0.018854986279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 09/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 09/20/2031      GNMA II</title>
        <cusip>36202DPR6</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 4.00% 07/20/2041      GNMA II</name>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
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        <cusip>31402YJL9</cusip>
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        <name>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 12/15/2023 GNMA SF</name>
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        <name>GOVT NATL MORTG ASSN 4.00% 09/15/2044 SF1 GNSF</name>
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        <cusip>36182YTK5</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.00% 01/01/2048 G30 FGLMC</name>
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        <name>GOVT NATL MORTG ASSN 7.00% 08/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.762% 06/01/2037 FHA FHARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>GOVT NATL MORTG ASSN 6.00% 04/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <other otherDesc="Internal Identifier" value="300755"/>
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        <name>GOVT NATL MORTG ASSN 8.00% 12/15/2021 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
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        <name>GOVT NATL MORTG ASSN 6.00% 07/15/2029      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410F3M5</cusip>
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        <cusip>36204LKA8</cusip>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31400FDQ7</cusip>
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          <other otherDesc="Internal Identifier" value="577656"/>
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        <cusip>36204WWF0</cusip>
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          <other otherDesc="Internal Identifier" value="106228"/>
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          <other otherDesc="Internal Identifier" value="122225"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 4.00% 05/15/2045 SF1 GNSF</name>
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        <cusip>36185BPE0</cusip>
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          <other otherDesc="Internal Identifier" value="643181"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 07/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36290QZJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="289261"/>
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        <curCd>USD</curCd>
        <valUSD>285511.48000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 06/01/2029   FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31368HKP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="188935"/>
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        <curCd>USD</curCd>
        <valUSD>336.79000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.516% 09/01/2035 FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.516% 09/01/2035 FNMA ARM</title>
        <cusip>31406RGS8</cusip>
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          <other otherDesc="Internal Identifier" value="389090"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36204HAP5</cusip>
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          <other otherDesc="Internal Identifier" value="106098"/>
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        <name>GOVT NATL MORTG ASSN 4.00% 02/15/2045 SF1 GNSF</name>
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        <cusip>36184FN87</cusip>
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        <name>GOVT NATL MORTG ASSN 4.00% 10/15/2044 SF1 GNSF</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 10/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 5.00% 03/15/2040      GNMA SF</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 02/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36184HMS0</cusip>
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          <other otherDesc="Internal Identifier" value="643165"/>
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        <curCd>USD</curCd>
        <valUSD>649049.71000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402SR33</cusip>
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          <other otherDesc="Internal Identifier" value="290753"/>
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        <curCd>USD</curCd>
        <valUSD>1991.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.661% 07/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.661% 07/01/2034 FAR FNARM</title>
        <cusip>31410F7G4</cusip>
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          <other otherDesc="Internal Identifier" value="571861"/>
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        <curCd>USD</curCd>
        <valUSD>1240.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 12/15/2031 GNMA SF</title>
        <cusip>36201A2R8</cusip>
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          <other otherDesc="Internal Identifier" value="262283"/>
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        <curCd>USD</curCd>
        <valUSD>2643.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 01/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224LYT8</cusip>
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          <other otherDesc="Internal Identifier" value="107068"/>
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        <balance>2128.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2132.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.735% 03/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.735% 03/01/2036     FNMA ARM</title>
        <cusip>31409XQG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459721"/>
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        <balance>70209.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73176.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.52% 03/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.52% 03/01/2027 FAR FNARM</title>
        <cusip>31379XVA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543127"/>
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        <balance>24292.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24489.93000000</valUSD>
        <pctVal>0.002962329351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 07/20/2039 SF2 G2SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 07/20/2039 SF2 G2SF</title>
        <cusip>36202E7H6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="533119"/>
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        <balance>1363495.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1508884.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 03/01/2032 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 03/01/2032 FHLMC G30</title>
        <cusip>31287QFN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="259047"/>
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        <balance>495.04700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545.72000000</valUSD>
        <pctVal>0.000066010902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 03/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 03/01/2035      FNMA 30</title>
        <cusip>31406P3F4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329604"/>
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        <balance>698082.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784501.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/15/2024 GNMA SF</title>
        <cusip>36204HKS8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106110"/>
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        <balance>39942.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44087.99000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.658% 04/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385KCD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559440"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3143.28000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 09/15/2045 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 09/15/2045 SF1 GNSF</title>
        <cusip>3617AAVK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643199"/>
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        <balance>130289.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>139965.40000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 08/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 08/01/2035      FNMA 30</title>
        <cusip>31371MDT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="339260"/>
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        <balance>27212.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30636.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.711% 03/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.711% 03/01/2030 FAR FNARM</title>
        <cusip>31384V7B2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543137"/>
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        <balance>1954.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2018.72000000</valUSD>
        <pctVal>0.000244186631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.604% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.604% 10/01/2033 FAR FNARM</title>
        <cusip>31403LQJ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="577650"/>
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        <balance>6387.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6731.03000000</valUSD>
        <pctVal>0.000814192924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.42% 09/01/2023 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.42% 09/01/2023 FAR FNARM</title>
        <cusip>31370NUN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543114"/>
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        <balance>26962.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27276.63000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 08/20/2031      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 08/20/2031      GNMA II</title>
        <cusip>36202DPD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="270964"/>
        </identifiers>
        <balance>75596.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86269.98000000</valUSD>
        <pctVal>0.010435313366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.00% 12/15/2044 SF1 GNSF</title>
        <cusip>36183MUW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="643208"/>
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        <balance>35999.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37980.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 05/01/2043 G30 FGLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 05/01/2043 G30 FGLMC</title>
        <cusip>31292SBG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549309"/>
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        <balance>64824.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68307.76000000</valUSD>
        <pctVal>0.008262583125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 11/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 11/20/2033      GNMA II</title>
        <cusip>36202D2F7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300736"/>
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        <balance>44064.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50333.12000000</valUSD>
        <pctVal>0.006088350547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2034      FHLMC G30</title>
        <cusip>31297ATW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="341708"/>
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        <balance>38145.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>42884.77000000</valUSD>
        <pctVal>0.005187389792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 06/20/2041      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 06/20/2041      GNMA II</title>
        <cusip>36202FUF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="495699"/>
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        <balance>2554819.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2761165.31000000</valUSD>
        <pctVal>0.333993647243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.834% 05/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.834% 05/01/2035     FNMA ARM</title>
        <cusip>31407DUE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="434955"/>
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        <balance>3867.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4010.80000000</valUSD>
        <pctVal>0.000485150858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.83400000</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>GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/15/2023 GNMA SF</title>
        <cusip>36224YNU9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="107232"/>
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        <balance>10405.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10860.11000000</valUSD>
        <pctVal>0.001313651064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 9.50% 12/15/2020 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.50% 12/15/2020 GNMA SF</title>
        <cusip>362204CU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106634"/>
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        <balance>463.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>466.58000000</valUSD>
        <pctVal>0.000056438039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.50% 04/20/2036      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.50% 04/20/2036      GNMA II</title>
        <cusip>36202EHS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="364119"/>
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        <balance>177462.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198003.98000000</valUSD>
        <pctVal>0.023950783102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.835% 10/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.835% 10/01/2035 FAR FNARM</title>
        <cusip>31415VYD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="542732"/>
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        <balance>2650158.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2778868.78000000</valUSD>
        <pctVal>0.336135078794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.83500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 01/01/2039      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 01/01/2039      FNMA 30</title>
        <cusip>31416BTA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="498588"/>
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        <balance>525320.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577972.81000000</valUSD>
        <pctVal>0.069912238184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2027</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2027</title>
        <cusip>9128282R0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671971"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6164931.24000000</valUSD>
        <pctVal>0.745716984924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/15/2024      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/15/2024      GNMA SF</title>
        <cusip>36204JMW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="285954"/>
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        <balance>11506.91500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12701.38000000</valUSD>
        <pctVal>0.001536373145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRIVATE EXPORT FUNDING CORP 4.30% 12/15/2021</name>
        <lei>CYQE6SAYPFKNQJ6FMH60</lei>
        <title>PRIVATE EXPORT FUNDING CORP 4.30% 12/15/2021</title>
        <cusip>742651DJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458285"/>
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        <balance>1865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1956636.63000000</valUSD>
        <pctVal>0.236676957376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 4.50% 04/15/2040      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 4.50% 04/15/2040      GNMA SF</title>
        <cusip>3620APKB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="471343"/>
        </identifiers>
        <balance>204600.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218086.84000000</valUSD>
        <pctVal>0.026380028332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 12/15/2022 GNMA SF</title>
        <cusip>36223Q2S5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="106812"/>
        </identifiers>
        <balance>2706.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2738.19000000</valUSD>
        <pctVal>0.000331214528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 05/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 05/15/2031 GNMA SF</title>
        <cusip>36213LJB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="221185"/>
        </identifiers>
        <balance>6662.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7344.23000000</valUSD>
        <pctVal>0.000888366283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2029   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2029   FHLMC G30</title>
        <cusip>31293QY49</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="171170"/>
        </identifiers>
        <balance>3197.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3551.92000000</valUSD>
        <pctVal>0.000429644219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912828R77</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912828R77"/>
        </identifiers>
        <balance>22300701.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22300701.38000000</valUSD>
        <pctVal>2.697517806344</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="2J5703FH5U5M97R1I237" name="BNP Paribas Securities Corp."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.01536292</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>22300701.37596650</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>22769716.07344990</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912828Q29</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912828Q29"/>
        </identifiers>
        <balance>2165052.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2165052.63000000</valUSD>
        <pctVal>0.261887190074</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.01536292</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>2165052.63393639</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>2208356.96502796</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>912828UH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="912828UH1"/>
        </identifiers>
        <balance>1426016.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1426016.39000000</valUSD>
        <pctVal>0.172492539073</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.01536292</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>1426016.38634139</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1454538.87340160</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128285B2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128285B2"/>
        </identifiers>
        <balance>4307734.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4307734.98000000</valUSD>
        <pctVal>0.521068446034</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="CYYGQCGNHMHPSMRL3R97" name="HSBC Securities (USA) Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.01536292</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>4307734.97783190</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4393890.39706746</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128286M7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128286M7"/>
        </identifiers>
        <balance>6842615.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6842615.71000000</valUSD>
        <pctVal>0.827690457137</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="CYYGQCGNHMHPSMRL3R97" name="HSBC Securities (USA) Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.01536292</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>6842615.70729804</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>6979469.16461700</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE</name>
        <lei>N/A</lei>
        <title>U S TREASURY NOTE</title>
        <cusip>9128283D0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="9128283D0"/>
        </identifiers>
        <balance>3627137.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3627137.56000000</valUSD>
        <pctVal>0.438742620128</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.01536292</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3627137.56433242</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3699685.80798179</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <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>2020-01-29</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
